COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 21,708: 8,407 13,928 2,038 0 543 354 2,620 522 7,358 1,279 1,665: 821 1,151
Old : 21,708: 8,407 13,928 2,038 0 543 354 2,620 522 7,358 1,279 1,665: 821 1,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 252: 209 -189 117 0 1 0 271 24 -150 43 51: 0 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 64.2 9.4 0.0 2.5 1.6 12.1 2.4 33.9 5.9 7.7: 3.8 5.3
Old : 100.0: 38.7 64.2 9.4 0.0 2.5 1.6 12.1 2.4 33.9 5.9 7.7: 3.8 5.3
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 : 34: 10 11 5 0 4 . . . 8 4 8:
Old : 34: 10 11 5 0 4 . . . 8 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 54.8 60.3 70.3 32.1 44.1 44.8 55.4
Old : 40.0 54.8 60.3 70.3 32.1 44.1 44.8 55.4
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,764: 17,454 16,813 0 5,877 4,534 5,181 275 1,341 1,153 498 2,462: 639 964
Old : 32,764: 17,454 16,813 0 5,877 4,534 5,181 275 1,341 1,153 498 2,462: 639 964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 269: 273 59 0 19 -42 -24 92 14 31 81 32: -14 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 51.3 0.0 17.9 13.8 15.8 0.8 4.1 3.5 1.5 7.5: 2.0 2.9
Old : 100.0: 53.3 51.3 0.0 17.9 13.8 15.8 0.8 4.1 3.5 1.5 7.5: 2.0 2.9
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 : 42: 21 19 0 . . . 4 6 4 6 8:
Old : 42: 21 19 0 . . . 4 6 4 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 50.7 66.3 67.6 37.7 34.5 44.1 43.7
Old : 44.3 50.7 66.3 67.6 37.7 34.5 44.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,795: 26,877 41,136 9,376 0 1,989 445 1,286 49 5,750 25 300: 9 10
Old : 44,795: 26,877 41,136 9,376 0 1,989 445 1,286 49 5,750 25 300: 9 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 0: 15 168 18 0 -182 -125 -98 -8 150 0 125: 7 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 91.8 20.9 0.0 4.4 1.0 2.9 0.1 12.8 0.1 0.7: 0.0 0.0
Old : 100.0: 60.0 91.8 20.9 0.0 4.4 1.0 2.9 0.1 12.8 0.1 0.7: 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 : 38: 22 23 . 0 . 4 . . 4 . .:
Old : 38: 22 23 . 0 . 4 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 68.8 84.9 87.9 61.6 64.8 73.0 77.4
Old : 65.3 68.8 84.9 87.9 61.6 64.8 73.0 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 23,749: 18,223 19,469 0 2,198 1,001 100 606 0 3,975 25 450: 0 0
Old : 23,749: 18,223 19,469 0 2,198 1,001 100 606 0 3,975 25 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 495: 715 790 0 -350 80 0 0 0 -275 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 82.0 0.0 9.3 4.2 0.4 2.6 0.0 16.7 0.1 1.9: 0.0 0.0
Old : 100.0: 76.7 82.0 0.0 9.3 4.2 0.4 2.6 0.0 16.7 0.1 1.9: 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 : 32: 17 17 0 . . . . 0 5 . .:
Old : 32: 17 17 0 . . . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 65.0 81.7 86.9 60.2 59.3 74.8 77.0
Old : 63.7 65.0 81.7 86.9 60.2 59.3 74.8 77.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,476: 121,697 102,579 621 29,592 3,556 8,181 824 4,594 2,705 375 2,895: 227 61
Old : 144,476: 121,697 102,579 621 29,592 3,556 8,181 824 4,594 2,705 375 2,895: 227 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -627: 39 -1,264 0 -261 -6 -1,529 15 894 -20 0 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 71.0 0.4 20.5 2.5 5.7 0.6 3.2 1.9 0.3 2.0: 0.2 0.0
Old : 100.0: 84.2 71.0 0.4 20.5 2.5 5.7 0.6 3.2 1.9 0.3 2.0: 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 : 51: 29 33 . . 4 5 . 5 . . .:
