COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, May 21, 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 : 19,759: 6,054 12,104 2,302 0 594 464 1,684 613 7,107 1,953 1,789: 836 1,022
Old : 19,759: 6,054 12,104 2,302 0 594 464 1,684 613 7,107 1,953 1,789: 836 1,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 840: -273 504 23 0 71 0 112 180 795 -14 44: 0 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 61.3 11.7 0.0 3.0 2.3 8.5 3.1 36.0 9.9 9.1: 4.2 5.2
Old : 100.0: 30.6 61.3 11.7 0.0 3.0 2.3 8.5 3.1 36.0 9.9 9.1: 4.2 5.2
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 : 35: 10 12 5 0 . . 4 . 7 5 7:
Old : 35: 10 12 5 0 . . 4 . 7 5 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 : 39.8 50.0 58.1 66.4 35.7 36.7 47.4 48.3
Old : 39.8 50.0 58.1 66.4 35.7 36.7 47.4 48.3
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, May 21, 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 : 19,035: 10,451 12,419 0 2,806 2,574 5,089 640 0 428 256 0: 493 340
Old : 19,035: 10,451 12,419 0 2,806 2,574 5,089 640 0 428 256 0: 493 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 54.9 65.2 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.3 0.0: 2.6 1.8
Old : 100.0: 54.9 65.2 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.3 0.0: 2.6 1.8
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 : 38: 17 18 0 . . . . 0 . . 0:
Old : 38: 17 18 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 : 56.3 53.7 75.7 74.6 48.4 44.0 57.2 56.9
Old : 56.3 53.7 75.7 74.6 48.4 44.0 57.2 56.9
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, May 21, 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 : 41,782: 26,025 37,506 7,314 0 2,267 445 1,319 0 5,300 260 430: 1 0
Old : 41,782: 26,025 37,506 7,314 0 2,267 445 1,319 0 5,300 260 430: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 165: 95 260 -5 0 -125 25 55 0 175 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 89.8 17.5 0.0 5.4 1.1 3.2 0.0 12.7 0.6 1.0: 0.0 0.0
Old : 100.0: 62.3 89.8 17.5 0.0 5.4 1.1 3.2 0.0 12.7 0.6 1.0: 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 : 40: 22 21 . 0 . . . 0 . . 4:
Old : 40: 22 21 . 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 66.8 83.1 85.0 57.9 62.0 73.2 74.9
Old : 59.3 66.8 83.1 85.0 57.9 62.0 73.2 74.9
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, May 21, 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 : 29,056: 22,123 25,426 1,025 1,116 1,744 98 0 52 3,175 0 700: 139 18
Old : 29,056: 22,123 25,426 1,025 1,116 1,744 98 0 52 3,175 0 700: 139 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 430: 1,160 230 -730 175 50 -25 0 0 0 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 87.5 3.5 3.8 6.0 0.3 0.0 0.2 10.9 0.0 2.4: 0.5 0.1
Old : 100.0: 76.1 87.5 3.5 3.8 6.0 0.3 0.0 0.2 10.9 0.0 2.4: 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 : 30: 13 17 . . . . 0 . 6 0 .:
Old : 30: 13 17 . . . . 0 . 6 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 : 64.1 72.0 83.8 91.6 59.7 69.7 74.5 84.9
Old : 64.1 72.0 83.8 91.6 59.7 69.7 74.5 84.9
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, May 21, 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 : 151,158: 121,253 112,585 1,137 17,699 9,458 10,030 505 5,709 300 2,368 2,556: 715 278
Old : 151,158: 121,253 112,585 1,137 17,699 9,458 10,030 505 5,709 300 2,368 2,556: 715 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 2,000: 502 1,064 122 918 -1,230 1,800 25 550 0 430 24: 232 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 74.5 0.8 11.7 6.3 6.6 0.3 3.8 0.2 1.6 1.7: 0.5 0.2
Old : 100.0: 80.2 74.5 0.8 11.7 6.3 6.6 0.3 3.8 0.2 1.6 1.7: 0.5 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 : 47: 28 31 . . . 5 . 4 . . 4:
Old : 47: 28 31 . . . 5 . 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 : 38.8 49.8 64.0 65.7 30.4 37.8 43.7 48.2
Old : 38.8 49.8 64.0 65.7 30.4 37.8 43.7 48.2
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, May 21, 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 : 60,220: 49,212 39,955 4,727 9,430 4,776 863 3,907 437 75 1,535 130: 0 50
Old : 60,220: 49,212 39,955 4,727 9,430 4,776 863 3,907 437 75 1,535 130: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 2,061: 2,496 1,266 -610 680 70 -35 -195 110 0 85 30: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 66.3 7.8 15.7 7.9 1.4 6.5 0.7 0.1 2.5 0.2: 0.0 0.1
Old : 100.0: 81.7 66.3 7.8 15.7 7.9 1.4 6.5 0.7 0.1 2.5 0.2: 0.0 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: 21 22 . . . 4 . . . . .:
Old : 42: 21 22 . . . 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 : 64.4 70.3 85.0 86.4 61.6 58.1 73.3 73.0
Old : 64.4 70.3 85.0 86.4 61.6 58.1 73.3 73.0
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, May 21, 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 : 31,199: 27,510 25,245 3,527 5,667 12 0 75 0 150 200 0: 0 0
Old : 31,199: 27,510 25,245 3,527 5,667 12 0 75 0 150 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,063: 1,192 625 -192 600 -12 0 0 0 75 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 80.9 11.3 18.2 0.0 0.0 0.2 0.0 0.5 0.6 0.0: 0.0 0.0
Old : 100.0: 88.2 80.9 11.3 18.2 0.0 0.0 0.2 0.0 0.5 0.6 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 : 26: 7 14 . . . 0 . 0 . . 0:
Old : 26: 7 14 . . . 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 : 84.9 79.7 99.2 94.4 83.3 71.0 90.3 85.7
Old : 84.9 79.7 99.2 94.4 83.3 71.0 90.3 85.7
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, May 21, 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 : 68,584: 41,899 43,996 954 10,921 6,690 17,043 400 355 600 5,222 898: 145 102
Old : 68,584: 41,899 43,996 954 10,921 6,690 17,043 400 355 600 5,222 898: 145 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 147: 44 -128 -2 150 -5 -120 0 130 0 -100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 64.1 1.4 15.9 9.8 24.8 0.6 0.5 0.9 7.6 1.3: 0.2 0.1
Old : 100.0: 61.1 64.1 1.4 15.9 9.8 24.8 0.6 0.5 0.9 7.6 1.3: 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 : 36: 20 20 . . 4 4 . . . . .:
Old : 36: 20 20 . . 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 : 55.9 53.8 75.5 74.7 51.3 44.5 61.8 56.3
Old : 55.9 53.8 75.5 74.7 51.3 44.5 61.8 56.3
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, May 21, 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 : 90,424: 52,303 48,179 1,456 31,900 3,291 29,822 975 780 800 3,517 1,678: 294 104
Old : 90,424: 52,303 48,179 1,456 31,900 3,291 29,822 975 780 800 3,517 1,678: 294 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 182: 681 -473 -60 77 8 -1,320 25 530 0 -150 150: 193 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 53.3 1.6 35.3 3.6 33.0 1.1 0.9 0.9 3.9 1.9: 0.3 0.1
Old : 100.0: 57.8 53.3 1.6 35.3 3.6 33.0 1.1 0.9 0.9 3.9 1.9: 0.3 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 : 39: 21 23 . . 4 . 4 . . . .:
Old : 39: 21 23 . . 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 : 51.1 58.6 71.0 77.8 49.7 50.0 63.0 65.2
Old : 51.1 58.6 71.0 77.8 49.7 50.0 63.0 65.2
