COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,678: 6,059 12,641 1,933 0 937 529 1,843 530 7,499 1,371 2,445: 746 911
Old : 20,678: 6,059 12,641 1,933 0 937 529 1,843 530 7,499 1,371 2,445: 746 911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 851: 51 798 -36 0 11 0 -15 3 624 -150 228: -30 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 61.1 9.3 0.0 4.5 2.6 8.9 2.6 36.3 6.6 11.8: 3.6 4.4
Old : 100.0: 29.3 61.1 9.3 0.0 4.5 2.6 8.9 2.6 36.3 6.6 11.8: 3.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 10 13 5 0 4 . 4 . 7 5 8:
Old : 35: 10 13 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 : 42.6 51.6 63.2 68.7 35.5 38.6 48.6 49.5
Old : 42.6 51.6 63.2 68.7 35.5 38.6 48.6 49.5
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, June 11, 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 : 18,050: 9,761 11,726 76 3,164 2,190 4,837 380 0 695 400 42: 449 148
Old : 18,050: 9,761 11,726 76 3,164 2,190 4,837 380 0 695 400 42: 449 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,185: -890 -849 0 462 -528 -164 -222 0 -146 26 -282: -175 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 65.0 0.4 17.5 12.1 26.8 2.1 0.0 3.9 2.2 0.2: 2.5 0.8
Old : 100.0: 54.1 65.0 0.4 17.5 12.1 26.8 2.1 0.0 3.9 2.2 0.2: 2.5 0.8
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 : 34: 14 17 . . . . . 0 5 . .:
Old : 34: 14 17 . . . . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 55.8 75.9 75.7 50.2 46.9 59.5 58.7
Old : 57.8 55.8 75.9 75.7 50.2 46.9 59.5 58.7
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, June 11, 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 : 39,995: 24,163 36,048 7,389 0 1,812 100 1,460 0 5,710 95 580: 241 0
Old : 39,995: 24,163 36,048 7,389 0 1,812 100 1,460 0 5,710 95 580: 241 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 346: -400 205 -359 0 165 0 -24 0 960 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 90.1 18.5 0.0 4.5 0.3 3.7 0.0 14.3 0.2 1.5: 0.6 0.0
Old : 100.0: 60.4 90.1 18.5 0.0 4.5 0.3 3.7 0.0 14.3 0.2 1.5: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 18 . 0 . . . 0 6 . 5:
Old : 39: 21 18 . 0 . . . 0 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 67.5 81.3 85.5 57.3 62.2 71.0 74.7
Old : 58.0 67.5 81.3 85.5 57.3 62.2 71.0 74.7
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, June 11, 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 : 28,831: 23,667 25,515 825 875 1,507 59 0 91 1,850 125 700: 132 18
Old : 28,831: 23,667 25,515 825 875 1,507 59 0 91 1,850 125 700: 132 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 168: 300 80 -150 245 -207 0 0 0 175 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 88.5 2.9 3.0 5.2 0.2 0.0 0.3 6.4 0.4 2.4: 0.5 0.1
Old : 100.0: 82.1 88.5 2.9 3.0 5.2 0.2 0.0 0.3 6.4 0.4 2.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . . . . 0 . . . .:
Old : 26: 15 14 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 74.1 87.7 90.3 64.6 71.0 78.3 83.2
Old : 68.1 74.1 87.7 90.3 64.6 71.0 78.3 83.2
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, June 11, 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 : 147,888: 119,360 110,191 0 16,425 9,207 10,369 768 5,311 797 3,362 2,564: 280 60
Old : 147,888: 119,360 110,191 0 16,425 9,207 10,369 768 5,311 797 3,362 2,564: 280 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,302: -1,162 -1,273 -136 637 -740 -184 138 17 112 189 -368: -2,841 -3,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 74.5 0.0 11.1 6.2 7.0 0.5 3.6 0.5 2.3 1.7: 0.2 0.0
Old : 100.0: 80.7 74.5 0.0 11.1 6.2 7.0 0.5 3.6 0.5 2.3 1.7: 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 : 52: 27 30 0 5 5 . 4 . 5 . 6:
Old : 52: 27 30 0 5 5 . 4 . 5 . 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 : 42.2 46.3 65.2 65.1 31.1 33.6 43.2 44.4
Old : 42.2 46.3 65.2 65.1 31.1 33.6 43.2 44.4
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, June 11, 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 : 61,635: 51,303 42,363 5,224 10,011 3,177 719 4,526 262 650 975 300: 0 21
Old : 61,635: 51,303 42,363 5,224 10,011 3,177 719 4,526 262 650 975 300: 0 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 282: -502 1,265 1,247 -209 -414 -249 195 100 150 -575 -50: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 68.7 8.5 16.2 5.2 1.2 7.3 0.4 1.1 1.6 0.5: 0.0 0.0
Old : 100.0: 83.2 68.7 8.5 16.2 5.2 1.2 7.3 0.4 1.1 1.6 0.5: 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 : 42: 20 20 . . . . 4 . . 4 .:
Old : 42: 20 20 . . . . 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 72.7 84.4 87.2 59.2 63.7 74.1 76.4
Old : 61.2 72.7 84.4 87.2 59.2 63.7 74.1 76.4
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, June 11, 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 : 31,496: 27,705 25,982 3,254 5,277 12 0 75 0 525 150 0: 0 0
Old : 31,496: 27,705 25,982 3,254 5,277 12 0 75 0 525 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -503: -280 -113 -373 -340 0 0 0 0 150 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 82.5 10.3 16.8 0.0 0.0 0.2 0.0 1.7 0.5 0.0: 0.0 0.0
Old : 100.0: 88.0 82.5 10.3 16.8 0.0 0.0 0.2 0.0 1.7 0.5 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 : 28: 8 16 . . . 0 . 0 4 . 0:
Old : 28: 8 16 . . . 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 : 85.5 76.4 97.9 90.0 79.3 67.4 85.5 80.9
Old : 85.5 76.4 97.9 90.0 79.3 67.4 85.5 80.9
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 65,672: 40,105 41,350 1,014 11,004 5,932 16,289 350 626 600 5,220 1,090: 16 100
Old : 65,672: 40,105 41,350 1,014 11,004 5,932 16,289 350 626 600 5,220 1,090: 16 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,827: -2,129 -1,955 60 -197 -443 -308 -50 0 0 3 -3: -4 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 63.0 1.5 16.8 9.0 24.8 0.5 1.0 0.9 7.9 1.7: 0.0 0.2
Old : 100.0: 61.1 63.0 1.5 16.8 9.0 24.8 0.5 1.0 0.9 7.9 1.7: 0.0 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 : 35: 20 20 . . 4 . . . . . .:
Old : 35: 20 20 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 53.9 75.2 74.8 51.6 43.9 61.4 56.4
Old : 55.9 53.9 75.2 74.8 51.6 43.9 61.4 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, June 11, 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 : 86,716: 49,767 43,693 1,383 30,968 3,855 27,553 1,385 1,490 600 3,504 1,668: 400 153
Old : 86,716: 49,767 43,693 1,383 30,968 3,855 27,553 1,385 1,490 600 3,504 1,668: 400 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,933: -2,441 -2,497 -71 -1,371 31 -1,183 105 0 -200 -83 0: -69 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 50.4 1.6 35.7 4.4 31.8 1.6 1.7 0.7 4.0 1.9: 0.5 0.2