Old : 51: 29 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 : 39.1 52.0 60.6 68.8 31.1 39.4 43.9 50.6
Old : 39.1 52.0 60.6 68.8 31.1 39.4 43.9 50.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,784: 45,039 36,881 4,963 9,198 1,686 425 3,883 141 0 700 275: 255 20
Old : 52,784: 45,039 36,881 4,963 9,198 1,686 425 3,883 141 0 700 275: 255 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 80: 418 486 -134 28 -253 50 85 -26 0 -250 25: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 69.9 9.4 17.4 3.2 0.8 7.4 0.3 0.0 1.3 0.5: 0.5 0.0
Old : 100.0: 85.3 69.9 9.4 17.4 3.2 0.8 7.4 0.3 0.0 1.3 0.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 19 . . . . 4 . 0 4 .:
Old : 37: 19 19 . . . . 4 . 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 : 74.1 72.6 89.6 87.5 71.2 63.8 79.6 77.7
Old : 74.1 72.6 89.6 87.5 71.2 63.8 79.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 27,997: 24,908 20,295 3,089 7,627 0 0 0 0 0 75 0: 0 0
Old : 27,997: 24,908 20,295 3,089 7,627 0 0 0 0 0 75 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 850: 700 1,525 150 -675 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 72.5 11.0 27.2 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 89.0 72.5 11.0 27.2 0.0 0.0 0.0 0.0 0.0 0.3 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 : 20: 7 13 . . 0 0 0 0 0 . 0:
Old : 20: 7 13 . . 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 : 90.0 90.4 100.0 97.2 90.0 81.7 90.5 88.6
Old : 90.0 90.4 100.0 97.2 90.0 81.7 90.5 88.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,204: 38,699 47,703 3,451 6,476 6,180 17,740 500 0 0 5,373 857: 277 115
Old : 67,204: 38,699 47,703 3,451 6,476 6,180 17,740 500 0 0 5,373 857: 277 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,357: 67 1,217 5 -1,025 1,165 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 71.0 5.1 9.6 9.2 26.4 0.7 0.0 0.0 8.0 1.3: 0.4 0.2
Old : 100.0: 57.6 71.0 5.1 9.6 9.2 26.4 0.7 0.0 0.0 8.0 1.3: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 21 . . . . . 0 0 . .:
Old : 33: 20 21 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 52.2 75.0 72.5 50.4 43.9 62.5 59.9
Old : 54.2 52.2 75.0 72.5 50.4 43.9 62.5 59.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 86,779: 48,309 50,020 1,493 23,368 6,357 27,168 800 885 99 3,279 2,002: 466 68
Old : 86,779: 48,309 50,020 1,493 23,368 6,357 27,168 800 885 99 3,279 2,002: 466 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 968: 622 612 -75 135 25 256 50 25 -76 60 66: 125 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 57.6 1.7 26.9 7.3 31.3 0.9 1.0 0.1 3.8 2.3: 0.5 0.1
Old : 100.0: 55.7 57.6 1.7 26.9 7.3 31.3 0.9 1.0 0.1 3.8 2.3: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 . . . 7 . . . . .:
Old : 40: 22 22 . . . 7 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 55.8 68.6 75.3 44.4 46.2 58.9 59.2
Old : 47.4 55.8 68.6 75.3 44.4 46.2 58.9 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,494: 58,552 55,859 14,503 21,635 273 1,915 200 0 2,362 0 1,345: 544 182
Old : 79,494: 58,552 55,859 14,503 21,635 273 1,915 200 0 2,362 0 1,345: 544 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,410: 810 1,340 600 70 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 70.3 18.2 27.2 0.3 2.4 0.3 0.0 3.0 0.0 1.7: 0.7 0.2
Old : 100.0: 73.7 70.3 18.2 27.2 0.3 2.4 0.3 0.0 3.0 0.0 1.7: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 22 . . . . . 0 . 0 .:
Old : 40: 23 22 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 69.1 73.3 81.7 49.2 68.7 71.1 79.7
Old : 49.7 69.1 73.3 81.7 49.2 68.7 71.1 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,425: 80,189 71,866 24,584 38,877 603 2,315 175 75 3,466 0 1,620: 573 209
Old : 113,425: 80,189 71,866 24,584 38,877 603 2,315 175 75 3,466 0 1,620: 573 209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,028: 448 778 600 270 -20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 63.4 21.7 34.3 0.5 2.0 0.2 0.1 3.1 0.0 1.4: 0.5 0.2
Old : 100.0: 70.7 63.4 21.7 34.3 0.5 2.0 0.2 0.1 3.1 0.0 1.4: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 24 . . 4 . . . . 0 .:
Old : 43: 24 24 . . 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 : 48.5 65.7 71.2 82.0 48.3 65.3 69.2 80.9
Old : 48.5 65.7 71.2 82.0 48.3 65.3 69.2 80.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,720: 33,669 43,905 10,405 0 1,350 0 0 0 75 0 0: 221 465
Old : 45,720: 33,669 43,905 10,405 0 1,350 0 0 0 75 0 0: 221 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 96.0 22.8 0.0 3.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 1.0
Old : 100.0: 73.6 96.0 22.8 0.0 3.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . 0 . 0 0 0 . 0 0:
Old : 26: 16 14 . 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 : 68.4 90.3 90.7 97.4 65.5 83.5 81.1 86.0
Old : 68.4 90.3 90.7 97.4 65.5 83.5 81.1 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,726: 18,540 18,113 909 1,842 1,721 0 0 0 316 0 45: 195 5
Old : 21,726: 18,540 18,113 909 1,842 1,721 0 0 0 316 0 45: 195 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -25: -25 -25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 83.4 4.2 8.5 7.9 0.0 0.0 0.0 1.5 0.0 0.2: 0.9 0.0
Old : 100.0: 85.3 83.4 4.2 8.5 7.9 0.0 0.0 0.0 1.5 0.0 0.2: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 17 . . . 0 0 0 . 0 .:
Old : 25: 19 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 : 46.5 59.3 78.3 82.1 36.5 47.3 52.7 58.3
Old : 46.5 59.3 78.3 82.1 36.5 47.3 52.7 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,285: 7,380 11,885 3,730 0 350 250 0 50 525 0 0: 0 0
Old : 12,285: 7,380 11,885 3,730 0 350 250 0 50 525 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 25: -25 25 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 96.7 30.4 0.0 2.8 2.0 0.0 0.4 4.3 0.0 0.0: 0.0 0.0
Old : 100.0: 60.1 96.7 30.4 0.0 2.8 2.0 0.0 0.4 4.3 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 : 21: 12 10 . 0 . . 0 . . 0 0:
Old : 21: 12 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 81.6 76.8 97.6 53.4 67.3 66.2 73.9
Old : 60.0 81.6 76.8 97.6 53.4 67.3 66.2 73.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,594: 50,405 41,192 3,016 11,644 8,591 440 456 934 4,546 5,315 2,376: 287 87
Old : 70,594: 50,405 41,192 3,016 11,644 8,591 440 456 934 4,546 5,315 2,376: 287 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,072: 764 1,156 84 -113 127 153 58 -100 20 -96 36: -13 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 58.4 4.3 16.5 12.2 0.6 0.6 1.3 6.4 7.5 3.4: 0.4 0.1
Old : 100.0: 71.4 58.4 4.3 16.5 12.2 0.6 0.6 1.3 6.4 7.5 3.4: 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 : 47: 26 26 . . . . . 5 4 4 7:
Old : 47: 26 26 . . . . . 5 4 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 54.2 68.5 69.4 23.9 32.8 38.7 40.0
