COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, May 28, 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 : 21,076: 6,765 12,890 2,255 0 882 464 1,709 613 7,121 1,832 2,125: 851 1,025
Old : 21,076: 6,765 12,890 2,255 0 882 464 1,709 613 7,121 1,832 2,125: 851 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,317: 711 786 -47 0 288 0 25 0 14 -121 336: 15 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 61.2 10.7 0.0 4.2 2.2 8.1 2.9 33.8 8.7 10.1: 4.0 4.9
Old : 100.0: 32.1 61.2 10.7 0.0 4.2 2.2 8.1 2.9 33.8 8.7 10.1: 4.0 4.9
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 : 35: 10 12 5 0 4 . 4 . 7 5 8:
Old : 35: 10 12 5 0 4 . 4 . 7 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 : 40.7 50.4 58.1 66.4 34.2 35.5 44.8 46.8
Old : 40.7 50.4 58.1 66.4 34.2 35.5 44.8 46.8
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 28, 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 12,397 0 2,806 2,574 5,089 640 0 428 278 0: 493 340
Old : 19,035: 10,451 12,397 0 2,806 2,574 5,089 640 0 428 278 0: 493 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 0: 0 -22 0 0 0 0 0 0 0 22 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 65.1 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.5 0.0: 2.6 1.8
Old : 100.0: 54.9 65.1 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.5 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 : 39: 17 18 0 . . . . 0 . . 0:
Old : 39: 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 28, 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 : 41,941: 26,380 37,696 7,337 0 2,098 445 1,507 0 5,275 225 400: 6 15
Old : 41,941: 26,380 37,696 7,337 0 2,098 445 1,507 0 5,275 225 400: 6 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 159: 355 190 23 0 -169 0 188 0 -25 -35 -30: 5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 89.9 17.5 0.0 5.0 1.1 3.6 0.0 12.6 0.5 1.0: 0.0 0.0
Old : 100.0: 62.9 89.9 17.5 0.0 5.0 1.1 3.6 0.0 12.6 0.5 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 : 39: 22 21 . 0 . . . 0 . . .:
Old : 39: 22 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 : 58.2 66.3 81.9 84.3 57.0 61.5 71.8 74.4
Old : 58.2 66.3 81.9 84.3 57.0 61.5 71.8 74.4
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 28, 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 : 29,851: 23,148 25,751 500 1,166 2,189 123 0 27 3,025 0 700: 139 18
Old : 29,851: 23,148 25,751 500 1,166 2,189 123 0 27 3,025 0 700: 139 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 795: 1,025 325 -525 50 445 25 0 -25 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 86.3 1.7 3.9 7.3 0.4 0.0 0.1 10.1 0.0 2.3: 0.5 0.1
Old : 100.0: 77.5 86.3 1.7 3.9 7.3 0.4 0.0 0.1 10.1 0.0 2.3: 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: 14 17 . . . . 0 . 6 0 .:
Old : 30: 14 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 : 64.0 71.0 82.9 91.6 60.3 68.0 72.6 82.7
Old : 64.0 71.0 82.9 91.6 60.3 68.0 72.6 82.7
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 28, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 152,106: 122,512 112,885 927 17,746 9,557 10,273 505 5,439 320 3,208 2,693: 385 73
Old : 152,106: 122,512 112,885 927 17,746 9,557 10,273 505 5,439 320 3,208 2,693: 385 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 948: 1,259 300 -210 47 99 243 0 -270 20 840 137: -330 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 74.2 0.6 11.7 6.3 6.8 0.3 3.6 0.2 2.1 1.8: 0.3 0.0
Old : 100.0: 80.5 74.2 0.6 11.7 6.3 6.8 0.3 3.6 0.2 2.1 1.8: 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 : 49: 28 31 . . 4 4 . 4 . . 4:
Old : 49: 28 31 . . 4 4 . 4 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 49.6 64.4 66.1 31.3 37.2 45.0 48.4
Old : 39.5 49.6 64.4 66.1 31.3 37.2 45.0 48.4
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 28, 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 : 59,258: 49,425 39,375 4,252 10,350 3,706 888 3,865 412 400 1,325 175: 0 50
Old : 59,258: 49,425 39,375 4,252 10,350 3,706 888 3,865 412 400 1,325 175: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -962: 213 -580 -475 920 -1,070 25 -42 -25 325 -210 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 66.4 7.2 17.5 6.3 1.5 6.5 0.7 0.7 2.2 0.3: 0.0 0.1
Old : 100.0: 83.4 66.4 7.2 17.5 6.3 1.5 6.5 0.7 0.7 2.2 0.3: 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: 22 22 . . . 4 . . . . .:
Old : 42: 22 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 : 64.2 70.7 84.9 86.2 62.0 60.0 74.8 74.4
Old : 64.2 70.7 84.9 86.2 62.0 60.0 74.8 74.4
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 28, 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 : 31,549: 27,760 25,645 3,627 5,617 12 0 75 0 150 200 0: 0 0
Old : 31,549: 27,760 25,645 3,627 5,617 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 21, 2019 :
: 350: 250 400 100 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 81.3 11.5 17.8 0.0 0.0 0.2 0.0 0.5 0.6 0.0: 0.0 0.0
Old : 100.0: 88.0 81.3 11.5 17.8 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 : 27: 8 14 . . . 0 . 0 . . 0:
Old : 27: 8 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 : 85.6 78.7 99.1 93.4 84.2 70.1 90.2 84.8
Old : 85.6 78.7 99.1 93.4 84.2 70.1 90.2 84.8
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 28, 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 : 68,344: 41,774 43,600 954 11,111 6,500 16,947 400 451 600 5,082 1,098: 20 102
Old : 68,344: 41,774 43,600 954 11,111 6,500 16,947 400 451 600 5,082 1,098: 20 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -240: -125 -396 0 190 -190 -96 0 96 0 -140 200: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 63.8 1.4 16.3 9.5 24.8 0.6 0.7 0.9 7.4 1.6: 0.0 0.1
Old : 100.0: 61.1 63.8 1.4 16.3 9.5 24.8 0.6 0.7 0.9 7.4 1.6: 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 : 37: 21 20 . . 4 4 . . . . .:
Old : 37: 21 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 : 54.6 54.0 74.5 75.1 50.0 44.7 60.3 56.4
Old : 54.6 54.0 74.5 75.1 50.0 44.7 60.3 56.4
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 28, 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 : 90,378: 52,099 46,467 1,456 32,283 3,650 28,836 1,160 1,500 800 3,577 1,678: 359 63
Old : 90,378: 52,099 46,467 1,456 32,283 3,650 28,836 1,160 1,500 800 3,577 1,678: 359 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -46: -204 -1,712 0 383 359 -986 185 720 0 60 0: 65 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 51.4 1.6 35.7 4.0 31.9 1.3 1.7 0.9 4.0 1.9: 0.4 0.1