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, May 21, 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 : 75,457: 56,478 54,803 14,410 18,900 205 1,855 0 25 645 0 1,345: 494 179
Old : 75,457: 56,478 54,803 14,410 18,900 205 1,855 0 25 645 0 1,345: 494 179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 303: 141 185 137 118 0 0 -25 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 72.6 19.1 25.0 0.3 2.5 0.0 0.0 0.9 0.0 1.8: 0.7 0.2
Old : 100.0: 74.8 72.6 19.1 25.0 0.3 2.5 0.0 0.0 0.9 0.0 1.8: 0.7 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 : 39: 24 21 . . . . 0 . . 0 .:
Old : 39: 24 21 . . . . 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 : 49.6 68.9 72.4 80.9 49.1 68.7 69.7 79.0
Old : 49.6 68.9 72.4 80.9 49.1 68.7 69.7 79.0
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, May 21, 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 : 108,158: 77,079 69,560 24,930 36,398 263 2,055 100 25 1,710 0 1,702: 394 110
Old : 108,158: 77,079 69,560 24,930 36,398 263 2,055 100 25 1,710 0 1,702: 394 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 236: 246 126 -15 110 0 0 -25 25 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 64.3 23.0 33.7 0.2 1.9 0.1 0.0 1.6 0.0 1.6: 0.4 0.1
Old : 100.0: 71.3 64.3 23.0 33.7 0.2 1.9 0.1 0.0 1.6 0.0 1.6: 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 : 43: 25 23 . . 4 . . . . 0 .:
Old : 43: 25 23 . . 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 : 49.4 66.3 72.4 81.6 49.2 66.2 70.0 80.1
Old : 49.4 66.3 72.4 81.6 49.2 66.2 70.0 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, May 21, 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 : 48,405: 35,470 47,300 11,840 0 770 0 0 0 25 0 0: 300 335
Old : 48,405: 35,470 47,300 11,840 0 770 0 0 0 25 0 0: 300 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 350: -225 685 910 0 -335 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 97.7 24.5 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 0.7
Old : 100.0: 73.3 97.7 24.5 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 0.7
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 : 29: 19 18 . 0 . 0 0 0 . 0 0:
Old : 29: 19 18 . 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 : 66.3 91.3 88.6 96.6 64.6 84.8 79.9 86.8
Old : 66.3 91.3 88.6 96.6 64.6 84.8 79.9 86.8
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, May 21, 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 : 24,924: 21,028 20,372 650 1,766 2,446 0 300 0 210 0 0: 590 40
Old : 24,924: 21,028 20,372 650 1,766 2,446 0 300 0 210 0 0: 590 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -65: -480 -95 130 -60 90 0 0 0 160 0 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 81.7 2.6 7.1 9.8 0.0 1.2 0.0 0.8 0.0 0.0: 2.4 0.2
Old : 100.0: 84.4 81.7 2.6 7.1 9.8 0.0 1.2 0.0 0.8 0.0 0.0: 2.4 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: 18 17 . . . 0 . 0 . 0 0:
Old : 26: 18 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 : 50.5 55.6 74.6 80.8 34.6 39.3 43.4 46.3
Old : 50.5 55.6 74.6 80.8 34.6 39.3 43.4 46.3
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, May 21, 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 : 12,110: 6,815 12,010 3,980 0 100 350 0 0 775 0 0: 90 0
Old : 12,110: 6,815 12,010 3,980 0 100 350 0 0 775 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 100: 0 100 0 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 99.2 32.9 0.0 0.8 2.9 0.0 0.0 6.4 0.0 0.0: 0.7 0.0
Old : 100.0: 56.3 99.2 32.9 0.0 0.8 2.9 0.0 0.0 6.4 0.0 0.0: 0.7 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: 12 10 . 0 . . 0 0 . 0 0:
Old : 21: 12 10 . 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 : 61.4 88.5 78.1 97.9 56.5 76.3 71.1 80.1
Old : 61.4 88.5 78.1 97.9 56.5 76.3 71.1 80.1
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, May 21, 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 : 72,019: 52,552 40,446 3,203 12,483 6,412 865 703 565 5,533 8,581 2,570: 319 259
Old : 72,019: 52,552 40,446 3,203 12,483 6,412 865 703 565 5,533 8,581 2,570: 319 259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,353: 2,108 1,243 -807 -323 158 -126 -158 -2 -137 159 150: 9 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 56.2 4.4 17.3 8.9 1.2 1.0 0.8 7.7 11.9 3.6: 0.4 0.4
Old : 100.0: 73.0 56.2 4.4 17.3 8.9 1.2 1.0 0.8 7.7 11.9 3.6: 0.4 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 : 54: 29 30 . . . 4 . 5 5 5 8:
Old : 54: 29 30 . . . 4 . 5 5 5 8:
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 : 40.2 56.2 64.5 70.7 24.0 38.3 39.3 43.6
Old : 40.2 56.2 64.5 70.7 24.0 38.3 39.3 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Futures Only, May 21, 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 : 11,200: 11,050 7,200 0 500 0 0 50 0 150 3,400 0: 0 50
Old : 11,200: 11,050 7,200 0 500 0 0 50 0 150 3,400 0: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 4,150: 4,100 3,050 0 -150 0 0 -100 0 150 1,450 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.7 64.3 0.0 4.5 0.0 0.0 0.4 0.0 1.3 30.4 0.0: 0.0 0.4
Old : 100.0: 98.7 64.3 0.0 4.5 0.0 0.0 0.4 0.0 1.3 30.4 0.0: 0.0 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 : 22: 8 9 0 . 0 0 . 0 . 5 0:
Old : 22: 8 9 0 . 0 0 . 0 . 5 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 : 91.5 80.4 99.1 93.8 81.7 75.0 88.8 84.4
Old : 91.5 80.4 99.1 93.8 81.7 75.0 88.8 84.4
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, May 21, 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 : 19,491: 17,816 11,444 100 4,006 609 50 525 0 0 1,965 600: 316 342
Old : 19,491: 17,816 11,444 100 4,006 609 50 525 0 0 1,965 600: 316 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 600: 650 200 50 0 0 -100 0 0 0 400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 58.7 0.5 20.6 3.1 0.3 2.7 0.0 0.0 10.1 3.1: 1.6 1.8
Old : 100.0: 91.4 58.7 0.5 20.6 3.1 0.3 2.7 0.0 0.0 10.1 3.1: 1.6 1.8
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 . .:
Old : 28: 16 17 . . . . . 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 : 54.1 45.9 76.2 67.3 46.7 40.1 62.4 53.5
Old : 54.1 45.9 76.2 67.3 46.7 40.1 62.4 53.5
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, May 21, 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 : 60,803: 49,628 58,533 8,465 0 2,045 0 0 0 510 0 0: 155 225
Old : 60,803: 49,628 58,533 8,465 0 2,045 0 0 0 510 0 0: 155 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 545: 650 520 -245 0 20 0 0 0 105 0 0: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 96.3 13.9 0.0 3.4 0.0 0.0 0.0 0.8 0.0 0.0: 0.3 0.4
Old : 100.0: 81.6 96.3 13.9 0.0 3.4 0.0 0.0 0.0 0.8 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 : 32: 20 20 . 0 . 0 0 0 . 0 0:
Old : 32: 20 20 . 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 : 63.3 82.9 87.9 95.3 58.8 79.1 76.3 81.0
Old : 63.3 82.9 87.9 95.3 58.8 79.1 76.3 81.0
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, May 21, 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 : 37,003: 31,602 23,821 229 9,768 2,078 1,200 920 60 882 25 135: 817 196
