COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,135: 6,867 13,509 1,768 24 568 309 1,617 495 8,151 1,560 1,059: 918 1,303
Old : 20,135: 6,867 13,509 1,768 24 568 309 1,617 495 8,151 1,560 1,059: 918 1,303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -3,143: -3,035 3,754 -457 24 164 0 -7,390 0 172 161 57: -44 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 67.1 8.8 0.1 2.8 1.5 8.0 2.5 40.5 7.7 5.3: 4.6 6.5
Old : 100.0: 34.1 67.1 8.8 0.1 2.8 1.5 8.0 2.5 40.5 7.7 5.3: 4.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 11 11 4 . . . . . 7 5 6:
Old : 34: 11 11 4 . . . . . 7 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 54.1 65.1 67.9 38.2 45.6 52.7 54.6
Old : 44.6 54.1 65.1 67.9 38.2 45.6 52.7 54.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,239: 17,516 17,292 0 6,131 4,991 5,526 418 994 1,311 264 2,120: 779 1,028
Old : 33,239: 17,516 17,292 0 6,131 4,991 5,526 418 994 1,311 264 2,120: 779 1,028
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -7,370: -3,427 -2,736 0 -1,085 -1,038 -458 227 -823 -69 -66 -1,896: 341 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 52.0 0.0 18.4 15.0 16.6 1.3 3.0 3.9 0.8 6.4: 2.3 3.1
Old : 100.0: 52.7 52.0 0.0 18.4 15.0 16.6 1.3 3.0 3.9 0.8 6.4: 2.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 21 0 . . . 4 7 5 5 8:
Old : 44: 22 21 0 . . . 4 7 5 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 50.9 65.9 67.1 37.1 37.1 44.7 46.0
Old : 45.3 50.9 65.9 67.1 37.1 37.1 44.7 46.0
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,425: 27,574 41,437 9,164 0 2,165 350 742 281 5,000 50 750: 140 0
Old : 45,425: 27,574 41,437 9,164 0 2,165 350 742 281 5,000 50 750: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -298: -1,032 -7 929 0 -136 25 -16 36 -25 0 -175: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 91.2 20.2 0.0 4.8 0.8 1.6 0.6 11.0 0.1 1.7: 0.3 0.0
Old : 100.0: 60.7 91.2 20.2 0.0 4.8 0.8 1.6 0.6 11.0 0.1 1.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 20 . 0 . . . . 4 . .:
Old : 36: 20 20 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 67.6 85.0 87.2 59.4 63.9 72.1 75.6
Old : 63.5 67.6 85.0 87.2 59.4 63.9 72.1 75.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,750: 16,157 18,263 0 2,269 1,443 0 225 0 4,675 75 475: 0 0
Old : 22,750: 16,157 18,263 0 2,269 1,443 0 225 0 4,675 75 475: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -890: -921 -920 0 -276 281 0 25 -25 -250 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 80.3 0.0 10.0 6.3 0.0 1.0 0.0 20.5 0.3 2.1: 0.0 0.0
Old : 100.0: 71.0 80.3 0.0 10.0 6.3 0.0 1.0 0.0 20.5 0.3 2.1: 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 : 29: 16 14 0 . . 0 . 0 4 . .:
Old : 29: 16 14 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 : 61.6 67.5 83.8 88.2 58.1 61.1 75.1 76.3
Old : 61.6 67.5 83.8 88.2 58.1 61.1 75.1 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 151,678: 131,990 108,002 1,587 31,523 3,151 3,190 1,291 4,115 4,411 521 3,010: 224 65
Old : 151,678: 131,990 108,002 1,587 31,523 3,151 3,190 1,291 4,115 4,411 521 3,010: 224 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -3,348: -3,520 -1,917 226 -120 -874 1,795 -1,086 255 -1,776 -37 557: -11 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 71.2 1.0 20.8 2.1 2.1 0.9 2.7 2.9 0.3 2.0: 0.1 0.0
Old : 100.0: 87.0 71.2 1.0 20.8 2.1 2.1 0.9 2.7 2.9 0.3 2.0: 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 : 53: 31 33 . . 4 5 . 5 . . .:
Old : 53: 31 33 . . 4 5 . 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 : 41.7 59.8 62.9 74.6 36.4 48.8 49.4 57.4
Old : 41.7 59.8 62.9 74.6 36.4 48.8 49.4 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,468: 48,021 39,340 3,977 7,175 3,413 175 5,168 307 150 775 225: 200 65
Old : 56,468: 48,021 39,340 3,977 7,175 3,413 175 5,168 307 150 775 225: 200 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 775: 1,015 -8 -25 1,197 -265 25 100 -150 25 -225 75: 75 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 69.7 7.0 12.7 6.0 0.3 9.2 0.5 0.3 1.4 0.4: 0.4 0.1
Old : 100.0: 85.0 69.7 7.0 12.7 6.0 0.3 9.2 0.5 0.3 1.4 0.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 19 . . . . 4 . . . .:
Old : 36: 17 19 . . . . 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 : 75.2 62.2 92.3 80.2 69.3 52.8 78.3 70.1
Old : 75.2 62.2 92.3 80.2 69.3 52.8 78.3 70.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,994: 37,081 46,634 7,628 5,000 3,900 10,375 550 25 0 3,043 727: 258 115
Old : 59,994: 37,081 46,634 7,628 5,000 3,900 10,375 550 25 0 3,043 727: 258 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 2,575: -375 2,170 -706 -1,860 1,495 1,825 -100 25 0 615 225: 86 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 77.7 12.7 8.3 6.5 17.3 0.9 0.0 0.0 5.1 1.2: 0.4 0.2
Old : 100.0: 61.8 77.7 12.7 8.3 6.5 17.3 0.9 0.0 0.0 5.1 1.2: 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 : 34: 20 20 . . . . . . 0 . .:
Old : 34: 20 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 52.3 72.7 73.4 50.0 43.8 63.1 61.1
Old : 51.2 52.3 72.7 73.4 50.0 43.8 63.1 61.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,348: 45,927 49,821 2,950 18,462 7,443 21,741 975 900 0 2,021 2,655: 732 71
Old : 82,348: 45,927 49,821 2,950 18,462 7,443 21,741 975 900 0 2,021 2,655: 732 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 2,909: 151 1,802 -1,528 -2,855 1,795 776 -335 690 0 603 1,183: -158 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 60.5 3.6 22.4 9.0 26.4 1.2 1.1 0.0 2.5 3.2: 0.9 0.1
Old : 100.0: 55.8 60.5 3.6 22.4 9.0 26.4 1.2 1.1 0.0 2.5 3.2: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 24 . . . 6 . . 0 . .:
Old : 41: 23 24 . . . 6 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 54.8 65.0 76.8 42.7 47.0 55.8 59.6
Old : 44.6 54.8 65.0 76.8 42.7 47.0 55.8 59.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,372: 58,843 58,102 14,783 20,928 263 2,020 105 10 2,892 0 840: 721 124
Old : 80,372: 58,843 58,102 14,783 20,928 263 2,020 105 10 2,892 0 840: 721 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -4,071: -2,969 -3,143 -795 -930 -5 -55 5 10 -210 0 0: -47 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 72.3 18.4 26.0 0.3 2.5 0.1 0.0 3.6 0.0 1.0: 0.9 0.2
Old : 100.0: 73.2 72.3 18.4 26.0 0.3 2.5 0.1 0.0 3.6 0.0 1.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 22 . . . . . . . 0 .:
Old : 41: 22 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 68.4 72.0 80.9 49.0 67.5 70.3 78.9
Old : 49.5 68.4 72.0 80.9 49.0 67.5 70.3 78.9
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,735: 80,377 74,194 24,870 37,951 611 2,630 65 25 3,596 0 800: 826 89
Old : 113,735: 80,377 74,194 24,870 37,951 611 2,630 65 25 3,596 0 800: 826 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -4,737: -3,686 -3,303 -869 -1,420 0 285 -35 25 -460 0 0: -32 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 65.2 21.9 33.4 0.5 2.3 0.1 0.0 3.2 0.0 0.7: 0.7 0.1
Old : 100.0: 70.7 65.2 21.9 33.4 0.5 2.3 0.1 0.0 3.2 0.0 0.7: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 24 . . 4 . . . 4 0 .:
Old : 45: 22 24 . . 4 . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.4 70.9 82.3 48.4 64.0 68.7 81.1
Old : 48.6 64.4 70.9 82.3 48.4 64.0 68.7 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,428: 33,288 43,208 10,055 0 1,805 0 0 0 75 170 65: 140 180
Old : 45,428: 33,288 43,208 10,055 0 1,805 0 0 0 75 170 65: 140 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 2,108: 2,043 2,093 110 0 -45 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 95.1 22.1 0.0 4.0 0.0 0.0 0.0 0.2 0.4 0.1: 0.3 0.4
Old : 100.0: 73.3 95.1 22.1 0.0 4.0 0.0 0.0 0.0 0.2 0.4 0.1: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . 0 . 0 0 0 . . .:
Old : 30: 17 16 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 87.4 89.4 95.9 62.0 85.4 82.6 88.6
Old : 65.9 87.4 89.4 95.9 62.0 85.4 82.6 88.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 24,811: 21,574 20,078 0 2,197 2,445 0 0 0 332 30 45: 415 16
Old : 24,811: 21,574 20,078 0 2,197 2,445 0 0 0 332 30 45: 415 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,055: -1,055 -1,039 0 0 0 0 0 0 0 0 0: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 80.9 0.0 8.9 9.9 0.0 0.0 0.0 1.3 0.1 0.2: 1.7 0.1
Old : 100.0: 87.0 80.9 0.0 8.9 9.9 0.0 0.0 0.0 1.3 0.1 0.2: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 17 0 . . 0 0 0 . . .:
Old : 24: 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 : 48.6 59.3 76.2 81.3 39.1 43.9 52.7 55.5
Old : 48.6 59.3 76.2 81.3 39.1 43.9 52.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,300: 7,920 12,650 3,680 0 350 0 0 300 1,050 0 0: 0 0
Old : 13,300: 7,920 12,650 3,680 0 350 0 0 300 1,050 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 4,525: 635 4,475 3,290 0 50 0 -300 300 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 95.1 27.7 0.0 2.6 0.0 0.0 2.3 7.9 0.0 0.0: 0.0 0.0
Old : 100.0: 59.5 95.1 27.7 0.0 2.6 0.0 0.0 2.3 7.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . 0 . 0 0 . . 0 0:
Old : 22: 12 10 . 0 . 0 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 80.4 75.8 96.3 50.4 66.4 65.0 70.2
Old : 57.6 80.4 75.8 96.3 50.4 66.4 65.0 70.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,713: 48,240 40,776 4,441 12,748 7,991 812 149 763 3,849 3,931 3,349: 269 7
Old : 69,713: 48,240 40,776 4,441 12,748 7,991 812 149 763 3,849 3,931 3,349: 269 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 7,001: 6,616 2,330 619 3,959 -478 -68 27 325 113 720 120: -246 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 58.5 6.4 18.3 11.5 1.2 0.2 1.1 5.5 5.6 4.8: 0.4 0.0
Old : 100.0: 69.2 58.5 6.4 18.3 11.5 1.2 0.2 1.1 5.5 5.6 4.8: 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 : 53: 28 28 . . . 6 . 5 5 5 8:
Old : 53: 28 28 . . . 6 . 5 5 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 52.7 68.6 67.3 26.2 31.3 35.7 38.2
Old : 46.8 52.7 68.6 67.3 26.2 31.3 35.7 38.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,166: 10,300 9,940 702 1,596 2,644 10 0 300 1,550 1,060 350: 310 276
Old : 16,166: 10,300 9,940 702 1,596 2,644 10 0 300 1,550 1,060 350: 310 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 4,605: 4,645 785 -2,494 996 2,494 -290 0 300 -100 100 50: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 61.5 4.3 9.9 16.4 0.1 0.0 1.9 9.6 6.6 2.2: 1.9 1.7
Old : 100.0: 63.7 61.5 4.3 9.9 16.4 0.1 0.0 1.9 9.6 6.6 2.2: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . 0 . . . .:
Old : 28: 13 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 : 55.8 54.0 76.7 73.9 33.3 33.9 49.7 47.1
Old : 55.8 54.0 76.7 73.9 33.3 33.9 49.7 47.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,694: 46,682 55,821 8,911 0 3,395 50 0 0 495 100 120: 41 258
Old : 59,694: 46,682 55,821 8,911 0 3,395 50 0 0 495 100 120: 41 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 1,481: 2,514 1,266 -1,264 0 150 50 0 0 0 0 0: 31 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 93.5 14.9 0.0 5.7 0.1 0.0 0.0 0.8 0.2 0.2: 0.1 0.4
Old : 100.0: 78.2 93.5 14.9 0.0 5.7 0.1 0.0 0.0 0.8 0.2 0.2: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 20 . 0 . . 0 0 . . .:
Old : 34: 17 20 . 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 : 61.7 78.9 86.8 91.6 57.1 76.2 76.0 80.8
Old : 61.7 78.9 86.8 91.6 57.1 76.2 76.0 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 37,390: 32,913 25,126 600 11,223 474 2,462 90 10 184 254 205: 542 8