Old : 100.0: 57.6 51.4 1.6 35.7 4.0 31.9 1.3 1.7 0.9 4.0 1.9: 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 : 40: 21 23 . . 4 4 4 . . . .:
Old : 40: 21 23 . . 4 4 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 59.3 69.5 77.8 48.2 50.4 60.8 65.7
Old : 50.6 59.3 69.5 77.8 48.2 50.4 60.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, May 28, 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 : 76,470: 57,445 55,026 13,606 18,900 995 1,855 0 25 765 0 1,320: 459 204
Old : 76,470: 57,445 55,026 13,606 18,900 995 1,855 0 25 765 0 1,320: 459 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,013: 967 223 -804 0 790 0 0 0 120 0 -25: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 72.0 17.8 24.7 1.3 2.4 0.0 0.0 1.0 0.0 1.7: 0.6 0.3
Old : 100.0: 75.1 72.0 17.8 24.7 1.3 2.4 0.0 0.0 1.0 0.0 1.7: 0.6 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 : 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 : 50.0 68.2 72.8 80.0 48.5 68.0 68.9 78.2
Old : 50.0 68.2 72.8 80.0 48.5 68.0 68.9 78.2
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 28, 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 : 107,974: 77,148 69,259 24,500 36,398 380 2,055 100 25 1,770 0 1,702: 394 110
Old : 107,974: 77,148 69,259 24,500 36,398 380 2,055 100 25 1,770 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 21, 2019 :
: -184: 69 -301 -430 0 117 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 64.1 22.7 33.7 0.4 1.9 0.1 0.0 1.6 0.0 1.6: 0.4 0.1
Old : 100.0: 71.5 64.1 22.7 33.7 0.4 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: 26 23 . . 4 . . . . 0 .:
Old : 43: 26 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 : 49.6 66.6 72.0 82.0 49.3 66.4 69.4 80.5
Old : 49.6 66.6 72.0 82.0 49.3 66.4 69.4 80.5
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 28, 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 : 48,035: 35,100 46,930 11,840 0 770 0 0 0 25 0 0: 300 335
Old : 48,035: 35,100 46,930 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 21, 2019 :
: -370: -370 -370 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 97.7 24.6 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 0.7
Old : 100.0: 73.1 97.7 24.6 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 19 . 0 . 0 0 0 . 0 0:
Old : 29: 19 19 . 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 89.9 88.9 95.3 64.5 85.6 80.5 88.0
Old : 66.3 89.9 88.9 95.3 64.5 85.6 80.5 88.0
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 28, 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 : 25,214: 21,618 20,362 350 1,766 2,446 0 600 0 210 0 0: 590 40
Old : 25,214: 21,618 20,362 350 1,766 2,446 0 600 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 21, 2019 :
: 290: 590 -10 -300 0 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 80.8 1.4 7.0 9.7 0.0 2.4 0.0 0.8 0.0 0.0: 2.3 0.2
Old : 100.0: 85.7 80.8 1.4 7.0 9.7 0.0 2.4 0.0 0.8 0.0 0.0: 2.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.7 54.9 74.2 79.8 34.2 38.8 41.7 46.7
Old : 48.7 54.9 74.2 79.8 34.2 38.8 41.7 46.7
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 28, 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 21, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 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 28, 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 : 74,002: 54,599 41,894 3,046 13,123 6,283 882 615 565 5,631 8,695 2,677: 319 150
Old : 74,002: 54,599 41,894 3,046 13,123 6,283 882 615 565 5,631 8,695 2,677: 319 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,983: 2,047 1,448 -157 640 -129 17 -88 0 98 114 107: 0 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 56.6 4.1 17.7 8.5 1.2 0.8 0.8 7.6 11.7 3.6: 0.4 0.2
Old : 100.0: 73.8 56.6 4.1 17.7 8.5 1.2 0.8 0.8 7.6 11.7 3.6: 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 : 54: 29 29 . . . 4 . 5 4 6 9:
Old : 54: 29 29 . . . 4 . 5 4 6 9:
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 57.0 64.8 71.8 23.8 38.3 39.1 43.6
Old : 41.1 57.0 64.8 71.8 23.8 38.3 39.1 43.6
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 28, 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 : 20,691: 18,716 11,444 700 4,006 309 50 525 0 0 3,465 600: 316 342
Old : 20,691: 18,716 11,444 700 4,006 309 50 525 0 0 3,465 600: 316 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,200: 900 0 600 0 -300 0 0 0 0 1,500 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 55.3 3.4 19.4 1.5 0.2 2.5 0.0 0.0 16.7 2.9: 1.5 1.7
Old : 100.0: 90.5 55.3 3.4 19.4 1.5 0.2 2.5 0.0 0.0 16.7 2.9: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 51.9 50.2 72.7 70.6 45.0 41.6 61.2 54.3
Old : 51.9 50.2 72.7 70.6 45.0 41.6 61.2 54.3
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 28, 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 : 60,758: 49,633 58,488 8,415 0 2,045 0 0 0 510 0 0: 155 225
Old : 60,758: 49,633 58,488 8,415 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 21, 2019 :
: -45: 5 -45 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 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: 81.7 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 : 33: 20 22 . 0 . 0 0 0 . 0 0:
Old : 33: 20 22 . 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 : 64.0 81.4 88.6 93.5 59.5 79.0 77.0 81.9
Old : 64.0 81.4 88.6 93.5 59.5 79.0 77.0 81.9
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 28, 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 : 36,870: 31,529 23,098 229 10,028 2,078 1,200 1,290 0 882 25 135: 817 216
Old : 36,870: 31,529 23,098 229 10,028 2,078 1,200 1,290 0 882 25 135: 817 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -133: -73 -723 0 260 0 0 370 -60 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 62.6 0.6 27.2 5.6 3.3 3.5 0.0 2.4 0.1 0.4: 2.2 0.6
Old : 100.0: 85.5 62.6 0.6 27.2 5.6 3.3 3.5 0.0 2.4 0.1 0.4: 2.2 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 : 34: 18 21 . . . . 4 0 . . .:
Old : 34: 18 21 . . . . 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 : 55.7 47.3 78.0 70.5 38.4 41.7 48.2 52.6
Old : 55.7 47.3 78.0 70.5 38.4 41.7 48.2 52.6
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 28, 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 : 69,847: 57,817 65,317 5,008 535 3,495 25 0 0 3,034 200 0: 468 300
Old : 69,847: 57,817 65,317 5,008 535 3,495 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 21, 2019 :
