COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,093: 10,178 10,493 2,401 114 557 344 9,882 540 9,496 1,697 586: 991 1,224
Old : 25,093: 10,178 10,493 2,401 114 557 344 9,882 540 9,496 1,697 586: 991 1,224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 518: 218 -118 -90 -5 110 -45 260 0 222 288 88: 15 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 41.8 9.6 0.5 2.2 1.4 39.4 2.2 37.8 6.8 2.3: 3.9 4.9
Old : 100.0: 40.6 41.8 9.6 0.5 2.2 1.4 39.4 2.2 37.8 6.8 2.3: 3.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 10 11 4 . 4 . . . 8 5 8:
Old : 35: 10 11 4 . 4 . . . 8 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 : 45.0 66.9 66.1 76.2 41.0 60.1 57.8 68.0
Old : 45.0 66.9 66.1 76.2 41.0 60.1 57.8 68.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,063: 19,467 18,016 0 7,283 5,459 6,204 7 1,729 364 427 3,163: 678 980
Old : 37,063: 19,467 18,016 0 7,283 5,459 6,204 7 1,729 364 427 3,163: 678 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 358: 650 -195 0 991 -573 237 3 -35 -11 89 93: -4 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 48.6 0.0 19.6 14.7 16.7 0.0 4.7 1.0 1.2 8.5: 1.8 2.6
Old : 100.0: 52.5 48.6 0.0 19.6 14.7 16.7 0.0 4.7 1.0 1.2 8.5: 1.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 26 24 0 4 . 7 . 6 4 5 9:
Old : 48: 26 24 0 4 . 7 . 6 4 5 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 : 45.0 51.0 65.4 68.2 36.3 35.3 42.3 43.9
Old : 45.0 51.0 65.4 68.2 36.3 35.3 42.3 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,879: 28,165 39,206 6,188 0 2,193 350 451 249 5,125 225 550: 60 5
Old : 42,879: 28,165 39,206 6,188 0 2,193 350 451 249 5,125 225 550: 60 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 83: -181 -27 -13 0 55 -25 -292 47 25 125 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 91.4 14.4 0.0 5.1 0.8 1.1 0.6 12.0 0.5 1.3: 0.1 0.0
Old : 100.0: 65.7 91.4 14.4 0.0 5.1 0.8 1.1 0.6 12.0 0.5 1.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 17 . 0 . . . . 4 . .:
Old : 35: 17 17 . 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 : 65.6 72.1 87.7 88.5 61.4 68.3 75.8 77.1
Old : 65.6 72.1 87.7 88.5 61.4 68.3 75.8 77.1
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,173: 16,794 18,773 0 3,065 960 25 0 0 4,950 75 300: 144 0
Old : 23,173: 16,794 18,773 0 3,065 960 25 0 0 4,950 75 300: 144 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -60: -110 -10 0 -175 -100 0 0 0 -75 0 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 81.0 0.0 13.2 4.1 0.1 0.0 0.0 21.4 0.3 1.3: 0.6 0.0
Old : 100.0: 72.5 81.0 0.0 13.2 4.1 0.1 0.0 0.0 21.4 0.3 1.3: 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 : 27: 13 15 0 . . . 0 0 4 . .:
Old : 27: 13 15 0 . . . 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 : 67.0 73.0 87.1 93.4 66.0 69.2 81.6 82.6
Old : 67.0 73.0 87.1 93.4 66.0 69.2 81.6 82.6
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,732: 128,532 102,703 1,618 30,900 3,449 555 1,676 3,245 4,999 450 3,093: 241 216
Old : 145,732: 128,532 102,703 1,618 30,900 3,449 555 1,676 3,245 4,999 450 3,093: 241 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 2,685: 1,135 1,724 -7 734 253 235 110 -60 1,150 0 -30: 9 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 70.5 1.1 21.2 2.4 0.4 1.2 2.2 3.4 0.3 2.1: 0.2 0.1
Old : 100.0: 88.2 70.5 1.1 21.2 2.4 0.4 1.2 2.2 3.4 0.3 2.1: 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 : 54: 30 34 . . 4 4 . 4 5 . .:
Old : 54: 30 34 . . 4 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 : 39.6 62.5 62.2 73.6 33.2 50.4 47.8 58.5
Old : 39.6 62.5 62.2 73.6 33.2 50.4 47.8 58.5
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,005: 43,064 36,251 3,148 4,638 2,929 75 4,798 499 50 700 175: 65 15
Old : 50,005: 43,064 36,251 3,148 4,638 2,929 75 4,798 499 50 700 175: 65 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 2,570: 1,935 2,047 60 -53 675 -25 -49 -25 -25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 72.5 6.3 9.3 5.9 0.1 9.6 1.0 0.1 1.4 0.3: 0.1 0.0
Old : 100.0: 86.1 72.5 6.3 9.3 5.9 0.1 9.6 1.0 0.1 1.4 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 18 . . . . 4 . . . .:
Old : 35: 16 18 . . . . 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 : 74.7 61.8 93.1 81.5 68.5 51.4 77.1 69.4
Old : 74.7 61.8 93.1 81.5 68.5 51.4 77.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,183: 34,574 40,273 8,029 7,465 1,700 6,000 675 0 0 255 705: 175 110
Old : 51,183: 34,574 40,273 8,029 7,465 1,700 6,000 675 0 0 255 705: 175 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -166: -101 -341 -70 100 0 0 75 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 78.7 15.7 14.6 3.3 11.7 1.3 0.0 0.0 0.5 1.4: 0.3 0.2
Old : 100.0: 67.5 78.7 15.7 14.6 3.3 11.7 1.3 0.0 0.0 0.5 1.4: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 24 . . . . . 0 0 . .:
Old : 34: 22 24 . . . . . 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 : 53.5 46.8 73.1 68.0 47.7 41.1 59.6 60.5
Old : 53.5 46.8 73.1 68.0 47.7 41.1 59.6 60.5
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,641: 43,342 44,156 4,144 21,740 5,325 18,160 1,190 210 752 0 945: 763 75
Old : 73,641: 43,342 44,156 4,144 21,740 5,325 18,160 1,190 210 752 0 945: 763 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 890: 1,724 950 -1,095 -245 235 -50 55 10 108 0 -120: 78 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 60.0 5.6 29.5 7.2 24.7 1.6 0.3 1.0 0.0 1.3: 1.0 0.1
Old : 100.0: 58.9 60.0 5.6 29.5 7.2 24.7 1.6 0.3 1.0 0.0 1.3: 1.0 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 : 39: 24 22 . . . . 4 . . 0 .:
Old : 39: 24 22 . . . . 4 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 54.5 69.0 76.3 45.2 52.9 57.1 64.0
Old : 49.7 54.5 69.0 76.3 45.2 52.9 57.1 64.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,465: 58,668 55,253 13,208 20,748 250 875 100 0 2,852 0 840: 772 274
Old : 77,465: 58,668 55,253 13,208 20,748 250 875 100 0 2,852 0 840: 772 274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 310: 10 1,125 60 -290 -50 0 0 0 595 -110 -365: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 71.3 17.1 26.8 0.3 1.1 0.1 0.0 3.7 0.0 1.1: 1.0 0.4
Old : 100.0: 75.7 71.3 17.1 26.8 0.3 1.1 0.1 0.0 3.7 0.0 1.1: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 23 . . . . . 0 . 0 .:
Old : 37: 19 23 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 65.1 74.4 80.0 49.3 64.7 72.8 77.7
Old : 50.0 65.1 74.4 80.0 49.3 64.7 72.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 8,150: 7,850 6,400 0 500 250 50 500 0 0 100 0: 0 400
Old : 8,150: 7,850 6,400 0 500 250 50 500 0 0 100 0: 0 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 78.5 0.0 6.1 3.1 0.6 6.1 0.0 0.0 1.2 0.0: 0.0 4.9
Old : 100.0: 96.3 78.5 0.0 6.1 3.1 0.6 6.1 0.0 0.0 1.2 0.0: 0.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 0 . . . . 0 0 . 0:
Old : 20: 10 9 0 . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 66.3 94.5 84.7 72.4 66.3 84.0 78.5
Old : 78.5 66.3 94.5 84.7 72.4 66.3 84.0 78.5
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,290: 80,831 71,212 23,039 38,285 835 1,145 100 0 3,756 0 800: 884 58
Old : 111,290: 80,831 71,212 23,039 38,285 835 1,145 100 0 3,756 0 800: 884 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 389: -81 1,134 120 -340 -30 50 0 0 705 0 -375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 64.0 20.7 34.4 0.8 1.0 0.1 0.0 3.4 0.0 0.7: 0.8 0.1
Old : 100.0: 72.6 64.0 20.7 34.4 0.8 1.0 0.1 0.0 3.4 0.0 0.7: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 20 24 . . . . . 0 4 0 .:
Old : 43: 20 24 . . . . . 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 : 47.9 61.9 71.1 81.2 47.7 61.2 69.0 79.8
Old : 47.9 61.9 71.1 81.2 47.7 61.2 69.0 79.8
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,930: 31,080 40,715 9,620 0 1,875 0 0 0 95 100 120: 140 120
Old : 42,930: 31,080 40,715 9,620 0 1,875 0 0 0 95 100 120: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -1,340: -370 -1,115 -565 0 -155 -85 0 0 0 25 -25: -140 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 94.8 22.4 0.0 4.4 0.0 0.0 0.0 0.2 0.2 0.3: 0.3 0.3
Old : 100.0: 72.4 94.8 22.4 0.0 4.4 0.0 0.0 0.0 0.2 0.2 0.3: 0.3 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 : 30: 17 17 . 0 . 0 0 0 . . .:
Old : 30: 17 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 : 63.7 87.4 88.8 96.0 59.3 85.2 81.9 88.4
Old : 63.7 87.4 88.8 96.0 59.3 85.2 81.9 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,947: 22,529 21,330 0 1,792 2,630 0 0 0 338 30 105: 345 60
Old : 25,947: 22,529 21,330 0 1,792 2,630 0 0 0 338 30 105: 345 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -1,032: -622 -1,065 0 31 66 0 0 0 -49 20 -50: -377 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 82.2 0.0 6.9 10.1 0.0 0.0 0.0 1.3 0.1 0.4: 1.3 0.2
Old : 100.0: 86.8 82.2 0.0 6.9 10.1 0.0 0.0 0.0 1.3 0.1 0.4: 1.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 18 0 . . 0 0 0 . . .:
Old : 24: 16 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 : 50.4 58.8 76.8 81.3 41.8 44.3 56.1 54.1
Old : 50.4 58.8 76.8 81.3 41.8 44.3 56.1 54.1
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,253: 38,710 35,344 2,462 8,931 8,509 509 78 404 3,856 1,623 3,352: 451 11
Old : 58,253: 38,710 35,344 2,462 8,931 8,509 509 78 404 3,856 1,623 3,352: 451 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -2,178: -1,881 -1,021 181 -1,109 65 253 -50 4 -390 192 -211: -200 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 60.7 4.2 15.3 14.6 0.9 0.1 0.7 6.6 2.8 5.8: 0.8 0.0
Old : 100.0: 66.5 60.7 4.2 15.3 14.6 0.9 0.1 0.7 6.6 2.8 5.8: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 26 28 . . . . . . 6 4 7:
Old : 48: 26 28 . . . . . . 6 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 52.2 71.3 67.3 25.7 30.9 38.1 38.0
Old : 48.3 52.2 71.3 67.3 25.7 30.9 38.1 38.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,054: 5,510 8,660 3,146 600 150 0 0 0 1,650 960 300: 298 384
Old : 11,054: 5,510 8,660 3,146 600 150 0 0 0 1,650 960 300: 298 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -723: -393 -153 -225 0 -50 0 -50 0 400 0 -450: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 78.3 28.5 5.4 1.4 0.0 0.0 0.0 14.9 8.7 2.7: 2.7 3.5
Old : 100.0: 49.8 78.3 28.5 5.4 1.4 0.0 0.0 0.0 14.9 8.7 2.7: 2.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 61.6 51.1 83.4 74.7 50.8 45.1 70.7 63.9
Old : 61.6 51.1 83.4 74.7 50.8 45.1 70.7 63.9
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,449: 43,889 53,899 9,795 0 3,145 0 0 0 490 100 120: 10 185
Old : 57,449: 43,889 53,899 9,795 0 3,145 0 0 0 490 100 120: 10 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -1,443: 627 -978 -1,030 0 -385 -85 0 0 25 0 0: -595 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 93.8 17.0 0.0 5.5 0.0 0.0 0.0 0.9 0.2 0.2: 0.0 0.3
Old : 100.0: 76.4 93.8 17.0 0.0 5.5 0.0 0.0 0.0 0.9 0.2 0.2: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 19 . 0 . 0 0 0 . . .:
Old : 33: 18 19 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 78.9 87.2 91.9 54.7 76.5 74.5 81.4
Old : 58.8 78.9 87.2 91.9 54.7 76.5 74.5 81.4