Old : 100.0: 57.4 50.4 1.6 35.7 4.4 31.8 1.6 1.7 0.7 4.0 1.9: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 22 . . 4 4 5 . . . .:
Old : 40: 21 22 . . 4 4 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 59.2 70.4 77.8 49.4 50.4 62.7 65.5
Old : 52.0 59.2 70.4 77.8 49.4 50.4 62.7 65.5
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,403: 55,649 53,389 13,381 18,478 995 1,825 0 0 585 0 1,320: 648 221
Old : 74,403: 55,649 53,389 13,381 18,478 995 1,825 0 0 585 0 1,320: 648 221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,184: -2,138 -1,597 -550 -957 0 -30 0 -25 -195 0 0: -246 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 71.8 18.0 24.8 1.3 2.5 0.0 0.0 0.8 0.0 1.8: 0.9 0.3
Old : 100.0: 74.8 71.8 18.0 24.8 1.3 2.5 0.0 0.0 0.8 0.0 1.8: 0.9 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 : 37: 21 21 . . . . 0 0 . 0 .:
Old : 37: 21 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 69.8 73.2 81.2 49.7 69.8 69.1 78.7
Old : 51.3 69.8 73.2 81.2 49.7 69.8 69.1 78.7
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, June 11, 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 : 103,832: 73,717 66,690 24,276 34,985 330 1,925 0 0 1,540 0 1,595: 449 232
Old : 103,832: 73,717 66,690 24,276 34,985 330 1,925 0 0 1,540 0 1,595: 449 232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,658: -3,150 -2,267 -549 -1,661 0 -130 -100 -25 -235 -35 -112: -457 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 64.2 23.4 33.7 0.3 1.9 0.0 0.0 1.5 0.0 1.5: 0.4 0.2
Old : 100.0: 71.0 64.2 23.4 33.7 0.3 1.9 0.0 0.0 1.5 0.0 1.5: 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 : 41: 24 23 . . 4 . 0 0 . 0 .:
Old : 41: 24 23 . . 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 : 50.2 67.8 71.4 82.6 49.8 67.6 68.9 81.3
Old : 50.2 67.8 71.4 82.6 49.8 67.6 68.9 81.3
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, June 11, 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 : 47,456: 34,891 46,556 11,690 0 575 0 0 0 0 0 0: 300 325
Old : 47,456: 34,891 46,556 11,690 0 575 0 0 0 0 0 0: 300 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,069: -1,839 -1,834 20 0 -225 0 0 0 -25 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 98.1 24.6 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.7
Old : 100.0: 73.5 98.1 24.6 0.0 1.2 0.0 0.0 0.0 0.0 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 : 28: 19 18 . 0 . 0 0 0 0 0 0:
Old : 28: 19 18 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 90.8 90.0 95.5 66.0 86.4 82.0 89.1
Old : 67.4 90.8 90.0 95.5 66.0 86.4 82.0 89.1
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,519: 19,416 18,997 855 1,796 2,091 0 600 0 582 0 0: 575 35
Old : 23,519: 19,416 18,997 855 1,796 2,091 0 600 0 582 0 0: 575 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -287: -302 -117 220 45 -210 0 0 0 20 0 0: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 80.8 3.6 7.6 8.9 0.0 2.6 0.0 2.5 0.0 0.0: 2.4 0.1
Old : 100.0: 82.6 80.8 3.6 7.6 8.9 0.0 2.6 0.0 2.5 0.0 0.0: 2.4 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 : 25: 18 17 . . . 0 . 0 . 0 0:
Old : 25: 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 : 48.1 59.5 73.5 82.8 30.7 41.0 42.3 49.3
Old : 48.1 59.5 73.5 82.8 30.7 41.0 42.3 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 12,510: 7,565 10,610 3,780 0 100 250 1,800 0 725 0 0: 90 0
Old : 12,510: 7,565 10,610 3,780 0 100 250 1,800 0 725 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -920: -570 -1,170 -200 0 0 -100 300 0 -50 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 84.8 30.2 0.0 0.8 2.0 14.4 0.0 5.8 0.0 0.0: 0.7 0.0
Old : 100.0: 60.5 84.8 30.2 0.0 0.8 2.0 14.4 0.0 5.8 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 8 . 0 . . . 0 . 0 0:
Old : 21: 12 8 . 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 84.6 82.2 98.8 61.6 75.6 75.3 84.1
Old : 64.0 84.6 82.2 98.8 61.6 75.6 75.3 84.1
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, June 11, 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 : 71,307: 50,614 41,903 2,387 11,782 6,539 1,879 117 1,077 5,687 6,900 2,849: 275 140
Old : 71,307: 50,614 41,903 2,387 11,782 6,539 1,879 117 1,077 5,687 6,900 2,849: 275 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,582: -4,371 -1,199 -304 -1,131 105 80 37 37 -8 -2,359 -71: -50 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 58.8 3.3 16.5 9.2 2.6 0.2 1.5 8.0 9.7 4.0: 0.4 0.2
Old : 100.0: 71.0 58.8 3.3 16.5 9.2 2.6 0.2 1.5 8.0 9.7 4.0: 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 : 53: 26 26 . . . 5 . 5 6 6 9:
Old : 53: 26 26 . . . 5 . 5 6 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 : 40.2 54.5 63.2 70.4 23.6 35.8 35.9 40.8
Old : 40.2 54.5 63.2 70.4 23.6 35.8 35.9 40.8
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, June 11, 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 : 22,486: 18,946 13,069 300 4,236 529 1,275 0 525 0 3,185 600: 311 342
Old : 22,486: 18,946 13,069 300 4,236 529 1,275 0 525 0 3,185 600: 311 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -190: -355 -10 -50 230 -30 250 0 0 0 -380 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 58.1 1.3 18.8 2.4 5.7 0.0 2.3 0.0 14.2 2.7: 1.4 1.5
Old : 100.0: 84.3 58.1 1.3 18.8 2.4 5.7 0.0 2.3 0.0 14.2 2.7: 1.4 1.5
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 : 26: 16 16 . . . . 0 . 0 . .:
Old : 26: 16 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 : 50.2 48.2 71.8 70.8 40.7 39.3 55.0 53.4
Old : 50.2 48.2 71.8 70.8 40.7 39.3 55.0 53.4
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, June 11, 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 : 58,786: 48,066 57,041 8,685 75 1,400 0 0 0 460 25 25: 150 220
Old : 58,786: 48,066 57,041 8,685 75 1,400 0 0 0 460 25 25: 150 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,142: -2,762 -2,497 335 0 -640 0 0 0 -50 0 0: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 97.0 14.8 0.1 2.4 0.0 0.0 0.0 0.8 0.0 0.0: 0.3 0.4
Old : 100.0: 81.8 97.0 14.8 0.1 2.4 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 : 34: 19 19 . . . 0 0 0 . . .:
Old : 34: 19 19 . . . 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 : 64.5 83.2 88.3 92.6 61.6 80.7 79.1 84.8
Old : 64.5 83.2 88.3 92.6 61.6 80.7 79.1 84.8
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 35,664: 30,782 22,620 129 9,300 1,851 1,050 1,475 0 1,045 148 32: 775 238