Old : 37,390: 32,913 25,126 600 11,223 474 2,462 90 10 184 254 205: 542 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,637: -1,674 -358 0 -1,472 180 -273 0 10 0 0 0: 120 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 67.2 1.6 30.0 1.3 6.6 0.2 0.0 0.5 0.7 0.5: 1.4 0.0
Old : 100.0: 88.0 67.2 1.6 30.0 1.3 6.6 0.2 0.0 0.5 0.7 0.5: 1.4 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 : 36: 20 23 . . . 4 . . . . .:
Old : 36: 20 23 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 49.6 74.5 75.4 41.9 47.7 56.1 63.1
Old : 54.4 49.6 74.5 75.4 41.9 47.7 56.1 63.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,722: 54,448 59,672 6,025 4,665 1,790 350 0 0 3,619 250 7: 483 338
Old : 66,722: 54,448 59,672 6,025 4,665 1,790 350 0 0 3,619 250 7: 483 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -3,832: -2,990 -3,597 -611 -185 0 50 0 0 -306 -50 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 89.4 9.0 7.0 2.7 0.5 0.0 0.0 5.4 0.4 0.0: 0.7 0.5
Old : 100.0: 81.6 89.4 9.0 7.0 2.7 0.5 0.0 0.0 5.4 0.4 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 16 . . . . 0 0 . . .:
Old : 30: 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 : 54.2 87.9 73.9 96.8 48.8 82.8 67.6 83.3
Old : 54.2 87.9 73.9 96.8 48.8 82.8 67.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,849: 57,116 60,641 6,646 6,183 2,260 50 0 0 4,014 1,750 10: 753 5
Old : 70,849: 57,116 60,641 6,646 6,183 2,260 50 0 0 4,014 1,750 10: 753 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -4,214: -3,441 -4,164 -523 70 -70 50 0 0 -255 -50 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 85.6 9.4 8.7 3.2 0.1 0.0 0.0 5.7 2.5 0.0: 1.1 0.0
Old : 100.0: 80.6 85.6 9.4 8.7 3.2 0.1 0.0 0.0 5.7 2.5 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 : 32: 21 15 . . . . 0 0 . . .:
Old : 32: 21 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 81.5 76.3 94.5 50.4 77.2 65.8 82.7
Old : 53.3 81.5 76.3 94.5 50.4 77.2 65.8 82.7
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 93,570: 76,550 84,946 13,026 4,262 2,757 0 377 150 25 273 100: 962 705
Old : 93,570: 76,550 84,946 13,026 4,262 2,757 0 377 150 25 273 100: 962 705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -276: -251 -1,527 -895 161 -11 0 347 50 0 1 -1: 832 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 90.8 13.9 4.6 2.9 0.0 0.4 0.2 0.0 0.3 0.1: 1.0 0.8
Old : 100.0: 81.8 90.8 13.9 4.6 2.9 0.0 0.4 0.2 0.0 0.3 0.1: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 22 . . 4 0 . . . . .:
Old : 37: 19 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 : 63.9 58.8 79.3 83.3 63.4 56.5 77.8 77.2
Old : 63.9 58.8 79.3 83.3 63.4 56.5 77.8 77.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,243: 98,032 105,471 15,131 5,216 3,374 300 3,210 0 606 884 916: 885 173
Old : 119,243: 98,032 105,471 15,131 5,216 3,374 300 3,210 0 606 884 916: 885 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,809: -996 -2,175 -501 176 -15 300 430 -91 -241 421 -703: 439 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 88.5 12.7 4.4 2.8 0.3 2.7 0.0 0.5 0.7 0.8: 0.7 0.1
Old : 100.0: 82.2 88.5 12.7 4.4 2.8 0.3 2.7 0.0 0.5 0.7 0.8: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 22 27 . 4 4 . 5 0 . . .:
Old : 47: 22 27 . 4 4 . 5 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 54.6 77.8 80.7 59.0 54.4 72.4 69.0
Old : 59.9 54.6 77.8 80.7 59.0 54.4 72.4 69.0
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,100: 42,600 45,285 4,980 0 4,020 0 175 0 0 375 50: 450 2,195
Old : 52,100: 42,600 45,285 4,980 0 4,020 0 175 0 0 375 50: 450 2,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 1,600: 825 -1,220 -275 0 600 0 25 0 0 0 0: 450 2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 86.9 9.6 0.0 7.7 0.0 0.3 0.0 0.0 0.7 0.1: 0.9 4.2
Old : 100.0: 81.8 86.9 9.6 0.0 7.7 0.0 0.3 0.0 0.0 0.7 0.1: 0.9 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 : 26: 12 11 . 0 . 0 . 0 0 . .:
Old : 26: 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 : 86.4 80.8 97.2 92.1 82.8 80.1 89.6 85.5
Old : 86.4 80.8 97.2 92.1 82.8 80.1 89.6 85.5
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,436: 41,473 45,836 3,755 1,429 2,995 1,125 0 350 300 594 124: 1,314 108
Old : 51,436: 41,473 45,836 3,755 1,429 2,995 1,125 0 350 300 594 124: 1,314 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -457: -370 -363 55 -87 -2 -150 0 0 0 71 -71: 81 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 89.1 7.3 2.8 5.8 2.2 0.0 0.7 0.6 1.2 0.2: 2.6 0.2
Old : 100.0: 80.6 89.1 7.3 2.8 5.8 2.2 0.0 0.7 0.6 1.2 0.2: 2.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 . . . . 0 . . . .:
Old : 28: 18 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 77.0 80.9 88.2 46.3 68.7 67.0 73.4
Old : 51.0 77.0 80.9 88.2 46.3 68.7 67.0 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,236: 29,928 50,933 1,563 795 3,518 20,226 0 0 0 728 52: 949 210
Old : 56,236: 29,928 50,933 1,563 795 3,518 20,226 0 0 0 728 52: 949 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -4,078: -1,521 -4,076 -137 203 -451 -2,020 0 0 0 122 -23: 74 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 90.6 2.8 1.4 6.3 36.0 0.0 0.0 0.0 1.3 0.1: 1.7 0.4
Old : 100.0: 53.2 90.6 2.8 1.4 6.3 36.0 0.0 0.0 0.0 1.3 0.1: 1.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 22 . . . 5 0 0 0 . .:
Old : 32: 20 22 . . . 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 : 63.7 61.7 79.7 78.1 60.5 54.2 67.8 64.2
Old : 63.7 61.7 79.7 78.1 60.5 54.2 67.8 64.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,543: 19,470 32,953 13,232 0 243 185 0 280 0 0 0: 133 67