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,615: 34,835 25,306 600 12,699 40 2,346 90 0 229 335 145: 420 0
Old : 38,615: 34,835 25,306 600 12,699 40 2,346 90 0 229 335 145: 420 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -153: 157 -924 0 1,084 -50 36 -170 0 35 50 -95: -236 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 65.5 1.6 32.9 0.1 6.1 0.2 0.0 0.6 0.9 0.4: 1.1 0.0
Old : 100.0: 90.2 65.5 1.6 32.9 0.1 6.1 0.2 0.0 0.6 0.9 0.4: 1.1 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 : 34: 17 22 . . . 4 . 0 . . .:
Old : 34: 17 22 . . . 4 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 53.8 79.8 79.2 49.8 52.5 63.8 72.5
Old : 60.3 53.8 79.8 79.2 49.8 52.5 63.8 72.5
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,324: 55,048 61,014 6,536 4,850 1,790 600 0 0 3,920 300 7: 423 363
Old : 68,324: 55,048 61,014 6,536 4,850 1,790 600 0 0 3,920 300 7: 423 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 535: 565 1,135 -60 -600 0 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 89.3 9.6 7.1 2.6 0.9 0.0 0.0 5.7 0.4 0.0: 0.6 0.5
Old : 100.0: 80.6 89.3 9.6 7.1 2.6 0.9 0.0 0.0 5.7 0.4 0.0: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . . . . 0 0 . . .:
Old : 29: 20 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 87.0 72.9 96.5 49.0 80.2 64.6 80.8
Old : 54.0 87.0 72.9 96.5 49.0 80.2 64.6 80.8
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,146: 59,825 63,863 7,049 6,113 2,330 0 0 0 4,259 1,800 10: 673 30
Old : 74,146: 59,825 63,863 7,049 6,113 2,330 0 0 0 4,259 1,800 10: 673 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 855: 750 1,405 -60 -600 50 0 0 0 60 0 0: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 86.1 9.5 8.2 3.1 0.0 0.0 0.0 5.7 2.4 0.0: 0.9 0.0
Old : 100.0: 80.7 86.1 9.5 8.2 3.1 0.0 0.0 0.0 5.7 2.4 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 16 . . . 0 0 0 . . .:
Old : 31: 21 16 . . . 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 : 51.8 80.9 74.3 94.1 49.3 75.7 64.2 81.0
Old : 51.8 80.9 74.3 94.1 49.3 75.7 64.2 81.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,404: 80,661 84,090 9,027 5,795 2,319 0 0 0 75 13 186: 136 1
Old : 92,404: 80,661 84,090 9,027 5,795 2,319 0 0 0 75 13 186: 136 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 2,271: 1,657 2,328 705 185 -79 0 0 0 25 -130 -34: -3 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 91.0 9.8 6.3 2.5 0.0 0.0 0.0 0.1 0.0 0.2: 0.1 0.0
Old : 100.0: 87.3 91.0 9.8 6.3 2.5 0.0 0.0 0.0 0.1 0.0 0.2: 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 : 36: 19 22 . 4 . 0 0 0 . . .:
Old : 36: 19 22 . 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 : 64.7 59.7 82.9 84.4 63.1 58.3 76.4 73.0
Old : 64.7 59.7 82.9 84.4 63.1 58.3 76.4 73.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,708: 102,737 106,355 10,493 6,462 2,836 0 1,855 75 1,359 352 733: 475 39
Old : 118,708: 102,737 106,355 10,493 6,462 2,836 0 1,855 75 1,359 352 733: 475 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,814: 1,190 2,419 431 59 6 0 63 -40 478 -413 -289: 38 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 89.6 8.8 5.4 2.4 0.0 1.6 0.1 1.1 0.3 0.6: 0.4 0.0
Old : 100.0: 86.5 89.6 8.8 5.4 2.4 0.0 1.6 0.1 1.1 0.3 0.6: 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 : 46: 21 27 . 5 . 0 4 . 4 . .:
Old : 46: 21 27 . 5 . 0 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 : 63.0 55.2 81.2 81.0 57.6 55.1 70.7 69.7
Old : 63.0 55.2 81.2 81.0 57.6 55.1 70.7 69.7
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 49,400: 41,900 45,405 3,930 0 3,495 0 75 0 75 425 0: 0 0
Old : 49,400: 41,900 45,405 3,930 0 3,495 0 75 0 75 425 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 425: 200 425 175 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 91.9 8.0 0.0 7.1 0.0 0.2 0.0 0.2 0.9 0.0: 0.0 0.0
Old : 100.0: 84.8 91.9 8.0 0.0 7.1 0.0 0.2 0.0 0.2 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . 0 . 0 . 0 . . 0:
Old : 27: 12 11 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 86.1 98.1 96.5 83.1 85.2 91.1 90.6
Old : 87.2 86.1 98.1 96.5 83.1 85.2 91.1 90.6
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,498: 41,573 45,700 3,790 1,851 2,782 1,275 0 350 300 523 195: 1,233 97
Old : 51,498: 41,573 45,700 3,790 1,851 2,782 1,275 0 350 300 523 195: 1,233 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,285: 1,483 5,794 450 -2,600 591 675 -600 100 0 -5 5: -19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 88.7 7.4 3.6 5.4 2.5 0.0 0.7 0.6 1.0 0.4: 2.4 0.2
Old : 100.0: 80.7 88.7 7.4 3.6 5.4 2.5 0.0 0.7 0.6 1.0 0.4: 2.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . . 0 . . . .:
Old : 26: 16 17 . . . . 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 : 50.6 76.3 81.3 87.7 47.8 67.5 67.3 72.6
Old : 50.6 76.3 81.3 87.7 47.8 67.5 67.3 72.6
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,066: 30,368 53,143 2,245 1,512 3,548 22,046 0 0 0 756 69: 790 38
Old : 59,066: 30,368 53,143 2,245 1,512 3,548 22,046 0 0 0 756 69: 790 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 4,407: 1,247 6,046 1,350 -2,270 625 1,211 0 0 -430 0 -32: 436 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 90.0 3.8 2.6 6.0 37.3 0.0 0.0 0.0 1.3 0.1: 1.3 0.1
Old : 100.0: 51.4 90.0 3.8 2.6 6.0 37.3 0.0 0.0 0.0 1.3 0.1: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 23 . . . 5 0 0 0 . .:
Old : 34: 22 23 . . . 5 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 60.9 82.5 78.5 62.1 54.1 70.0 65.2
Old : 66.6 60.9 82.5 78.5 62.1 54.1 70.0 65.2
