COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,433: 7,318 13,482 1,996 0 414 354 1,986 528 7,425 1,252 1,515: 883 1,256
Old : 20,433: 7,318 13,482 1,996 0 414 354 1,986 528 7,425 1,252 1,515: 883 1,256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -1,378: -229 -1,376 54 -24 -178 45 286 -15 -1,176 -223 186: -65 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 66.0 9.8 0.0 2.0 1.7 9.7 2.6 36.3 6.1 7.4: 4.3 6.1
Old : 100.0: 35.8 66.0 9.8 0.0 2.0 1.7 9.7 2.6 36.3 6.1 7.4: 4.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 10 11 5 0 4 . . . 8 4 7:
Old : 34: 10 11 5 0 4 . . . 8 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 55.4 61.9 70.1 35.0 46.0 46.8 55.1
Old : 42.4 55.4 61.9 70.1 35.0 46.0 46.8 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 22,200: 12,454 14,297 292 4,011 2,516 5,372 320 0 1,100 80 0: 466 976
Old : 22,200: 12,454 14,297 292 4,011 2,516 5,372 320 0 1,100 80 0: 466 976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 64.4 1.3 18.1 11.3 24.2 1.4 0.0 5.0 0.4 0.0: 2.1 4.4
Old : 100.0: 56.1 64.4 1.3 18.1 11.3 24.2 1.4 0.0 5.0 0.4 0.0: 2.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 17 16 . . . . . 0 7 . 0:
Old : 41: 17 16 . . . . . 0 7 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 54.6 72.3 76.5 47.2 47.9 56.5 61.2
Old : 55.9 54.6 72.3 76.5 47.2 47.9 56.5 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 47,159: 27,703 43,351 10,668 0 2,059 375 1,300 94 5,700 50 300: 260 5
Old : 47,159: 27,703 43,351 10,668 0 2,059 375 1,300 94 5,700 50 300: 260 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 529: 167 507 113 0 10 -25 -37 94 100 0 -50: 120 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 91.9 22.6 0.0 4.4 0.8 2.8 0.2 12.1 0.1 0.6: 0.6 0.0
Old : 100.0: 58.7 91.9 22.6 0.0 4.4 0.8 2.8 0.2 12.1 0.1 0.6: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 21 . 0 . . . . 5 . .:
Old : 37: 21 21 . 0 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 67.6 87.5 87.4 64.5 64.0 77.0 79.5
Old : 66.7 67.6 87.5 87.4 64.5 64.0 77.0 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 24,281: 18,393 19,891 0 1,649 1,413 0 553 0 3,750 50 725: 0 0
Old : 24,281: 18,393 19,891 0 1,649 1,413 0 553 0 3,750 50 725: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 280: 410 -145 0 405 -55 0 125 0 -100 -75 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 81.9 0.0 6.8 5.8 0.0 2.3 0.0 15.4 0.2 3.0: 0.0 0.0
Old : 100.0: 75.8 81.9 0.0 6.8 5.8 0.0 2.3 0.0 15.4 0.2 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 0 . . 0 . 0 5 . .:
Old : 30: 17 15 0 . . 0 . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 65.8 83.6 85.3 60.2 60.4 73.7 73.3
Old : 64.3 65.8 83.6 85.3 60.2 60.4 73.7 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 152,962: 130,599 107,460 566 33,020 3,913 8,035 1,081 3,910 2,846 648 2,865: 228 65
Old : 152,962: 130,599 107,460 566 33,020 3,913 8,035 1,081 3,910 2,846 648 2,865: 228 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,097: 764 754 -395 88 338 230 25 330 5 -263 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 70.3 0.4 21.6 2.6 5.3 0.7 2.6 1.9 0.4 1.9: 0.1 0.0
Old : 100.0: 85.4 70.3 0.4 21.6 2.6 5.3 0.7 2.6 1.9 0.4 1.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 30 33 . . . 5 . 5 . 4 .:
Old : 53: 30 33 . . . 5 . 5 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 51.7 62.7 70.0 30.9 39.5 44.7 49.7
Old : 39.3 51.7 62.7 70.0 30.9 39.5 44.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 55,792: 47,558 38,499 4,905 8,876 2,482 0 4,283 262 0 925 450: 135 15
Old : 55,792: 47,558 38,499 4,905 8,876 2,482 0 4,283 262 0 925 450: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,425: 715 1,065 65 125 135 0 -125 175 -75 -350 400: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 69.0 8.8 15.9 4.4 0.0 7.7 0.5 0.0 1.7 0.8: 0.2 0.0
Old : 100.0: 85.2 69.0 8.8 15.9 4.4 0.0 7.7 0.5 0.0 1.7 0.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 19 . . . 0 6 4 0 4 .:
Old : 35: 18 19 . . . 0 6 4 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 67.0 89.9 83.0 69.6 57.9 79.5 72.3
Old : 73.1 67.0 89.9 83.0 69.6 57.9 79.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 28,342: 25,133 19,470 3,209 8,747 0 0 0 0 0 125 0: 0 0
Old : 28,342: 25,133 19,470 3,209 8,747 0 0 0 0 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 68.7 11.3 30.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 88.7 68.7 11.3 30.9 0.0 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 14 . . 0 0 0 0 0 . 0:
Old : 21: 8 14 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 91.5 100.0 96.5 89.7 82.4 90.1 87.4
Old : 89.7 91.5 100.0 96.5 89.7 82.4 90.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 65,666: 39,726 46,974 7,001 9,146 2,356 15,365 550 0 0 5,486 1,044: 174 110
Old : 65,666: 39,726 46,974 7,001 9,146 2,356 15,365 550 0 0 5,486 1,044: 174 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 124: 291 -1,083 49 1,646 -439 75 0 0 0 -112 112: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 71.5 10.7 13.9 3.6 23.4 0.8 0.0 0.0 8.4 1.6: 0.3 0.2
Old : 100.0: 60.5 71.5 10.7 13.9 3.6 23.4 0.8 0.0 0.0 8.4 1.6: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 22 . . . . . 0 0 . .:
Old : 34: 21 22 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 55.3 73.3 76.5 53.0 48.9 67.1 66.3
Old : 53.8 55.3 73.3 76.5 53.0 48.9 67.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 84,849: 49,400 48,610 1,588 23,046 6,094 24,139 1,000 935 0 2,767 2,333: 360 64
Old : 84,849: 49,400 48,610 1,588 23,046 6,094 24,139 1,000 935 0 2,767 2,333: 360 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 595: 1,868 -959 -560 2,631 -671 -135 -50 0 0 -454 98: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 57.3 1.9 27.2 7.2 28.4 1.2 1.1 0.0 3.3 2.7: 0.4 0.1