Old : 35,664: 30,782 22,620 129 9,300 1,851 1,050 1,475 0 1,045 148 32: 775 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -423: -142 715 -100 -1,003 -37 -150 45 0 173 0 -135: -32 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 63.4 0.4 26.1 5.2 2.9 4.1 0.0 2.9 0.4 0.1: 2.2 0.7
Old : 100.0: 86.3 63.4 0.4 26.1 5.2 2.9 4.1 0.0 2.9 0.4 0.1: 2.2 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 : 33: 18 20 . . . . 4 0 . . .:
Old : 33: 18 20 . . . . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 48.6 77.1 73.4 34.0 39.8 44.1 48.5
Old : 56.6 48.6 77.1 73.4 34.0 39.8 44.1 48.5
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, June 11, 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 : 66,276: 54,041 62,026 5,345 315 3,555 0 0 0 2,952 200 0: 383 180
Old : 66,276: 54,041 62,026 5,345 315 3,555 0 0 0 2,952 200 0: 383 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,611: -2,401 -3,321 287 -220 60 -25 0 0 -2 0 0: -1,530 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 93.6 8.1 0.5 5.4 0.0 0.0 0.0 4.5 0.3 0.0: 0.6 0.3
Old : 100.0: 81.5 93.6 8.1 0.5 5.4 0.0 0.0 0.0 4.5 0.3 0.0: 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 : 29: 19 15 . . . 0 0 0 . . 0:
Old : 29: 19 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 : 58.7 88.6 76.8 96.8 54.7 83.5 70.8 84.8
Old : 58.7 88.6 76.8 96.8 54.7 83.5 70.8 84.8
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, June 11, 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 : 73,044: 59,658 63,719 6,407 3,015 2,450 0 0 0 3,731 3,800 60: 738 0
Old : 73,044: 59,658 63,719 6,407 3,015 2,450 0 0 0 3,731 3,800 60: 738 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,022: -2,109 -3,787 -378 -195 60 -25 0 0 -60 0 0: -1,510 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 87.2 8.8 4.1 3.4 0.0 0.0 0.0 5.1 5.2 0.1: 1.0 0.0
Old : 100.0: 81.7 87.2 8.8 4.1 3.4 0.0 0.0 0.0 5.1 5.2 0.1: 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 : 31: 19 17 . . . 0 0 0 . . .:
Old : 31: 19 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 : 56.9 78.1 77.6 94.6 50.5 72.2 66.9 80.0
Old : 56.9 78.1 77.6 94.6 50.5 72.2 66.9 80.0
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 90,937: 72,443 82,064 11,860 3,155 2,497 1,165 0 30 1,754 2,055 1,101: 87 35
Old : 90,937: 72,443 82,064 11,860 3,155 2,497 1,165 0 30 1,754 2,055 1,101: 87 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,220: -5,229 -3,729 964 -9 -50 377 0 -377 65 -50 20: 10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 90.2 13.0 3.5 2.7 1.3 0.0 0.0 1.9 2.3 1.2: 0.1 0.0
Old : 100.0: 79.7 90.2 13.0 3.5 2.7 1.3 0.0 0.0 1.9 2.3 1.2: 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: 18 24 . . . . 0 . . . 4:
Old : 39: 18 24 . . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 54.5 78.2 79.4 60.6 50.5 73.8 69.4
Old : 61.9 54.5 78.2 79.4 60.6 50.5 73.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 113,532: 90,617 96,277 12,794 3,603 4,188 300 1,077 840 2,884 5,829 1,712: 197 6
Old : 113,532: 90,617 96,277 12,794 3,603 4,188 300 1,077 840 2,884 5,829 1,712: 197 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -5,862: -6,715 -5,495 1,527 -96 30 99 111 -94 314 721 -1,024: 1 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 84.8 11.3 3.2 3.7 0.3 0.9 0.7 2.5 5.1 1.5: 0.2 0.0
Old : 100.0: 79.8 84.8 11.3 3.2 3.7 0.3 0.9 0.7 2.5 5.1 1.5: 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 : 52: 17 27 . . . 4 5 . . 7 4:
Old : 52: 17 27 . . . 4 5 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 51.4 76.1 75.6 54.3 48.6 67.7 62.7
Old : 57.3 51.4 76.1 75.6 54.3 48.6 67.7 62.7
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, June 11, 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 : 56,886: 47,407 49,736 6,420 1,266 2,764 0 930 295 0 1,850 0: 0 45
Old : 56,886: 47,407 49,736 6,420 1,266 2,764 0 930 295 0 1,850 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,939: -1,538 -1,399 230 386 -626 0 -320 -5 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 87.4 11.3 2.2 4.9 0.0 1.6 0.5 0.0 3.3 0.0: 0.0 0.1
Old : 100.0: 83.3 87.4 11.3 2.2 4.9 0.0 1.6 0.5 0.0 3.3 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 : 28: 16 14 . . . 0 . . 0 4 0:
Old : 28: 16 14 . . . 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 : 83.1 83.6 96.5 92.9 81.3 79.9 91.7 88.4
Old : 83.1 83.6 96.5 92.9 81.3 79.9 91.7 88.4
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, June 11, 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 : 44,000: 37,780 41,605 5,175 0 1,045 0 0 0 0 1,350 0: 0 0
Old : 44,000: 37,780 41,605 5,175 0 1,045 0 0 0 0 1,350 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 95: 275 200 -25 0 -155 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 94.6 11.8 0.0 2.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0
Old : 100.0: 85.9 94.6 11.8 0.0 2.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 7 . 0 . 0 0 0 0 4 0:
Old : 21: 10 7 . 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 : 81.7 95.1 98.2 98.0 81.7 92.5 95.5 95.1
Old : 81.7 95.1 98.2 98.0 81.7 92.5 95.5 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 55,513: 43,286 51,915 7,234 0 2,725 700 0 350 681 503 5: 532 15
Old : 55,513: 43,286 51,915 7,234 0 2,725 700 0 350 681 503 5: 532 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,043: -615 -930 78 0 47 -50 -60 0 -98 61 -62: -343 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 93.5 13.0 0.0 4.9 1.3 0.0 0.6 1.2 0.9 0.0: 1.0 0.0
Old : 100.0: 78.0 93.5 13.0 0.0 4.9 1.3 0.0 0.6 1.2 0.9 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . 0 . . 0 . . . .:
Old : 28: 18 19 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 81.7 74.5 90.4 42.2 76.0 63.0 78.4
Old : 50.5 81.7 74.5 90.4 42.2 76.0 63.0 78.4
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, June 11, 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 : 52,088: 33,429 48,027 6,626 375 1,771 7,585 0 1,155 782 108 489: 251 163
Old : 52,088: 33,429 48,027 6,626 375 1,771 7,585 0 1,155 782 108 489: 251 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,844: -1,194 -1,572 -74 0 -112 -150 0 0 -88 -13 -2: -224 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 92.2 12.7 0.7 3.4 14.6 0.0 2.2 1.5 0.2 0.9: 0.5 0.3
Old : 100.0: 64.2 92.2 12.7 0.7 3.4 14.6 0.0 2.2 1.5 0.2 0.9: 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: 18 20 . . . 4 0 . . . .:
Old : 32: 18 20 . . . 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 : 58.5 67.0 79.7 80.6 54.7 63.2 72.0 75.2
Old : 58.5 67.0 79.7 80.6 54.7 63.2 72.0 75.2
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, June 11, 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 : 34,655: 17,558 33,794 14,673 0 60 0 250 80 1,790 0 420: 74 51