Old : 44.6 54.2 68.5 69.4 23.9 32.8 38.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,322: 12,366 8,770 0 3,896 994 0 575 0 1,000 775 300: 662 12
Old : 15,322: 12,366 8,770 0 3,896 994 0 575 0 1,000 775 300: 662 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 486: 150 750 0 0 0 0 0 0 0 0 0: 336 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 57.2 0.0 25.4 6.5 0.0 3.8 0.0 6.5 5.1 2.0: 4.3 0.1
Old : 100.0: 80.7 57.2 0.0 25.4 6.5 0.0 3.8 0.0 6.5 5.1 2.0: 4.3 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 : 26: 13 12 0 . . 0 . 0 . . .:
Old : 26: 13 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 : 45.8 56.5 71.0 75.9 39.4 49.1 58.7 61.9
Old : 45.8 56.5 71.0 75.9 39.4 49.1 58.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,496: 44,751 53,460 8,595 0 2,675 0 0 0 205 0 120: 150 241
Old : 56,496: 44,751 53,460 8,595 0 2,675 0 0 0 205 0 120: 150 241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 410: 410 135 -275 0 275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 94.6 15.2 0.0 4.7 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.4
Old : 100.0: 79.2 94.6 15.2 0.0 4.7 0.0 0.0 0.0 0.4 0.0 0.2: 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: 18 18 . 0 . 0 0 0 . 0 .:
Old : 30: 18 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 : 63.6 80.4 87.7 94.2 58.8 76.8 74.4 79.2
Old : 63.6 80.4 87.7 94.2 58.8 76.8 74.4 79.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 35,377: 30,718 24,165 400 9,767 1,024 2,430 0 65 50 190 75: 615 91
Old : 35,377: 30,718 24,165 400 9,767 1,024 2,430 0 65 50 190 75: 615 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 74: -85 -96 0 -105 159 0 0 0 0 115 0: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 68.3 1.1 27.6 2.9 6.9 0.0 0.2 0.1 0.5 0.2: 1.7 0.3
Old : 100.0: 86.8 68.3 1.1 27.6 2.9 6.9 0.0 0.2 0.1 0.5 0.2: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 19 . . . 4 0 . . . .:
Old : 32: 20 19 . . . 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 : 57.4 47.8 78.8 74.8 44.2 44.1 53.0 57.7
Old : 57.4 47.8 78.8 74.8 44.2 44.1 53.0 57.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,596: 55,946 61,406 5,773 3,855 1,790 225 0 0 3,387 200 7: 468 338
Old : 67,596: 55,946 61,406 5,773 3,855 1,790 225 0 0 3,387 200 7: 468 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 726: 665 726 50 0 0 0 0 0 11 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 90.8 8.5 5.7 2.6 0.3 0.0 0.0 5.0 0.3 0.0: 0.7 0.5
Old : 100.0: 82.8 90.8 8.5 5.7 2.6 0.3 0.0 0.0 5.0 0.3 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 : 29: 20 16 . . . . 0 0 . . .:
Old : 29: 20 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 90.0 77.0 98.2 52.7 86.4 72.3 87.8
Old : 56.7 90.0 77.0 98.2 52.7 86.4 72.3 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,028: 59,340 63,690 6,381 5,238 2,390 225 0 0 3,849 1,700 10: 833 0
Old : 73,028: 59,340 63,690 6,381 5,238 2,390 225 0 0 3,849 1,700 10: 833 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 900: 550 1,200 235 -400 100 0 0 0 10 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 87.2 8.7 7.2 3.3 0.3 0.0 0.0 5.3 2.3 0.0: 1.1 0.0
Old : 100.0: 81.3 87.2 8.7 7.2 3.3 0.3 0.0 0.0 5.3 2.3 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 : 30: 20 14 . . . . 0 0 . . .:
Old : 30: 20 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 : 55.3 81.3 77.4 95.9 50.4 76.3 66.0 81.4
Old : 55.3 81.3 77.4 95.9 50.4 76.3 66.0 81.4