Old : 37,003: 31,602 23,821 229 9,768 2,078 1,200 920 60 882 25 135: 817 196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 566: 414 669 0 -284 25 -100 25 -20 70 25 0: 177 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 64.4 0.6 26.4 5.6 3.2 2.5 0.2 2.4 0.1 0.4: 2.2 0.5
Old : 100.0: 85.4 64.4 0.6 26.4 5.6 3.2 2.5 0.2 2.4 0.1 0.4: 2.2 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 : 34: 18 21 . . . . 4 . . . .:
Old : 34: 18 21 . . . . 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 46.4 78.7 69.2 38.1 40.8 49.8 54.4
Old : 55.3 46.4 78.7 69.2 38.1 40.8 49.8 54.4
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, May 21, 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 : 69,482: 57,642 64,902 4,768 535 3,545 25 0 0 3,034 200 0: 468 300
Old : 69,482: 57,642 64,902 4,768 535 3,545 25 0 0 3,034 200 0: 468 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 655: 535 655 120 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 93.4 6.9 0.8 5.1 0.0 0.0 0.0 4.4 0.3 0.0: 0.7 0.4
Old : 100.0: 83.0 93.4 6.9 0.8 5.1 0.0 0.0 0.0 4.4 0.3 0.0: 0.7 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 : 30: 20 17 . . . . 0 0 . . 0:
Old : 30: 20 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 : 58.1 89.0 76.8 97.0 54.4 83.6 70.1 85.2
Old : 58.1 89.0 76.8 97.0 54.4 83.6 70.1 85.2
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, May 21, 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 : 76,016: 62,532 66,371 6,540 3,210 2,490 25 0 0 3,541 3,800 60: 828 85
Old : 76,016: 62,532 66,371 6,540 3,210 2,490 25 0 0 3,541 3,800 60: 828 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 332: 155 332 172 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 87.3 8.6 4.2 3.3 0.0 0.0 0.0 4.7 5.0 0.1: 1.1 0.1
Old : 100.0: 82.3 87.3 8.6 4.2 3.3 0.0 0.0 0.0 4.7 5.0 0.1: 1.1 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 : 32: 20 17 . . . . 0 0 . . .:
Old : 32: 20 17 . . . . 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 : 56.2 79.0 77.0 95.2 50.2 73.3 66.0 80.6
Old : 56.2 79.0 77.0 95.2 50.2 73.3 66.0 80.6
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, May 21, 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 : 93,862: 76,742 85,824 10,977 3,319 2,462 613 0 547 1,955 1,185 485: 81 40
Old : 93,862: 76,742 85,824 10,977 3,319 2,462 613 0 547 1,955 1,185 485: 81 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 153: 167 118 131 0 0 100 0 -100 -300 10 140: 15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 91.4 11.7 3.5 2.6 0.7 0.0 0.6 2.1 1.3 0.5: 0.1 0.0
Old : 100.0: 81.8 91.4 11.7 3.5 2.6 0.7 0.0 0.6 2.1 1.3 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 : 39: 19 26 . . . . 0 . . . .:
Old : 39: 19 26 . . . . 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 : 64.8 53.6 79.3 78.5 64.0 50.5 74.8 68.6
Old : 64.8 53.6 79.3 78.5 64.0 50.5 74.8 68.6
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, May 21, 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 : 117,154: 96,071 103,024 11,484 3,635 4,123 185 737 1,000 2,500 2,989 1,635: 156 11
Old : 117,154: 96,071 103,024 11,484 3,635 4,123 185 737 1,000 2,500 2,989 1,635: 156 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,142: 1,027 551 40 -205 205 -46 29 21 -85 551 -5: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 87.9 9.8 3.1 3.5 0.2 0.6 0.9 2.1 2.6 1.4: 0.1 0.0
Old : 100.0: 82.0 87.9 9.8 3.1 3.5 0.2 0.6 0.9 2.1 2.6 1.4: 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: 19 27 . . . . 6 . . 7 .:
Old : 53: 19 27 . . . . 6 . . 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 : 60.2 50.8 77.6 75.6 57.6 48.6 68.7 62.9
Old : 60.2 50.8 77.6 75.6 57.6 48.6 68.7 62.9
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, May 21, 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 : 54,710: 46,105 49,510 6,005 880 2,375 0 1,050 225 0 625 0: 0 45
Old : 54,710: 46,105 49,510 6,005 880 2,375 0 1,050 225 0 625 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,275: 1,250 650 -100 -50 -100 0 400 225 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 90.5 11.0 1.6 4.3 0.0 1.9 0.4 0.0 1.1 0.0: 0.0 0.1
Old : 100.0: 84.3 90.5 11.0 1.6 4.3 0.0 1.9 0.4 0.0 1.1 0.0: 0.0 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 : 30: 14 12 . . . 0 . . 0 5 0:
Old : 30: 14 12 . . . 0 . . 0 5 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 : 82.5 86.3 96.9 94.7 80.9 84.0 92.7 90.3
Old : 82.5 86.3 96.9 94.7 80.9 84.0 92.7 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 41,280: 34,820 39,455 5,335 0 1,125 0 0 0 0 700 0: 0 0
Old : 41,280: 34,820 39,455 5,335 0 1,125 0 0 0 0 700 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,185: 1,160 1,650 815 0 -790 0 0 0 0 325 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 95.6 12.9 0.0 2.7 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 84.4 95.6 12.9 0.0 2.7 0.0 0.0 0.0 0.0 1.7 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: 10 8 . 0 . 0 0 0 0 4 0:
Old : 22: 10 8 . 0 . 0 0 0 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 : 81.9 94.8 97.9 98.2 80.2 92.2 95.1 94.9
Old : 81.9 94.8 97.9 98.2 80.2 92.2 95.1 94.9
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, May 21, 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 : 55,631: 43,663 52,649 7,793 0 2,008 800 60 350 658 497 67: 292 0
Old : 55,631: 43,663 52,649 7,793 0 2,008 800 60 350 658 497 67: 292 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -447: -884 -404 450 0 -40 0 0 0 20 0 -3: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 94.6 14.0 0.0 3.6 1.4 0.1 0.6 1.2 0.9 0.1: 0.5 0.0
Old : 100.0: 78.5 94.6 14.0 0.0 3.6 1.4 0.1 0.6 1.2 0.9 0.1: 0.5 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 : 29: 18 21 . 0 . . . . . . .:
Old : 29: 18 21 . 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 : 51.2 82.1 76.7 89.9 43.8 76.3 64.9 79.2
Old : 51.2 82.1 76.7 89.9 43.8 76.3 64.9 79.2
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, May 21, 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 : 54,673: 34,121 51,110 7,960 365 1,683 8,575 0 710 737 0 629: 258 176
Old : 54,673: 34,121 51,110 7,960 365 1,683 8,575 0 710 737 0 629: 258 176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -330: -532 -517 40 0 210 -70 0 0 23 0 -6: 5 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 93.5 14.6 0.7 3.1 15.7 0.0 1.3 1.3 0.0 1.2: 0.5 0.3
Old : 100.0: 62.4 93.5 14.6 0.7 3.1 15.7 0.0 1.3 1.3 0.0 1.2: 0.5 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 : 32: 20 21 . . . 4 0 . . 0 .:
Old : 32: 20 21 . . . 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 : 59.2 67.3 79.3 81.2 57.2 62.6 73.0 75.0
Old : 59.2 67.3 79.3 81.2 57.2 62.6 73.0 75.0
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, May 21, 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 : 34,791: 19,349 34,290 15,038 0 88 0 260 80 170 0 0: 66 73
Old : 34,791: 19,349 34,290 15,038 0 88 0 260 80 170 0 0: 66 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,010: 1,005 1,545 200 0 -175 0 -360 0 40 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 98.6 43.2 0.0 0.3 0.0 0.7 0.2 0.5 0.0 0.0: 0.2 0.2
Old : 100.0: 55.6 98.6 43.2 0.0 0.3 0.0 0.7 0.2 0.5 0.0 0.0: 0.2 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: 14 13 4 0 . 0 . . . 0 0:
Old : 24: 14 13 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 : 57.6 84.9 77.7 96.5 56.8 82.5 74.7 89.8
Old : 57.6 84.9 77.7 96.5 56.8 82.5 74.7 89.8
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, May 21, 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 : 31,680: 19,228 31,215 12,227 0 65 0 380 0 95 0 0: 65 20
Old : 31,680: 19,228 31,215 12,227 0 65 0 380 0 95 0 0: 65 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,245: 1,313 1,805 312 0 -200 0 -360 0 60 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 98.5 38.6 0.0 0.2 0.0 1.2 0.0 0.3 0.0 0.0: 0.2 0.1
Old : 100.0: 60.7 98.5 38.6 0.0 0.2 0.0 1.2 0.0 0.3 0.0 0.0: 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 : 24: 14 12 4 0 . 0 . 0 . 0 0:
Old : 24: 14 12 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 : 58.3 86.5 80.8 97.1 56.8 83.8 78.2 92.0
Old : 58.3 86.5 80.8 97.1 56.8 83.8 78.2 92.0
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, May 21, 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 : 28,549: 23,698 25,953 2,662 170 887 713 890 75 0 120 205: 309 249
Old : 28,549: 23,698 25,953 2,662 170 887 713 890 75 0 120 205: 309 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 483: 389 483 -2 0 5 10 0 0 0 -95 80: 1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 90.9 9.3 0.6 3.1 2.5 3.1 0.3 0.0 0.4 0.7: 1.1 0.9
Old : 100.0: 83.0 90.9 9.3 0.6 3.1 2.5 3.1 0.3 0.0 0.4 0.7: 1.1 0.9
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 : 31: 16 19 . . . . . . 0 . .:
Old : 31: 16 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 : 73.1 58.9 88.3 76.4 70.7 58.0 84.3 73.9
Old : 73.1 58.9 88.3 76.4 70.7 58.0 84.3 73.9
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, May 21, 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 : 22,344: 18,525 21,049 3,069 0 80 100 800 0 0 275 0: 570 140
Old : 22,344: 18,525 21,049 3,069 0 80 100 800 0 0 275 0: 570 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,210: 1,010 1,180 224 0 5 -25 0 0 0 25 0: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 94.2 13.7 0.0 0.4 0.4 3.6 0.0 0.0 1.2 0.0: 2.6 0.6
Old : 100.0: 82.9 94.2 13.7 0.0 0.4 0.4 3.6 0.0 0.0 1.2 0.0: 2.6 0.6
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: 11 16 . 0 . . . 0 0 . 0:
Old : 24: 11 16 . 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 : 79.4 71.9 94.1 87.4 78.0 67.5 87.7 82.1
Old : 79.4 71.9 94.1 87.4 78.0 67.5 87.7 82.1
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, May 21, 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 : 48,415: 40,287 32,547 3,296 10,383 556 2,888 3,585 765 480 570 0: 143 9
Old : 48,415: 40,287 32,547 3,296 10,383 556 2,888 3,585 765 480 570 0: 143 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,317: 899 -658 2 1,128 -76 310 856 142 0 -80 0: 40 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.2 6.8 21.4 1.1 6.0 7.4 1.6 1.0 1.2 0.0: 0.3 0.0
Old : 100.0: 83.2 67.2 6.8 21.4 1.1 6.0 7.4 1.6 1.0 1.2 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 . . . . . . . . 0:
Old : 39: 21 25 . . . . . . . . 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 : 51.9 51.8 75.6 69.3 39.7 50.7 54.8 60.6
Old : 51.9 51.8 75.6 69.3 39.7 50.7 54.8 60.6
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, May 21, 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 : 39,078: 34,493 24,345 1,805 12,948 965 880 160 540 0 0 0: 395 120
Old : 39,078: 34,493 24,345 1,805 12,948 965 880 160 540 0 0 0: 395 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,015: 1,405 625 -325 60 0 -360 0 360 0 0 0: -65 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 62.3 4.6 33.1 2.5 2.3 0.4 1.4 0.0 0.0 0.0: 1.0 0.3
Old : 100.0: 88.3 62.3 4.6 33.1 2.5 2.3 0.4 1.4 0.0 0.0 0.0: 1.0 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 : 28: 17 18 . . . . . . 0 0 0:
Old : 28: 17 18 . . . . . . 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 : 65.4 64.1 82.3 83.3 52.2 62.2 65.3 73.0
Old : 65.4 64.1 82.3 83.3 52.2 62.2 65.3 73.0
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, May 21, 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 : 18,386: 11,031 15,935 4,744 0 2,326 125 0 25 0 100 0: 135 0
Old : 18,386: 11,031 15,935 4,744 0 2,326 125 0 25 0 100 0: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 60.0 86.7 25.8 0.0 12.7 0.7 0.0 0.1 0.0 0.5 0.0: 0.7 0.0
Old : 100.0: 60.0 86.7 25.8 0.0 12.7 0.7 0.0 0.1 0.0 0.5 0.0: 0.7 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 11 . 0 . . 0 . 0 . 0:
Old : 22: 13 11 . 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 : 72.8 84.0 88.3 95.3 60.2 75.3 73.5 80.3
Old : 72.8 84.0 88.3 95.3 60.2 75.3 73.5 80.3
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, May 21, 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 : 14,442: 10,898 12,717 1,294 205 570 0 100 0 930 100 750: 0 0
Old : 14,442: 10,898 12,717 1,294 205 570 0 100 0 930 100 750: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 75.5 88.1 9.0 1.4 3.9 0.0 0.7 0.0 6.4 0.7 5.2: 0.0 0.0
Old : 100.0: 75.5 88.1 9.0 1.4 3.9 0.0 0.7 0.0 6.4 0.7 5.2: 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 : 21: 13 8 . . . 0 . 0 . . .:
Old : 21: 13 8 . . . 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 : 59.7 87.2 87.3 96.7 53.1 84.1 76.6 86.9
Old : 59.7 87.2 87.3 96.7 53.1 84.1 76.6 86.9
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, May 21, 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 : 16,905: 13,632 13,283 1,126 5 742 0 1,800 0 430 100 975: 0 0
Old : 16,905: 13,632 13,283 1,126 5 742 0 1,800 0 430 100 975: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 80.6 78.6 6.7 0.0 4.4 0.0 10.6 0.0 2.5 0.6 5.8: 0.0 0.0
Old : 100.0: 80.6 78.6 6.7 0.0 4.4 0.0 10.6 0.0 2.5 0.6 5.8: 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 : 23: 13 10 . . . 0 . 0 . . .:
Old : 23: 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 : 58.0 81.8 83.8 94.5 51.6 80.9 73.3 84.9
Old : 58.0 81.8 83.8 94.5 51.6 80.9 73.3 84.9
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, May 21, 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 : 23,419: 12,581 15,745 8,910 5,142 125 0 25 0 925 1,635 705: 173 42
Old : 23,419: 12,581 15,745 8,910 5,142 125 0 25 0 925 1,635 705: 173 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 156: 255 160 0 0 0 0 0 0 -100 0 0: 1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 67.2 38.0 22.0 0.5 0.0 0.1 0.0 3.9 7.0 3.0: 0.7 0.2
Old : 100.0: 53.7 67.2 38.0 22.0 0.5 0.0 0.1 0.0 3.9 7.0 3.0: 0.7 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: 16 14 . . . 0 . 0 . . .:
Old : 29: 16 14 . . . 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 : 68.8 52.6 86.4 84.3 67.8 47.2 78.8 74.3
Old : 68.8 52.6 86.4 84.3 67.8 47.2 78.8 74.3
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, May 21, 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 : 22,217: 11,517 14,670 8,948 5,112 125 0 25 0 780 1,585 660: 187 40