: 365: 175 415 240 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 93.5 7.2 0.8 5.0 0.0 0.0 0.0 4.3 0.3 0.0: 0.7 0.4
Old : 100.0: 82.8 93.5 7.2 0.8 5.0 0.0 0.0 0.0 4.3 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 : 58.5 89.2 76.7 97.0 54.5 83.7 70.1 85.3
Old : 58.5 89.2 76.7 97.0 54.5 83.7 70.1 85.3
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 28, 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 : 76,326: 62,692 66,781 6,785 3,210 2,390 25 0 0 3,541 3,800 60: 833 85
Old : 76,326: 62,692 66,781 6,785 3,210 2,390 25 0 0 3,541 3,800 60: 833 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 310: 160 410 245 0 -100 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 87.5 8.9 4.2 3.1 0.0 0.0 0.0 4.6 5.0 0.1: 1.1 0.1
Old : 100.0: 82.1 87.5 8.9 4.2 3.1 0.0 0.0 0.0 4.6 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 : 56.4 79.2 77.0 95.2 50.7 73.5 66.1 80.8
Old : 56.4 79.2 77.0 95.2 50.7 73.5 66.1 80.8
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 28, 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 : 94,212: 77,073 86,440 11,011 3,319 2,462 793 0 402 1,996 1,175 374: 101 40
Old : 94,212: 77,073 86,440 11,011 3,319 2,462 793 0 402 1,996 1,175 374: 101 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 350: 331 616 34 0 0 180 0 -145 41 -10 -111: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 91.8 11.7 3.5 2.6 0.8 0.0 0.4 2.1 1.2 0.4: 0.1 0.0
Old : 100.0: 81.8 91.8 11.7 3.5 2.6 0.8 0.0 0.4 2.1 1.2 0.4: 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 : 39: 19 25 . . . . 0 . . . .:
Old : 39: 19 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 : 64.8 53.6 79.3 78.9 64.0 50.5 74.8 68.9
Old : 64.8 53.6 79.3 78.9 64.0 50.5 74.8 68.9
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 28, 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 : 117,870: 97,174 103,504 11,401 3,660 4,123 126 808 909 2,595 3,505 1,345: 197 16
Old : 117,870: 97,174 103,504 11,401 3,660 4,123 126 808 909 2,595 3,505 1,345: 197 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 716: 1,103 480 -83 25 0 -59 71 -91 95 516 -290: 41 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 87.8 9.7 3.1 3.5 0.1 0.7 0.8 2.2 3.0 1.1: 0.2 0.0
Old : 100.0: 82.4 87.8 9.7 3.1 3.5 0.1 0.7 0.8 2.2 3.0 1.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 19 26 . . . . 6 . . 7 .:
Old : 54: 19 26 . . . . 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 : 59.9 50.7 77.3 75.4 57.2 48.6 68.3 62.9
Old : 59.9 50.7 77.3 75.4 57.2 48.6 68.3 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 28, 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 : 56,225: 46,365 49,985 6,770 505 2,865 0 1,250 225 0 1,350 0: 0 45
Old : 56,225: 46,365 49,985 6,770 505 2,865 0 1,250 225 0 1,350 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,515: 260 475 765 -375 490 0 200 0 0 725 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 88.9 12.0 0.9 5.1 0.0 2.2 0.4 0.0 2.4 0.0: 0.0 0.1
Old : 100.0: 82.5 88.9 12.0 0.9 5.1 0.0 2.2 0.4 0.0 2.4 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 : 31: 16 14 . . . 0 . . 0 5 0:
Old : 31: 16 14 . . . 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 : 82.0 83.4 96.6 93.2 80.3 81.0 91.8 88.5
Old : 82.0 83.4 96.6 93.2 80.3 81.0 91.8 88.5
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 28, 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 : 42,030: 35,555 40,055 5,350 0 1,125 0 0 0 0 850 0: 0 0
Old : 42,030: 35,555 40,055 5,350 0 1,125 0 0 0 0 850 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 750: 735 600 15 0 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 95.3 12.7 0.0 2.7 0.0 0.0 0.0 0.0 2.0 0.0: 0.0 0.0
Old : 100.0: 84.6 95.3 12.7 0.0 2.7 0.0 0.0 0.0 0.0 2.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 81.3 94.7 97.8 98.1 80.2 92.0 95.1 94.7
Old : 81.3 94.7 97.8 98.1 80.2 92.0 95.1 94.7
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 28, 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 : 56,376: 44,152 52,714 7,233 0 2,668 800 60 350 664 497 67: 442 20
Old : 56,376: 44,152 52,714 7,233 0 2,668 800 60 350 664 497 67: 442 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 745: 489 65 -560 0 660 0 0 0 6 0 0: 150 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 93.5 12.8 0.0 4.7 1.4 0.1 0.6 1.2 0.9 0.1: 0.8 0.0
Old : 100.0: 78.3 93.5 12.8 0.0 4.7 1.4 0.1 0.6 1.2 0.9 0.1: 0.8 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 20 . 0 . . . . . . .:
Old : 29: 18 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 : 50.4 80.8 75.9 89.5 41.8 75.0 62.5 77.9
Old : 50.4 80.8 75.9 89.5 41.8 75.0 62.5 77.9
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 28, 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 : 54,516: 34,024 50,774 8,411 375 1,429 7,810 0 1,155 804 0 609: 274 174
Old : 54,516: 34,024 50,774 8,411 375 1,429 7,810 0 1,155 804 0 609: 274 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -157: -97 -336 451 10 -254 -765 0 445 67 0 -20: 16 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 93.1 15.4 0.7 2.6 14.3 0.0 2.1 1.5 0.0 1.1: 0.5 0.3
Old : 100.0: 62.4 93.1 15.4 0.7 2.6 14.3 0.0 2.1 1.5 0.0 1.1: 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 : 58.3 66.8 79.0 80.7 55.4 62.1 71.6 74.3
Old : 58.3 66.8 79.0 80.7 55.4 62.1 71.6 74.3
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 28, 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: 19,184 34,290 15,203 0 88 0 260 80 170 0 0: 66 73
Old : 34,791: 19,184 34,290 15,203 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 21, 2019 :
: 0: -165 0 165 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 98.6 43.7 0.0 0.3 0.0 0.7 0.2 0.5 0.0 0.0: 0.2 0.2
Old : 100.0: 55.1 98.6 43.7 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 : 57.8 84.9 77.9 96.5 57.0 82.5 75.0 90.1
Old : 57.8 84.9 77.9 96.5 57.0 82.5 75.0 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, May 28, 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 : 31,725: 19,108 31,260 12,357 0 65 0 380 0 130 0 0: 65 20
Old : 31,725: 19,108 31,260 12,357 0 65 0 380 0 130 0 0: 65 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 45: -120 45 130 0 0 0 0 0 35 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 98.5 39.0 0.0 0.2 0.0 1.2 0.0 0.4 0.0 0.0: 0.2 0.1
Old : 100.0: 60.2 98.5 39.0 0.0 0.2 0.0 1.2 0.0 0.4 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 : 58.4 86.4 80.8 97.0 56.9 83.7 78.2 92.2