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,752: 19,845 34,264 14,131 0 150 200 0 280 0 0 0: 146 58
Old : 34,752: 19,845 34,264 14,131 0 150 200 0 280 0 0 0: 146 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 30: 0 10 10 0 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 98.6 40.7 0.0 0.4 0.6 0.0 0.8 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 57.1 98.6 40.7 0.0 0.4 0.6 0.0 0.8 0.0 0.0 0.0: 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 : 23: 13 12 4 0 . . 0 . 0 0 0:
Old : 23: 13 12 4 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 91.5 83.6 96.7 61.9 86.1 80.8 90.0
Old : 62.0 91.5 83.6 96.7 61.9 86.1 80.8 90.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,505: 20,255 31,185 11,000 0 180 0 0 0 0 0 0: 70 140
Old : 31,505: 20,255 31,185 11,000 0 180 0 0 0 0 0 0: 70 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 99.0 34.9 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 64.3 99.0 34.9 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 4 0 . 0 0 0 0 0 0:
Old : 23: 14 11 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 90.0 84.7 97.7 59.8 84.3 81.3 88.8
Old : 59.9 90.0 84.7 97.7 59.8 84.3 81.3 88.8
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,464: 29,242 29,551 1,697 370 933 120 565 0 0 721 300: 172 24
Old : 32,464: 29,242 29,551 1,697 370 933 120 565 0 0 721 300: 172 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 75: -95 94 283 0 -118 0 40 0 0 75 0: 5 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 91.0 5.2 1.1 2.9 0.4 1.7 0.0 0.0 2.2 0.9: 0.5 0.1
Old : 100.0: 90.1 91.0 5.2 1.1 2.9 0.4 1.7 0.0 0.0 2.2 0.9: 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 : 32: 15 19 . . . . . 0 0 . .:
Old : 32: 15 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 : 76.8 59.5 89.9 78.6 75.9 58.7 85.1 77.0
Old : 76.8 59.5 89.9 78.6 75.9 58.7 85.1 77.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,720: 19,122 21,970 2,793 0 160 0 195 205 180 65 120: 140 5
Old : 22,720: 19,122 21,970 2,793 0 160 0 195 205 180 65 120: 140 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 165: -385 80 550 0 0 0 125 0 5 -35 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 96.7 12.3 0.0 0.7 0.0 0.9 0.9 0.8 0.3 0.5: 0.6 0.0
Old : 100.0: 84.2 96.7 12.3 0.0 0.7 0.0 0.9 0.9 0.8 0.3 0.5: 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 : 29: 14 17 . 0 . 0 . . . . .:
Old : 29: 14 17 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 69.7 88.7 89.7 70.5 68.4 84.1 83.7
Old : 72.8 69.7 88.7 89.7 70.5 68.4 84.1 83.7
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,609: 38,793 31,645 4,347 10,910 391 0 870 1,355 371 190 200: 152 48
Old : 45,609: 38,793 31,645 4,347 10,910 391 0 870 1,355 371 190 200: 152 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 715: 450 269 111 450 3 0 -232 127 0 90 0: 24 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 69.4 9.5 23.9 0.9 0.0 1.9 3.0 0.8 0.4 0.4: 0.3 0.1
Old : 100.0: 85.1 69.4 9.5 23.9 0.9 0.0 1.9 3.0 0.8 0.4 0.4: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 23 . . . 0 4 . . . .:
Old : 36: 20 23 . . . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 56.2 77.7 74.7 43.8 53.4 61.2 63.2
Old : 58.0 56.2 77.7 74.7 43.8 53.4 61.2 63.2
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,149: 33,103 24,924 3,227 12,330 527 1,172 0 90 0 230 10: 20 38
Old : 38,149: 33,103 24,924 3,227 12,330 527 1,172 0 90 0 230 10: 20 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 150: 20 -10 15 135 -15 165 0 -35 0 90 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 65.3 8.5 32.3 1.4 3.1 0.0 0.2 0.0 0.6 0.0: 0.1 0.1
Old : 100.0: 86.8 65.3 8.5 32.3 1.4 3.1 0.0 0.2 0.0 0.6 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 18 . . . . 0 . 0 . .:
Old : 33: 21 18 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 66.1 80.7 87.8 47.1 61.3 59.9 71.0
Old : 63.3 66.1 80.7 87.8 47.1 61.3 59.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,807: 11,049 11,799 1,956 2,579 1,429 597 0 0 600 0 0: 176 0
Old : 15,807: 11,049 11,799 1,956 2,579 1,429 597 0 0 600 0 0: 176 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 65: -30 -60 100 155 -30 -225 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 74.6 12.4 16.3 9.0 3.8 0.0 0.0 3.8 0.0 0.0: 1.1 0.0
Old : 100.0: 69.9 74.6 12.4 16.3 9.0 3.8 0.0 0.0 3.8 0.0 0.0: 1.1 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 : 23: 13 10 . . . . 0 0 . 0 0:
Old : 23: 13 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 74.6 84.6 94.7 56.9 58.6 71.6 76.4
Old : 60.3 74.6 84.6 94.7 56.9 58.6 71.6 76.4
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,931: 9,526 15,111 3,154 0 1,290 0 300 50 2,731 0 180: 0 0
Old : 16,931: 9,526 15,111 3,154 0 1,290 0 300 50 2,731 0 180: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 225: 325 150 0 0 0 0 0 0 -175 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 89.3 18.6 0.0 7.6 0.0 1.8 0.3 16.1 0.0 1.1: 0.0 0.0
Old : 100.0: 56.3 89.3 18.6 0.0 7.6 0.0 1.8 0.3 16.1 0.0 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . 0 . 0 . . . 0 .:
Old : 21: 12 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 : 55.4 87.2 82.0 97.0 48.7 81.9 72.7 82.8
Old : 55.4 87.2 82.0 97.0 48.7 81.9 72.7 82.8
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,104: 10,924 15,369 3,236 0 1,060 0 1,000 50 2,209 0 625: 0 0
Old : 18,104: 10,924 15,369 3,236 0 1,060 0 1,000 50 2,209 0 625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 250: 325 150 0 0 0 0 0 0 -175 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 84.9 17.9 0.0 5.9 0.0 5.5 0.3 12.2 0.0 3.5: 0.0 0.0