Old : 33,543: 19,470 32,953 13,232 0 243 185 0 280 0 0 0: 133 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,343: -537 -1,351 -761 0 8 -40 0 0 0 0 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 98.2 39.4 0.0 0.7 0.6 0.0 0.8 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 58.0 98.2 39.4 0.0 0.7 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: 14 12 4 0 . . 0 . 0 0 0:
Old : 23: 14 12 4 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 91.6 83.5 96.5 60.9 85.9 80.3 89.3
Old : 61.4 91.6 83.5 96.5 60.9 85.9 80.3 89.3
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 30,200: 19,700 29,858 10,083 0 212 0 0 0 0 0 0: 205 130
Old : 30,200: 19,700 29,858 10,083 0 212 0 0 0 0 0 0: 205 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,205: -670 -1,215 -750 0 20 0 0 0 0 0 0: 195 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 98.9 33.4 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.4
Old : 100.0: 65.2 98.9 33.4 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 4 0 . 0 0 0 0 0 0:
Old : 23: 15 12 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 : 60.3 89.0 84.9 97.3 60.1 83.0 81.1 88.0
Old : 60.3 89.0 84.9 97.3 60.1 83.0 81.1 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,164: 26,684 27,754 2,079 325 737 95 663 0 427 660 0: 142 25
Old : 30,164: 26,684 27,754 2,079 325 737 95 663 0 427 660 0: 142 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -2,900: -3,238 -2,252 161 -45 -200 -25 58 0 427 -461 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 92.0 6.9 1.1 2.4 0.3 2.2 0.0 1.4 2.2 0.0: 0.5 0.1
Old : 100.0: 88.5 92.0 6.9 1.1 2.4 0.3 2.2 0.0 1.4 2.2 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 19 . . . . . 0 . . 0:
Old : 33: 16 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 : 72.3 61.2 89.1 78.7 71.3 60.3 83.4 77.3
Old : 72.3 61.2 89.1 78.7 71.3 60.3 83.4 77.3
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,556: 18,972 21,981 3,028 0 160 0 300 100 0 0 0: 296 15
Old : 22,556: 18,972 21,981 3,028 0 160 0 300 100 0 0 0: 296 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -984: -720 -829 -134 0 0 0 105 -105 -80 -65 -100: 155 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 97.5 13.4 0.0 0.7 0.0 1.3 0.4 0.0 0.0 0.0: 1.3 0.1
Old : 100.0: 84.1 97.5 13.4 0.0 0.7 0.0 1.3 0.4 0.0 0.0 0.0: 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 : 28: 16 18 . 0 . 0 . . 0 0 0:
Old : 28: 16 18 . 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 : 74.3 69.4 89.2 88.6 72.1 68.0 84.8 83.2
Old : 74.3 69.4 89.2 88.6 72.1 68.0 84.8 83.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,041: 38,269 31,405 4,428 10,583 426 453 1,307 895 235 200 200: 135 25
Old : 45,041: 38,269 31,405 4,428 10,583 426 453 1,307 895 235 200 200: 135 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,354: -964 -593 -19 -384 32 328 256 -580 -121 -30 0: -30 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 69.7 9.8 23.5 0.9 1.0 2.9 2.0 0.5 0.4 0.4: 0.3 0.1
Old : 100.0: 85.0 69.7 9.8 23.5 0.9 1.0 2.9 2.0 0.5 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 : 38: 21 23 . . . . . . . . .:
Old : 38: 21 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 55.9 78.1 75.2 45.8 52.4 60.5 63.3
Old : 60.1 55.9 78.1 75.2 45.8 52.4 60.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,104: 31,898 24,121 3,431 12,058 504 786 40 190 0 175 0: 295 16
Old : 37,104: 31,898 24,121 3,431 12,058 504 786 40 190 0 175 0: 295 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,422: -1,550 -1,080 167 -262 -23 -286 0 0 0 -20 -5: 275 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 65.0 9.2 32.5 1.4 2.1 0.1 0.5 0.0 0.5 0.0: 0.8 0.0
Old : 100.0: 86.0 65.0 9.2 32.5 1.4 2.1 0.1 0.5 0.0 0.5 0.0: 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 : 31: 21 17 . . . . . . 0 . 0:
Old : 31: 21 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 : 63.6 66.6 81.4 87.3 47.3 60.6 60.1 70.2
Old : 63.6 66.6 81.4 87.3 47.3 60.6 60.1 70.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,198: 10,725 11,315 1,926 2,430 1,453 356 0 0 575 0 0: 163 0
Old : 15,198: 10,725 11,315 1,926 2,430 1,453 356 0 0 575 0 0: 163 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,279: -800 -835 -105 -374 -70 -241 0 0 -50 0 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 74.5 12.7 16.0 9.6 2.3 0.0 0.0 3.8 0.0 0.0: 1.1 0.0
Old : 100.0: 70.6 74.5 12.7 16.0 9.6 2.3 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 : 25: 14 9 . . . . 0 0 . 0 0:
Old : 25: 14 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 76.1 83.3 94.7 56.7 60.2 72.3 77.4
Old : 60.0 76.1 83.3 94.7 56.7 60.2 72.3 77.4
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,181: 9,736 16,466 3,194 0 1,240 0 125 50 3,661 0 300: 0 0
Old : 18,181: 9,736 16,466 3,194 0 1,240 0 125 50 3,661 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,150: -890 -925 -60 0 -50 0 -175 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 90.6 17.6 0.0 6.8 0.0 0.7 0.3 20.1 0.0 1.7: 0.0 0.0
Old : 100.0: 53.6 90.6 17.6 0.0 6.8 0.0 0.7 0.3 20.1 0.0 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 . 0 . 0 . . . 0 .:
Old : 21: 13 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 : 60.3 85.9 83.4 96.7 53.1 81.3 75.1 84.2
Old : 60.3 85.9 83.4 96.7 53.1 81.3 75.1 84.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,494: 11,049 16,999 3,351 0 1,035 0 825 50 3,424 0 585: 0 0
Old : 19,494: 11,049 16,999 3,351 0 1,035 0 825 50 3,424 0 585: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,110: -975 -750 -85 0 -25 0 -175 0 135 0 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 87.2 17.2 0.0 5.3 0.0 4.2 0.3 17.6 0.0 3.0: 0.0 0.0
Old : 100.0: 56.7 87.2 17.2 0.0 5.3 0.0 4.2 0.3 17.6 0.0 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . 0 . 0 . . . 0 .:
Old : 21: 13 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 : 55.9 81.5 82.4 94.7 46.7 77.1 72.0 82.6
Old : 55.9 81.5 82.4 94.7 46.7 77.1 72.0 82.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,177: 9,075 11,165 8,655 7,459 125 50 0 0 3,545 2,905 440: 287 83
Old : 22,177: 9,075 11,165 8,655 7,459 125 50 0 0 3,545 2,905 440: 287 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,730: -928 -875 -495 -854 0 -50 0 0 -215 0 0: -42 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 50.3 39.0 33.6 0.6 0.2 0.0 0.0 16.0 13.1 2.0: 1.3 0.4
Old : 100.0: 40.9 50.3 39.0 33.6 0.6 0.2 0.0 0.0 16.0 13.1 2.0: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 11 . . . . 0 0 . . .:
Old : 25: 11 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 : 74.1 64.7 93.7 89.3 72.6 64.1 91.2 86.3
Old : 74.1 64.7 93.7 89.3 72.6 64.1 91.2 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,050: 8,016 10,150 8,368 7,429 125 50 0 0 3,760 2,855 440: 291 51
Old : 21,050: 8,016 10,150 8,368 7,429 125 50 0 0 3,760 2,855 440: 291 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,424: -842 -550 -365 -854 0 -50 0 0 -130 0 0: -37 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 48.2 39.8 35.3 0.6 0.2 0.0 0.0 17.9 13.6 2.1: 1.4 0.2
Old : 100.0: 38.1 48.2 39.8 35.3 0.6 0.2 0.0 0.0 17.9 13.6 2.1: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . . 0 0 . . .:
Old : 23: 11 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 : 76.3 66.2 93.8 92.2 74.7 65.4 91.3 89.2
Old : 76.3 66.2 93.8 92.2 74.7 65.4 91.3 89.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,912: 33,993 44,702 7,887 0 3,750 600 225 150 2,635 365 2,695: 202 25
Old : 51,912: 33,993 44,702 7,887 0 3,750 600 225 150 2,635 365 2,695: 202 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -2,468: -2,157 -2,213 -280 0 -25 0 -350 0 -100 15 120: -26 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 86.1 15.2 0.0 7.2 1.2 0.4 0.3 5.1 0.7 5.2: 0.4 0.0
Old : 100.0: 65.5 86.1 15.2 0.0 7.2 1.2 0.4 0.3 5.1 0.7 5.2: 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 : 30: 16 12 4 0 . . . . . . .:
Old : 30: 16 12 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 86.9 80.9 95.7 48.4 80.5 69.1 82.6
Old : 56.6 86.9 80.9 95.7 48.4 80.5 69.1 82.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,345: 34,362 44,437 7,617 0 3,173 600 225 150 2,995 1,115 2,220: 228 25
Old : 51,345: 34,362 44,437 7,617 0 3,173 600 225 150 2,995 1,115 2,220: 228 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -2,862: -2,489 -2,301 -124 0 -106 0 -350 0 -10 15 -105: -28 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 86.5 14.8 0.0 6.2 1.2 0.4 0.3 5.8 2.2 4.3: 0.4 0.0
Old : 100.0: 66.9 86.5 14.8 0.0 6.2 1.2 0.4 0.3 5.8 2.2 4.3: 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 : 30: 16 11 4 0 . . . . . . .:
Old : 30: 16 11 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 85.8 80.8 95.2 48.3 81.6 70.6 84.2
Old : 56.8 85.8 80.8 95.2 48.3 81.6 70.6 84.2
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 125,202: 98,305 87,927 12,945 17,884 1,997 1,405 885 100 10,286 16,319 50: 114 40
Old : 125,202: 98,305 87,927 12,945 17,884 1,997 1,405 885 100 10,286 16,319 50: 114 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -7,046: -5,449 -8,920 -1,495 3,820 -1,083 -405 -80 -25 1,470 -703 -45: -14 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 70.2 10.3 14.3 1.6 1.1 0.7 0.1 8.2 13.0 0.0: 0.1 0.0
Old : 100.0: 78.5 70.2 10.3 14.3 1.6 1.1 0.7 0.1 8.2 13.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 29 22 . 4 . . 4 . 5 . .:
Old : 51: 29 22 . 4 . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 56.0 62.1 83.4 43.5 52.5 57.9 73.7
Old : 43.6 56.0 62.1 83.4 43.5 52.5 57.9 73.7
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,123: 102,513 85,152 15,650 22,710 1,554 20 1,270 770 7,563 16,870 737: 316 60
Old : 129,123: 102,513 85,152 15,650 22,710 1,554 20 1,270 770 7,563 16,870 737: 316 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -8,208: -6,057 -9,458 -1,700 3,110 -1,292 -325 185 10 798 -995 242: 116 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 65.9 12.1 17.6 1.2 0.0 1.0 0.6 5.9 13.1 0.6: 0.2 0.0
Old : 100.0: 79.4 65.9 12.1 17.6 1.2 0.0 1.0 0.6 5.9 13.1 0.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 25 . 4 . . 4 . 4 . .:
Old : 55: 31 25 . 4 . . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 53.5 62.9 79.9 46.0 51.9 59.9 72.4
Old : 46.4 53.5 62.9 79.9 46.0 51.9 59.9 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 289,663: 183,871 196,448 39,883 27,367 18,110 10,532 18,544 16,004 13,739 5,913 6,777: 746 499
Old : 289,663: 183,871 196,448 39,883 27,367 18,110 10,532 18,544 16,004 13,739 5,913 6,777: 746 499
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -7,499: 13 -9,538 -6,582 -1,904 -217 -545 2,019 1,112 -1,847 509 457: 109 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 67.8 13.8 9.4 6.3 3.6 6.4 5.5 4.7 2.0 2.3: 0.3 0.2
Old : 100.0: 63.5 67.8 13.8 9.4 6.3 3.6 6.4 5.5 4.7 2.0 2.3: 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 : 80: 36 38 . . 4 8 9 11 9 7 10:
Old : 80: 36 38 . . 4 8 9 11 9 7 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 44.7 58.8 63.7 29.7 32.5 43.4 44.0
Old : 37.9 44.7 58.8 63.7 29.7 32.5 43.4 44.0
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,836: 12,761 24,556 6,555 0 0 715 0 10 4,695 190 80: 20 0
Old : 24,836: 12,761 24,556 6,555 0 0 715 0 10 4,695 190 80: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -2,387: -477 -2,362 -940 0 0 -215 0 -10 -740 -15 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 98.9 26.4 0.0 0.0 2.9 0.0 0.0 18.9 0.8 0.3: 0.1 0.0
Old : 100.0: 51.4 98.9 26.4 0.0 0.0 2.9 0.0 0.0 18.9 0.8 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 : 25: 16 9 . 0 0 . 0 . . . .:
Old : 25: 16 9 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 97.3 81.9 99.5 53.6 94.9 81.3 95.7
Old : 53.9 97.3 81.9 99.5 53.6 94.9 81.3 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,856: 11,765 22,321 6,947 0 0 225 1,325 0 4,748 70 140: 31 0
Old : 23,856: 11,765 22,321 6,947 0 0 225 1,325 0 4,748 70 140: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -2,327: -391 -2,152 -897 0 0 -225 -175 0 -793 15 -15: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 93.6 29.1 0.0 0.0 0.9 5.6 0.0 19.9 0.3 0.6: 0.1 0.0
Old : 100.0: 49.3 93.6 29.1 0.0 0.0 0.9 5.6 0.0 19.9 0.3 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . 0 0 . . 0 . . .:
Old : 24: 14 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 : 58.2 95.8 85.9 99.0 57.7 93.6 85.4 95.2
Old : 58.2 95.8 85.9 99.0 57.7 93.6 85.4 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,202: 5,695 9,752 10,302 4,355 445 475 2,515 225 450 300 0: 1,610 1,610
Old : 19,202: 5,695 9,752 10,302 4,355 445 475 2,515 225 450 300 0: 1,610 1,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 415: -25 0 -275 -300 200 0 0 0 0 0 0: 515 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 50.8 53.7 22.7 2.3 2.5 13.1 1.2 2.3 1.6 0.0: 8.4 8.4
Old : 100.0: 29.7 50.8 53.7 22.7 2.3 2.5 13.1 1.2 2.3 1.6 0.0: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . . . . . . . . 0:
Old : 21: 9 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 68.7 88.2 81.0 76.1 67.4 80.7 76.8
Old : 79.6 68.7 88.2 81.0 76.1 67.4 80.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,606: 25,809 23,181 20,393 24,735 140 3,740 5,675 2,105 4,335 0 1,455: 7,629 8,315
Old : 65,606: 25,809 23,181 20,393 24,735 140 3,740 5,675 2,105 4,335 0 1,455: 7,629 8,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 25: -5 55 50 -85 0 60 0 -35 -100 0 0: 55 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 35.3 31.1 37.7 0.2 5.7 8.7 3.2 6.6 0.0 2.2: 11.6 12.7
Old : 100.0: 39.3 35.3 31.1 37.7 0.2 5.7 8.7 3.2 6.6 0.0 2.2: 11.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . . . . . . 0 .:
Old : 28: 14 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 : 62.0 52.6 82.9 68.0 59.2 52.5 72.3 67.4
Old : 62.0 52.6 82.9 68.0 59.2 52.5 72.3 67.4
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,706: 25,777 22,426 19,670 25,360 175 4,570 5,675 2,160 3,920 0 1,285: 7,149 7,625
Old : 64,706: 25,777 22,426 19,670 25,360 175 4,570 5,675 2,160 3,920 0 1,285: 7,149 7,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 45: -10 50 50 -55 0 60 0 -35 -100 0 0: 80 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 34.7 30.4 39.2 0.3 7.1 8.8 3.3 6.1 0.0 2.0: 11.0 11.8
Old : 100.0: 39.8 34.7 30.4 39.2 0.3 7.1 8.8 3.3 6.1 0.0 2.0: 11.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 19 . . . . . . . 0 .:
Old : 30: 14 19 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 54.9 82.1 70.0 59.7 54.7 71.3 68.0
Old : 63.3 54.9 82.1 70.0 59.7 54.7 71.3 68.0
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,490: 13,066 6,585 3,119 0 1,037 150 6,025 350 0 4,050 420: 4,348 4,023
Old : 22,490: 13,066 6,585 3,119 0 1,037 150 6,025 350 0 4,050 420: 4,348 4,023
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 25: 0 0 0 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 29.3 13.9 0.0 4.6 0.7 26.8 1.6 0.0 18.0 1.9: 19.3 17.9
Old : 100.0: 58.1 29.3 13.9 0.0 4.6 0.7 26.8 1.6 0.0 18.0 1.9: 19.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . 0 . . . . 0 . .:
Old : 27: 15 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 : 41.9 57.9 66.3 70.6 40.2 54.7 58.9 66.1
Old : 41.9 57.9 66.3 70.6 40.2 54.7 58.9 66.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,235: 12,426 6,635 3,514 0 942 150 6,025 350 0 3,750 420: 4,433 4,113
Old : 22,235: 12,426 6,635 3,514 0 942 150 6,025 350 0 3,750 420: 4,433 4,113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 25: 0 0 0 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 29.8 15.8 0.0 4.2 0.7 27.1 1.6 0.0 16.9 1.9: 19.9 18.5
Old : 100.0: 55.9 29.8 15.8 0.0 4.2 0.7 27.1 1.6 0.0 16.9 1.9: 19.9 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 : 27: 15 9 . 0 . . . . 0 . .:
Old : 27: 15 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 : 43.0 57.3 65.4 69.7 40.3 54.0 58.1 65.5
Old : 43.0 57.3 65.4 69.7 40.3 54.0 58.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,865: 13,940 4,985 0 15,470 105 2,575 600 1,425 3,675 320 760: 5,385 4,200
Old : 27,865: 13,940 4,985 0 15,470 105 2,575 600 1,425 3,675 320 760: 5,385 4,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 17.9 0.0 55.5 0.4 9.2 2.2 5.1 13.2 1.1 2.7: 19.3 15.1
Old : 100.0: 50.0 17.9 0.0 55.5 0.4 9.2 2.2 5.1 13.2 1.1 2.7: 19.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 5 0 . . . . . . . .:
Old : 20: 10 5 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 68.9 73.0 84.3 48.1 67.2 64.5 71.1
Old : 53.3 68.9 73.0 84.3 48.1 67.2 64.5 71.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,591: 10,586 23,181 3,477 3,405 385 11,450 655 0 2,200 0 0: 3,493 3,965
Old : 31,591: 10,586 23,181 3,477 3,405 385 11,450 655 0 2,200 0 0: 3,493 3,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 150: 100 100 0 -225 0 0 0 0 0 0 0: 50 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 73.4 11.0 10.8 1.2 36.2 2.1 0.0 7.0 0.0 0.0: 11.1 12.6
Old : 100.0: 33.5 73.4 11.0 10.8 1.2 36.2 2.1 0.0 7.0 0.0 0.0: 11.1 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 8 14 . . . . . 0 . 0 0:
Old : 25: 8 14 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 72.1 80.5 80.0 62.0 70.9 79.4 78.6