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 90,305: 73,782 81,643 12,381 4,263 2,632 0 380 645 450 362 319: 96 61
Old : 90,305: 73,782 81,643 12,381 4,263 2,632 0 380 645 450 362 319: 96 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,440: 1,541 855 -291 165 -145 0 130 0 137 177 198: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 90.4 13.7 4.7 2.9 0.0 0.4 0.7 0.5 0.4 0.4: 0.1 0.1
Old : 100.0: 81.7 90.4 13.7 4.7 2.9 0.0 0.4 0.7 0.5 0.4 0.4: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 24 . . . 0 . . . . .:
Old : 38: 19 24 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 59.5 80.3 83.2 64.1 58.0 76.7 74.4
Old : 64.6 59.5 80.3 83.2 64.1 58.0 76.7 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,093: 93,534 101,568 13,655 4,328 3,777 250 3,225 260 1,572 7 866: 179 61
Old : 114,093: 93,534 101,568 13,655 4,328 3,777 250 3,225 260 1,572 7 866: 179 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 3,331: 3,272 2,827 -5 97 -15 -10 246 110 -91 -64 80: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 89.0 12.0 3.8 3.3 0.2 2.8 0.2 1.4 0.0 0.8: 0.2 0.1
Old : 100.0: 82.0 89.0 12.0 3.8 3.3 0.2 2.8 0.2 1.4 0.0 0.8: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 29 . . . . 5 . . . .:
Old : 46: 22 29 . . . . 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 : 60.1 55.6 79.0 79.6 59.2 55.2 71.4 66.8
Old : 60.1 55.6 79.0 79.6 59.2 55.2 71.4 66.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,570: 39,565 42,545 4,325 395 3,680 0 175 0 0 775 0: 0 0
Old : 47,570: 39,565 42,545 4,325 395 3,680 0 175 0 0 775 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 540: 645 195 0 125 -90 0 150 0 0 250 0: -15 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 89.4 9.1 0.8 7.7 0.0 0.4 0.0 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 83.2 89.4 9.1 0.8 7.7 0.0 0.4 0.0 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . 0 . 0 0 . 0:
Old : 28: 13 14 . . . 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 : 88.5 84.6 98.3 95.6 84.6 83.2 90.4 88.2
Old : 88.5 84.6 98.3 95.6 84.6 83.2 90.4 88.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 55,611: 43,210 52,574 7,682 0 2,067 1,000 0 350 300 512 32: 970 76
Old : 55,611: 43,210 52,574 7,682 0 2,067 1,000 0 350 300 512 32: 970 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 224: -25 239 269 0 -15 0 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 94.5 13.8 0.0 3.7 1.8 0.0 0.6 0.5 0.9 0.1: 1.7 0.1
Old : 100.0: 77.7 94.5 13.8 0.0 3.7 1.8 0.0 0.6 0.5 0.9 0.1: 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 : 27: 18 17 . 0 . . 0 . . . .:
Old : 27: 18 17 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 83.9 80.5 91.1 47.7 78.8 69.3 81.2
Old : 51.7 83.9 80.5 91.1 47.7 78.8 69.3 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,820: 29,913 54,046 5,255 0 2,832 18,812 0 10 0 622 50: 948 260
Old : 57,820: 29,913 54,046 5,255 0 2,832 18,812 0 10 0 622 50: 948 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -643: -661 -711 373 0 35 -425 0 0 0 0 0: 35 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 93.5 9.1 0.0 4.9 32.5 0.0 0.0 0.0 1.1 0.1: 1.6 0.4
Old : 100.0: 51.7 93.5 9.1 0.0 4.9 32.5 0.0 0.0 0.0 1.1 0.1: 1.6 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: 19 20 . 0 . 4 0 . 0 . .:
Old : 30: 19 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 : 64.6 67.1 81.4 80.1 60.4 62.4 73.0 73.2