Old : 58.4 86.4 80.8 97.0 56.9 83.7 78.2 92.2
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 28, 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 : 28,691: 24,238 25,914 2,631 170 922 713 915 75 0 315 65: 47 315
Old : 28,691: 24,238 25,914 2,631 170 922 713 915 75 0 315 65: 47 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 142: 540 -39 -31 0 35 0 25 0 0 195 -140: -262 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 90.3 9.2 0.6 3.2 2.5 3.2 0.3 0.0 1.1 0.2: 0.2 1.1
Old : 100.0: 84.5 90.3 9.2 0.6 3.2 2.5 3.2 0.3 0.0 1.1 0.2: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 19 . . . . . . 0 . .:
Old : 33: 18 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 : 72.9 58.9 88.2 76.0 70.5 57.9 83.5 73.4
Old : 72.9 58.9 88.2 76.0 70.5 57.9 83.5 73.4
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 28, 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 : 22,334: 18,525 20,929 3,059 0 80 100 800 0 0 325 0: 570 200
Old : 22,334: 18,525 20,929 3,059 0 80 100 800 0 0 325 0: 570 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -10: 0 -120 -10 0 0 0 0 0 0 50 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 93.7 13.7 0.0 0.4 0.4 3.6 0.0 0.0 1.5 0.0: 2.6 0.9
Old : 100.0: 82.9 93.7 13.7 0.0 0.4 0.4 3.6 0.0 0.0 1.5 0.0: 2.6 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 : 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 : 79.7 72.0 94.1 87.4 78.3 67.8 88.2 82.4
Old : 79.7 72.0 94.1 87.4 78.3 67.8 88.2 82.4
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 28, 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 : 49,651: 41,518 33,200 3,488 10,883 460 2,588 3,581 980 505 515 0: 112 32
Old : 49,651: 41,518 33,200 3,488 10,883 460 2,588 3,581 980 505 515 0: 112 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,236: 1,231 653 192 500 -96 -300 -4 215 25 -55 0: -31 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 66.9 7.0 21.9 0.9 5.2 7.2 2.0 1.0 1.0 0.0: 0.2 0.1
Old : 100.0: 83.6 66.9 7.0 21.9 0.9 5.2 7.2 2.0 1.0 1.0 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 : 41: 21 25 . . . . . . 4 . 0:
Old : 41: 21 25 . . . . . . 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 : 52.7 51.6 75.9 68.4 41.2 50.5 54.3 60.1
Old : 52.7 51.6 75.9 68.4 41.2 50.5 54.3 60.1
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 28, 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 : 39,584: 34,891 24,746 1,846 13,008 1,010 880 158 542 0 0 0: 415 120
Old : 39,584: 34,891 24,746 1,846 13,008 1,010 880 158 542 0 0 0: 415 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 506: 398 401 41 60 45 0 -2 2 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 62.5 4.7 32.9 2.6 2.2 0.4 1.4 0.0 0.0 0.0: 1.0 0.3
Old : 100.0: 88.1 62.5 4.7 32.9 2.6 2.2 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 : 65.5 63.8 82.6 82.9 51.9 62.0 65.1 72.8
Old : 65.5 63.8 82.6 82.9 51.9 62.0 65.1 72.8
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 28, 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 : 18,461: 11,006 16,010 4,844 0 2,326 125 0 25 0 100 0: 135 0
Old : 18,461: 11,006 16,010 4,844 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 21, 2019 :
: 75: -25 75 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 86.7 26.2 0.0 12.6 0.7 0.0 0.1 0.0 0.5 0.0: 0.7 0.0
Old : 100.0: 59.6 86.7 26.2 0.0 12.6 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 : 23: 13 12 . 0 . . 0 . 0 . 0:
Old : 23: 13 12 . 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 : 73.1 83.5 88.4 94.7 60.5 75.0 73.6 80.3
Old : 73.1 83.5 88.4 94.7 60.5 75.0 73.6 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 28, 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 : 14,592: 10,948 12,867 1,344 205 570 0 100 0 980 100 750: 0 0
Old : 14,592: 10,948 12,867 1,344 205 570 0 100 0 980 100 750: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 150: 50 150 50 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 88.2 9.2 1.4 3.9 0.0 0.7 0.0 6.7 0.7 5.1: 0.0 0.0
Old : 100.0: 75.0 88.2 9.2 1.4 3.9 0.0 0.7 0.0 6.7 0.7 5.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 . . . 0 . 0 . . .:
Old : 21: 13 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 86.3 87.5 95.8 53.2 83.2 76.8 86.9
Old : 59.8 86.3 87.5 95.8 53.2 83.2 76.8 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 28, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,031: 13,682 13,433 1,176 5 718 0 1,800 0 480 100 975: 0 0
Old : 17,031: 13,682 13,433 1,176 5 718 0 1,800 0 480 100 975: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 126: 50 150 50 0 -24 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 78.9 6.9 0.0 4.2 0.0 10.6 0.0 2.8 0.6 5.7: 0.0 0.0
Old : 100.0: 80.3 78.9 6.9 0.0 4.2 0.0 10.6 0.0 2.8 0.6 5.7: 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 11 . . . 0 . 0 . . .:
Old : 23: 13 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 81.2 84.0 93.7 51.5 80.3 73.3 84.5
Old : 58.0 81.2 84.0 93.7 51.5 80.3 73.3 84.5
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 28, 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 : 23,337: 12,449 15,638 8,960 5,167 125 0 25 0 925 1,635 705: 173 42
Old : 23,337: 12,449 15,638 8,960 5,167 125 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 21, 2019 :
: -82: -132 -107 50 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 67.0 38.4 22.1 0.5 0.0 0.1 0.0 4.0 7.0 3.0: 0.7 0.2
Old : 100.0: 53.3 67.0 38.4 22.1 0.5 0.0 0.1 0.0 4.0 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 : 28: 15 14 . . . 0 . 0 . . .:
Old : 28: 15 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 : 69.2 53.3 86.9 84.3 68.2 47.7 79.0 74.5
Old : 69.2 53.3 86.9 84.3 68.2 47.7 79.0 74.5
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 28, 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 : 22,267: 11,517 14,695 8,998 5,137 125 0 25 0 780 1,585 660: 187 40
Old : 22,267: 11,517 14,695 8,998 5,137 125 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 21, 2019 :
: 50: 0 25 50 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 66.0 40.4 23.1 0.6 0.0 0.1 0.0 3.5 7.1 3.0: 0.8 0.2
Old : 100.0: 51.7 66.0 40.4 23.1 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 : 26: 14 11 . . . 0 . 0 . . .:
Old : 26: 14 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 53.0 87.8 85.4 69.1 49.1 80.5 75.7
Old : 72.5 53.0 87.8 85.4 69.1 49.1 80.5 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 28, 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 : 58,369: 37,408 54,209 10,945 0 2,290 650 25 25 5,340 375 1,445: 266 0