Old : 100.0: 58.2 57.3 1.9 27.2 7.2 28.4 1.2 1.1 0.0 3.3 2.7: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 25 . . . 7 . 4 0 . .:
Old : 42: 23 25 . . . 7 . 4 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 56.5 67.8 77.8 44.6 49.3 58.7 62.7
Old : 46.4 56.5 67.8 77.8 44.6 49.3 58.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 81,836: 60,298 58,737 14,798 21,027 263 2,020 255 10 2,292 0 1,420: 735 124
Old : 81,836: 60,298 58,737 14,798 21,027 263 2,020 255 10 2,292 0 1,420: 735 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,080: 980 460 40 20 0 0 0 0 -550 0 600: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 71.8 18.1 25.7 0.3 2.5 0.3 0.0 2.8 0.0 1.7: 0.9 0.2
Old : 100.0: 73.7 71.8 18.1 25.7 0.3 2.5 0.3 0.0 2.8 0.0 1.7: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 . . . . . . . 0 .:
Old : 40: 22 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 67.0 72.3 80.0 49.2 66.4 70.5 77.6
Old : 49.7 67.0 72.3 80.0 49.2 66.4 70.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,635: 82,422 76,434 24,945 37,566 611 2,420 130 185 3,596 0 1,620: 836 89
Old : 116,635: 82,422 76,434 24,945 37,566 611 2,420 130 185 3,596 0 1,620: 836 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 2,446: 1,536 2,051 100 -450 0 -50 50 0 50 0 800: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 65.5 21.4 32.2 0.5 2.1 0.1 0.2 3.1 0.0 1.4: 0.7 0.1
Old : 100.0: 70.7 65.5 21.4 32.2 0.5 2.1 0.1 0.2 3.1 0.0 1.4: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 24 . . 4 . . . . 0 .:
Old : 44: 22 24 . . 4 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 63.7 70.1 81.3 48.3 63.2 68.1 80.1
Old : 48.5 63.7 70.1 81.3 48.3 63.2 68.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,783: 34,128 43,783 9,990 0 1,455 0 0 0 75 50 0: 135 495
Old : 45,783: 34,128 43,783 9,990 0 1,455 0 0 0 75 50 0: 135 495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 605: 580 425 15 0 0 0 0 0 0 0 0: 10 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 95.6 21.8 0.0 3.2 0.0 0.0 0.0 0.2 0.1 0.0: 0.3 1.1
Old : 100.0: 74.5 95.6 21.8 0.0 3.2 0.0 0.0 0.0 0.2 0.1 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 . 0 . 0 0 0 . . 0:
Old : 30: 17 17 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 88.9 90.5 96.4 65.0 83.5 80.7 86.4
Old : 68.2 88.9 90.5 96.4 65.0 83.5 80.7 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,358: 19,377 18,585 524 1,807 1,901 0 0 0 316 0 45: 195 20
Old : 22,358: 19,377 18,585 524 1,807 1,901 0 0 0 316 0 45: 195 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -120: 90 -120 0 40 -40 0 0 0 0 0 0: -170 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 83.1 2.3 8.1 8.5 0.0 0.0 0.0 1.4 0.0 0.2: 0.9 0.1
Old : 100.0: 86.7 83.1 2.3 8.1 8.5 0.0 0.0 0.0 1.4 0.0 0.2: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 17 . . . 0 0 0 . 0 .:
Old : 25: 19 17 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 58.9 76.3 81.9 37.5 47.4 51.2 57.4
Old : 46.0 58.9 76.3 81.9 37.5 47.4 51.2 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,955: 7,900 12,555 3,680 0 350 450 0 50 525 0 0: 0 0
Old : 12,955: 7,900 12,555 3,680 0 350 450 0 50 525 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -175: 125 75 0 0 0 -50 0 -250 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 96.9 28.4 0.0 2.7 3.5 0.0 0.4 4.1 0.0 0.0: 0.0 0.0
Old : 100.0: 61.0 96.9 28.4 0.0 2.7 3.5 0.0 0.4 4.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . 0 . . 0 . . 0 0:
Old : 22: 13 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 82.2 75.9 97.4 51.6 68.2 65.8 73.3
Old : 58.4 82.2 75.9 97.4 51.6 68.2 65.8 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 68,471: 48,361 40,621 3,979 11,318 7,406 499 242 1,031 4,384 5,274 2,562: 249 17
Old : 68,471: 48,361 40,621 3,979 11,318 7,406 499 242 1,031 4,384 5,274 2,562: 249 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,013: 727 392 110 694 -91 -84 116 -176 387 -74 152: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 59.3 5.8 16.5 10.8 0.7 0.4 1.5 6.4 7.7 3.7: 0.4 0.0
Old : 100.0: 70.6 59.3 5.8 16.5 10.8 0.7 0.4 1.5 6.4 7.7 3.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 26 27 . . . 6 . 6 4 4 7:
Old : 49: 26 27 . . . 6 . 6 4 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 52.4 68.3 68.0 24.9 32.6 39.1 40.1
Old : 44.4 52.4 68.3 68.0 24.9 32.6 39.1 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,702: 12,291 9,981 1 2,396 2,494 0 390 10 1,300 855 300: 306 276
Old : 16,702: 12,291 9,981 1 2,396 2,494 0 390 10 1,300 855 300: 306 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 256: 406 306 1 -149 149 -10 240 -290 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 59.8 0.0 14.3 14.9 0.0 2.3 0.1 7.8 5.1 1.8: 1.8 1.7
Old : 100.0: 73.6 59.8 0.0 14.3 14.9 0.0 2.3 0.1 7.8 5.1 1.8: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . . . 0 . . . . .:
Old : 28: 14 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 52.5 73.5 69.1 35.8 36.8 52.7 49.0
Old : 48.6 52.5 73.5 69.1 35.8 36.8 52.7 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,743: 45,131 54,359 9,071 0 2,960 50 0 0 365 50 120: 46 254
Old : 57,743: 45,131 54,359 9,071 0 2,960 50 0 0 365 50 120: 46 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 6: -49 5 35 0 0 0 0 0 0 0 0: 20 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 94.1 15.7 0.0 5.1 0.1 0.0 0.0 0.6 0.1 0.2: 0.1 0.4
Old : 100.0: 78.2 94.1 15.7 0.0 5.1 0.1 0.0 0.0 0.6 0.1 0.2: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 . 0 . . 0 0 . . .:
Old : 34: 20 21 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 78.6 86.9 92.7 58.8 76.2 73.8 79.6