Old : 34,655: 17,558 33,794 14,673 0 60 0 250 80 1,790 0 420: 74 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,351: -176 -1,036 -662 0 -28 0 0 0 -60 0 60: -485 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 97.5 42.3 0.0 0.2 0.0 0.7 0.2 5.2 0.0 1.2: 0.2 0.1
Old : 100.0: 50.7 97.5 42.3 0.0 0.2 0.0 0.7 0.2 5.2 0.0 1.2: 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: 13 12 4 0 . 0 . . . 0 .:
Old : 24: 13 12 4 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 83.2 78.3 96.8 57.3 80.8 75.9 89.8
Old : 58.2 83.2 78.3 96.8 57.3 80.8 75.9 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 31,630: 16,903 30,820 12,411 0 50 0 320 0 1,775 0 420: 71 20
Old : 31,630: 16,903 30,820 12,411 0 50 0 320 0 1,775 0 420: 71 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,405: -1,045 -1,140 -6 0 -15 0 0 0 -35 0 60: -364 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 97.4 39.2 0.0 0.2 0.0 1.0 0.0 5.6 0.0 1.3: 0.2 0.1
Old : 100.0: 53.4 97.4 39.2 0.0 0.2 0.0 1.0 0.0 5.6 0.0 1.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 4 0 . 0 . 0 . 0 .:
Old : 24: 13 11 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 : 57.1 83.1 78.9 96.7 55.5 80.5 76.0 89.6
Old : 57.1 83.1 78.9 96.7 55.5 80.5 76.0 89.6
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, June 11, 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 : 29,070: 24,512 24,954 2,629 190 695 663 960 360 0 1,747 155: 56 9
Old : 29,070: 24,512 24,954 2,629 190 695 663 960 360 0 1,747 155: 56 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -995: -535 -1,264 -184 40 -112 -160 -30 360 -60 277 60: -364 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 85.8 9.0 0.7 2.4 2.3 3.3 1.2 0.0 6.0 0.5: 0.2 0.0
Old : 100.0: 84.3 85.8 9.0 0.7 2.4 2.3 3.3 1.2 0.0 6.0 0.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 19 . . . . . . 0 4 .:
Old : 35: 19 19 . . . . . . 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 : 72.9 56.3 88.9 73.0 71.2 55.3 84.3 71.7
Old : 72.9 56.3 88.9 73.0 71.2 55.3 84.3 71.7
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,017: 19,433 20,432 2,875 0 80 50 1,325 50 0 980 0: 529 150
Old : 23,017: 19,433 20,432 2,875 0 80 50 1,325 50 0 980 0: 529 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,249: -550 -340 10 0 0 0 0 0 0 -85 0: -709 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 88.8 12.5 0.0 0.3 0.2 5.8 0.2 0.0 4.3 0.0: 2.3 0.7
Old : 100.0: 84.4 88.8 12.5 0.0 0.3 0.2 5.8 0.2 0.0 4.3 0.0: 2.3 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 : 25: 11 15 . 0 . . . . 0 . 0:
Old : 25: 11 15 . 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 : 83.3 69.4 94.8 83.5 83.0 65.6 90.7 78.8
Old : 83.3 69.4 94.8 83.5 83.0 65.6 90.7 78.8
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, June 11, 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 : 50,365: 37,374 32,057 4,392 10,430 764 2,893 3,909 1,050 1,742 83 2,042: 108 30
Old : 50,365: 37,374 32,057 4,392 10,430 764 2,893 3,909 1,050 1,742 83 2,042: 108 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -59: -1,014 207 788 -606 40 35 276 80 -100 -182 272: -160 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 63.6 8.7 20.7 1.5 5.7 7.8 2.1 3.5 0.2 4.1: 0.2 0.1
Old : 100.0: 74.2 63.6 8.7 20.7 1.5 5.7 7.8 2.1 3.5 0.2 4.1: 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 : 42: 21 24 . . . . . . . . .:
Old : 42: 21 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 51.1 76.6 69.4 42.3 48.8 54.2 58.7
Old : 53.8 51.1 76.6 69.4 42.3 48.8 54.2 58.7
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, June 11, 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 : 39,311: 33,830 19,895 2,072 12,822 1,435 885 378 382 0 3,822 437: 270 140
Old : 39,311: 33,830 19,895 2,072 12,822 1,435 885 378 382 0 3,822 437: 270 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -791: -1,207 -465 664 -286 -25 5 60 0 0 213 62: -290 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 50.6 5.3 32.6 3.7 2.3 1.0 1.0 0.0 9.7 1.1: 0.7 0.4
Old : 100.0: 86.1 50.6 5.3 32.6 3.7 2.3 1.0 1.0 0.0 9.7 1.1: 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 : 32: 20 16 . . . . . . 0 . .:
Old : 32: 20 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 64.5 81.9 82.8 51.6 61.6 64.0 72.6
Old : 65.3 64.5 81.9 82.8 51.6 61.6 64.0 72.6
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,934: 10,021 15,683 5,757 0 1,751 0 150 150 0 50 150: 105 0
Old : 17,934: 10,021 15,683 5,757 0 1,751 0 150 150 0 50 150: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 130: -75 -300 -125 0 180 -100 125 100 0 -125 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 87.4 32.1 0.0 9.8 0.0 0.8 0.8 0.0 0.3 0.8: 0.6 0.0
Old : 100.0: 55.9 87.4 32.1 0.0 9.8 0.0 0.8 0.8 0.0 0.3 0.8: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 0 . 0 . . 0 . .:
Old : 24: 11 13 . 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 : 74.2 79.9 89.9 90.9 64.0 75.2 77.4 80.8
Old : 74.2 79.9 89.9 90.9 64.0 75.2 77.4 80.8
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, June 11, 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 : 13,670: 10,361 12,255 1,779 440 0 0 100 0 720 125 750: 60 0
Old : 13,670: 10,361 12,255 1,779 440 0 0 100 0 720 125 750: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,192: -777 -275 335 235 -570 0 0 0 -160 0 0: -20 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 89.6 13.0 3.2 0.0 0.0 0.7 0.0 5.3 0.9 5.5: 0.4 0.0
Old : 100.0: 75.8 89.6 13.0 3.2 0.0 0.0 0.7 0.0 5.3 0.9 5.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . . 0 0 . 0 . . .:
Old : 21: 10 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 : 56.2 86.9 88.1 96.7 51.4 84.0 77.7 88.6
Old : 56.2 86.9 88.1 96.7 51.4 84.0 77.7 88.6
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,133: 13,119 12,695 1,611 240 148 0 1,850 0 120 125 1,075: 60 0
Old : 16,133: 13,119 12,695 1,611 240 148 0 1,850 0 120 125 1,075: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,218: -570 -20 335 235 -570 0 0 0 -160 0 0: -253 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 78.7 10.0 1.5 0.9 0.0 11.5 0.0 0.7 0.8 6.7: 0.4 0.0
Old : 100.0: 81.3 78.7 10.0 1.5 0.9 0.0 11.5 0.0 0.7 0.8 6.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 9 . . . 0 . 0 . . .:
Old : 23: 10 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 85.0 85.0 94.0 50.6 80.5 77.5 85.3
Old : 56.1 85.0 85.0 94.0 50.6 80.5 77.5 85.3
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, June 11, 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 : 21,322: 11,403 14,693 8,080 4,463 125 0 0 0 780 1,300 705: 229 36