Old : 100.0: 60.3 84.9 17.9 0.0 5.9 0.0 5.5 0.3 12.2 0.0 3.5: 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 : 20: 12 9 . 0 . 0 . . . 0 .:
Old : 20: 12 9 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 83.2 79.5 95.9 44.9 81.7 68.1 82.0
Old : 51.2 83.2 79.5 95.9 44.9 81.7 68.1 82.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,632: 9,662 11,815 9,150 8,313 125 100 0 0 3,685 2,905 390: 520 84
Old : 23,632: 9,662 11,815 9,150 8,313 125 100 0 0 3,685 2,905 390: 520 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 50.0 38.7 35.2 0.5 0.4 0.0 0.0 15.6 12.3 1.7: 2.2 0.4
Old : 100.0: 40.9 50.0 38.7 35.2 0.5 0.4 0.0 0.0 15.6 12.3 1.7: 2.2 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 : 24: 10 11 . . . . 0 0 . . .:
Old : 24: 10 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 65.6 92.6 89.7 71.2 65.1 90.4 85.7
Old : 72.4 65.6 92.6 89.7 71.2 65.1 90.4 85.7
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,149: 8,534 10,375 8,733 8,283 125 100 0 0 3,715 2,855 440: 502 71
Old : 22,149: 8,534 10,375 8,733 8,283 125 100 0 0 3,715 2,855 440: 502 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 46.8 39.4 37.4 0.6 0.5 0.0 0.0 16.8 12.9 2.0: 2.3 0.3
Old : 100.0: 38.5 46.8 39.4 37.4 0.6 0.5 0.0 0.0 16.8 12.9 2.0: 2.3 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 : 22: 10 9 . . . . 0 0 . . .:
Old : 22: 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 : 74.1 67.6 92.5 93.2 72.6 67.1 90.1 89.3
Old : 74.1 67.6 92.5 93.2 72.6 67.1 90.1 89.3
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,880: 32,200 41,440 8,642 0 3,175 1,200 575 150 0 215 2,295: 218 30
Old : 47,880: 32,200 41,440 8,642 0 3,175 1,200 575 150 0 215 2,295: 218 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,890: 220 2,020 220 0 0 1,200 0 0 0 -380 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 86.5 18.0 0.0 6.6 2.5 1.2 0.3 0.0 0.4 4.8: 0.5 0.1
Old : 100.0: 67.3 86.5 18.0 0.0 6.6 2.5 1.2 0.3 0.0 0.4 4.8: 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 : 29: 16 12 4 0 . . . . 0 . .:
Old : 29: 16 12 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 : 57.5 84.9 78.4 94.4 51.5 78.7 71.7 82.3
Old : 57.5 84.9 78.4 94.4 51.5 78.7 71.7 82.3
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,920: 32,781 41,263 8,396 0 2,642 1,200 575 150 145 900 2,360: 246 30
Old : 47,920: 32,781 41,263 8,396 0 2,642 1,200 575 150 145 900 2,360: 246 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,770: 270 2,070 220 0 0 1,200 0 0 145 -235 -65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 86.1 17.5 0.0 5.5 2.5 1.2 0.3 0.3 1.9 4.9: 0.5 0.1
Old : 100.0: 68.4 86.1 17.5 0.0 5.5 2.5 1.2 0.3 0.3 1.9 4.9: 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 : 29: 16 10 4 0 . . . . . . .:
Old : 29: 16 10 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 82.7 78.8 93.3 52.3 78.4 72.6 82.8
Old : 56.9 82.7 78.8 93.3 52.3 78.4 72.6 82.8
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,433: 92,955 93,317 14,440 13,184 3,295 1,810 1,565 125 8,520 9,737 160: 128 50
Old : 121,433: 92,955 93,317 14,440 13,184 3,295 1,810 1,565 125 8,520 9,737 160: 128 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 2,908: 2,933 1,803 0 -355 -25 0 1,205 0 0 280 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 76.8 11.9 10.9 2.7 1.5 1.3 0.1 7.0 8.0 0.1: 0.1 0.0
Old : 100.0: 76.5 76.8 11.9 10.9 2.7 1.5 1.3 0.1 7.0 8.0 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 23 . 4 . . . . 5 . .:
Old : 51: 27 23 . 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 : 45.3 57.1 66.4 83.0 45.1 53.2 64.3 75.6
Old : 45.3 57.1 66.4 83.0 45.1 53.2 64.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,628: 100,617 93,779 17,350 18,845 3,166 350 1,685 755 6,545 10,620 645: 200 133
Old : 129,628: 100,617 93,779 17,350 18,845 3,166 350 1,685 755 6,545 10,620 645: 200 133
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 4,466: 3,486 3,386 400 -995 475 0 1,255 -50 60 280 100: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 72.3 13.4 14.5 2.4 0.3 1.3 0.6 5.0 8.2 0.5: 0.2 0.1
Old : 100.0: 77.6 72.3 13.4 14.5 2.4 0.3 1.3 0.6 5.0 8.2 0.5: 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 : 56: 31 25 . 5 . . 4 . 4 . .:
Old : 56: 31 25 . 5 . . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 53.3 64.9 80.1 46.7 51.3 61.9 73.1
Old : 47.1 53.3 64.9 80.1 46.7 51.3 61.9 73.1
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 282,859: 172,337 195,823 47,716 29,565 17,323 11,149 17,690 11,947 15,942 4,336 5,758: 686 417
Old : 282,859: 172,337 195,823 47,716 29,565 17,323 11,149 17,690 11,947 15,942 4,336 5,758: 686 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 10,566: 4,778 8,203 1,021 836 500 1,804 -32 647 1,968 175 64: -215 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 69.2 16.9 10.5 6.1 3.9 6.3 4.2 5.6 1.5 2.0: 0.2 0.1
Old : 100.0: 60.9 69.2 16.9 10.5 6.1 3.9 6.3 4.2 5.6 1.5 2.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 80: 38 39 . 4 4 10 5 10 9 5 10:
Old : 80: 38 39 . 4 4 10 5 10 9 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 48.3 58.4 67.0 31.5 36.4 42.7 45.5
Old : 40.7 48.3 58.4 67.0 31.5 36.4 42.7 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,263: 13,178 25,858 7,195 0 0 930 0 20 4,735 205 180: 25 0
Old : 26,263: 13,178 25,858 7,195 0 0 930 0 20 4,735 205 180: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 110: 0 110 50 0 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 98.5 27.4 0.0 0.0 3.5 0.0 0.1 18.0 0.8 0.7: 0.1 0.0