Old : 22,217: 11,517 14,670 8,948 5,112 125 0 25 0 780 1,585 660: 187 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 70: 160 60 0 0 0 0 0 0 -100 0 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 66.0 40.3 23.0 0.6 0.0 0.1 0.0 3.5 7.1 3.0: 0.8 0.2
Old : 100.0: 51.8 66.0 40.3 23.0 0.6 0.0 0.1 0.0 3.5 7.1 3.0: 0.8 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 : 27: 15 12 . . . 0 . 0 . . .:
Old : 27: 15 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 : 72.4 53.3 87.8 85.3 69.1 49.2 80.4 75.7
Old : 72.4 53.3 87.8 85.3 69.1 49.2 80.4 75.7
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, May 21, 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 : 57,844: 37,208 53,684 10,945 0 2,290 650 25 25 5,015 375 1,445: 266 0
Old : 57,844: 37,208 53,684 10,945 0 2,290 650 25 25 5,015 375 1,445: 266 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 55: 150 0 0 0 5 -25 25 25 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 92.8 18.9 0.0 4.0 1.1 0.0 0.0 8.7 0.6 2.5: 0.5 0.0
Old : 100.0: 64.3 92.8 18.9 0.0 4.0 1.1 0.0 0.0 8.7 0.6 2.5: 0.5 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 12 4 0 . . . . . . .:
Old : 30: 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 : 60.5 83.7 79.7 96.0 54.3 76.9 71.8 83.4
Old : 60.5 83.7 79.7 96.0 54.3 76.9 71.8 83.4
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, May 21, 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 : 56,875: 36,818 53,150 10,834 0 1,845 650 25 25 5,465 865 955: 283 10
Old : 56,875: 36,818 53,150 10,834 0 1,845 650 25 25 5,465 865 955: 283 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 50: 150 0 0 0 0 -25 25 25 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 93.5 19.0 0.0 3.2 1.1 0.0 0.0 9.6 1.5 1.7: 0.5 0.0
Old : 100.0: 64.7 93.5 19.0 0.0 3.2 1.1 0.0 0.0 9.6 1.5 1.7: 0.5 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 12 4 0 . . . . . . .:
Old : 30: 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 : 60.5 84.9 79.4 94.9 56.5 78.0 73.0 84.0
Old : 60.5 84.9 79.4 94.9 56.5 78.0 73.0 84.0
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, May 21, 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 : 123,372: 106,984 85,751 8,960 22,172 1,003 980 1,250 310 4,240 12,305 340: 555 241
Old : 123,372: 106,984 85,751 8,960 22,172 1,003 980 1,250 310 4,240 12,305 340: 555 241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 414: 745 485 0 1,292 -545 25 0 0 -100 -1,150 130: 159 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 69.5 7.3 18.0 0.8 0.8 1.0 0.3 3.4 10.0 0.3: 0.4 0.2
Old : 100.0: 86.7 69.5 7.3 18.0 0.8 0.8 1.0 0.3 3.4 10.0 0.3: 0.4 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 : 49: 31 23 . . . . . . 4 . 4:
Old : 49: 31 23 . . . . . . 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 : 44.2 51.4 64.9 80.1 44.1 49.5 57.6 67.1
Old : 44.2 51.4 64.9 80.1 44.1 49.5 57.6 67.1
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, May 21, 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 : 137,481: 120,428 93,718 10,450 26,900 543 1,550 940 800 2,830 13,580 740: 140 260
Old : 137,481: 120,428 93,718 10,450 26,900 543 1,550 940 800 2,830 13,580 740: 140 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 2,961: 2,954 2,364 0 1,005 -373 25 0 0 -50 -375 405: 0 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 68.2 7.6 19.6 0.4 1.1 0.7 0.6 2.1 9.9 0.5: 0.1 0.2
Old : 100.0: 87.6 68.2 7.6 19.6 0.4 1.1 0.7 0.6 2.1 9.9 0.5: 0.1 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 : 55: 36 26 . 4 . . . . . . .:
Old : 55: 36 26 . 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 : 46.6 48.3 64.4 77.9 46.4 44.5 58.6 69.2
Old : 46.6 48.3 64.4 77.9 46.4 44.5 58.6 69.2
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, May 21, 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 : 268,645: 169,135 189,824 37,794 6,207 24,035 12,343 24,145 9,858 5,671 5,592 8,882: 927 102
Old : 268,645: 169,135 189,824 37,794 6,207 24,035 12,343 24,145 9,858 5,671 5,592 8,882: 927 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,279: -195 1,313 163 -131 -604 770 -404 320 -753 -599 1,366: 212 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 70.7 14.1 2.3 8.9 4.6 9.0 3.7 2.1 2.1 3.3: 0.3 0.0
Old : 100.0: 63.0 70.7 14.1 2.3 8.9 4.6 9.0 3.7 2.1 2.1 3.3: 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 : 85: 38 36 . . 4 6 12 11 9 10 12:
Old : 85: 38 36 . . 4 6 12 11 9 10 12:
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 : 40.2 40.3 57.3 58.8 27.8 28.7 37.4 36.2
Old : 40.2 40.3 57.3 58.8 27.8 28.7 37.4 36.2
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, May 21, 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 : 21,420: 14,104 20,330 2,775 315 525 530 0 0 3,145 0 230: 111 20
Old : 21,420: 14,104 20,330 2,775 315 525 530 0 0 3,145 0 230: 111 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 0: 170 100 250 -380 280 0 0 0 -700 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 94.9 13.0 1.5 2.5 2.5 0.0 0.0 14.7 0.0 1.1: 0.5 0.1
Old : 100.0: 65.8 94.9 13.0 1.5 2.5 2.5 0.0 0.0 14.7 0.0 1.1: 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 : 25: 18 8 . . . . 0 0 . 0 .:
Old : 25: 18 8 . . . . 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 : 51.6 93.2 76.4 99.1 51.0 84.6 73.8 88.0
Old : 51.6 93.2 76.4 99.1 51.0 84.6 73.8 88.0
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, May 21, 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 : 20,299: 12,681 18,822 3,057 0 472 0 790 10 3,675 0 195: 209 10
Old : 20,299: 12,681 18,822 3,057 0 472 0 790 10 3,675 0 195: 209 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 52: 170 100 630 0 -48 0 0 0 -700 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 92.7 15.1 0.0 2.3 0.0 3.9 0.0 18.1 0.0 1.0: 1.0 0.0
Old : 100.0: 62.5 92.7 15.1 0.0 2.3 0.0 3.9 0.0 18.1 0.0 1.0: 1.0 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 : 23: 15 9 . 0 . 0 . . . 0 .:
Old : 23: 15 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 : 54.8 92.1 78.8 98.4 54.2 85.7 76.1 88.5
Old : 54.8 92.1 78.8 98.4 54.2 85.7 76.1 88.5
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, May 21, 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 : 39,164: 31,239 28,139 2,480 3,095 60 0 2,565 990 0 0 0: 4,395 4,315
Old : 39,164: 31,239 28,139 2,480 3,095 60 0 2,565 990 0 0 0: 4,395 4,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 660: 233 785 300 0 0 0 -360 215 0 0 0: -88 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 71.8 6.3 7.9 0.2 0.0 6.5 2.5 0.0 0.0 0.0: 11.2 11.0
Old : 100.0: 79.8 71.8 6.3 7.9 0.2 0.0 6.5 2.5 0.0 0.0 0.0: 11.2 11.0
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: 15 18 . . . 0 . . 0 0 0:
Old : 24: 15 18 . . . 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 : 75.4 45.4 84.5 71.4 72.6 43.6 74.6 65.7
Old : 75.4 45.4 84.5 71.4 72.6 43.6 74.6 65.7
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, May 21, 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 : 35,682: 29,502 26,505 1,930 2,980 120 0 2,115 535 0 0 0: 3,595 3,427
Old : 35,682: 29,502 26,505 1,930 2,980 120 0 2,115 535 0 0 0: 3,595 3,427
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 285: 300 -75 0 0 0 0 375 -40 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 74.3 5.4 8.4 0.3 0.0 5.9 1.5 0.0 0.0 0.0: 10.1 9.6