Old : 58,369: 37,408 54,209 10,945 0 2,290 650 25 25 5,340 375 1,445: 266 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 525: 200 525 0 0 0 0 0 0 325 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 92.9 18.8 0.0 3.9 1.1 0.0 0.0 9.1 0.6 2.5: 0.5 0.0
Old : 100.0: 64.1 92.9 18.8 0.0 3.9 1.1 0.0 0.0 9.1 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 : 31: 17 13 4 0 . . . . . . .:
Old : 31: 17 13 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 : 60.8 83.8 79.9 96.0 54.7 77.1 72.0 83.5
Old : 60.8 83.8 79.9 96.0 54.7 77.1 72.0 83.5
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 28, 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 : 58,000: 37,618 54,275 10,834 0 1,845 650 25 25 5,790 865 955: 283 10
Old : 58,000: 37,618 54,275 10,834 0 1,845 650 25 25 5,790 865 955: 283 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,125: 800 1,125 0 0 0 0 0 0 325 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 93.6 18.7 0.0 3.2 1.1 0.0 0.0 10.0 1.5 1.6: 0.5 0.0
Old : 100.0: 64.9 93.6 18.7 0.0 3.2 1.1 0.0 0.0 10.0 1.5 1.6: 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 : 31: 17 13 4 0 . . . . . . .:
Old : 31: 17 13 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 : 61.2 85.1 79.8 95.0 57.3 78.4 73.5 84.3
Old : 61.2 85.1 79.8 95.0 57.3 78.4 73.5 84.3
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 28, 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 : 125,100: 108,460 86,826 8,960 21,557 1,521 1,005 1,225 335 4,240 13,070 340: 239 226
Old : 125,100: 108,460 86,826 8,960 21,557 1,521 1,005 1,225 335 4,240 13,070 340: 239 226
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,728: 1,476 1,075 0 -615 518 25 -25 25 0 765 0: -316 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 69.4 7.2 17.2 1.2 0.8 1.0 0.3 3.4 10.4 0.3: 0.2 0.2
Old : 100.0: 86.7 69.4 7.2 17.2 1.2 0.8 1.0 0.3 3.4 10.4 0.3: 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 : 50: 33 24 . . . . . . 4 . 4:
Old : 50: 33 24 . . . . . . 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 : 43.4 50.4 63.9 79.8 43.3 48.7 57.2 66.6
Old : 43.4 50.4 63.9 79.8 43.3 48.7 57.2 66.6
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 28, 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 : 138,841: 121,838 94,503 10,450 26,800 543 1,475 890 825 2,830 14,280 740: 140 260
Old : 138,841: 121,838 94,503 10,450 26,800 543 1,475 890 825 2,830 14,280 740: 140 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,360: 1,410 785 0 -100 0 -75 -50 25 0 700 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 68.1 7.5 19.3 0.4 1.1 0.6 0.6 2.0 10.3 0.5: 0.1 0.2
Old : 100.0: 87.8 68.1 7.5 19.3 0.4 1.1 0.6 0.6 2.0 10.3 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: 35 27 . 4 . . . . . . .:
Old : 55: 35 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 : 45.9 48.1 64.1 77.8 45.7 44.2 58.1 69.4
Old : 45.9 48.1 64.1 77.8 45.7 44.2 58.1 69.4
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 28, 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 : 278,189: 177,326 195,916 39,266 6,185 24,827 11,952 24,036 10,628 3,518 6,700 9,778: 894 119
Old : 278,189: 177,326 195,916 39,266 6,185 24,827 11,952 24,036 10,628 3,518 6,700 9,778: 894 119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 9,544: 8,191 6,092 1,472 -22 792 -391 -109 770 -2,153 1,108 896: -33 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 70.4 14.1 2.2 8.9 4.3 8.6 3.8 1.3 2.4 3.5: 0.3 0.0
Old : 100.0: 63.7 70.4 14.1 2.2 8.9 4.3 8.6 3.8 1.3 2.4 3.5: 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 38 . . 4 7 11 11 8 11 12:
Old : 85: 38 38 . . 4 7 11 11 8 11 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 : 40.6 38.3 57.8 56.8 28.3 28.6 38.7 36.5
Old : 40.6 38.3 57.8 56.8 28.3 28.6 38.7 36.5
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 28, 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 : 21,480: 14,054 20,430 2,750 365 525 505 0 0 3,395 0 140: 111 20
Old : 21,480: 14,054 20,430 2,750 365 525 505 0 0 3,395 0 140: 111 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 60: -50 100 -25 50 0 -25 0 0 250 0 -90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 95.1 12.8 1.7 2.4 2.4 0.0 0.0 15.8 0.0 0.7: 0.5 0.1
Old : 100.0: 65.4 95.1 12.8 1.7 2.4 2.4 0.0 0.0 15.8 0.0 0.7: 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 7 . . . . 0 0 . 0 .:
Old : 25: 18 7 . . . . 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 : 51.7 93.2 76.5 99.6 51.6 85.1 74.3 88.7
Old : 51.7 93.2 76.5 99.6 51.6 85.1 74.3 88.7
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 28, 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 : 20,354: 12,631 18,922 2,982 0 522 0 815 10 3,925 0 75: 209 10
Old : 20,354: 12,631 18,922 2,982 0 522 0 815 10 3,925 0 75: 209 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 55: -50 100 -75 0 50 0 25 0 250 0 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 93.0 14.7 0.0 2.6 0.0 4.0 0.0 19.3 0.0 0.4: 1.0 0.0
Old : 100.0: 62.1 93.0 14.7 0.0 2.6 0.0 4.0 0.0 19.3 0.0 0.4: 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 8 . 0 . 0 . . . 0 .:
Old : 23: 15 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 : 54.8 92.0 78.7 99.2 54.8 85.6 76.6 89.1
Old : 54.8 92.0 78.7 99.2 54.8 85.6 76.6 89.1
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 28, 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 : 39,319: 31,314 28,339 2,405 3,095 135 0 2,365 990 0 0 0: 4,475 4,395
Old : 39,319: 31,314 28,339 2,405 3,095 135 0 2,365 990 0 0 0: 4,475 4,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 155: 75 200 -75 0 75 0 -200 0 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 72.1 6.1 7.9 0.3 0.0 6.0 2.5 0.0 0.0 0.0: 11.4 11.2
Old : 100.0: 79.6 72.1 6.1 7.9 0.3 0.0 6.0 2.5 0.0 0.0 0.0: 11.4 11.2
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: 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 : 75.3 44.7 84.4 71.1 72.3 43.4 74.3 64.9
Old : 75.3 44.7 84.4 71.1 72.3 43.4 74.3 64.9
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 28, 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 : 35,882: 29,777 26,705 1,855 2,980 195 0 2,115 535 0 0 0: 3,520 3,352
Old : 35,882: 29,777 26,705 1,855 2,980 195 0 2,115 535 0 0 0: 3,520 3,352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 200: 275 200 -75 0 75 0 0 0 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 74.4 5.2 8.3 0.5 0.0 5.9 1.5 0.0 0.0 0.0: 9.8 9.3