Old : 100.0: 50.2 98.5 27.4 0.0 0.0 3.5 0.0 0.1 18.0 0.8 0.7: 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 : 26: 16 10 . 0 0 . 0 . . . .:
Old : 26: 16 10 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 96.5 82.5 99.2 54.5 95.5 81.3 96.3
Old : 55.2 96.5 82.5 99.2 54.5 95.5 81.3 96.3
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,223: 12,096 23,413 7,544 0 0 450 1,500 0 4,841 55 255: 37 0
Old : 25,223: 12,096 23,413 7,544 0 0 450 1,500 0 4,841 55 255: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 110: 0 110 50 0 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 92.8 29.9 0.0 0.0 1.8 5.9 0.0 19.2 0.2 1.0: 0.1 0.0
Old : 100.0: 48.0 92.8 29.9 0.0 0.0 1.8 5.9 0.0 19.2 0.2 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . 0 0 . . 0 . . .:
Old : 25: 14 10 . 0 0 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 94.7 86.4 98.7 58.6 93.9 85.4 96.0
Old : 59.4 94.7 86.4 98.7 58.6 93.9 85.4 96.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,612: 5,895 10,027 10,877 4,330 270 25 2,590 0 450 300 0: 1,095 1,095
Old : 18,612: 5,895 10,027 10,877 4,330 270 25 2,590 0 450 300 0: 1,095 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,955: 1,050 1,860 3,175 2,365 -30 0 0 0 0 0 0: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 53.9 58.4 23.3 1.5 0.1 13.9 0.0 2.4 1.6 0.0: 5.9 5.9
Old : 100.0: 31.7 53.9 58.4 23.3 1.5 0.1 13.9 0.0 2.4 1.6 0.0: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 11 . . . . . 0 . . 0:
Old : 20: 8 11 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.1 69.1 93.3 83.8 84.1 68.8 88.3 82.7
Old : 87.1 69.1 93.3 83.8 84.1 68.8 88.3 82.7
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,871: 25,084 20,826 18,423 24,755 140 1,060 5,140 3,285 6,785 0 1,505: 7,589 8,220
Old : 63,871: 25,084 20,826 18,423 24,755 140 1,060 5,140 3,285 6,785 0 1,505: 7,589 8,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,115: -960 750 2,985 300 0 -1,375 625 1,360 1,025 0 375: -295 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 32.6 28.8 38.8 0.2 1.7 8.0 5.1 10.6 0.0 2.4: 11.9 12.9
Old : 100.0: 39.3 32.6 28.8 38.8 0.2 1.7 8.0 5.1 10.6 0.0 2.4: 11.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 18 . . . . . . . 0 .:
Old : 27: 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 : 64.2 53.2 83.0 68.9 61.3 53.0 70.2 66.1
Old : 64.2 53.2 83.0 68.9 61.3 53.0 70.2 66.1
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,046: 25,182 20,476 17,700 25,115 175 1,890 5,140 3,285 6,370 0 1,335: 7,109 7,520
Old : 63,046: 25,182 20,476 17,700 25,115 175 1,890 5,140 3,285 6,370 0 1,335: 7,109 7,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,225: -1,015 695 2,985 300 0 -1,375 625 1,360 1,025 0 375: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 32.5 28.1 39.8 0.3 3.0 8.2 5.2 10.1 0.0 2.1: 11.3 11.9
Old : 100.0: 39.9 32.5 28.1 39.8 0.3 3.0 8.2 5.2 10.1 0.0 2.1: 11.3 11.9
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 : 29: 13 19 . . . . . . . 0 .:
Old : 29: 13 19 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 55.6 81.7 71.4 61.0 55.0 68.6 65.9
Old : 63.3 55.6 81.7 71.4 61.0 55.0 68.6 65.9
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,040: 13,066 5,200 3,724 0 785 150 6,150 350 0 5,910 0: 3,965 3,645
Old : 22,040: 13,066 5,200 3,724 0 785 150 6,150 350 0 5,910 0: 3,965 3,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 90: 15 0 -15 0 5 25 -50 50 0 75 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 23.6 16.9 0.0 3.6 0.7 27.9 1.6 0.0 26.8 0.0: 18.0 16.5
Old : 100.0: 59.3 23.6 16.9 0.0 3.6 0.7 27.9 1.6 0.0 26.8 0.0: 18.0 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 8 . 0 . . . . 0 . 0:
Old : 26: 15 8 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 60.9 69.3 73.4 41.1 59.5 62.8 71.0
Old : 44.1 60.9 69.3 73.4 41.1 59.5 62.8 71.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,790: 12,426 5,250 4,114 0 678 150 6,150 350 0 5,610 0: 4,072 3,752
Old : 21,790: 12,426 5,250 4,114 0 678 150 6,150 350 0 5,610 0: 4,072 3,752
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 90: 15 0 -15 0 0 25 -50 50 0 75 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 24.1 18.9 0.0 3.1 0.7 28.2 1.6 0.0 25.7 0.0: 18.7 17.2
Old : 100.0: 57.0 24.1 18.9 0.0 3.1 0.7 28.2 1.6 0.0 25.7 0.0: 18.7 17.2
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: 15 8 . 0 . . . . 0 . 0:
Old : 26: 15 8 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 60.2 68.3 72.8 42.3 58.8 62.0 70.4
Old : 45.4 60.2 68.3 72.8 42.3 58.8 62.0 70.4
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,256: 10,501 22,571 3,552 2,955 385 10,250 730 0 2,200 0 0: 3,368 3,615
Old : 30,256: 10,501 22,571 3,552 2,955 385 10,250 730 0 2,200 0 0: 3,368 3,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,150: 420 420 -600 0 0 600 0 0 0 0 0: 730 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 74.6 11.7 9.8 1.3 33.9 2.4 0.0 7.3 0.0 0.0: 11.1 11.9
Old : 100.0: 34.7 74.6 11.7 9.8 1.3 33.9 2.4 0.0 7.3 0.0 0.0: 11.1 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 13 . . . . . 0 . 0 0:
Old : 24: 8 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 : 63.3 71.5 82.0 80.8 63.2 70.3 80.1 79.3
Old : 63.3 71.5 82.0 80.8 63.2 70.3 80.1 79.3
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,997: 10,757 18,878 3,390 5,410 410 8,750 730 0 2,100 0 0: 3,590 3,569
Old : 28,997: 10,757 18,878 3,390 5,410 410 8,750 730 0 2,100 0 0: 3,590 3,569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,200: 420 420 -600 0 0 600 0 0 0 0 0: 780 780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 65.1 11.7 18.7 1.4 30.2 2.5 0.0 7.2 0.0 0.0: 12.4 12.3