Old : 100.0: 82.7 74.3 5.4 8.4 0.3 0.0 5.9 1.5 0.0 0.0 0.0: 10.1 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 : 23: 13 19 . . . 0 . . 0 0 0:
Old : 23: 13 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 : 77.5 43.5 86.3 72.7 74.8 43.0 78.3 66.4
Old : 77.5 43.5 86.3 72.7 74.8 43.0 78.3 66.4
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, May 21, 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 : 24,113: 7,168 16,506 11,808 1,650 1,365 500 1,660 355 600 0 200: 2,117 2,377
Old : 24,113: 7,168 16,506 11,808 1,650 1,365 500 1,660 355 600 0 200: 2,117 2,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 285: 150 260 75 -60 0 -25 0 25 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 68.5 49.0 6.8 5.7 2.1 6.9 1.5 2.5 0.0 0.8: 8.8 9.9
Old : 100.0: 29.7 68.5 49.0 6.8 5.7 2.1 6.9 1.5 2.5 0.0 0.8: 8.8 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 : 20: 10 10 . . . . . . . 0 .:
Old : 20: 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 : 75.7 59.9 86.6 82.3 70.9 56.8 76.2 75.1
Old : 75.7 59.9 86.6 82.3 70.9 56.8 76.2 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Futures Only, May 21, 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 : 24,969: 13,011 9,330 484 3,180 3,990 0 985 6,660 0 0 0: 824 824
Old : 24,969: 13,011 9,330 484 3,180 3,990 0 985 6,660 0 0 0: 824 824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,390: 970 -290 -345 900 105 0 15 660 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 37.4 1.9 12.7 16.0 0.0 3.9 26.7 0.0 0.0 0.0: 3.3 3.3
Old : 100.0: 52.1 37.4 1.9 12.7 16.0 0.0 3.9 26.7 0.0 0.0 0.0: 3.3 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 : 21: 11 15 . . . 0 . . 0 0 0:
Old : 21: 11 15 . . . 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 : 68.0 64.2 84.7 82.3 27.2 26.3 31.5 30.5
Old : 68.0 64.2 84.7 82.3 27.2 26.3 31.5 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, May 21, 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 : 20,709: 7,445 8,614 1,449 1,140 3,188 1,940 1,080 5,930 0 0 0: 757 757
Old : 20,709: 7,445 8,614 1,449 1,140 3,188 1,940 1,080 5,930 0 0 0: 757 757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -45: 0 -480 -45 660 0 225 0 -225 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 41.6 7.0 5.5 15.4 9.4 5.2 28.6 0.0 0.0 0.0: 3.7 3.7
Old : 100.0: 36.0 41.6 7.0 5.5 15.4 9.4 5.2 28.6 0.0 0.0 0.0: 3.7 3.7
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: 10 14 . . . . . . 0 0 0:
Old : 20: 10 14 . . . . . . 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 : 74.4 67.7 91.2 84.0 24.7 21.5 31.3 29.5
Old : 74.4 67.7 91.2 84.0 24.7 21.5 31.3 29.5
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, May 21, 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 : 71,963: 24,288 25,778 19,738 25,180 35 11,795 4,970 1,755 590 0 1,955: 11,807 12,290
Old : 71,963: 24,288 25,778 19,738 25,180 35 11,795 4,970 1,755 590 0 1,955: 11,807 12,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 470: 350 0 -1,050 -600 0 -780 420 0 590 -710 660: 700 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 35.8 27.4 35.0 0.0 16.4 6.9 2.4 0.8 0.0 2.7: 16.4 17.1
Old : 100.0: 33.8 35.8 27.4 35.0 0.0 16.4 6.9 2.4 0.8 0.0 2.7: 16.4 17.1
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: 15 21 . . . . . . . 0 .:
Old : 30: 15 21 . . . . . . . 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 : 68.1 44.8 78.1 60.4 64.7 44.8 68.9 58.7
Old : 68.1 44.8 78.1 60.4 64.7 44.8 68.9 58.7
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, May 21, 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 : 69,618: 25,057 21,506 18,230 26,125 295 10,835 5,120 1,860 0 800 2,395: 10,946 11,517
Old : 69,618: 25,057 21,506 18,230 26,125 295 10,835 5,120 1,860 0 800 2,395: 10,946 11,517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 570: 350 -100 -1,050 -500 0 -780 420 0 0 -1,300 1,250: 800 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 30.9 26.2 37.5 0.4 15.6 7.4 2.7 0.0 1.1 3.4: 15.7 16.5
Old : 100.0: 36.0 30.9 26.2 37.5 0.4 15.6 7.4 2.7 0.0 1.1 3.4: 15.7 16.5
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: 16 20 . . . . . . 0 . .:
Old : 30: 16 20 . . . . . . 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 : 66.7 48.2 77.9 62.4 62.8 47.7 67.3 59.1
Old : 66.7 48.2 77.9 62.4 62.8 47.7 67.3 59.1
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, May 21, 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 : 25,592: 13,894 6,083 3,890 3,301 1,156 595 8,555 705 0 965 1,565: 3,787 3,262
Old : 25,592: 13,894 6,083 3,890 3,301 1,156 595 8,555 705 0 965 1,565: 3,787 3,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,160: 859 468 240 1,670 -890 0 50 0 0 -1,165 750: 201 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 23.8 15.2 12.9 4.5 2.3 33.4 2.8 0.0 3.8 6.1: 14.8 12.7
Old : 100.0: 54.3 23.8 15.2 12.9 4.5 2.3 33.4 2.8 0.0 3.8 6.1: 14.8 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 : 27: 16 8 . . . . . . 0 . .:
Old : 27: 16 8 . . . . . . 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 67.5 67.5 80.9 43.2 62.6 61.6 69.8
Old : 44.6 67.5 67.5 80.9 43.2 62.6 61.6 69.8
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, May 21, 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 : 23,662: 12,214 5,763 3,450 3,411 863 595 7,940 705 210 25 1,930: 3,695 3,025
Old : 23,662: 12,214 5,763 3,450 3,411 863 595 7,940 705 210 25 1,930: 3,695 3,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 935: 283 448 0 1,370 -748 -5 45 5 210 -1,255 915: 275 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 24.4 14.6 14.4 3.6 2.5 33.6 3.0 0.9 0.1 8.2: 15.6 12.8
Old : 100.0: 51.6 24.4 14.6 14.4 3.6 2.5 33.6 3.0 0.9 0.1 8.2: 15.6 12.8
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 : 24: 15 6 . . . . . . . . .:
Old : 24: 15 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 : 45.3 68.6 69.8 83.1 41.1 65.6 60.4 69.5
Old : 45.3 68.6 69.8 83.1 41.1 65.6 60.4 69.5
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, May 21, 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 : 42,198: 14,738 27,598 1,622 8,980 618 13,855 0 25 6,605 0 0: 4,735 4,977
Old : 42,198: 14,738 27,598 1,622 8,980 618 13,855 0 25 6,605 0 0: 4,735 4,977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 4,615: 995 2,920 -300 1,200 153 1,520 0 0 1,800 0 0: 447 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 65.4 3.8 21.3 1.5 32.8 0.0 0.1 15.7 0.0 0.0: 11.2 11.8
Old : 100.0: 34.9 65.4 3.8 21.3 1.5 32.8 0.0 0.1 15.7 0.0 0.0: 11.2 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 : 26: 11 15 . . . 4 0 . . 0 0:
Old : 26: 11 15 . . . 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 : 58.0 76.5 77.2 84.5 56.5 76.5 74.0 81.8
Old : 58.0 76.5 77.2 84.5 56.5 76.5 74.0 81.8
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, May 21, 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 : 42,525: 15,521 25,877 905 10,535 770 13,495 0 25 6,605 0 0: 5,204 5,318