Old : 100.0: 83.0 74.4 5.2 8.3 0.5 0.0 5.9 1.5 0.0 0.0 0.0: 9.8 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 : 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 : 77.8 43.3 86.6 72.9 74.9 42.8 78.4 66.6
Old : 77.8 43.3 86.6 72.9 74.9 42.8 78.4 66.6
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 28, 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 21, 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: 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 28, 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 : 25,014: 13,571 8,830 734 3,480 4,008 0 1,995 5,860 0 0 0: 841 841
Old : 25,014: 13,571 8,830 734 3,480 4,008 0 1,995 5,860 0 0 0: 841 841
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 45: 560 -500 250 300 18 0 1,010 -800 0 0 0: 17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 35.3 2.9 13.9 16.0 0.0 8.0 23.4 0.0 0.0 0.0: 3.4 3.4
Old : 100.0: 54.3 35.3 2.9 13.9 16.0 0.0 8.0 23.4 0.0 0.0 0.0: 3.4 3.4
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 : 21: 12 15 . . . 0 . . 0 0 0:
Old : 21: 12 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 : 65.8 63.8 84.0 80.6 32.7 27.5 38.3 36.6
Old : 65.8 63.8 84.0 80.6 32.7 27.5 38.3 36.6
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 28, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,074: 7,910 9,679 1,749 1,440 3,188 2,540 1,080 5,930 0 0 0: 757 757
Old : 22,074: 7,910 9,679 1,749 1,440 3,188 2,540 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 21, 2019 :
: 1,365: 465 1,065 300 300 0 600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 43.8 7.9 6.5 14.4 11.5 4.9 26.9 0.0 0.0 0.0: 3.4 3.4
Old : 100.0: 35.8 43.8 7.9 6.5 14.4 11.5 4.9 26.9 0.0 0.0 0.0: 3.4 3.4
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: 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 : 74.1 67.1 92.0 83.7 26.3 21.8 33.5 31.8
Old : 74.1 67.1 92.0 83.7 26.3 21.8 33.5 31.8
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 28, 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 : 72,808: 23,993 27,133 19,773 25,185 35 11,970 4,970 1,755 2,035 0 1,455: 11,792 12,275
Old : 72,808: 23,993 27,133 19,773 25,185 35 11,970 4,970 1,755 2,035 0 1,455: 11,792 12,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 845: -295 1,355 35 5 0 175 0 0 1,445 0 -500: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 37.3 27.2 34.6 0.0 16.4 6.8 2.4 2.8 0.0 2.0: 16.2 16.9
Old : 100.0: 33.0 37.3 27.2 34.6 0.0 16.4 6.8 2.4 2.8 0.0 2.0: 16.2 16.9
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 : 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 : 67.6 44.3 78.6 60.5 63.9 44.3 69.9 58.6
Old : 67.6 44.3 78.6 60.5 63.9 44.3 69.9 58.6
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 28, 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 : 70,268: 24,947 22,741 18,080 26,125 295 10,885 5,120 1,860 645 0 2,695: 10,861 11,432
Old : 70,268: 24,947 22,741 18,080 26,125 295 10,885 5,120 1,860 645 0 2,695: 10,861 11,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 650: -110 1,235 -150 0 0 50 0 0 645 -800 300: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 32.4 25.7 37.2 0.4 15.5 7.3 2.6 0.9 0.0 3.8: 15.5 16.3
Old : 100.0: 35.5 32.4 25.7 37.2 0.4 15.5 7.3 2.6 0.9 0.0 3.8: 15.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 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 : 66.8 47.3 78.2 62.2 61.8 47.2 66.7 59.1
Old : 66.8 47.3 78.2 62.2 61.8 47.2 66.7 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 28, 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 : 25,792: 14,044 6,083 3,815 3,226 1,156 595 8,530 730 300 1,440 1,365: 3,787 3,262
Old : 25,792: 14,044 6,083 3,815 3,226 1,156 595 8,530 730 300 1,440 1,365: 3,787 3,262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 200: 150 0 -75 -75 0 0 -25 25 300 475 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 23.6 14.8 12.5 4.5 2.3 33.1 2.8 1.2 5.6 5.3: 14.7 12.6
Old : 100.0: 54.5 23.6 14.8 12.5 4.5 2.3 33.1 2.8 1.2 5.6 5.3: 14.7 12.6
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 : 27: 16 8 . . . . . . . . .:
Old : 27: 16 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 : 44.0 68.9 66.3 82.2 42.5 61.8 61.2 71.5
Old : 44.0 68.9 66.3 82.2 42.5 61.8 61.2 71.5
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 28, 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 : 24,162: 12,364 5,763 3,375 3,336 863 595 7,915 730 600 590 1,940: 3,695 3,025
Old : 24,162: 12,364 5,763 3,375 3,336 863 595 7,915 730 600 590 1,940: 3,695 3,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 500: 150 0 -75 -75 0 0 -25 25 390 565 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 23.9 14.0 13.8 3.6 2.5 32.8 3.0 2.5 2.4 8.0: 15.3 12.5
Old : 100.0: 51.2 23.9 14.0 13.8 3.6 2.5 32.8 3.0 2.5 2.4 8.0: 15.3 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 : 25: 15 6 . . . . . . . . .:
Old : 25: 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 : 43.3 69.2 67.6 83.4 40.3 63.9 59.3 69.7
Old : 43.3 69.2 67.6 83.4 40.3 63.9 59.3 69.7
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 28, 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 : 43,263: 14,562 27,887 1,992 9,580 469 13,950 0 25 7,205 0 0: 5,060 5,302
Old : 43,263: 14,562 27,887 1,992 9,580 469 13,950 0 25 7,205 0 0: 5,060 5,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,065: -176 289 370 600 -149 95 0 0 600 0 0: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 64.5 4.6 22.1 1.1 32.2 0.0 0.1 16.7 0.0 0.0: 11.7 12.3
Old : 100.0: 33.7 64.5 4.6 22.1 1.1 32.2 0.0 0.1 16.7 0.0 0.0: 11.7 12.3
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 : 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 77.4 84.0 56.5 76.5 74.6 81.7
Old : 58.0 76.5 77.4 84.0 56.5 76.5 74.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, May 28, 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 : 43,590: 15,474 26,295 1,275 11,135 515 13,590 0 25 7,205 0 0: 5,506 5,620
Old : 43,590: 15,474 26,295 1,275 11,135 515 13,590 0 25 7,205 0 0: 5,506 5,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,065: -47 418 370 600 -255 95 0 0 600 0 0: 302 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 60.3 2.9 25.5 1.2 31.2 0.0 0.1 16.5 0.0 0.0: 12.6 12.9
Old : 100.0: 35.5 60.3 2.9 25.5 1.2 31.2 0.0 0.1 16.5 0.0 0.0: 12.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 85.3 56.6 77.7 76.6 83.8