Old : 21,322: 11,403 14,693 8,080 4,463 125 0 0 0 780 1,300 705: 229 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,010: -1,023 -630 -795 -305 0 0 -25 0 -145 -335 0: -47 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 68.9 37.9 20.9 0.6 0.0 0.0 0.0 3.7 6.1 3.3: 1.1 0.2
Old : 100.0: 53.5 68.9 37.9 20.9 0.6 0.0 0.0 0.0 3.7 6.1 3.3: 1.1 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 : 26: 14 13 . . . 0 0 0 . . .:
Old : 26: 14 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 53.7 88.1 84.4 69.8 49.6 80.0 74.8
Old : 70.6 53.7 88.1 84.4 69.8 49.6 80.0 74.8
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, June 11, 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 : 20,343: 10,559 13,790 8,188 4,433 125 0 0 0 620 1,300 660: 191 35
Old : 20,343: 10,559 13,790 8,188 4,433 125 0 0 0 620 1,300 660: 191 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,919: -959 -540 -725 -305 0 0 -25 0 -160 -285 0: -75 -764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 67.8 40.2 21.8 0.6 0.0 0.0 0.0 3.0 6.4 3.2: 0.9 0.2
Old : 100.0: 51.9 67.8 40.2 21.8 0.6 0.0 0.0 0.0 3.0 6.4 3.2: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 0 0 . . .:
Old : 25: 13 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 53.8 89.4 85.4 71.3 51.7 81.8 76.0
Old : 73.4 53.8 89.4 85.4 71.3 51.7 81.8 76.0
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, June 11, 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 : 54,778: 34,683 50,783 10,068 0 2,490 600 50 0 5,630 275 1,180: 127 0
Old : 54,778: 34,683 50,783 10,068 0 2,490 600 50 0 5,630 275 1,180: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,486: -1,919 -2,516 -627 0 0 -50 25 -25 265 -100 -265: -865 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 92.7 18.4 0.0 4.5 1.1 0.1 0.0 10.3 0.5 2.2: 0.2 0.0
Old : 100.0: 63.3 92.7 18.4 0.0 4.5 1.1 0.1 0.0 10.3 0.5 2.2: 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 : 31: 17 14 4 0 . . . 0 . . .:
Old : 31: 17 14 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 : 62.3 83.7 81.6 96.4 55.9 76.6 72.9 83.3
Old : 62.3 83.7 81.6 96.4 55.9 76.6 72.9 83.3
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, June 11, 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 : 54,405: 34,839 50,984 10,063 0 1,991 600 50 0 6,060 670 710: 142 0
Old : 54,405: 34,839 50,984 10,063 0 1,991 600 50 0 6,060 670 710: 142 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,515: -1,819 -2,446 -571 0 -54 -50 25 -25 245 -195 -245: -996 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 93.7 18.5 0.0 3.7 1.1 0.1 0.0 11.1 1.2 1.3: 0.3 0.0
Old : 100.0: 64.0 93.7 18.5 0.0 3.7 1.1 0.1 0.0 11.1 1.2 1.3: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 14 4 0 . . . 0 . . .:
Old : 31: 17 14 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 : 62.7 85.3 81.6 95.6 58.6 78.3 74.7 84.3
Old : 62.7 85.3 81.6 95.6 58.6 78.3 74.7 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, June 11, 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 : 124,354: 103,507 87,071 14,315 21,487 1,168 875 1,175 335 3,550 12,525 385: 219 208
Old : 124,354: 103,507 87,071 14,315 21,487 1,168 875 1,175 335 3,550 12,525 385: 219 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,424: -6,667 138 5,355 -85 -298 -130 -50 0 -580 -730 -5: -99 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 70.0 11.5 17.3 0.9 0.7 0.9 0.3 2.9 10.1 0.3: 0.2 0.2
Old : 100.0: 83.2 70.0 11.5 17.3 0.9 0.7 0.9 0.3 2.9 10.1 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 : 51: 32 24 . 4 . . . . 5 . 4:
Old : 51: 32 24 . 4 . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 50.1 65.5 79.6 44.1 48.1 57.2 65.3
Old : 44.5 50.1 65.5 79.6 44.1 48.1 57.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 139,203: 117,785 95,978 15,548 26,235 530 1,650 855 475 2,220 14,265 865: 130 0
Old : 139,203: 117,785 95,978 15,548 26,235 530 1,650 855 475 2,220 14,265 865: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -4,062: -8,141 1,951 5,098 -718 13 225 0 -350 -435 -1,315 -25: -447 -3,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 68.9 11.2 18.8 0.4 1.2 0.6 0.3 1.6 10.2 0.6: 0.1 0.0
Old : 100.0: 84.6 68.9 11.2 18.8 0.4 1.2 0.6 0.3 1.6 10.2 0.6: 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 : 55: 33 26 . 4 . . . . 4 4 .:
Old : 55: 33 26 . 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 : 46.3 50.1 66.7 79.6 45.8 45.4 60.2 70.4
Old : 46.3 50.1 66.7 79.6 45.8 45.4 60.2 70.4
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 268,879: 168,444 184,274 33,694 5,123 27,011 12,158 25,984 9,796 7,980 7,397 9,174: 622 120
Old : 268,879: 168,444 184,274 33,694 5,123 27,011 12,158 25,984 9,796 7,980 7,397 9,174: 622 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -14,870: -9,922 -13,645 -1,290 -284 981 -119 1,259 -841 643 -409 -1,630: -2,692 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 68.5 12.5 1.9 10.0 4.5 9.7 3.6 3.0 2.8 3.4: 0.2 0.0
Old : 100.0: 62.6 68.5 12.5 1.9 10.0 4.5 9.7 3.6 3.0 2.8 3.4: 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 : 86: 35 36 . . 5 7 13 7 10 9 12:
Old : 86: 35 36 . . 5 7 13 7 10 9 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 : 42.2 36.6 60.0 56.8 29.4 29.2 38.8 38.3
Old : 42.2 36.6 60.0 56.8 29.4 29.2 38.8 38.3
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,780: 12,596 18,685 2,720 460 500 515 0 0 3,205 0 125: 119 10
Old : 19,780: 12,596 18,685 2,720 460 500 515 0 0 3,205 0 125: 119 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,770: -1,008 -150 -30 45 -25 -15 0 0 -180 0 -25: -487 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 94.5 13.8 2.3 2.5 2.6 0.0 0.0 16.2 0.0 0.6: 0.6 0.1
Old : 100.0: 63.7 94.5 13.8 2.3 2.5 2.6 0.0 0.0 16.2 0.0 0.6: 0.6 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 : 23: 16 6 . . . . 0 0 . 0 .:
Old : 23: 16 6 . . . . 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 : 53.9 93.9 78.3 99.7 53.7 87.0 77.0 90.7
Old : 53.9 93.9 78.3 99.7 53.7 87.0 77.0 90.7
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, June 11, 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 : 18,709: 11,420 17,387 2,881 0 572 0 665 10 3,570 0 75: 181 0
Old : 18,709: 11,420 17,387 2,881 0 572 0 665 10 3,570 0 75: 181 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,685: -1,167 -194 -51 0 0 0 -150 0 -345 0 0: -122 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 92.9 15.4 0.0 3.1 0.0 3.6 0.1 19.1 0.0 0.4: 1.0 0.0
Old : 100.0: 61.0 92.9 15.4 0.0 3.1 0.0 3.6 0.1 19.1 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 : 22: 14 6 . 0 . 0 . . . 0 .:
Old : 22: 14 6 . 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 : 56.2 92.4 81.0 99.7 56.2 87.5 78.7 90.3
Old : 56.2 92.4 81.0 99.7 56.2 87.5 78.7 90.3
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 38,736: 29,876 27,726 2,760 3,365 275 0 1,615 1,190 0 0 0: 4,635 4,565
Old : 38,736: 29,876 27,726 2,760 3,365 275 0 1,615 1,190 0 0 0: 4,635 4,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,238: -1,863 -1,498 465 390 100 0 -300 0 0 0 0: 60 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 71.6 7.1 8.7 0.7 0.0 4.2 3.1 0.0 0.0 0.0: 12.0 11.8
Old : 100.0: 77.1 71.6 7.1 8.7 0.7 0.0 4.2 3.1 0.0 0.0 0.0: 12.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 18 . . . 0 . . 0 0 0:
Old : 25: 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 : 74.2 43.6 83.7 68.3 70.1 43.2 72.2 61.7
Old : 74.2 43.6 83.7 68.3 70.1 43.2 72.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,982: 28,250 26,080 2,330 3,370 135 0 1,255 735 0 0 0: 3,532 3,407
Old : 34,982: 28,250 26,080 2,330 3,370 135 0 1,255 735 0 0 0: 3,532 3,407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -630: -1,462 -550 585 390 -50 0 -760 200 0 0 0: 97 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 74.6 6.7 9.6 0.4 0.0 3.6 2.1 0.0 0.0 0.0: 10.1 9.7
Old : 100.0: 80.8 74.6 6.7 9.6 0.4 0.0 3.6 2.1 0.0 0.0 0.0: 10.1 9.7
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 : 22: 10 16 . . . 0 . . 0 0 0:
Old : 22: 10 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 : 77.8 44.3 86.4 73.2 75.7 43.6 78.7 68.2
Old : 77.8 44.3 86.4 73.2 75.7 43.6 78.7 68.2
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, June 11, 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 : 24,847: 6,483 17,535 12,597 620 1,930 525 1,615 280 625 0 175: 2,232 2,692
Old : 24,847: 6,483 17,535 12,597 620 1,930 525 1,615 280 625 0 175: 2,232 2,692
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -716: -860 -421 -486 -1,030 565 25 -45 -75 25 0 -25: 115 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 70.6 50.7 2.5 7.8 2.1 6.5 1.1 2.5 0.0 0.7: 9.0 10.8
Old : 100.0: 26.1 70.6 50.7 2.5 7.8 2.1 6.5 1.1 2.5 0.0 0.7: 9.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . . . . . . 0 .:
Old : 20: 9 9 . . . . . . . 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 : 73.8 61.0 86.5 82.2 67.0 59.0 72.5 71.5
Old : 73.8 61.0 86.5 82.2 67.0 59.0 72.5 71.5
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, June 11, 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 : 25,472: 13,179 8,706 1,437 5,270 3,408 90 730 6,595 0 0 0: 763 763
Old : 25,472: 13,179 8,706 1,437 5,270 3,408 90 730 6,595 0 0 0: 763 763
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,317: -1,445 -507 43 -10 0 90 -795 90 0 0 0: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 34.2 5.6 20.7 13.4 0.4 2.9 25.9 0.0 0.0 0.0: 3.0 3.0
Old : 100.0: 51.7 34.2 5.6 20.7 13.4 0.4 2.9 25.9 0.0 0.0 0.0: 3.0 3.0
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 : 20: 12 14 . . . . . . 0 0 0:
Old : 20: 12 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 : 66.7 66.3 83.9 83.4 30.7 32.7 37.4 38.6
Old : 66.7 66.3 83.9 83.4 30.7 32.7 37.4 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 73,418: 24,688 28,538 18,348 23,485 1,260 12,055 4,705 1,350 2,010 0 1,580: 12,127 12,500
Old : 73,418: 24,688 28,538 18,348 23,485 1,260 12,055 4,705 1,350 2,010 0 1,580: 12,127 12,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,705: -1,200 -890 -1,285 -1,160 0 -455 -265 -900 515 0 -475: 95 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 38.9 25.0 32.0 1.7 16.4 6.4 1.8 2.7 0.0 2.2: 16.5 17.0
Old : 100.0: 33.6 38.9 25.0 32.0 1.7 16.4 6.4 1.8 2.7 0.0 2.2: 16.5 17.0
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 : 28: 12 18 . . . . . . . 0 .:
Old : 28: 12 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 41.8 78.9 58.5 62.2 41.6 68.1 56.9
Old : 67.7 41.8 78.9 58.5 62.2 41.6 68.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 70,691: 25,900 24,224 16,680 24,415 1,310 10,700 4,855 1,455 670 0 2,730: 11,246 11,702
Old : 70,691: 25,900 24,224 16,680 24,415 1,310 10,700 4,855 1,455 670 0 2,730: 11,246 11,702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,722: -1,042 -852 -1,140 -1,110 0 -725 -265 -900 565 0 -565: 85 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 34.3 23.6 34.5 1.9 15.1 6.9 2.1 0.9 0.0 3.9: 15.9 16.6
Old : 100.0: 36.6 34.3 23.6 34.5 1.9 15.1 6.9 2.1 0.9 0.0 3.9: 15.9 16.6
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 : 29: 13 18 . . . . . . . 0 .:
Old : 29: 13 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 45.4 78.2 60.1 60.0 44.2 64.8 56.3
Old : 66.2 45.4 78.2 60.1 60.0 44.2 64.8 56.3
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, June 11, 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 : 24,492: 13,443 6,102 3,365 3,041 1,156 1,410 8,350 65 300 1,555 1,115: 3,638 3,108
Old : 24,492: 13,443 6,102 3,365 3,041 1,156 1,410 8,350 65 300 1,555 1,115: 3,638 3,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,375: -700 -55 -450 -35 0 665 -180 -665 0 -210 0: -225 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 24.9 13.7 12.4 4.7 5.8 34.1 0.3 1.2 6.3 4.6: 14.9 12.7
Old : 100.0: 54.9 24.9 13.7 12.4 4.7 5.8 34.1 0.3 1.2 6.3 4.6: 14.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 6 . . . . . . . . .:
Old : 26: 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 : 43.9 70.2 66.4 83.1 42.1 63.5 63.2 74.5
Old : 43.9 70.2 66.4 83.1 42.1 63.5 63.2 74.5
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, June 11, 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 : 22,837: 11,863 5,802 2,925 3,251 798 1,425 7,750 50 600 705 1,665: 3,511 2,816
Old : 22,837: 11,863 5,802 2,925 3,251 798 1,425 7,750 50 600 705 1,665: 3,511 2,816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,375: -600 -35 -450 65 -65 680 -165 -680 0 -210 0: -260 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 25.4 12.8 14.2 3.5 6.2 33.9 0.2 2.6 3.1 7.3: 15.4 12.3
Old : 100.0: 51.9 25.4 12.8 14.2 3.5 6.2 33.9 0.2 2.6 3.1 7.3: 15.4 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 : 24: 14 5 . . . . . . . . .:
Old : 24: 14 5 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 70.7 67.7 84.5 40.0 66.4 61.9 74.4
Old : 43.0 70.7 67.7 84.5 40.0 66.4 61.9 74.4
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, June 11, 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 : 46,613: 13,528 31,578 2,227 9,180 503 18,100 0 0 7,205 0 0: 5,050 5,352