Old : 42,525: 15,521 25,877 905 10,535 770 13,495 0 25 6,605 0 0: 5,204 5,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 4,720: 1,100 2,920 -300 1,200 275 1,520 0 0 1,800 0 0: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 60.9 2.1 24.8 1.8 31.7 0.0 0.1 15.5 0.0 0.0: 12.2 12.5
Old : 100.0: 36.5 60.9 2.1 24.8 1.8 31.7 0.0 0.1 15.5 0.0 0.0: 12.2 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 : 24: 9 11 . . . 4 0 . . 0 0:
Old : 24: 9 11 . . . 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 : 57.3 77.7 78.6 85.8 56.6 77.7 76.2 83.6
Old : 57.3 77.7 78.6 85.8 56.6 77.7 76.2 83.6
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, May 21, 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 : 48,735: 15,630 40,225 2,320 0 2,255 4,245 0 2,110 18,205 400 50: 3,920 3,695
Old : 48,735: 15,630 40,225 2,320 0 2,255 4,245 0 2,110 18,205 400 50: 3,920 3,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 50: 25 0 -50 0 0 25 0 -25 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 82.5 4.8 0.0 4.6 8.7 0.0 4.3 37.4 0.8 0.1: 8.0 7.6
Old : 100.0: 32.1 82.5 4.8 0.0 4.6 8.7 0.0 4.3 37.4 0.8 0.1: 8.0 7.6
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 : 30: 15 9 . 0 . 5 0 . . . .:
Old : 30: 15 9 . 0 . 5 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 : 59.0 80.5 78.5 89.8 53.6 77.3 70.1 80.5
Old : 59.0 80.5 78.5 89.8 53.6 77.3 70.1 80.5
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, May 21, 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 : 48,440: 15,400 39,390 1,535 0 2,170 3,370 50 2,560 18,965 50 150: 4,290 4,070
Old : 48,440: 15,400 39,390 1,535 0 2,170 3,370 50 2,560 18,965 50 150: 4,290 4,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 50: 25 0 -50 0 0 25 0 -25 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 81.3 3.2 0.0 4.5 7.0 0.1 5.3 39.2 0.1 0.3: 8.9 8.4
Old : 100.0: 31.8 81.3 3.2 0.0 4.5 7.0 0.1 5.3 39.2 0.1 0.3: 8.9 8.4
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 : 29: 15 8 . 0 . 4 . . . . .:
Old : 29: 15 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 : 59.5 79.7 78.4 89.8 55.1 76.6 69.4 79.1
Old : 59.5 79.7 78.4 89.8 55.1 76.6 69.4 79.1
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, May 21, 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 : 16,885: 10,865 6,225 1,275 595 1,220 0 6,540 0 1,150 185 640: 1,735 1,480
Old : 16,885: 10,865 6,225 1,275 595 1,220 0 6,540 0 1,150 185 640: 1,735 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,000: 125 1,550 0 -400 150 0 45 0 1,070 0 -545: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 36.9 7.6 3.5 7.2 0.0 38.7 0.0 6.8 1.1 3.8: 10.3 8.8
Old : 100.0: 64.3 36.9 7.6 3.5 7.2 0.0 38.7 0.0 6.8 1.1 3.8: 10.3 8.8
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 : 25: 14 11 . . . 0 4 0 . . .:
Old : 25: 14 11 . . . 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 : 52.3 50.0 76.6 78.8 48.0 49.1 65.0 67.0
Old : 52.3 50.0 76.6 78.8 48.0 49.1 65.0 67.0
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, May 21, 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 : 16,425: 10,305 5,635 1,275 245 1,210 0 7,040 0 1,330 185 610: 1,695 1,500
Old : 16,425: 10,305 5,635 1,275 245 1,210 0 7,040 0 1,330 185 610: 1,695 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,000: 125 1,550 0 -400 165 0 45 0 1,070 0 -545: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 34.3 7.8 1.5 7.4 0.0 42.9 0.0 8.1 1.1 3.7: 10.3 9.1
Old : 100.0: 62.7 34.3 7.8 1.5 7.4 0.0 42.9 0.0 8.1 1.1 3.7: 10.3 9.1
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: 13 11 . . . 0 4 0 . . .:
Old : 25: 13 11 . . . 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 : 52.6 53.5 76.9 78.6 48.2 53.5 65.4 67.1
Old : 52.6 53.5 76.9 78.6 48.2 53.5 65.4 67.1
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, May 21, 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 : 50,370: 29,190 18,510 105 930 3,085 1,295 18,080 2,370 7,575 1,275 1,370: 5,380 4,750
Old : 50,370: 29,190 18,510 105 930 3,085 1,295 18,080 2,370 7,575 1,275 1,370: 5,380 4,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 25: 25 0 0 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 36.7 0.2 1.8 6.1 2.6 35.9 4.7 15.0 2.5 2.7: 10.7 9.4
Old : 100.0: 58.0 36.7 0.2 1.8 6.1 2.6 35.9 4.7 15.0 2.5 2.7: 10.7 9.4
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 : 28: 13 14 . . . . . . . . .:
Old : 28: 13 14 . . . . . . . . .:
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 : 56.1 67.8 70.5 82.0 54.3 63.9 64.8 70.5
Old : 56.1 67.8 70.5 82.0 54.3 63.9 64.8 70.5
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, May 21, 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 : 51,500: 29,815 19,630 165 1,010 3,060 930 18,140 2,510 8,550 1,300 1,055: 5,415 4,795
Old : 51,500: 29,815 19,630 165 1,010 3,060 930 18,140 2,510 8,550 1,300 1,055: 5,415 4,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 25: 25 0 0 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 38.1 0.3 2.0 5.9 1.8 35.2 4.9 16.6 2.5 2.0: 10.5 9.3
Old : 100.0: 57.9 38.1 0.3 2.0 5.9 1.8 35.2 4.9 16.6 2.5 2.0: 10.5 9.3
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 : 28: 13 15 . . . . . . . . .:
Old : 28: 13 15 . . . . . . . . .:
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 : 57.9 65.2 71.3 80.6 56.7 61.2 65.8 70.4
Old : 57.9 65.2 71.3 80.6 56.7 61.2 65.8 70.4
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, May 21, 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 : 59,845: 34,585 20,425 0 12,235 2,681 17,665 175 1,405 0 19,760 95: 3,414 3,069
Old : 59,845: 34,585 20,425 0 12,235 2,681 17,665 175 1,405 0 19,760 95: 3,414 3,069
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 745: 105 375 0 -490 250 300 0 0 0 520 25: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 34.1 0.0 20.4 4.5 29.5 0.3 2.3 0.0 33.0 0.2: 5.7 5.1
Old : 100.0: 57.8 34.1 0.0 20.4 4.5 29.5 0.3 2.3 0.0 33.0 0.2: 5.7 5.1
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 : 31: 21 9 0 . . . . . 0 . .:
Old : 31: 21 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 : 56.1 76.6 76.0 90.6 53.8 70.4 71.2 80.2
Old : 56.1 76.6 76.0 90.6 53.8 70.4 71.2 80.2
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, May 21, 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 : 49,295: 29,150 21,010 0 11,940 1,758 14,440 150 1,455 0 10,860 340: 2,152 1,782
Old : 49,295: 29,150 21,010 0 11,940 1,758 14,440 150 1,455 0 10,860 340: 2,152 1,782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 290: 90 300 0 -490 110 0 0 0 0 280 -10: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 42.6 0.0 24.2 3.6 29.3 0.3 3.0 0.0 22.0 0.7: 4.4 3.6
Old : 100.0: 59.1 42.6 0.0 24.2 3.6 29.3 0.3 3.0 0.0 22.0 0.7: 4.4 3.6
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 : 30: 20 9 0 . . . . . 0 . .:
Old : 30: 20 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 : 57.4 72.5 77.8 90.5 54.6 68.3 73.7 82.8
Old : 57.4 72.5 77.8 90.5 54.6 68.3 73.7 82.8
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, May 21, 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 : 139,103: 73,905 90,760 19,311 520 6,816 3,389 8,855 7,425 4,145 735 3,370: 20,742 20,622