Old : 57.3 77.7 78.6 85.3 56.6 77.7 76.6 83.8
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 28, 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 : 49,530: 16,230 40,970 2,320 0 2,255 4,295 0 2,160 18,520 400 50: 3,700 3,695
Old : 49,530: 16,230 40,970 2,320 0 2,255 4,295 0 2,160 18,520 400 50: 3,700 3,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 795: 600 745 0 0 0 50 0 50 315 0 0: -220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 82.7 4.7 0.0 4.6 8.7 0.0 4.4 37.4 0.8 0.1: 7.5 7.5
Old : 100.0: 32.8 82.7 4.7 0.0 4.6 8.7 0.0 4.4 37.4 0.8 0.1: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 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 : 58.9 80.6 78.1 89.8 53.4 76.9 69.8 80.1
Old : 58.9 80.6 78.1 89.8 53.4 76.9 69.8 80.1
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 28, 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 : 48,905: 15,805 39,785 1,460 0 2,190 3,320 50 2,610 19,080 50 150: 4,290 4,070
Old : 48,905: 15,805 39,785 1,460 0 2,190 3,320 50 2,610 19,080 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 21, 2019 :
: 465: 405 395 -75 0 20 -50 0 50 115 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 81.4 3.0 0.0 4.5 6.8 0.1 5.3 39.0 0.1 0.3: 8.8 8.3
Old : 100.0: 32.3 81.4 3.0 0.0 4.5 6.8 0.1 5.3 39.0 0.1 0.3: 8.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.2 79.6 77.9 89.8 54.8 76.0 68.9 78.6
Old : 59.2 79.6 77.9 89.8 54.8 76.0 68.9 78.6
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 28, 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 : 17,775: 10,990 6,695 1,350 420 1,435 0 6,565 0 1,745 660 540: 1,715 1,460
Old : 17,775: 10,990 6,695 1,350 420 1,435 0 6,565 0 1,745 660 540: 1,715 1,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 890: 125 470 75 -175 215 0 25 0 595 475 -100: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 37.7 7.6 2.4 8.1 0.0 36.9 0.0 9.8 3.7 3.0: 9.6 8.2
Old : 100.0: 61.8 37.7 7.6 2.4 8.1 0.0 36.9 0.0 9.8 3.7 3.0: 9.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.9 47.8 77.2 78.0 49.3 46.6 65.5 68.0
Old : 52.9 47.8 77.2 78.0 49.3 46.6 65.5 68.0
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 28, 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 : 17,315: 10,430 6,105 1,350 70 1,455 0 7,065 0 1,925 660 510: 1,645 1,450
Old : 17,315: 10,430 6,105 1,350 70 1,455 0 7,065 0 1,925 660 510: 1,645 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 890: 125 470 75 -175 245 0 25 0 595 475 -100: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 35.3 7.8 0.4 8.4 0.0 40.8 0.0 11.1 3.8 2.9: 9.5 8.4
Old : 100.0: 60.2 35.3 7.8 0.4 8.4 0.0 40.8 0.0 11.1 3.8 2.9: 9.5 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 : 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 : 53.2 50.7 77.6 78.1 49.6 50.7 65.9 69.0
Old : 53.2 50.7 77.6 78.1 49.6 50.7 65.9 69.0
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 28, 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 : 50,665: 29,065 18,635 105 980 3,085 1,295 17,880 2,570 7,675 1,275 1,465: 5,405 4,775
Old : 50,665: 29,065 18,635 105 980 3,085 1,295 17,880 2,570 7,675 1,275 1,465: 5,405 4,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 295: -125 125 0 50 0 0 -200 200 100 0 95: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 36.8 0.2 1.9 6.1 2.6 35.3 5.1 15.1 2.5 2.9: 10.7 9.4
Old : 100.0: 57.4 36.8 0.2 1.9 6.1 2.6 35.3 5.1 15.1 2.5 2.9: 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 : 29: 13 14 . . . . . . . . .:
Old : 29: 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 : 55.8 67.4 70.6 81.7 53.6 63.2 64.2 69.8
Old : 55.8 67.4 70.6 81.7 53.6 63.2 64.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, May 28, 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 : 51,895: 29,865 19,930 165 1,060 3,060 930 17,940 2,710 8,650 1,300 1,075: 5,440 4,820
Old : 51,895: 29,865 19,930 165 1,060 3,060 930 17,940 2,710 8,650 1,300 1,075: 5,440 4,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 395: 50 300 0 50 0 0 -200 200 100 0 20: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 38.4 0.3 2.0 5.9 1.8 34.6 5.2 16.7 2.5 2.1: 10.5 9.3
Old : 100.0: 57.5 38.4 0.3 2.0 5.9 1.8 34.6 5.2 16.7 2.5 2.1: 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 : 29: 13 15 . . . . . . . . .:
Old : 29: 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 : 57.3 64.8 71.0 80.6 55.9 60.3 65.3 70.2
Old : 57.3 64.8 71.0 80.6 55.9 60.3 65.3 70.2
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 28, 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 : 60,620: 34,685 20,525 0 12,385 2,681 18,140 125 1,580 0 20,135 95: 3,439 3,094
Old : 60,620: 34,685 20,525 0 12,385 2,681 18,140 125 1,580 0 20,135 95: 3,439 3,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 775: 100 100 0 150 0 475 -50 175 0 375 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 33.9 0.0 20.4 4.4 29.9 0.2 2.6 0.0 33.2 0.2: 5.7 5.1
Old : 100.0: 57.2 33.9 0.0 20.4 4.4 29.9 0.2 2.6 0.0 33.2 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 : 56.4 76.7 76.2 90.8 53.8 70.5 71.0 80.1
Old : 56.4 76.7 76.2 90.8 53.8 70.5 71.0 80.1
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 28, 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 : 49,405: 29,235 20,895 0 12,090 1,758 14,265 100 1,630 0 10,785 340: 2,177 1,807
Old : 49,405: 29,235 20,895 0 12,090 1,758 14,265 100 1,630 0 10,785 340: 2,177 1,807
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 110: 85 -115 0 150 0 -175 -50 175 0 -75 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 42.3 0.0 24.5 3.6 28.9 0.2 3.3 0.0 21.8 0.7: 4.4 3.7
Old : 100.0: 59.2 42.3 0.0 24.5 3.6 28.9 0.2 3.3 0.0 21.8 0.7: 4.4 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 : 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 : 57.2 72.2 77.6 90.6 54.0 68.0 73.2 82.5
Old : 57.2 72.2 77.6 90.6 54.0 68.0 73.2 82.5
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 28, 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 : 140,268: 74,800 90,615 19,141 520 6,816 3,299 9,600 7,565 4,510 1,135 2,950: 21,187 21,067
Old : 140,268: 74,800 90,615 19,141 520 6,816 3,299 9,600 7,565 4,510 1,135 2,950: 21,187 21,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,165: 895 -145 -170 0 0 -90 745 140 365 400 -420: 445 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 64.6 13.6 0.4 4.9 2.4 6.8 5.4 3.2 0.8 2.1: 15.1 15.0
Old : 100.0: 53.3 64.6 13.6 0.4 4.9 2.4 6.8 5.4 3.2 0.8 2.1: 15.1 15.0