Old : 62.3 78.6 86.9 92.7 58.8 76.2 73.8 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 35,770: 30,412 24,239 500 9,930 1,269 2,747 45 60 50 74 75: 657 78
Old : 35,770: 30,412 24,239 500 9,930 1,269 2,747 45 60 50 74 75: 657 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -638: -928 -503 0 -160 0 495 -15 25 0 0 0: -230 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 67.8 1.4 27.8 3.5 7.7 0.1 0.2 0.1 0.2 0.2: 1.8 0.2
Old : 100.0: 85.0 67.8 1.4 27.8 3.5 7.7 0.1 0.2 0.1 0.2 0.2: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 21 . . . 6 . . . . .:
Old : 36: 20 21 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 48.9 76.2 75.4 44.1 45.0 53.1 61.0
Old : 57.5 48.9 76.2 75.4 44.1 45.0 53.1 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 69,402: 56,758 62,927 6,460 4,090 1,790 225 0 0 3,669 250 7: 493 338
Old : 69,402: 56,758 62,927 6,460 4,090 1,790 225 0 0 3,669 250 7: 493 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,080: 1,015 1,080 10 0 0 0 0 0 50 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 90.7 9.3 5.9 2.6 0.3 0.0 0.0 5.3 0.4 0.0: 0.7 0.5
Old : 100.0: 81.8 90.7 9.3 5.9 2.6 0.3 0.0 0.0 5.3 0.4 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . . . . 0 0 . . .:
Old : 29: 20 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 88.7 75.2 98.0 50.7 84.6 69.2 86.1
Old : 55.9 88.7 75.2 98.0 50.7 84.6 69.2 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,536: 59,963 64,848 6,931 5,568 2,360 225 0 0 4,169 1,750 10: 878 0
Old : 74,536: 59,963 64,848 6,931 5,568 2,360 225 0 0 4,169 1,750 10: 878 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,151: 1,046 1,151 35 0 0 0 0 0 65 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 87.0 9.3 7.5 3.2 0.3 0.0 0.0 5.6 2.3 0.0: 1.2 0.0
Old : 100.0: 80.4 87.0 9.3 7.5 3.2 0.3 0.0 0.0 5.6 2.3 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 15 . . . . 0 0 . . .:
Old : 32: 22 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 81.9 75.9 95.8 51.0 77.8 65.1 82.9
Old : 53.6 81.9 75.9 95.8 51.0 77.8 65.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 90,390: 73,001 83,274 13,883 3,233 2,678 0 112 585 0 392 115: 128 1
Old : 90,390: 73,001 83,274 13,883 3,233 2,678 0 112 585 0 392 115: 128 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,785: 1,255 1,710 410 0 -120 0 -135 250 0 90 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 92.1 15.4 3.6 3.0 0.0 0.1 0.6 0.0 0.4 0.1: 0.1 0.0
Old : 100.0: 80.8 92.1 15.4 3.6 3.0 0.0 0.1 0.6 0.0 0.4 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 22 . . . 0 . . 0 4 .:
Old : 37: 18 22 . . . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 61.1 79.4 84.8 64.3 58.2 77.9 77.4
Old : 64.7 61.1 79.4 84.8 64.3 58.2 77.9 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 112,902: 92,567 100,413 14,770 4,114 3,410 280 3,110 70 550 750 1,019: 236 16
Old : 112,902: 92,567 100,413 14,770 4,114 3,410 280 3,110 70 550 750 1,019: 236 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 2,049: 2,102 2,193 -284 175 -120 -10 -192 60 0 -343 276: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.9 13.1 3.6 3.0 0.2 2.8 0.1 0.5 0.7 0.9: 0.2 0.0
Old : 100.0: 82.0 88.9 13.1 3.6 3.0 0.2 2.8 0.1 0.5 0.7 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 23 27 . . . . 6 . . 4 .:
Old : 49: 23 27 . . . . 6 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 57.1 78.8 81.4 59.8 56.5 72.8 69.4
Old : 60.6 57.1 78.8 81.4 59.8 56.5 72.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 49,505: 40,975 44,865 4,580 140 3,900 0 100 0 0 450 50: 0 0
Old : 49,505: 40,975 44,865 4,580 140 3,900 0 100 0 0 450 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 235: 315 165 40 140 -120 0 -25 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 90.6 9.3 0.3 7.9 0.0 0.2 0.0 0.0 0.9 0.1: 0.0 0.0
Old : 100.0: 82.8 90.6 9.3 0.3 7.9 0.0 0.2 0.0 0.0 0.9 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 11 . . . 0 . 0 0 . .:
Old : 26: 13 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.2 84.8 98.1 96.3 84.4 84.0 90.4 89.1
Old : 88.2 84.8 98.1 96.3 84.4 84.0 90.4 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 54,573: 43,525 51,011 5,776 0 2,400 1,100 0 350 300 611 108: 1,014 93
Old : 54,573: 43,525 51,011 5,776 0 2,400 1,100 0 350 300 611 108: 1,014 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 191: 97 180 121 -4 4 0 0 0 0 22 -21: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 93.5 10.6 0.0 4.4 2.0 0.0 0.6 0.5 1.1 0.2: 1.9 0.2
Old : 100.0: 79.8 93.5 10.6 0.0 4.4 2.0 0.0 0.6 0.5 1.1 0.2: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 18 . 0 . . 0 . . . .:
Old : 29: 20 18 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 80.7 79.9 89.3 46.8 74.0 69.0 77.0
Old : 50.5 80.7 79.9 89.3 46.8 74.0 69.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 57,411: 29,579 53,456 3,718 0 2,937 20,156 0 10 0 680 65: 946 263
Old : 57,411: 29,579 53,456 3,718 0 2,937 20,156 0 10 0 680 65: 946 263
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 106: -52 -179 -62 0 237 -10 0 10 0 12 -12: -5 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 93.1 6.5 0.0 5.1 35.1 0.0 0.0 0.0 1.2 0.1: 1.6 0.5
Old : 100.0: 51.5 93.1 6.5 0.0 5.1 35.1 0.0 0.0 0.0 1.2 0.1: 1.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 22 . 0 . 4 0 . 0 . .:
Old : 31: 20 22 . 0 . 4 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 64.3 79.1 78.5 60.6 55.3 69.7 66.8
Old : 64.6 64.3 79.1 78.5 60.6 55.3 69.7 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,938: 19,531 33,189 13,487 0 318 185 50 280 0 0 0: 137 101
Old : 33,938: 19,531 33,189 13,487 0 318 185 50 280 0 0 0: 137 101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 32: -467 -17 475 0 25 0 0 0 0 0 0: -1 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 97.8 39.7 0.0 0.9 0.5 0.1 0.8 0.0 0.0 0.0: 0.4 0.3