Old : 64.6 67.1 81.4 80.1 60.4 62.4 73.0 73.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 32,670: 18,922 31,830 12,763 0 433 145 50 280 0 0 0: 127 77
Old : 32,670: 18,922 31,830 12,763 0 433 145 50 280 0 0 0: 127 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 55: -5 55 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 97.4 39.1 0.0 1.3 0.4 0.2 0.9 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 57.9 97.4 39.1 0.0 1.3 0.4 0.2 0.9 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 : 25: 15 13 4 0 . . . . 0 0 0:
Old : 25: 15 13 4 0 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 89.4 80.8 95.7 58.5 84.4 77.4 87.2
Old : 59.7 89.4 80.8 95.7 58.5 84.4 77.4 87.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,500: 19,400 30,300 10,955 0 80 0 0 0 0 0 0: 65 120
Old : 30,500: 19,400 30,300 10,955 0 80 0 0 0 0 0 0: 65 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 75: 75 75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 99.3 35.9 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 63.6 99.3 35.9 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 4 0 . 0 0 0 0 0 0:
Old : 23: 14 10 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 90.9 83.6 98.5 58.9 86.2 81.3 90.1
Old : 59.6 90.9 83.6 98.5 58.9 86.2 81.3 90.1
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,672: 26,311 27,334 1,953 330 912 260 435 25 0 550 75: 136 11
Old : 29,672: 26,311 27,334 1,953 330 912 260 435 25 0 550 75: 136 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 925: 795 735 130 50 0 0 105 0 0 50 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 92.1 6.6 1.1 3.1 0.9 1.5 0.1 0.0 1.9 0.3: 0.5 0.0
Old : 100.0: 88.7 92.1 6.6 1.1 3.1 0.9 1.5 0.1 0.0 1.9 0.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 19 . . . . . . 0 . .:
Old : 30: 16 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 60.1 90.3 78.9 74.1 59.3 84.5 76.8
Old : 75.1 60.1 90.3 78.9 74.1 59.3 84.5 76.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 23,000: 19,387 22,112 2,838 0 70 50 275 0 0 325 25: 630 193
Old : 23,000: 19,387 22,112 2,838 0 70 50 275 0 0 325 25: 630 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 522: 905 472 -350 0 10 0 0 0 0 0 0: -43 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 96.1 12.3 0.0 0.3 0.2 1.2 0.0 0.0 1.4 0.1: 2.7 0.8
Old : 100.0: 84.3 96.1 12.3 0.0 0.3 0.2 1.2 0.0 0.0 1.4 0.1: 2.7 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 : 23: 12 13 . 0 . . . 0 0 . .:
Old : 23: 12 13 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 74.7 91.7 92.0 77.1 71.0 88.0 86.6
Old : 77.4 74.7 91.7 92.0 77.1 71.0 88.0 86.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,107: 38,818 34,142 4,910 10,036 100 1,136 1,450 305 740 65 0: 98 9
Old : 46,107: 38,818 34,142 4,910 10,036 100 1,136 1,450 305 740 65 0: 98 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 841: 553 603 1 60 7 35 106 0 245 65 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 74.0 10.6 21.8 0.2 2.5 3.1 0.7 1.6 0.1 0.0: 0.2 0.0
Old : 100.0: 84.2 74.0 10.6 21.8 0.2 2.5 3.1 0.7 1.6 0.1 0.0: 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 : 40: 20 23 . . . . . . . . 0:
Old : 40: 20 23 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 56.8 74.0 75.2 43.3 49.5 55.7 60.8
Old : 56.2 56.8 74.0 75.2 43.3 49.5 55.7 60.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,603: 33,841 24,568 1,902 12,780 875 1,335 0 260 250 0 120: 20 0