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 : 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 : 60.2 41.6 71.7 58.4 50.5 40.0 58.8 52.4
Old : 60.2 41.6 71.7 58.4 50.5 40.0 58.8 52.4
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 28, 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 : 132,141: 70,103 84,551 25,304 0 5,115 3,449 4,905 7,570 1,375 10,895 1,290: 17,935 17,815
Old : 132,141: 70,103 84,551 25,304 0 5,115 3,449 4,905 7,570 1,375 10,895 1,290: 17,935 17,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 770: 480 -35 -145 0 0 -40 95 90 0 235 0: 385 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 64.0 19.1 0.0 3.9 2.6 3.7 5.7 1.0 8.2 1.0: 13.6 13.5
Old : 100.0: 53.1 64.0 19.1 0.0 3.9 2.6 3.7 5.7 1.0 8.2 1.0: 13.6 13.5
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 : 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 : 63.4 42.5 76.2 58.4 57.3 40.6 65.1 52.7
Old : 63.4 42.5 76.2 58.4 57.3 40.6 65.1 52.7
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 28, 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 : 39,160: 15,640 19,610 13,705 9,170 1,315 3,735 2,200 2,240 0 2,100 0: 2,525 2,525
Old : 39,160: 15,640 19,610 13,705 9,170 1,315 3,735 2,200 2,240 0 2,100 0: 2,525 2,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,020: 70 -385 -260 2,165 -215 1,830 -140 -180 0 0 0: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 50.1 35.0 23.4 3.4 9.5 5.6 5.7 0.0 5.4 0.0: 6.4 6.4
Old : 100.0: 39.9 50.1 35.0 23.4 3.4 9.5 5.6 5.7 0.0 5.4 0.0: 6.4 6.4
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: 14 16 . . . . . . 0 . 0:
Old : 28: 14 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 : 68.3 41.3 82.2 63.8 58.5 40.4 69.1 57.0
Old : 68.3 41.3 82.2 63.8 58.5 40.4 69.1 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, May 28, 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 : 35,030: 12,065 18,280 13,475 7,585 605 3,455 1,200 2,895 0 2,000 0: 2,535 2,465
Old : 35,030: 12,065 18,280 13,475 7,585 605 3,455 1,200 2,895 0 2,000 0: 2,535 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,170: 1,005 -220 -1,000 1,870 -90 1,640 0 -340 0 0 0: -45 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 52.2 38.5 21.7 1.7 9.9 3.4 8.3 0.0 5.7 0.0: 7.2 7.0
Old : 100.0: 34.4 52.2 38.5 21.7 1.7 9.9 3.4 8.3 0.0 5.7 0.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 16 . . . . . . 0 . 0:
Old : 25: 13 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 : 69.3 38.3 82.9 61.9 54.8 33.7 59.9 49.9
Old : 69.3 38.3 82.9 61.9 54.8 33.7 59.9 49.9
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 28, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,785: 5,875 17,390 0 6,720 2,165 18,095 0 380 0 0 0: 1,270 1,130
Old : 27,785: 5,875 17,390 0 6,720 2,165 18,095 0 380 0 0 0: 1,270 1,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 800: 705 -35 0 665 60 -75 0 40 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 62.6 0.0 24.2 7.8 65.1 0.0 1.4 0.0 0.0 0.0: 4.6 4.1
Old : 100.0: 21.1 62.6 0.0 24.2 7.8 65.1 0.0 1.4 0.0 0.0 0.0: 4.6 4.1
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 : 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 : 77.8 71.2 89.0 85.6 74.5 62.8 81.2 74.8
Old : 77.8 71.2 89.0 85.6 74.5 62.8 81.2 74.8
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 28, 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 : 32,600: 7,715 22,850 0 5,375 2,165 20,610 0 970 0 0 0: 1,140 1,240
Old : 32,600: 7,715 22,850 0 5,375 2,165 20,610 0 970 0 0 0: 1,140 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 285: 325 -25 0 165 20 -125 0 125 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 70.1 0.0 16.5 6.6 63.2 0.0 3.0 0.0 0.0 0.0: 3.5 3.8
Old : 100.0: 23.7 70.1 0.0 16.5 6.6 63.2 0.0 3.0 0.0 0.0 0.0: 3.5 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: 10 11 0 . . 4 0 . 0 0 0:
Old : 20: 10 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 77.7 93.3 91.2 77.8 67.4 80.8 79.4
Old : 83.5 77.7 93.3 91.2 77.8 67.4 80.8 79.4
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 28, 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 : 81,988: 48,934 32,404 2,235 3,225 9,670 275 17,290 3,440 1,415 0 0: 16,019 15,959
Old : 81,988: 48,934 32,404 2,235 3,225 9,670 275 17,290 3,440 1,415 0 0: 16,019 15,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 90: 1,170 915 0 -2,070 360 0 2,365 -930 50 0 -30: -530 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 39.5 2.7 3.9 11.8 0.3 21.1 4.2 1.7 0.0 0.0: 19.5 19.5
Old : 100.0: 59.7 39.5 2.7 3.9 11.8 0.3 21.1 4.2 1.7 0.0 0.0: 19.5 19.5
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 : 35: 24 20 . . . . . . . 0 0:
Old : 35: 24 20 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 42.6 57.9 57.1 31.6 26.8 38.1 34.9
Old : 40.8 42.6 57.9 57.1 31.6 26.8 38.1 34.9
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 28, 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 : 76,840: 44,426 30,590 475 9,966 7,609 400 6,530 7,755 1,215 35 0: 14,960 14,355
Old : 76,840: 44,426 30,590 475 9,966 7,609 400 6,530 7,755 1,215 35 0: 14,960 14,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -640: 1,185 1,040 475 -620 -5 0 1,515 -300 0 0 0: -1,995 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 39.8 0.6 13.0 9.9 0.5 8.5 10.1 1.6 0.0 0.0: 19.5 18.7
Old : 100.0: 57.8 39.8 0.6 13.0 9.9 0.5 8.5 10.1 1.6 0.0 0.0: 19.5 18.7
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 : 30: 19 20 . . . . . . . . 0:
Old : 30: 19 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 : 43.7 41.9 60.3 60.5 26.6 24.7 33.3 31.9
Old : 43.7 41.9 60.3 60.5 26.6 24.7 33.3 31.9
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 28, 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 : 11,023: 6,848 1,220 135 3,513 0 1,190 5,820 175 2,225 0 35: 415 260
Old : 11,023: 6,848 1,220 135 3,513 0 1,190 5,820 175 2,225 0 35: 415 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 10: 35 -25 0 0 0 0 0 0 -60 0 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 11.1 1.2 31.9 0.0 10.8 52.8 1.6 20.2 0.0 0.3: 3.8 2.4
Old : 100.0: 62.1 11.1 1.2 31.9 0.0 10.8 52.8 1.6 20.2 0.0 0.3: 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 .:
Old : 20: 12 5 . . 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 : 54.9 95.1 79.6 97.6 54.5 93.5 79.3 95.3
Old : 54.9 95.1 79.6 97.6 54.5 93.5 79.3 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2019