Old : 100.0: 57.5 97.8 39.7 0.0 0.9 0.5 0.1 0.8 0.0 0.0 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 4 0 . . . . 0 0 0:
Old : 24: 14 12 4 0 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 91.0 82.1 96.0 59.3 85.1 78.6 88.1
Old : 60.0 91.0 82.1 96.0 59.3 85.1 78.6 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 30,420: 19,955 30,178 10,268 0 112 0 0 0 0 0 0: 85 130
Old : 30,420: 19,955 30,178 10,268 0 112 0 0 0 0 0 0: 85 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 365: -55 445 500 0 -80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 99.2 33.8 0.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.4
Old : 100.0: 65.6 99.2 33.8 0.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 4 0 . 0 0 0 0 0 0:
Old : 23: 15 11 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 90.1 84.1 98.5 59.6 84.0 81.1 89.4
Old : 59.8 90.1 84.1 98.5 59.6 84.0 81.1 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 31,016: 26,908 28,515 2,326 325 792 107 420 223 427 650 75: 158 16
Old : 31,016: 26,908 28,515 2,326 325 792 107 420 223 427 650 75: 158 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 854: 507 803 -30 0 60 12 -258 223 0 -50 75: 7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 91.9 7.5 1.0 2.6 0.3 1.4 0.7 1.4 2.1 0.2: 0.5 0.1
Old : 100.0: 86.8 91.9 7.5 1.0 2.6 0.3 1.4 0.7 1.4 2.1 0.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 20 . . . . . . . . .:
Old : 34: 17 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 61.2 87.8 78.4 69.8 60.4 81.6 76.9
Old : 70.8 61.2 87.8 78.4 69.8 60.4 81.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,487: 19,854 23,037 3,221 0 160 0 175 100 25 0 0: 127 15
Old : 23,487: 19,854 23,037 3,221 0 160 0 175 100 25 0 0: 127 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 590: 345 690 210 0 0 0 -100 0 25 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 98.1 13.7 0.0 0.7 0.0 0.7 0.4 0.1 0.0 0.0: 0.5 0.1
Old : 100.0: 84.5 98.1 13.7 0.0 0.7 0.0 0.7 0.4 0.1 0.0 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 19 . 0 . 0 . . . 0 0:
Old : 28: 16 19 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 74.2 90.4 92.7 75.5 70.5 87.3 87.3
Old : 75.9 74.2 90.4 92.7 75.5 70.5 87.3 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 47,148: 39,888 33,314 4,632 11,118 361 607 1,431 855 640 50 10: 155 9
Old : 47,148: 39,888 33,314 4,632 11,118 361 607 1,431 855 640 50 10: 155 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 443: 533 407 -245 50 90 150 140 -40 150 0 -200: 5 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 70.7 9.8 23.6 0.8 1.3 3.0 1.8 1.4 0.1 0.0: 0.3 0.0
Old : 100.0: 84.6 70.7 9.8 23.6 0.8 1.3 3.0 1.8 1.4 0.1 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 25 . . . . . . . . .:
Old : 39: 21 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 56.5 76.0 75.1 42.7 51.3 56.3 60.3
Old : 58.3 56.5 76.0 75.1 42.7 51.3 56.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,816: 33,384 25,629 3,593 12,543 163 1,106 0 300 250 175 0: 20 6
Old : 38,816: 33,384 25,629 3,593 12,543 163 1,106 0 300 250 175 0: 20 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 183: 653 -117 -225 290 0 45 0 10 -25 0 0: -275 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 66.0 9.3 32.3 0.4 2.8 0.0 0.8 0.6 0.5 0.0: 0.1 0.0
Old : 100.0: 86.0 66.0 9.3 32.3 0.4 2.8 0.0 0.8 0.6 0.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 20 . . . . 0 . . . 0:
Old : 35: 23 20 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 65.2 81.7 84.7 48.6 58.3 62.6 69.1
Old : 63.7 65.2 81.7 84.7 48.6 58.3 62.6 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,802: 11,755 13,038 975 805 3,959 475 0 0 475 0 0: 163 0
Old : 17,802: 11,755 13,038 975 805 3,959 475 0 0 475 0 0: 163 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 2,156: 900 1,080 -951 -1,125 2,201 6 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 73.2 5.5 4.5 22.2 2.7 0.0 0.0 2.7 0.0 0.0: 0.9 0.0
Old : 100.0: 66.0 73.2 5.5 4.5 22.2 2.7 0.0 0.0 2.7 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . . . . 0 0 . 0 0:
Old : 27: 15 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 74.3 83.0 94.7 47.5 53.3 60.7 67.5
Old : 63.7 74.3 83.0 94.7 47.5 53.3 60.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,891: 10,506 15,936 3,244 0 1,240 0 225 50 2,461 50 390: 0 0
Old : 17,891: 10,506 15,936 3,244 0 1,240 0 225 50 2,461 50 390: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -560: 700 -700 50 0 0 0 0 0 -1,400 50 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 89.1 18.1 0.0 6.9 0.0 1.3 0.3 13.8 0.3 2.2: 0.0 0.0
Old : 100.0: 58.7 89.1 18.1 0.0 6.9 0.0 1.3 0.3 13.8 0.3 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 9 . 0 . 0 . . . . .:
Old : 22: 13 9 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 84.3 81.0 95.8 46.7 79.5 68.0 81.1
Old : 54.5 84.3 81.0 95.8 46.7 79.5 68.0 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,054: 11,819 16,269 3,701 0 1,035 0 925 50 1,724 50 725: 0 0
Old : 19,054: 11,819 16,269 3,701 0 1,035 0 925 50 1,724 50 725: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -510: 700 -700 350 0 0 0 0 0 -1,700 50 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 85.4 19.4 0.0 5.4 0.0 4.9 0.3 9.0 0.3 3.8: 0.0 0.0
Old : 100.0: 62.0 85.4 19.4 0.0 5.4 0.0 4.9 0.3 9.0 0.3 3.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . 0 . 0 . . . . .:
Old : 22: 13 10 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 79.8 79.7 93.8 44.3 78.1 66.1 80.9
Old : 51.5 79.8 79.7 93.8 44.3 78.1 66.1 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,004: 9,390 11,040 8,625 7,179 125 50 0 0 2,905 3,005 610: 299 45