Old : 38,603: 33,841 24,568 1,902 12,780 875 1,335 0 260 250 0 120: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 535: 390 270 -180 60 205 0 0 0 0 -120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 63.6 4.9 33.1 2.3 3.5 0.0 0.7 0.6 0.0 0.3: 0.1 0.0
Old : 100.0: 87.7 63.6 4.9 33.1 2.3 3.5 0.0 0.7 0.6 0.0 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 : 33: 21 18 . . . . 0 . . 0 .:
Old : 33: 21 18 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 65.3 79.9 84.6 50.3 58.3 61.4 70.7
Old : 63.0 65.3 79.9 84.6 50.3 58.3 61.4 70.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,510: 11,325 12,424 364 0 4,086 286 0 0 300 0 0: 149 0
Old : 16,510: 11,325 12,424 364 0 4,086 286 0 0 300 0 0: 149 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 31: 320 -5 -325 0 36 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 75.3 2.2 0.0 24.7 1.7 0.0 0.0 1.8 0.0 0.0: 0.9 0.0
Old : 100.0: 68.6 75.3 2.2 0.0 24.7 1.7 0.0 0.0 1.8 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 . 0 . . 0 0 . 0 0:
Old : 26: 14 11 . 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 : 65.5 76.4 82.6 95.0 47.2 57.1 57.8 64.9
Old : 65.5 76.4 82.6 95.0 47.2 57.1 57.8 64.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,026: 9,616 15,161 2,624 0 1,410 0 50 50 3,071 100 255: 0 0
Old : 17,026: 9,616 15,161 2,624 0 1,410 0 50 50 3,071 100 255: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 50: 0 0 0 0 0 0 0 0 50 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 89.0 15.4 0.0 8.3 0.0 0.3 0.3 18.0 0.6 1.5: 0.0 0.0
Old : 100.0: 56.5 89.0 15.4 0.0 8.3 0.0 0.3 0.3 18.0 0.6 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 9 . 0 . 0 . . . . .:
Old : 22: 13 9 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 84.8 82.3 96.4 48.2 79.9 68.4 81.0
Old : 56.8 84.8 82.3 96.4 48.2 79.9 68.4 81.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,004: 10,744 15,569 3,056 0 1,230 0 750 50 2,619 100 305: 0 0
Old : 18,004: 10,744 15,569 3,056 0 1,230 0 750 50 2,619 100 305: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 50: 0 0 0 0 0 0 0 0 50 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 86.5 17.0 0.0 6.8 0.0 4.2 0.3 14.5 0.6 1.7: 0.0 0.0
Old : 100.0: 59.7 86.5 17.0 0.0 6.8 0.0 4.2 0.3 14.5 0.6 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 : 23: 13 10 . 0 . 0 . . . . .:
Old : 23: 13 10 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 81.4 80.3 93.9 42.7 78.6 66.9 81.7
Old : 52.5 81.4 80.3 93.9 42.7 78.6 66.9 81.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,085: 9,308 10,395 7,970 6,375 125 0 0 0 1,665 2,535 610: 407 45
Old : 20,085: 9,308 10,395 7,970 6,375 125 0 0 0 1,665 2,535 610: 407 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 165: 885 310 0 0 0 0 0 0 -700 -150 0: -20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 51.8 39.7 31.7 0.6 0.0 0.0 0.0 8.3 12.6 3.0: 2.0 0.2
Old : 100.0: 46.3 51.8 39.7 31.7 0.6 0.0 0.0 0.0 8.3 12.6 3.0: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 . . . 0 0 0 . . .:
Old : 21: 11 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 : 69.0 64.0 91.1 88.7 64.9 63.4 84.8 86.1
Old : 69.0 64.0 91.1 88.7 64.9 63.4 84.8 86.1
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,729: 32,434 42,901 6,893 0 3,843 825 0 0 3,005 395 2,485: 244 105
Old : 49,729: 32,434 42,901 6,893 0 3,843 825 0 0 3,005 395 2,485: 244 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -147: 0 -350 -425 0 203 75 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 86.3 13.9 0.0 7.7 1.7 0.0 0.0 6.0 0.8 5.0: 0.5 0.2