Old : 100.0: 37.1 65.1 11.7 18.7 1.4 30.2 2.5 0.0 7.2 0.0 0.0: 12.4 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 : 21: 7 11 . . . . . 0 . 0 0:
Old : 21: 7 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 : 60.6 75.0 81.1 84.2 60.2 73.6 80.1 82.0
Old : 60.6 75.0 81.1 84.2 60.2 73.6 80.1 82.0
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,655: 12,565 28,435 8,160 0 155 3,450 725 80 5,115 350 1,790: 3,340 3,120
Old : 34,655: 12,565 28,435 8,160 0 155 3,450 725 80 5,115 350 1,790: 3,340 3,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 0: -220 0 0 0 0 0 0 0 0 0 0: 220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 82.1 23.5 0.0 0.4 10.0 2.1 0.2 14.8 1.0 5.2: 9.6 9.0
Old : 100.0: 36.3 82.1 23.5 0.0 0.4 10.0 2.1 0.2 14.8 1.0 5.2: 9.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 9 . 0 . 4 . . . . .:
Old : 29: 14 9 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 75.4 73.7 88.5 46.7 73.4 68.5 81.5
Old : 51.9 75.4 73.7 88.5 46.7 73.4 68.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,605: 11,170 27,560 7,905 0 120 3,000 725 80 5,990 0 1,090: 3,250 3,030
Old : 32,605: 11,170 27,560 7,905 0 120 3,000 725 80 5,990 0 1,090: 3,250 3,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 0: -220 0 0 0 0 0 0 0 0 0 0: 220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 84.5 24.2 0.0 0.4 9.2 2.2 0.2 18.4 0.0 3.3: 10.0 9.3
Old : 100.0: 34.3 84.5 24.2 0.0 0.4 9.2 2.2 0.2 18.4 0.0 3.3: 10.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 7 . 0 . 4 . . . 0 .:
Old : 27: 14 7 . 0 . 4 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 78.3 74.1 89.1 50.5 76.9 71.1 84.4
Old : 53.5 78.3 74.1 89.1 50.5 76.9 71.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,905: 8,230 3,515 1,225 4,300 50 25 1,445 65 0 535 775: 1,535 1,220
Old : 11,905: 8,230 3,515 1,225 4,300 50 25 1,445 65 0 535 775: 1,535 1,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 50: 50 0 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 29.5 10.3 36.1 0.4 0.2 12.1 0.5 0.0 4.5 6.5: 12.9 10.2
Old : 100.0: 69.1 29.5 10.3 36.1 0.4 0.2 12.1 0.5 0.0 4.5 6.5: 12.9 10.2
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 : 22: 13 10 . . . . . . 0 . .:
Old : 22: 13 10 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 62.1 76.3 81.4 58.3 53.9 68.6 70.3
Old : 60.0 62.1 76.3 81.4 58.3 53.9 68.6 70.3
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,365: 7,670 3,125 1,525 4,250 0 25 1,425 65 0 675 575: 1,505 1,250
Old : 11,365: 7,670 3,125 1,525 4,250 0 25 1,425 65 0 675 575: 1,505 1,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 50: 50 0 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 27.5 13.4 37.4 0.0 0.2 12.5 0.6 0.0 5.9 5.1: 13.2 11.0
Old : 100.0: 67.5 27.5 13.4 37.4 0.0 0.2 12.5 0.6 0.0 5.9 5.1: 13.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . 0 . . . 0 . .:
Old : 22: 13 10 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 63.0 76.6 82.9 61.9 56.1 71.5 74.4
Old : 62.0 63.0 76.6 82.9 61.9 56.1 71.5 74.4
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,085: 31,155 17,575 0 7,415 2,915 1,275 12,740 455 4,770 80 3,940: 2,575 1,965
Old : 47,085: 31,155 17,575 0 7,415 2,915 1,275 12,740 455 4,770 80 3,940: 2,575 1,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 300: 650 150 0 250 0 0 0 0 -250 0 -50: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 37.3 0.0 15.7 6.2 2.7 27.1 1.0 10.1 0.2 8.4: 5.5 4.2
Old : 100.0: 66.2 37.3 0.0 15.7 6.2 2.7 27.1 1.0 10.1 0.2 8.4: 5.5 4.2
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 : 30: 16 15 0 . . . . . . . .:
Old : 30: 16 15 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 66.6 77.2 89.1 52.8 59.6 66.1 74.5
Old : 61.3 66.6 77.2 89.1 52.8 59.6 66.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,980: 31,235 16,675 0 8,165 2,915 825 12,740 630 4,960 80 3,705: 2,710 2,070
Old : 46,980: 31,235 16,675 0 8,165 2,915 825 12,740 630 4,960 80 3,705: 2,710 2,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 265: 615 65 0 300 0 150 0 0 -400 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 35.5 0.0 17.4 6.2 1.8 27.1 1.3 10.6 0.2 7.9: 5.8 4.4
Old : 100.0: 66.5 35.5 0.0 17.4 6.2 1.8 27.1 1.3 10.6 0.2 7.9: 5.8 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 : 29: 15 15 0 . . . . . . . .:
Old : 29: 15 15 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 68.3 78.3 88.6 54.0 61.4 68.7 74.2
Old : 61.8 68.3 78.3 88.6 54.0 61.4 68.7 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,155: 22,580 12,175 0 16,660 635 14,710 275 320 1,980 10,400 50: 2,880 2,640
Old : 43,155: 22,580 12,175 0 16,660 635 14,710 275 320 1,980 10,400 50: 2,880 2,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 105: -40 -220 0 35 0 75 75 45 25 170 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 28.2 0.0 38.6 1.5 34.1 0.6 0.7 4.6 24.1 0.1: 6.7 6.1
Old : 100.0: 52.3 28.2 0.0 38.6 1.5 34.1 0.6 0.7 4.6 24.1 0.1: 6.7 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 8 0 . . . . . . . .:
Old : 28: 19 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 74.3 77.6 92.2 57.2 71.8 77.3 88.8
Old : 57.3 74.3 77.6 92.2 57.2 71.8 77.3 88.8
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,885: 19,510 13,515 0 13,965 315 14,385 275 365 1,860 8,240 50: 2,400 2,160
Old : 38,885: 19,510 13,515 0 13,965 315 14,385 275 365 1,860 8,240 50: 2,400 2,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 60: -40 -220 0 35 0 25 75 50 25 120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 34.8 0.0 35.9 0.8 37.0 0.7 0.9 4.8 21.2 0.1: 6.2 5.6