Old : 22,004: 9,390 11,040 8,625 7,179 125 50 0 0 2,905 3,005 610: 299 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -50: -50 -50 0 -200 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 50.2 39.2 32.6 0.6 0.2 0.0 0.0 13.2 13.7 2.8: 1.4 0.2
Old : 100.0: 42.7 50.2 39.2 32.6 0.6 0.2 0.0 0.0 13.2 13.7 2.8: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . . . 0 0 . . .:
Old : 26: 12 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 62.8 93.5 88.7 70.8 62.2 90.1 85.6
Old : 73.1 62.8 93.5 88.7 70.8 62.2 90.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,815: 8,421 10,025 8,368 7,149 125 50 0 0 3,030 2,955 525: 296 36
Old : 20,815: 8,421 10,025 8,368 7,149 125 50 0 0 3,030 2,955 525: 296 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -50: 160 -50 0 -200 0 0 0 0 -210 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 48.2 40.2 34.3 0.6 0.2 0.0 0.0 14.6 14.2 2.5: 1.4 0.2
Old : 100.0: 40.5 48.2 40.2 34.3 0.6 0.2 0.0 0.0 14.6 14.2 2.5: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . . 0 0 . . .:
Old : 24: 12 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 64.4 93.6 91.8 72.5 63.6 90.6 88.7
Old : 74.6 64.4 93.6 91.8 72.5 63.6 90.6 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,507: 35,438 45,952 7,877 0 3,750 600 225 150 2,735 660 2,755: 202 15
Old : 53,507: 35,438 45,952 7,877 0 3,750 600 225 150 2,735 660 2,755: 202 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -10: 0 0 -10 0 0 0 0 0 0 -10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 85.9 14.7 0.0 7.0 1.1 0.4 0.3 5.1 1.2 5.1: 0.4 0.0
Old : 100.0: 66.2 85.9 14.7 0.0 7.0 1.1 0.4 0.3 5.1 1.2 5.1: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 4 0 . . . . . . .:
Old : 32: 17 12 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 85.9 80.5 95.5 48.8 79.4 69.3 81.8
Old : 56.7 85.9 80.5 95.5 48.8 79.4 69.3 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,990: 35,812 45,687 7,602 0 3,183 600 225 150 3,095 1,410 2,320: 228 15
Old : 52,990: 35,812 45,687 7,602 0 3,183 600 225 150 3,095 1,410 2,320: 228 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 -10 0 10 0 0 0 0 -10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 86.2 14.3 0.0 6.0 1.1 0.4 0.3 5.8 2.7 4.4: 0.4 0.0
Old : 100.0: 67.6 86.2 14.3 0.0 6.0 1.1 0.4 0.3 5.8 2.7 4.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 11 4 0 . . . . . . .:
Old : 32: 17 11 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 84.7 80.4 95.1 48.6 80.9 70.3 83.4
Old : 56.9 84.7 80.4 95.1 48.6 80.9 70.3 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 132,870: 104,692 96,714 12,945 17,649 2,538 1,430 860 475 10,621 14,539 55: 114 40
Old : 132,870: 104,692 96,714 12,945 17,649 2,538 1,430 860 475 10,621 14,539 55: 114 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,412: 1,066 2,606 0 185 101 -50 0 50 240 -1,535 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 72.8 9.7 13.3 1.9 1.1 0.6 0.4 8.0 10.9 0.0: 0.1 0.0
Old : 100.0: 78.8 72.8 9.7 13.3 1.9 1.1 0.6 0.4 8.0 10.9 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 30 22 . 4 . . . . 5 . .:
Old : 51: 30 22 . 4 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 52.5 61.3 83.1 41.9 49.4 57.1 72.3
Old : 42.1 52.5 61.3 83.1 41.9 49.4 57.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 137,952: 109,913 95,308 15,600 22,667 1,909 70 1,545 1,145 8,398 14,580 737: 180 61
Old : 137,952: 109,913 95,308 15,600 22,667 1,909 70 1,545 1,145 8,398 14,580 737: 180 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,457: 1,273 2,879 0 422 -70 50 -25 -25 240 -1,725 0: -11 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 69.1 11.3 16.4 1.4 0.1 1.1 0.8 6.1 10.6 0.5: 0.1 0.0
Old : 100.0: 79.7 69.1 11.3 16.4 1.4 0.1 1.1 0.8 6.1 10.6 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 26 . 4 . . 4 4 4 . .:
Old : 57: 34 26 . 4 . . 4 4 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 50.0 63.2 79.9 44.6 47.5 58.6 73.6
Old : 45.1 50.0 63.2 79.9 44.6 47.5 58.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 258,565: 172,482 177,864 39,909 25,595 8,419 12,123 23,700 6,606 11,788 9,441 6,700: 538 240
Old : 258,565: 172,482 177,864 39,909 25,595 8,419 12,123 23,700 6,606 11,788 9,441 6,700: 538 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 3,390: -1,325 2,165 910 -973 572 469 938 39 2,657 471 145: -77 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 68.8 15.4 9.9 3.3 4.7 9.2 2.6 4.6 3.7 2.6: 0.2 0.1
Old : 100.0: 66.7 68.8 15.4 9.9 3.3 4.7 9.2 2.6 4.6 3.7 2.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 83: 35 39 4 . 4 8 9 10 10 7 10:
Old : 83: 35 39 4 . 4 8 9 10 10 7 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 40.9 58.5 59.6 32.3 33.3 44.8 42.7
Old : 38.1 40.9 58.5 59.6 32.3 33.3 44.8 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,866: 13,161 26,556 6,855 0 0 715 0 10 5,895 90 210: 20 0
Old : 26,866: 13,161 26,556 6,855 0 0 715 0 10 5,895 90 210: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 98.8 25.5 0.0 0.0 2.7 0.0 0.0 21.9 0.3 0.8: 0.1 0.0
Old : 100.0: 49.0 98.8 25.5 0.0 0.0 2.7 0.0 0.0 21.9 0.3 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 9 . 0 0 . 0 . . . .:
Old : 25: 16 9 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 97.4 81.4 99.5 55.1 94.8 80.8 95.1
Old : 55.5 97.4 81.4 99.5 55.1 94.8 80.8 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,891: 12,200 24,356 7,247 0 0 225 1,325 0 5,978 0 210: 31 0
Old : 25,891: 12,200 24,356 7,247 0 0 225 1,325 0 5,978 0 210: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 94.1 28.0 0.0 0.0 0.9 5.1 0.0 23.1 0.0 0.8: 0.1 0.0
Old : 100.0: 47.1 94.1 28.0 0.0 0.0 0.9 5.1 0.0 23.1 0.0 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . 0 0 . . 0 . 0 .:
Old : 24: 14 9 . 0 0 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 96.2 85.2 99.1 59.0 93.8 84.7 95.0
Old : 59.4 96.2 85.2 99.1 59.0 93.8 84.7 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,160: 24,335 21,840 220 2,175 160 0 650 0 0 0 0: 5,445 5,335
Old : 30,160: 24,335 21,840 220 2,175 160 0 650 0 0 0 0: 5,445 5,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 72.4 0.7 7.2 0.5 0.0 2.2 0.0 0.0 0.0 0.0: 18.1 17.7
Old : 100.0: 80.7 72.4 0.7 7.2 0.5 0.0 2.2 0.0 0.0 0.0 0.0: 18.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 . . . 0 . 0 0 0 0:
Old : 20: 11 13 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 57.5 79.0 75.5 69.4 54.4 73.5 70.6
Old : 70.4 57.5 79.0 75.5 69.4 54.4 73.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,725: 23,680 21,710 55 2,000 245 0 120 255 0 0 0: 4,490 4,395
Old : 28,725: 23,680 21,710 55 2,000 245 0 120 255 0 0 0: 4,490 4,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 75.6 0.2 7.0 0.9 0.0 0.4 0.9 0.0 0.0 0.0: 15.6 15.3
Old : 100.0: 82.4 75.6 0.2 7.0 0.9 0.0 0.4 0.9 0.0 0.0 0.0: 15.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . . . 0 . . 0 0 0:
Old : 20: 11 14 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 58.4 81.1 77.4 71.5 56.9 75.0 73.5
Old : 72.6 58.4 81.1 77.4 71.5 56.9 75.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,661: 5,159 9,745 10,606 4,205 445 530 2,295 170 225 275 0: 1,526 1,526
Old : 18,661: 5,159 9,745 10,606 4,205 445 530 2,295 170 225 275 0: 1,526 1,526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 160: -1 234 205 0 0 30 0 -30 0 0 0: -44 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 52.2 56.8 22.5 2.4 2.8 12.3 0.9 1.2 1.5 0.0: 8.2 8.2
Old : 100.0: 27.6 52.2 56.8 22.5 2.4 2.8 12.3 0.9 1.2 1.5 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 . . . . . . . . 0:
Old : 21: 10 10 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 68.7 88.1 82.8 79.8 67.4 83.5 78.6
Old : 81.8 68.7 88.1 82.8 79.8 67.4 83.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,294: 25,470 21,344 20,793 24,495 140 4,095 5,340 2,155 1,345 0 1,980: 9,316 9,840
Old : 65,294: 25,470 21,344 20,793 24,495 140 4,095 5,340 2,155 1,345 0 1,980: 9,316 9,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,915: -490 -235 -70 635 0 0 -100 50 980 0 -35: 1,480 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 32.7 31.8 37.5 0.2 6.3 8.2 3.3 2.1 0.0 3.0: 14.3 15.1
Old : 100.0: 39.0 32.7 31.8 37.5 0.2 6.3 8.2 3.3 2.1 0.0 3.0: 14.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . . . . . . 0 .:
Old : 28: 15 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 50.0 81.4 64.9 60.0 49.8 70.2 64.5
Old : 63.6 50.0 81.4 64.9 60.0 49.8 70.2 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,871: 26,757 20,496 20,405 25,055 175 4,775 5,340 2,210 0 460 2,130: 7,419 8,005
Old : 63,871: 26,757 20,496 20,405 25,055 175 4,775 5,340 2,210 0 460 2,130: 7,419 8,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 835: 600 -185 85 600 0 0 -100 50 0 250 -25: 125 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 32.1 31.9 39.2 0.3 7.5 8.4 3.5 0.0 0.7 3.3: 11.6 12.5
Old : 100.0: 41.9 32.1 31.9 39.2 0.3 7.5 8.4 3.5 0.0 0.7 3.3: 11.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 19 . . . . . . 0 . .:
Old : 30: 14 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 52.8 83.0 67.3 64.0 52.5 71.6 65.4
Old : 67.7 52.8 83.0 67.3 64.0 52.5 71.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,617: 12,631 6,085 3,100 411 2,036 0 6,555 265 0 3,005 845: 3,740 3,415
Old : 22,617: 12,631 6,085 3,100 411 2,036 0 6,555 265 0 3,005 845: 3,740 3,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 77: 50 -50 0 250 300 0 0 0 0 -150 175: -448 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 26.9 13.7 1.8 9.0 0.0 29.0 1.2 0.0 13.3 3.7: 16.5 15.1
Old : 100.0: 55.8 26.9 13.7 1.8 9.0 0.0 29.0 1.2 0.0 13.3 3.7: 16.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 9 . . . 0 4 . 0 . .:
Old : 27: 16 9 . . . 0 4 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 57.2 66.0 75.1 41.4 52.6 58.6 61.9
Old : 44.2 57.2 66.0 75.1 41.4 52.6 58.6 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,078: 12,126 6,095 3,100 516 1,936 0 6,555 265 0 2,380 970: 3,681 3,361
Old : 22,078: 12,126 6,095 3,100 516 1,936 0 6,555 265 0 2,380 970: 3,681 3,361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -242: 50 -50 -34 516 34 0 0 0 0 -450 300: -592 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 27.6 14.0 2.3 8.8 0.0 29.7 1.2 0.0 10.8 4.4: 16.7 15.2
Old : 100.0: 54.9 27.6 14.0 2.3 8.8 0.0 29.7 1.2 0.0 10.8 4.4: 16.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 9 . . . 0 4 . 0 . .:
Old : 27: 16 9 . . . 0 4 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 56.3 65.6 74.7 42.2 51.1 57.6 61.0
Old : 44.6 56.3 65.6 74.7 42.2 51.1 57.6 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,614: 11,064 23,869 2,727 2,655 960 10,830 0 125 2,150 0 0: 3,758 4,005
Old : 31,614: 11,064 23,869 2,727 2,655 960 10,830 0 125 2,150 0 0: 3,758 4,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 15: 15 15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 75.5 8.6 8.4 3.0 34.3 0.0 0.4 6.8 0.0 0.0: 11.9 12.7
Old : 100.0: 35.0 75.5 8.6 8.4 3.0 34.3 0.0 0.4 6.8 0.0 0.0: 11.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 8 14 . . . 4 0 . . 0 0:
Old : 25: 8 14 . . . 4 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 71.6 73.3 82.0 54.7 68.6 72.1 78.0
Old : 54.8 71.6 73.3 82.0 54.7 68.6 72.1 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,522: 10,767 20,248 2,675 5,135 1,010 9,840 0 125 2,100 0 0: 4,005 4,004
Old : 30,522: 10,767 20,248 2,675 5,135 1,010 9,840 0 125 2,100 0 0: 4,005 4,004