Old : 46,613: 13,528 31,578 2,227 9,180 503 18,100 0 0 7,205 0 0: 5,050 5,352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 1,490: -1,424 1,831 75 -400 34 2,840 0 -25 0 0 0: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 67.7 4.8 19.7 1.1 38.8 0.0 0.0 15.5 0.0 0.0: 10.8 11.5
Old : 100.0: 29.0 67.7 4.8 19.7 1.1 38.8 0.0 0.0 15.5 0.0 0.0: 10.8 11.5
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 : 22: 11 10 . . . 4 0 0 . 0 0:
Old : 22: 11 10 . . . 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 : 62.0 76.7 80.3 86.0 60.1 76.7 75.4 81.0
Old : 62.0 76.7 80.3 86.0 60.1 76.7 75.4 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 46,628: 14,184 29,505 1,410 10,880 580 17,700 0 0 7,205 0 0: 5,549 5,663
Old : 46,628: 14,184 29,505 1,410 10,880 580 17,700 0 0 7,205 0 0: 5,549 5,663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 1,718: -1,290 2,010 125 -375 65 2,800 0 -25 0 0 0: 43 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 63.3 3.0 23.3 1.2 38.0 0.0 0.0 15.5 0.0 0.0: 11.9 12.1
Old : 100.0: 30.4 63.3 3.0 23.3 1.2 38.0 0.0 0.0 15.5 0.0 0.0: 11.9 12.1
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 : 21: 9 9 . . . 4 0 0 . 0 0:
Old : 21: 9 9 . . . 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 : 61.2 79.2 81.8 86.1 60.2 79.2 79.5 84.2
Old : 61.2 79.2 81.8 86.1 60.2 79.2 79.5 84.2
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, June 11, 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 : 50,200: 16,655 40,290 520 650 2,900 5,635 0 2,125 18,455 450 0: 3,910 3,785
Old : 50,200: 16,655 40,290 520 650 2,900 5,635 0 2,125 18,455 450 0: 3,910 3,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,655: -830 -1,635 -700 50 45 140 0 -35 -265 50 -50: 40 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 80.3 1.0 1.3 5.8 11.2 0.0 4.2 36.8 0.9 0.0: 7.8 7.5
Old : 100.0: 33.2 80.3 1.0 1.3 5.8 11.2 0.0 4.2 36.8 0.9 0.0: 7.8 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 : 27: 12 8 . . . 4 0 . . . 0:
Old : 27: 12 8 . . . 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 : 60.0 78.0 79.2 89.3 56.3 74.4 71.2 78.4
Old : 60.0 78.0 79.2 89.3 56.3 74.4 71.2 78.4
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, June 11, 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 : 49,630: 16,270 39,260 245 1,130 2,430 4,585 0 2,575 19,050 100 100: 4,375 4,035
Old : 49,630: 16,270 39,260 245 1,130 2,430 4,585 0 2,575 19,050 100 100: 4,375 4,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,630: -790 -1,480 -125 520 -420 65 -50 -35 -230 50 -50: -45 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 79.1 0.5 2.3 4.9 9.2 0.0 5.2 38.4 0.2 0.2: 8.8 8.1
Old : 100.0: 32.8 79.1 0.5 2.3 4.9 9.2 0.0 5.2 38.4 0.2 0.2: 8.8 8.1
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: 12 7 . . . . 0 . . . .:
Old : 25: 12 7 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 77.1 79.2 89.5 56.6 73.7 71.5 78.0
Old : 61.1 77.1 79.2 89.5 56.6 73.7 71.5 78.0
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,670: 10,070 6,345 1,300 0 1,510 0 6,445 0 1,785 605 500: 1,505 1,265
Old : 16,670: 10,070 6,345 1,300 0 1,510 0 6,445 0 1,785 605 500: 1,505 1,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,105: -920 -350 -50 -360 -25 0 -180 0 40 -55 -40: -110 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 38.1 7.8 0.0 9.1 0.0 38.7 0.0 10.7 3.6 3.0: 9.0 7.6
Old : 100.0: 60.4 38.1 7.8 0.0 9.1 0.0 38.7 0.0 10.7 3.6 3.0: 9.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . 0 . 0 4 0 . . .:
Old : 23: 13 7 . 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 : 55.8 49.7 79.1 80.1 51.3 49.5 66.9 71.9
Old : 55.8 49.7 79.1 80.1 51.3 49.5 66.9 71.9
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,325: 9,635 5,810 1,600 0 1,220 0 6,945 0 1,945 605 490: 1,435 1,255
Old : 16,325: 9,635 5,810 1,600 0 1,220 0 6,945 0 1,945 605 490: 1,435 1,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -990: -795 -295 250 -10 -325 0 -180 0 20 -55 -20: -120 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 35.6 9.8 0.0 7.5 0.0 42.5 0.0 11.9 3.7 3.0: 8.8 7.7
Old : 100.0: 59.0 35.6 9.8 0.0 7.5 0.0 42.5 0.0 11.9 3.7 3.0: 8.8 7.7
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 : 23: 12 7 . 0 . 0 4 0 . . .:
Old : 23: 12 7 . 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 : 55.8 53.1 79.6 80.0 51.1 53.1 66.9 73.8
Old : 55.8 53.1 79.6 80.0 51.1 53.1 66.9 73.8
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, June 11, 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 : 50,790: 28,435 17,505 335 915 3,045 1,330 19,735 2,320 8,875 1,250 1,535: 4,915 4,485
Old : 50,790: 28,435 17,505 335 915 3,045 1,330 19,735 2,320 8,875 1,250 1,535: 4,915 4,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -885: -995 -1,515 30 -65 -30 35 1,155 -175 500 -25 70: -320 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 34.5 0.7 1.8 6.0 2.6 38.9 4.6 17.5 2.5 3.0: 9.7 8.8
Old : 100.0: 56.0 34.5 0.7 1.8 6.0 2.6 38.9 4.6 17.5 2.5 3.0: 9.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . . . . . . . . .:
Old : 28: 14 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 : 55.2 70.0 70.8 83.1 52.7 65.8 65.2 73.0
Old : 55.2 70.0 70.8 83.1 52.7 65.8 65.2 73.0
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, June 11, 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 : 51,625: 28,950 17,970 550 885 2,865 1,145 19,485 2,695 8,515 1,250 1,800: 5,105 4,675
Old : 51,625: 28,950 17,970 550 885 2,865 1,145 19,485 2,695 8,515 1,250 1,800: 5,105 4,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,260: -1,235 -2,300 185 -175 -185 215 845 60 -835 -50 750: -215 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 34.8 1.1 1.7 5.5 2.2 37.7 5.2 16.5 2.4 3.5: 9.9 9.1
Old : 100.0: 56.1 34.8 1.1 1.7 5.5 2.2 37.7 5.2 16.5 2.4 3.5: 9.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . . . . . . . . .:
Old : 28: 14 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 : 54.7 67.7 70.8 82.7 51.7 62.7 64.1 72.1
Old : 54.7 67.7 70.8 82.7 51.7 62.7 64.1 72.1
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, June 11, 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 : 58,130: 33,310 19,960 0 11,775 2,681 17,385 0 1,580 0 19,285 95: 3,079 2,754
Old : 58,130: 33,310 19,960 0 11,775 2,681 17,385 0 1,580 0 19,285 95: 3,079 2,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,230: -1,415 -565 0 -910 0 -455 -125 0 0 -290 0: -360 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 34.3 0.0 20.3 4.6 29.9 0.0 2.7 0.0 33.2 0.2: 5.3 4.7
Old : 100.0: 57.3 34.3 0.0 20.3 4.6 29.9 0.0 2.7 0.0 33.2 0.2: 5.3 4.7