Old : 100.0: 50.2 34.8 0.0 35.9 0.8 37.0 0.7 0.9 4.8 21.2 0.1: 6.2 5.6
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 : 28: 18 8 0 . . . . . . . .:
Old : 28: 18 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.2 79.1 92.0 58.1 66.5 78.7 89.4
Old : 58.4 68.2 79.1 92.0 58.1 66.5 78.7 89.4
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,507: 45,807 80,367 24,841 0 4,345 2,554 830 7,435 10,310 1,930 2,395: 11,820 12,205
Old : 109,507: 45,807 80,367 24,841 0 4,345 2,554 830 7,435 10,310 1,930 2,395: 11,820 12,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 2,023: 180 1,260 290 0 100 -1,300 -25 990 2,065 0 -410: 108 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 73.4 22.7 0.0 4.0 2.3 0.8 6.8 9.4 1.8 2.2: 10.8 11.1
Old : 100.0: 41.8 73.4 22.7 0.0 4.0 2.3 0.8 6.8 9.4 1.8 2.2: 10.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 25 . 0 . . . 4 4 . .:
Old : 42: 22 25 . 0 . . . 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 : 59.6 44.9 74.9 62.5 52.0 44.6 61.2 56.6
Old : 59.6 44.9 74.9 62.5 52.0 44.6 61.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,016: 43,590 72,775 21,991 0 4,675 3,722 375 6,552 5,950 1,800 3,750: 10,786 11,089
Old : 101,016: 43,590 72,775 21,991 0 4,675 3,722 375 6,552 5,950 1,800 3,750: 10,786 11,089
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,290: -53 877 340 0 0 -1,400 -25 990 1,965 0 -640: 88 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 72.0 21.8 0.0 4.6 3.7 0.4 6.5 5.9 1.8 3.7: 10.7 11.0
Old : 100.0: 43.2 72.0 21.8 0.0 4.6 3.7 0.4 6.5 5.9 1.8 3.7: 10.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 16 24 . 0 . . . 4 4 . .:
Old : 40: 16 24 . 0 . . . 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 : 59.2 44.7 76.5 60.3 50.4 44.3 60.8 57.4
Old : 59.2 44.7 76.5 60.3 50.4 44.3 60.8 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,725: 9,725 17,510 13,905 5,170 775 3,250 2,700 900 0 1,630 0: 1,170 1,040
Old : 29,725: 9,725 17,510 13,905 5,170 775 3,250 2,700 900 0 1,630 0: 1,170 1,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 425: 150 -1,375 0 900 0 -625 0 900 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 58.9 46.8 17.4 2.6 10.9 9.1 3.0 0.0 5.5 0.0: 3.9 3.5
Old : 100.0: 32.7 58.9 46.8 17.4 2.6 10.9 9.1 3.0 0.0 5.5 0.0: 3.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . . . . . . 0 . 0:
Old : 25: 11 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 44.5 90.6 66.6 74.6 42.6 83.8 64.2
Old : 76.7 44.5 90.6 66.6 74.6 42.6 83.8 64.2
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,945: 6,995 13,680 13,320 5,135 250 1,320 1,750 1,105 0 1,200 0: 955 825
Old : 23,945: 6,995 13,680 13,320 5,135 250 1,320 1,750 1,105 0 1,200 0: 955 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 610: 35 -1,190 0 600 0 -75 550 650 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 57.1 55.6 21.4 1.0 5.5 7.3 4.6 0.0 5.0 0.0: 4.0 3.4
Old : 100.0: 29.2 57.1 55.6 21.4 1.0 5.5 7.3 4.6 0.0 5.0 0.0: 4.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . . . . . . 0 . 0:
Old : 22: 10 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 43.0 92.6 65.7 74.9 35.2 77.4 55.9
Old : 76.6 43.0 92.6 65.7 74.9 35.2 77.4 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,005: 7,680 11,150 0 6,470 1,880 10,300 520 130 0 0 0: 1,015 855
Old : 21,005: 7,680 11,150 0 6,470 1,880 10,300 520 130 0 0 0: 1,015 855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,200: 0 1,225 0 0 0 1,200 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 53.1 0.0 30.8 9.0 49.0 2.5 0.6 0.0 0.0 0.0: 4.8 4.1
Old : 100.0: 36.6 53.1 0.0 30.8 9.0 49.0 2.5 0.6 0.0 0.0 0.0: 4.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 0 . . . . . 0 0 0:
Old : 21: 8 10 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 72.1 91.1 86.9 77.5 63.1 82.4 76.9
Old : 78.1 72.1 91.1 86.9 77.5 63.1 82.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,130: 33,730 30,830 3,920 955 8,815 0 7,130 475 1,075 0 0: 11,115 10,925
Old : 59,130: 33,730 30,830 3,920 955 8,815 0 7,130 475 1,075 0 0: 11,115 10,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,090: 240 755 790 150 -1,000 0 125 475 0 0 0: 585 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 52.1 6.6 1.6 14.9 0.0 12.1 0.8 1.8 0.0 0.0: 18.8 18.5
Old : 100.0: 57.0 52.1 6.6 1.6 14.9 0.0 12.1 0.8 1.8 0.0 0.0: 18.8 18.5
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 : 32: 17 20 . . . 0 4 . . 0 0:
Old : 32: 17 20 . . . 0 4 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 30.0 67.4 49.8 33.9 20.5 40.4 33.5
Old : 48.1 30.0 67.4 49.8 33.9 20.5 40.4 33.5
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 - Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,730: 23,355 21,070 825 1,385 7,300 475 3,025 180 525 0 0: 14,070 13,770
Old : 46,730: 23,355 21,070 825 1,385 7,300 475 3,025 180 525 0 0: 14,070 13,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 365: 660 500 0 -390 -50 0 575 0 0 0 0: -245 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 45.1 1.8 3.0 15.6 1.0 6.5 0.4 1.1 0.0 0.0: 30.1 29.5
Old : 100.0: 50.0 45.1 1.8 3.0 15.6 1.0 6.5 0.4 1.1 0.0 0.0: 30.1 29.5
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: 15 16 . . . . . . . 0 0:
Old : 26: 15 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 : 43.0 32.1 60.7 50.0 25.5 19.6 29.0 27.3
Old : 43.0 32.1 60.7 50.0 25.5 19.6 29.0 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2019