Old : 139,103: 73,905 90,760 19,311 520 6,816 3,389 8,855 7,425 4,145 735 3,370: 20,742 20,622
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 761: 1,533 -697 210 0 202 -375 400 450 -1,965 -300 935: -229 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 65.2 13.9 0.4 4.9 2.4 6.4 5.3 3.0 0.5 2.4: 14.9 14.8
Old : 100.0: 53.1 65.2 13.9 0.4 4.9 2.4 6.4 5.3 3.0 0.5 2.4: 14.9 14.8
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 : 42: 24 27 . . . . . 4 . . .:
Old : 42: 24 27 . . . . . 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 : 60.4 41.5 72.0 58.7 50.7 39.9 58.7 52.8
Old : 60.4 41.5 72.0 58.7 50.7 39.9 58.7 52.8
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, May 21, 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 : 131,371: 69,623 84,586 25,449 0 5,115 3,489 4,810 7,480 1,375 10,660 1,290: 17,550 17,430
Old : 131,371: 69,623 84,586 25,449 0 5,115 3,489 4,810 7,480 1,375 10,660 1,290: 17,550 17,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,858: 1,886 -494 400 0 40 -425 100 500 25 2,280 -75: -493 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 64.4 19.4 0.0 3.9 2.7 3.7 5.7 1.0 8.1 1.0: 13.4 13.3
Old : 100.0: 53.0 64.4 19.4 0.0 3.9 2.7 3.7 5.7 1.0 8.1 1.0: 13.4 13.3
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 : 40: 20 26 . 0 . . . 4 . . .:
Old : 40: 20 26 . 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 : 63.6 42.9 76.4 59.1 57.5 40.9 65.3 53.4
Old : 63.6 42.9 76.4 59.1 57.5 40.9 65.3 53.4
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, May 21, 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 : 38,140: 15,570 19,995 13,965 7,005 1,530 1,905 2,340 2,420 0 2,100 0: 2,750 2,750
Old : 38,140: 15,570 19,995 13,965 7,005 1,530 1,905 2,340 2,420 0 2,100 0: 2,750 2,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 565: -80 255 -520 -125 -50 130 -600 530 0 0 0: 555 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 52.4 36.6 18.4 4.0 5.0 6.1 6.3 0.0 5.5 0.0: 7.2 7.2
Old : 100.0: 40.8 52.4 36.6 18.4 4.0 5.0 6.1 6.3 0.0 5.5 0.0: 7.2 7.2
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 : 28: 12 16 . . . . . . 0 . 0:
Old : 28: 12 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 : 68.1 37.9 83.0 63.5 62.2 36.4 69.5 56.9
Old : 68.1 37.9 83.0 63.5 62.2 36.4 69.5 56.9
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, May 21, 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 : 33,860: 11,060 18,500 14,475 5,715 695 1,815 1,200 3,235 0 2,000 0: 2,580 2,515
Old : 33,860: 11,060 18,500 14,475 5,715 695 1,815 1,200 3,235 0 2,000 0: 2,580 2,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 360: -115 255 -420 -190 -150 95 -505 395 0 0 0: 555 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 54.6 42.7 16.9 2.1 5.4 3.5 9.6 0.0 5.9 0.0: 7.6 7.4
Old : 100.0: 32.7 54.6 42.7 16.9 2.1 5.4 3.5 9.6 0.0 5.9 0.0: 7.6 7.4
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 : 24: 11 15 . . . . . . 0 . 0:
Old : 24: 11 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 : 70.7 36.5 85.9 62.1 60.4 31.8 63.2 49.2
Old : 70.7 36.5 85.9 62.1 60.4 31.8 63.2 49.2
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, May 21, 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 : 26,985: 5,170 17,425 0 6,055 2,105 18,170 0 340 0 0 0: 1,200 1,060
Old : 26,985: 5,170 17,425 0 6,055 2,105 18,170 0 340 0 0 0: 1,200 1,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -50: -150 100 0 -150 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 64.6 0.0 22.4 7.8 67.3 0.0 1.3 0.0 0.0 0.0: 4.4 3.9
Old : 100.0: 19.2 64.6 0.0 22.4 7.8 67.3 0.0 1.3 0.0 0.0 0.0: 4.4 3.9
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 : 23: 13 14 0 . . 4 0 . 0 0 0:
Old : 23: 13 14 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 : 77.5 70.6 89.0 85.7 74.1 62.2 81.2 75.0
Old : 77.5 70.6 89.0 85.7 74.1 62.2 81.2 75.0
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, May 21, 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 : 32,315: 7,390 22,875 0 5,210 2,145 20,735 0 845 0 0 0: 1,200 1,240
Old : 32,315: 7,390 22,875 0 5,210 2,145 20,735 0 845 0 0 0: 1,200 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 720: 500 600 0 0 0 100 0 120 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 70.8 0.0 16.1 6.6 64.2 0.0 2.6 0.0 0.0 0.0: 3.7 3.8
Old : 100.0: 22.9 70.8 0.0 16.1 6.6 64.2 0.0 2.6 0.0 0.0 0.0: 3.7 3.8
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 : 20: 9 11 0 . . 4 0 . 0 0 0:
Old : 20: 9 11 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 : 83.5 78.0 93.2 91.6 77.8 67.8 81.1 80.1
Old : 83.5 78.0 93.2 91.6 77.8 67.8 81.1 80.1
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, May 21, 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 : 81,898: 47,764 31,489 2,235 5,295 9,310 275 14,925 4,370 1,365 0 30: 16,549 16,479
Old : 81,898: 47,764 31,489 2,235 5,295 9,310 275 14,925 4,370 1,365 0 30: 16,549 16,479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 2,025: 1,118 818 240 -290 80 0 830 30 0 0 0: 557 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 38.4 2.7 6.5 11.4 0.3 18.2 5.3 1.7 0.0 0.0: 20.2 20.1
Old : 100.0: 58.3 38.4 2.7 6.5 11.4 0.3 18.2 5.3 1.7 0.0 0.0: 20.2 20.1
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: 23 20 . . . . . . . 0 .:
Old : 34: 23 20 . . . . . . . 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 : 40.0 42.9 56.9 57.3 30.7 25.7 37.1 33.8
Old : 40.0 42.9 56.9 57.3 30.7 25.7 37.1 33.8
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, May 21, 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 : 77,480: 43,241 29,550 0 10,586 7,614 400 5,015 8,055 1,215 35 0: 16,955 16,625
Old : 77,480: 43,241 29,550 0 10,586 7,614 400 5,015 8,055 1,215 35 0: 16,955 16,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 3,695: 2,500 1,145 -140 175 -605 0 800 200 0 0 0: 1,740 1,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 38.1 0.0 13.7 9.8 0.5 6.5 10.4 1.6 0.0 0.0: 21.9 21.5
Old : 100.0: 55.8 38.1 0.0 13.7 9.8 0.5 6.5 10.4 1.6 0.0 0.0: 21.9 21.5
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 : 28: 18 18 0 . . . . . . . 0:
Old : 28: 18 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 : 41.1 40.7 57.1 58.9 24.0 22.5 30.6 30.9
Old : 41.1 40.7 57.1 58.9 24.0 22.5 30.6 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.DEOK_month_on_dap - NODAL EXCHANGE Code-064GAA
Disaggregated Commitments of Traders - Futures Only, May 21, 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 : 11,013: 6,813 1,245 135 3,513 0 1,190 5,820 175 2,285 0 0: 415 260
Old : 11,013: 6,813 1,245 135 3,513 0 1,190 5,820 175 2,285 0 0: 415 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 61.9 11.3 1.2 31.9 0.0 10.8 52.8 1.6 20.7 0.0 0.0: 3.8 2.4
Old : 100.0: 61.9 11.3 1.2 31.9 0.0 10.8 52.8 1.6 20.7 0.0 0.0: 3.8 2.4
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 : 20: 12 5 . . 0 . . . . 0 0:
Old : 20: 12 5 . . 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 : 55.1 95.2 79.9 97.6 55.1 93.6 79.9 95.4
Old : 55.1 95.2 79.9 97.6 55.1 93.6 79.9 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2019