Old : 62.0 72.1 80.5 80.0 62.0 70.9 79.4 78.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,182: 10,682 19,388 3,315 5,860 410 9,950 655 0 2,100 0 0: 3,725 3,869
Old : 30,182: 10,682 19,388 3,315 5,860 410 9,950 655 0 2,100 0 0: 3,725 3,869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 0: 0 0 0 -225 0 0 0 0 0 0 0: 0 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 64.2 11.0 19.4 1.4 33.0 2.2 0.0 7.0 0.0 0.0: 12.3 12.8
Old : 100.0: 35.4 64.2 11.0 19.4 1.4 33.0 2.2 0.0 7.0 0.0 0.0: 12.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 7 12 . . . . . 0 . 0 0:
Old : 22: 7 12 . . . . . 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 75.5 81.3 83.3 59.6 74.1 80.4 81.3
Old : 59.9 75.5 81.3 83.3 59.6 74.1 80.4 81.3
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,110: 12,615 28,720 7,910 0 155 3,825 650 155 5,150 350 1,715: 3,585 3,365
Old : 35,110: 12,615 28,720 7,910 0 155 3,825 650 155 5,150 350 1,715: 3,585 3,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 405: 75 110 -75 0 0 375 0 0 -265 0 25: 270 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 81.8 22.5 0.0 0.4 10.9 1.9 0.4 14.7 1.0 4.9: 10.2 9.6
Old : 100.0: 35.9 81.8 22.5 0.0 0.4 10.9 1.9 0.4 14.7 1.0 4.9: 10.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 9 . 0 . 4 . . . . .:
Old : 30: 15 9 . 0 . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 73.5 72.6 86.2 45.4 71.6 67.7 79.7
Old : 50.3 73.5 72.6 86.2 45.4 71.6 67.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,315: 11,255 28,150 7,655 0 120 3,450 650 155 6,220 0 1,015: 3,445 3,225
Old : 33,315: 11,255 28,150 7,655 0 120 3,450 650 155 6,220 0 1,015: 3,445 3,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 610: 110 415 -75 0 0 450 0 0 -70 0 25: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 84.5 23.0 0.0 0.4 10.4 2.0 0.5 18.7 0.0 3.0: 10.3 9.7
Old : 100.0: 33.8 84.5 23.0 0.0 0.4 10.4 2.0 0.5 18.7 0.0 3.0: 10.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 8 . 0 . 4 . . . 0 .:
Old : 29: 15 8 . 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 : 51.5 76.2 72.9 87.7 48.9 74.8 70.2 83.5
Old : 51.5 76.2 72.9 87.7 48.9 74.8 70.2 83.5
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,735: 9,070 3,650 1,225 4,850 50 25 1,395 65 0 745 760: 1,540 1,220
Old : 12,735: 9,070 3,650 1,225 4,850 50 25 1,395 65 0 745 760: 1,540 1,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 780: 735 85 0 550 0 0 -50 0 0 150 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 28.7 9.6 38.1 0.4 0.2 11.0 0.5 0.0 5.9 6.0: 12.1 9.6
Old : 100.0: 71.2 28.7 9.6 38.1 0.4 0.2 11.0 0.5 0.0 5.9 6.0: 12.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 63.9 76.1 82.2 58.7 56.1 68.3 70.0
Old : 60.0 63.9 76.1 82.2 58.7 56.1 68.3 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,875: 8,175 3,225 1,525 4,500 0 25 1,375 65 0 885 575: 1,510 1,250
Old : 11,875: 8,175 3,225 1,525 4,500 0 25 1,375 65 0 885 575: 1,510 1,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 460: 400 50 0 250 0 0 -50 0 0 150 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 27.2 12.8 37.9 0.0 0.2 11.6 0.5 0.0 7.5 4.8: 12.7 10.5
Old : 100.0: 68.8 27.2 12.8 37.9 0.0 0.2 11.6 0.5 0.0 7.5 4.8: 12.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 60.8 64.2 75.2 83.2 60.7 57.3 69.5 72.8
Old : 60.8 64.2 75.2 83.2 60.7 57.3 69.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,710: 31,080 19,225 0 5,340 2,440 1,275 14,660 970 7,540 1,280 3,530: 3,875 3,265
Old : 50,710: 31,080 19,225 0 5,340 2,440 1,275 14,660 970 7,540 1,280 3,530: 3,875 3,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 1,840: -560 415 0 -1,850 175 0 750 -30 1,075 1,200 -70: 1,250 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 37.9 0.0 10.5 4.8 2.5 28.9 1.9 14.9 2.5 7.0: 7.6 6.4
Old : 100.0: 61.3 37.9 0.0 10.5 4.8 2.5 28.9 1.9 14.9 2.5 7.0: 7.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 0 . . . . . . . .:
Old : 30: 17 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 61.6 75.0 84.1 52.3 56.5 65.7 72.1
Old : 59.3 61.6 75.0 84.1 52.3 56.5 65.7 72.1
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,795: 31,065 18,405 0 6,090 2,415 825 14,660 1,145 7,985 1,280 3,425: 3,935 3,375
Old : 50,795: 31,065 18,405 0 6,090 2,415 825 14,660 1,145 7,985 1,280 3,425: 3,935 3,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 2,065: -550 575 0 -1,850 150 0 750 -30 1,305 1,200 15: 1,175 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 36.2 0.0 12.0 4.8 1.6 28.9 2.3 15.7 2.5 6.7: 7.7 6.6
Old : 100.0: 61.2 36.2 0.0 12.0 4.8 1.6 28.9 2.3 15.7 2.5 6.7: 7.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 0 . . . . . . . .:
Old : 30: 16 16 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 62.9 75.9 83.3 53.7 57.2 67.1 71.8
Old : 60.1 62.9 75.9 83.3 53.7 57.2 67.1 71.8
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,018: 28,485 14,785 0 19,660 1,117 14,660 325 320 4,245 12,860 50: 2,141 1,901
Old : 51,018: 28,485 14,785 0 19,660 1,117 14,660 325 320 4,245 12,860 50: 2,141 1,901
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 3,668: 2,655 950 0 3,610 752 -50 0 0 2,265 310 0: -1,954 -1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 29.0 0.0 38.5 2.2 28.7 0.6 0.6 8.3 25.2 0.1: 4.2 3.7
Old : 100.0: 55.8 29.0 0.0 38.5 2.2 28.7 0.6 0.6 8.3 25.2 0.1: 4.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 8 0 . . . . . . . .:
Old : 29: 20 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 : 59.0 80.6 79.4 94.9 59.0 77.4 79.2 90.6
Old : 59.0 80.6 79.4 94.9 59.0 77.4 79.2 90.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,687: 25,205 16,125 0 16,630 907 14,185 325 365 3,775 10,325 50: 2,200 1,960