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 15: 15 15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 66.3 8.8 16.8 3.3 32.2 0.0 0.4 6.9 0.0 0.0: 13.1 13.1
Old : 100.0: 35.3 66.3 8.8 16.8 3.3 32.2 0.0 0.4 6.9 0.0 0.0: 13.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 7 12 . . . 4 0 . . 0 0:
Old : 22: 7 12 . . . 4 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 75.2 77.1 84.1 54.8 71.9 76.3 79.7
Old : 55.0 75.2 77.1 84.1 54.8 71.9 76.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,255: 11,585 26,180 6,540 0 155 4,300 165 115 4,100 400 1,245: 3,215 2,995
Old : 31,255: 11,585 26,180 6,540 0 155 4,300 165 115 4,100 400 1,245: 3,215 2,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -110: -150 -35 0 0 0 0 0 0 190 75 -25: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 83.8 20.9 0.0 0.5 13.8 0.5 0.4 13.1 1.3 4.0: 10.3 9.6
Old : 100.0: 37.1 83.8 20.9 0.0 0.5 13.8 0.5 0.4 13.1 1.3 4.0: 10.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 9 . 0 . 4 . . . . .:
Old : 32: 16 9 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 75.6 70.5 87.3 46.2 73.1 66.5 80.7
Old : 50.2 75.6 70.5 87.3 46.2 73.1 66.5 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,975: 10,285 25,820 6,415 0 120 3,975 165 115 5,140 50 845: 3,080 2,860
Old : 29,975: 10,285 25,820 6,415 0 120 3,975 165 115 5,140 50 845: 3,080 2,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -40: -150 35 0 0 0 0 0 0 235 50 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 86.1 21.4 0.0 0.4 13.3 0.6 0.4 17.1 0.2 2.8: 10.3 9.5
Old : 100.0: 34.3 86.1 21.4 0.0 0.4 13.3 0.6 0.4 17.1 0.2 2.8: 10.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 8 . 0 . 4 . . . . .:
Old : 31: 16 8 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 77.2 71.2 87.8 48.8 75.3 68.8 83.4
Old : 51.2 77.2 71.2 87.8 48.8 75.3 68.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,660: 10,690 3,925 1,250 4,280 25 0 4,395 45 400 45 495: 1,755 1,450
Old : 14,660: 10,690 3,925 1,250 4,280 25 0 4,395 45 400 45 495: 1,755 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 26.8 8.5 29.2 0.2 0.0 30.0 0.3 2.7 0.3 3.4: 12.0 9.9
Old : 100.0: 72.9 26.8 8.5 29.2 0.2 0.0 30.0 0.3 2.7 0.3 3.4: 12.0 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . . . 0 4 . . . .:
Old : 24: 14 11 . . . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 59.0 77.6 76.6 55.2 59.0 68.9 69.1
Old : 59.4 59.0 77.6 76.6 55.2 59.0 68.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,000: 9,845 3,680 1,400 3,880 0 0 4,385 45 500 45 485: 1,725 1,480
Old : 14,000: 9,845 3,680 1,400 3,880 0 0 4,385 45 500 45 485: 1,725 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 26.3 10.0 27.7 0.0 0.0 31.3 0.3 3.6 0.3 3.5: 12.3 10.6
Old : 100.0: 70.3 26.3 10.0 27.7 0.0 0.0 31.3 0.3 3.6 0.3 3.5: 12.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . . 0 0 4 . . . .:
Old : 24: 14 11 . . 0 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 58.9 77.8 77.0 54.9 58.9 69.1 69.9
Old : 59.2 58.9 77.8 77.0 54.9 58.9 69.1 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,565: 29,270 19,225 0 5,645 1,745 740 16,105 930 11,575 1,190 2,450: 4,855 4,275
Old : 51,565: 29,270 19,225 0 5,645 1,745 740 16,105 930 11,575 1,190 2,450: 4,855 4,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 135: -210 240 0 -100 0 0 0 0 275 -75 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 37.3 0.0 10.9 3.4 1.4 31.2 1.8 22.4 2.3 4.8: 9.4 8.3
Old : 100.0: 56.8 37.3 0.0 10.9 3.4 1.4 31.2 1.8 22.4 2.3 4.8: 9.4 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 0 . . . . . . . .:
Old : 30: 16 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 61.9 75.6 82.9 55.7 59.9 68.9 74.8
Old : 60.6 61.9 75.6 82.9 55.7 59.9 68.9 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,495: 29,365 18,625 0 6,155 1,745 190 16,105 1,105 11,980 1,190 2,205: 4,905 4,365
Old : 51,495: 29,365 18,625 0 6,155 1,745 190 16,105 1,105 11,980 1,190 2,205: 4,905 4,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 220: -145 305 0 -100 0 0 0 0 275 -75 0: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 36.2 0.0 12.0 3.4 0.4 31.3 2.1 23.3 2.3 4.3: 9.5 8.5
Old : 100.0: 57.0 36.2 0.0 12.0 3.4 0.4 31.3 2.1 23.3 2.3 4.3: 9.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 16 0 . . . . . . . .:
Old : 30: 15 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 63.0 76.4 82.1 57.7 60.6 70.4 74.6
Old : 61.7 63.0 76.4 82.1 57.7 60.6 70.4 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,180: 32,645 19,385 0 16,940 1,117 15,155 50 1,325 3,965 15,620 280: 2,693 2,463
Old : 57,180: 32,645 19,385 0 16,940 1,117 15,155 50 1,325 3,965 15,620 280: 2,693 2,463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 710: 200 -300 0 -550 0 350 0 0 0 1,400 -180: 340 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 33.9 0.0 29.6 2.0 26.5 0.1 2.3 6.9 27.3 0.5: 4.7 4.3
Old : 100.0: 57.1 33.9 0.0 29.6 2.0 26.5 0.1 2.3 6.9 27.3 0.5: 4.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 9 0 . . . . 4 . . .:
Old : 29: 20 9 0 . . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 78.2 78.3 91.6 56.1 75.3 76.7 87.3
Old : 57.5 78.2 78.3 91.6 56.1 75.3 76.7 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,216: 28,955 20,620 0 14,780 907 14,905 0 1,350 3,495 12,185 280: 2,324 2,094
Old : 52,216: 28,955 20,620 0 14,780 907 14,905 0 1,350 3,495 12,185 280: 2,324 2,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 160: -70 -270 0 -350 0 250 -50 0 0 850 -180: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 39.5 0.0 28.3 1.7 28.5 0.0 2.6 6.7 23.3 0.5: 4.5 4.0
Old : 100.0: 55.5 39.5 0.0 28.3 1.7 28.5 0.0 2.6 6.7 23.3 0.5: 4.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 0 . . . 0 4 . . .:
Old : 29: 19 9 0 . . . 0 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 73.6 79.7 91.2 57.7 71.3 77.9 87.8
Old : 59.3 73.6 79.7 91.2 57.7 71.3 77.9 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 131,644: 60,780 95,000 25,311 0 3,529 4,029 1,525 5,975 12,925 6,145 3,175: 15,920 16,295
Old : 131,644: 60,780 95,000 25,311 0 3,529 4,029 1,525 5,975 12,925 6,145 3,175: 15,920 16,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 2,499: 1,297 1,327 -395 0 187 0 350 -75 1,085 300 -75: 475 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 72.2 19.2 0.0 2.7 3.1 1.2 4.5 9.8 4.7 2.4: 12.1 12.4
Old : 100.0: 46.2 72.2 19.2 0.0 2.7 3.1 1.2 4.5 9.8 4.7 2.4: 12.1 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 24 . 0 . . . 4 . . .:
Old : 41: 22 24 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 47.9 71.9 61.6 48.3 46.3 61.3 58.6
Old : 55.1 47.9 71.9 61.6 48.3 46.3 61.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 123,921: 56,340 90,065 29,068 0 3,145 4,168 585 5,851 6,280 4,917 4,680: 14,389 14,678
Old : 123,921: 56,340 90,065 29,068 0 3,145 4,168 585 5,851 6,280 4,917 4,680: 14,389 14,678
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,975: 1,635 1,290 100 0 50 0 300 -125 165 300 5: 145 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 72.7 23.5 0.0 2.5 3.4 0.5 4.7 5.1 4.0 3.8: 11.6 11.8
Old : 100.0: 45.5 72.7 23.5 0.0 2.5 3.4 0.5 4.7 5.1 4.0 3.8: 11.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 23 . 0 . . . 4 . . .:
Old : 39: 20 23 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 45.6 74.7 59.2 50.7 44.1 63.4 56.9
Old : 55.3 45.6 74.7 59.2 50.7 44.1 63.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,990: 12,495 17,485 16,570 7,180 700 1,720 4,810 1,970 0 1,440 0: 1,535 1,405
Old : 34,990: 12,495 17,485 16,570 7,180 700 1,720 4,810 1,970 0 1,440 0: 1,535 1,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 50: -50 630 0 -560 -20 0 -120 120 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 50.0 47.4 20.5 2.0 4.9 13.7 5.6 0.0 4.1 0.0: 4.4 4.0
Old : 100.0: 35.7 50.0 47.4 20.5 2.0 4.9 13.7 5.6 0.0 4.1 0.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . . . . 0 . 0:
Old : 25: 12 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 46.4 89.5 68.8 75.1 38.0 80.6 58.0
Old : 77.9 46.4 89.5 68.8 75.1 38.0 80.6 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,605: 10,060 14,420 14,030 6,515 515 1,170 3,155 2,820 0 1,200 0: 1,010 980
Old : 29,605: 10,060 14,420 14,030 6,515 515 1,170 3,155 2,820 0 1,200 0: 1,010 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 410: 0 680 0 -560 290 0 -120 120 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 48.7 47.4 22.0 1.7 4.0 10.7 9.5 0.0 4.1 0.0: 3.4 3.3
Old : 100.0: 34.0 48.7 47.4 22.0 1.7 4.0 10.7 9.5 0.0 4.1 0.0: 3.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . . . . . . 0 . 0:
Old : 23: 11 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 49.7 93.1 72.3 68.9 35.2 74.1 54.1
Old : 77.1 49.7 93.1 72.3 68.9 35.2 74.1 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,180: 6,570 16,245 0 8,555 1,680 18,105 0 0 0 0 0: 825 700
Old : 27,180: 6,570 16,245 0 8,555 1,680 18,105 0 0 0 0 0: 825 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 59.8 0.0 31.5 6.2 66.6 0.0 0.0 0.0 0.0 0.0: 3.0 2.6
Old : 100.0: 24.2 59.8 0.0 31.5 6.2 66.6 0.0 0.0 0.0 0.0 0.0: 3.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 0 . . 4 0 0 0 0 0:
Old : 23: 11 14 0 . . 4 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 75.4 92.3 88.9 81.9 69.0 86.4 81.7
Old : 82.8 75.4 92.3 88.9 81.9 69.0 86.4 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,450: 8,640 16,080 0 6,630 1,260 14,245 0 75 0 0 0: 230 405
Old : 24,450: 8,640 16,080 0 6,630 1,260 14,245 0 75 0 0 0: 230 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 2,400: 0 1,800 0 600 0 2,400 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 65.8 0.0 27.1 5.2 58.3 0.0 0.3 0.0 0.0 0.0: 0.9 1.7
Old : 100.0: 35.3 65.8 0.0 27.1 5.2 58.3 0.0 0.3 0.0 0.0 0.0: 0.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 0 . . 4 0 . 0 0 0:
Old : 20: 8 9 0 . . 4 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.6 81.8 97.0 96.1 88.4 75.7 91.4 89.9
Old : 91.6 81.8 97.0 96.1 88.4 75.7 91.4 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,193: 42,148 27,093 3,210 7,210 7,375 0 11,840 825 595 0 0: 12,040 11,850
Old : 66,193: 42,148 27,093 3,210 7,210 7,375 0 11,840 825 595 0 0: 12,040 11,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 300: 600 -120 0 800 -300 0 -80 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 40.9 4.8 10.9 11.1 0.0 17.9 1.2 0.9 0.0 0.0: 18.2 17.9
Old : 100.0: 63.7 40.9 4.8 10.9 11.1 0.0 17.9 1.2 0.9 0.0 0.0: 18.2 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 19 . . . 0 4 . . 0 0:
Old : 32: 20 19 . . . 0 4 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 40.1 64.0 55.1 41.3 29.9 49.5 40.6
Old : 46.0 40.1 64.0 55.1 41.3 29.9 49.5 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, February 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,745: 32,880 20,275 0 6,685 7,355 450 7,260 340 375 0 0: 14,345 13,830
Old : 55,745: 32,880 20,275 0 6,685 7,355 450 7,260 340 375 0 0: 14,345 13,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,205: 1,210 940 0 1,650 -225 0 -1,380 300 0 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 36.4 0.0 12.0 13.2 0.8 13.0 0.6 0.7 0.0 0.0: 25.7 24.8
Old : 100.0: 59.0 36.4 0.0 12.0 13.2 0.8 13.0 0.6 0.7 0.0 0.0: 25.7 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 0 . . . . . . 0 0:
Old : 28: 16 17 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 42.8 64.4 55.9 38.6 32.0 43.9 41.5
Old : 45.3 42.8 64.4 55.9 38.6 32.0 43.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2019