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: 19 7 0 . . . 0 . 0 . .:
Old : 28: 19 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 : 56.2 78.2 76.5 92.0 53.5 72.0 71.3 80.7
Old : 56.2 78.2 76.5 92.0 53.5 72.0 71.3 80.7
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, June 11, 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 : 46,805: 28,120 20,140 0 11,415 1,758 13,135 0 1,580 0 10,045 340: 1,872 1,527
Old : 46,805: 28,120 20,140 0 11,415 1,758 13,135 0 1,580 0 10,045 340: 1,872 1,527
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,000: -1,115 -755 0 -675 0 -530 -100 -50 0 -140 0: -305 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 43.0 0.0 24.4 3.8 28.1 0.0 3.4 0.0 21.5 0.7: 4.0 3.3
Old : 100.0: 60.1 43.0 0.0 24.4 3.8 28.1 0.0 3.4 0.0 21.5 0.7: 4.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 8 0 . . . 0 . 0 . .:
Old : 27: 19 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 : 56.5 74.0 77.9 92.0 53.2 69.8 73.0 82.9
Old : 56.5 74.0 77.9 92.0 53.2 69.8 73.0 82.9
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, June 11, 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 : 138,432: 79,659 87,174 19,231 0 6,882 0 13,936 6,289 4,120 2,020 2,815: 19,436 19,316
Old : 138,432: 79,659 87,174 19,231 0 6,882 0 13,936 6,289 4,120 2,020 2,815: 19,436 19,316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,241: 2,253 -4,327 -705 0 -110 -1,549 3,586 -1,551 310 1,050 -440: -1,449 -1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 63.0 13.9 0.0 5.0 0.0 10.1 4.5 3.0 1.5 2.0: 14.0 14.0
Old : 100.0: 57.5 63.0 13.9 0.0 5.0 0.0 10.1 4.5 3.0 1.5 2.0: 14.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 25 . 0 . 0 4 . . . .:
Old : 40: 23 25 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 42.1 73.1 60.9 55.7 40.4 63.0 54.2
Old : 62.1 42.1 73.1 60.9 55.7 40.4 63.0 54.2
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 131,107: 75,863 83,646 25,419 0 4,730 0 8,421 6,554 1,375 10,710 1,565: 15,601 15,481
Old : 131,107: 75,863 83,646 25,419 0 4,730 0 8,421 6,554 1,375 10,710 1,565: 15,601 15,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,709: 2,231 -3,159 -985 0 -85 -1,749 3,316 -1,266 0 -660 520: -1,375 -1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 63.8 19.4 0.0 3.6 0.0 6.4 5.0 1.0 8.2 1.2: 11.9 11.8
Old : 100.0: 57.9 63.8 19.4 0.0 3.6 0.0 6.4 5.0 1.0 8.2 1.2: 11.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 24 . 0 . 0 4 . . . .:
Old : 39: 18 24 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 41.6 78.2 60.3 63.0 39.4 68.7 54.3
Old : 67.6 41.6 78.2 60.3 63.0 39.4 68.7 54.3
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, June 11, 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 : 37,135: 15,150 18,275 13,290 9,320 935 3,130 2,075 2,040 0 1,900 0: 2,590 2,590
Old : 37,135: 15,150 18,275 13,290 9,320 935 3,130 2,075 2,040 0 1,900 0: 2,590 2,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -2,005: -680 -1,305 65 30 -380 -985 -125 0 0 -200 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 49.2 35.8 25.1 2.5 8.4 5.6 5.5 0.0 5.1 0.0: 7.0 7.0
Old : 100.0: 40.8 49.2 35.8 25.1 2.5 8.4 5.6 5.5 0.0 5.1 0.0: 7.0 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 : 27: 13 15 . . . . . . 0 . 0:
Old : 27: 13 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 42.2 82.3 63.1 60.6 41.6 70.0 57.7
Old : 69.9 42.2 82.3 63.1 60.6 41.6 70.0 57.7
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,550: 11,775 17,535 13,340 7,705 350 3,155 1,200 2,545 0 1,900 0: 2,385 2,315
Old : 33,550: 11,775 17,535 13,340 7,705 350 3,155 1,200 2,545 0 1,900 0: 2,385 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,575: -240 -1,015 -100 -30 -255 -805 0 -25 0 -100 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 52.3 39.8 23.0 1.0 9.4 3.6 7.6 0.0 5.7 0.0: 7.1 6.9
Old : 100.0: 35.1 52.3 39.8 23.0 1.0 9.4 3.6 7.6 0.0 5.7 0.0: 7.1 6.9
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 : 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 : 70.5 38.7 83.4 61.4 55.9 34.5 61.3 53.0
Old : 70.5 38.7 83.4 61.4 55.9 34.5 61.3 53.0
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, June 11, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,095: 8,230 13,575 0 8,440 2,045 13,670 0 805 0 0 0: 1,345 1,230
Old : 26,095: 8,230 13,575 0 8,440 2,045 13,670 0 805 0 0 0: 1,345 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,170: 925 -3,695 0 -130 0 -4,755 0 450 0 0 0: 210 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 52.0 0.0 32.3 7.8 52.4 0.0 3.1 0.0 0.0 0.0: 5.2 4.7
Old : 100.0: 31.5 52.0 0.0 32.3 7.8 52.4 0.0 3.1 0.0 0.0 0.0: 5.2 4.7
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 : 22: 13 11 0 . . 4 0 . 0 0 0:
Old : 22: 13 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 : 68.0 67.4 86.6 81.2 61.6 57.1 73.7 69.1
Old : 68.0 67.4 86.6 81.2 61.6 57.1 73.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, June 11, 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 : 86,605: 51,422 38,702 1,500 4,065 9,915 850 12,280 5,200 1,215 0 0: 16,503 16,443
Old : 86,605: 51,422 38,702 1,500 4,065 9,915 850 12,280 5,200 1,215 0 0: 16,503 16,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 1,722: 33 5,333 -715 30 700 100 -6,145 1,910 -200 0 0: -106 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 44.7 1.7 4.7 11.4 1.0 14.2 6.0 1.4 0.0 0.0: 19.1 19.0
Old : 100.0: 59.4 44.7 1.7 4.7 11.4 1.0 14.2 6.0 1.4 0.0 0.0: 19.1 19.0
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 : 38: 25 22 . . . . . . . 0 0:
Old : 38: 25 22 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 40.2 55.3 57.1 29.8 27.4 36.9 35.1
Old : 38.6 40.2 55.3 57.1 29.8 27.4 36.9 35.1
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, June 11, 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 : 76,489: 43,360 32,719 1,050 11,121 6,399 375 2,635 9,830 1,115 0 0: 14,360 13,785
Old : 76,489: 43,360 32,719 1,050 11,121 6,399 375 2,635 9,830 1,115 0 0: 14,360 13,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 19: -891 2,594 -85 735 -435 -25 -4,405 2,075 -100 -35 0: -520 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 42.8 1.4 14.5 8.4 0.5 3.4 12.9 1.5 0.0 0.0: 18.8 18.0
Old : 100.0: 56.7 42.8 1.4 14.5 8.4 0.5 3.4 12.9 1.5 0.0 0.0: 18.8 18.0
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: 16 21 . . . . . . . 0 0:
Old : 31: 16 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 : 47.1 47.5 64.2 63.9 30.9 33.3 39.7 40.1
Old : 47.1 47.5 64.2 63.9 30.9 33.3 39.7 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2019