Old : 46,687: 25,205 16,125 0 16,630 907 14,185 325 365 3,775 10,325 50: 2,200 1,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 3,812: 2,645 950 0 3,275 732 -200 0 0 1,915 135 0: -1,280 -1,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 34.5 0.0 35.6 1.9 30.4 0.7 0.8 8.1 22.1 0.1: 4.7 4.2
Old : 100.0: 54.0 34.5 0.0 35.6 1.9 30.4 0.7 0.8 8.1 22.1 0.1: 4.7 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 : 29: 19 8 0 . . . . . . . .:
Old : 29: 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 : 59.7 75.0 79.8 93.8 59.7 72.3 79.5 90.3
Old : 59.7 75.0 79.8 93.8 59.7 72.3 79.5 90.3
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,822: 57,483 94,753 30,211 0 4,076 3,624 1,180 7,835 10,280 4,680 3,555: 13,758 14,743
Old : 130,822: 57,483 94,753 30,211 0 4,076 3,624 1,180 7,835 10,280 4,680 3,555: 13,758 14,743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 14,425: 7,130 8,550 2,960 0 1,176 -50 250 100 2,110 2,750 325: 674 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 72.4 23.1 0.0 3.1 2.8 0.9 6.0 7.9 3.6 2.7: 10.5 11.3
Old : 100.0: 43.9 72.4 23.1 0.0 3.1 2.8 0.9 6.0 7.9 3.6 2.7: 10.5 11.3
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 : 42: 22 24 . 0 . . . 4 . . .:
Old : 42: 22 24 . 0 . . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 47.9 74.1 63.4 45.9 47.1 61.7 59.8
Old : 53.0 47.9 74.1 63.4 45.9 47.1 61.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,237: 50,425 85,875 30,723 0 4,435 4,567 425 7,152 4,950 3,452 5,265: 12,720 13,633
Old : 120,237: 50,425 85,875 30,723 0 4,435 4,567 425 7,152 4,950 3,452 5,265: 12,720 13,633
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 12,226: 2,230 7,360 6,327 0 1,205 -150 75 225 1,290 1,652 335: 764 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 71.4 25.6 0.0 3.7 3.8 0.4 5.9 4.1 2.9 4.4: 10.6 11.3
Old : 100.0: 41.9 71.4 25.6 0.0 3.7 3.8 0.4 5.9 4.1 2.9 4.4: 10.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 25 . 0 . . . 4 . . .:
Old : 39: 19 25 . 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 : 56.4 46.6 77.0 62.4 50.8 45.8 62.5 58.7
Old : 56.4 46.6 77.0 62.4 50.8 45.8 62.5 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,775: 11,275 17,330 15,525 6,805 650 1,720 2,940 2,340 0 1,630 0: 1,265 1,080
Old : 32,775: 11,275 17,330 15,525 6,805 650 1,720 2,940 2,340 0 1,630 0: 1,265 1,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 1,830: 1,250 300 1,000 1,305 -85 -460 240 70 0 0 0: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 52.9 47.4 20.8 2.0 5.2 9.0 7.1 0.0 5.0 0.0: 3.9 3.3
Old : 100.0: 34.4 52.9 47.4 20.8 2.0 5.2 9.0 7.1 0.0 5.0 0.0: 3.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . . . . . . 0 . 0:
Old : 26: 13 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 42.4 89.7 67.5 74.1 39.4 80.1 61.4
Old : 78.4 42.4 89.7 67.5 74.1 39.4 80.1 61.4
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,050: 7,965 13,525 13,940 5,395 165 1,070 2,870 1,955 0 1,200 0: 955 940
Old : 26,050: 7,965 13,525 13,940 5,395 165 1,070 2,870 1,955 0 1,200 0: 955 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 600: 600 300 0 -45 0 0 300 0 0 0 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 51.9 53.5 20.7 0.6 4.1 11.0 7.5 0.0 4.6 0.0: 3.7 3.6
Old : 100.0: 30.6 51.9 53.5 20.7 0.6 4.1 11.0 7.5 0.0 4.6 0.0: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . . . . . . 0 . 0:
Old : 24: 12 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 46.8 92.4 67.8 70.2 33.4 75.6 53.0
Old : 75.7 46.8 92.4 67.8 70.2 33.4 75.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,930: 7,380 12,590 0 8,100 2,000 13,250 0 255 0 0 0: 1,045 985
Old : 23,930: 7,380 12,590 0 8,100 2,000 13,250 0 255 0 0 0: 1,045 985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 280: -600 0 0 300 0 730 -270 150 0 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 52.6 0.0 33.8 8.4 55.4 0.0 1.1 0.0 0.0 0.0: 4.4 4.1
Old : 100.0: 30.8 52.6 0.0 33.8 8.4 55.4 0.0 1.1 0.0 0.0 0.0: 4.4 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 : 22: 9 12 0 . . 4 0 . 0 0 0:
Old : 22: 9 12 0 . . 4 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 74.2 89.9 87.9 77.3 65.2 81.5 78.6
Old : 77.7 74.2 89.9 87.9 77.3 65.2 81.5 78.6
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, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,668: 39,728 29,428 2,970 4,940 7,960 0 9,705 525 995 0 0: 11,490 11,110
Old : 63,668: 39,728 29,428 2,970 4,940 7,960 0 9,705 525 995 0 0: 11,490 11,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 2,610: 3,180 -1,120 -1,280 2,485 -95 0 725 0 0 0 0: 805 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 46.2 4.7 7.8 12.5 0.0 15.2 0.8 1.6 0.0 0.0: 18.0 17.4
Old : 100.0: 62.4 46.2 4.7 7.8 12.5 0.0 15.2 0.8 1.6 0.0 0.0: 18.0 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . . . 0 4 . . 0 0:
Old : 32: 18 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 : 48.9 35.7 67.7 53.3 39.8 24.8 45.9 36.9
Old : 48.9 35.7 67.7 53.3 39.8 24.8 45.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, February 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,825: 26,790 20,115 860 4,275 8,365 475 4,500 180 525 0 0: 15,630 15,390
Old : 52,825: 26,790 20,115 860 4,275 8,365 475 4,500 180 525 0 0: 15,630 15,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 3,500: 3,270 570 -1,265 1,350 900 0 125 0 100 0 0: 495 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 38.1 1.6 8.1 15.8 0.9 8.5 0.3 1.0 0.0 0.0: 29.6 29.1
Old : 100.0: 50.7 38.1 1.6 8.1 15.8 0.9 8.5 0.3 1.0 0.0 0.0: 29.6 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . . . . 0 0:
Old : 26: 16 16 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 38.3 61.6 53.0 33.6 24.6 36.9 33.5
Old : 47.2 38.3 61.6 53.0 33.6 24.6 36.9 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2019