Old : 100.0: 65.2 86.3 13.9 0.0 7.7 1.7 0.0 0.0 6.0 0.8 5.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 9 4 0 . . 0 0 . . .:
Old : 28: 14 9 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 87.1 81.4 96.1 50.0 80.8 70.4 82.9
Old : 58.5 87.1 81.4 96.1 50.0 80.8 70.4 82.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,113: 32,599 42,556 6,680 0 3,322 825 0 0 3,465 1,170 1,950: 272 115
Old : 49,113: 32,599 42,556 6,680 0 3,322 825 0 0 3,465 1,170 1,950: 272 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -96: 20 -350 -435 0 244 75 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 86.6 13.6 0.0 6.8 1.7 0.0 0.0 7.1 2.4 4.0: 0.6 0.2
Old : 100.0: 66.4 86.6 13.6 0.0 6.8 1.7 0.0 0.0 7.1 2.4 4.0: 0.6 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: 14 9 4 0 . . 0 0 . . .:
Old : 28: 14 9 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 85.9 81.7 95.6 50.9 82.2 71.5 84.8
Old : 58.9 85.9 81.7 95.6 50.9 82.2 71.5 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 121,830: 97,059 88,010 11,450 17,447 2,026 1,100 775 450 9,545 12,945 95: 105 82
Old : 121,830: 97,059 88,010 11,450 17,447 2,026 1,100 775 450 9,545 12,945 95: 105 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 161: -80 735 0 -215 291 50 0 0 -100 -650 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 72.2 9.4 14.3 1.7 0.9 0.6 0.4 7.8 10.6 0.1: 0.1 0.1
Old : 100.0: 79.7 72.2 9.4 14.3 1.7 0.9 0.6 0.4 7.8 10.6 0.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 29 18 . 4 . . . . 6 . .:
Old : 48: 29 18 . 4 . . . . 6 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 53.1 62.2 83.2 43.4 50.1 57.4 72.0
Old : 43.5 53.1 62.2 83.2 43.4 50.1 57.4 72.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,987: 103,192 88,502 13,700 21,332 1,810 200 1,650 875 7,965 13,590 140: 105 88
Old : 127,987: 103,192 88,502 13,700 21,332 1,810 200 1,650 875 7,965 13,590 140: 105 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -434: -416 709 0 -310 87 0 -50 0 -135 -900 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 69.1 10.7 16.7 1.4 0.2 1.3 0.7 6.2 10.6 0.1: 0.1 0.1
Old : 100.0: 80.6 69.1 10.7 16.7 1.4 0.2 1.3 0.7 6.2 10.6 0.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 32 23 . 4 . . . . 5 . .:
Old : 52: 32 23 . 4 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 49.6 63.2 80.0 45.5 47.8 59.2 73.6
Old : 45.9 49.6 63.2 80.0 45.5 47.8 59.2 73.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 294,267: 190,035 197,517 29,268 20,587 23,599 11,532 18,302 18,741 11,554 6,483 8,909: 630 131
Old : 294,267: 190,035 197,517 29,268 20,587 23,599 11,532 18,302 18,741 11,554 6,483 8,909: 630 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 6,540: 6,418 3,370 -163 -714 381 -1,202 1,424 1,784 -1,074 -103 388: 8 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 67.1 9.9 7.0 8.0 3.9 6.2 6.4 3.9 2.2 3.0: 0.2 0.0
Old : 100.0: 64.6 67.1 9.9 7.0 8.0 3.9 6.2 6.4 3.9 2.2 3.0: 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 : 76: 34 35 . . 5 7 8 11 7 8 12:
Old : 76: 34 35 . . 5 7 8 11 7 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 41.8 56.1 62.6 23.9 27.9 36.6 37.9
Old : 35.5 41.8 56.1 62.6 23.9 27.9 36.6 37.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,125: 12,455 23,840 5,515 0 0 500 0 0 5,165 75 210: 280 0
Old : 24,125: 12,455 23,840 5,515 0 0 500 0 0 5,165 75 210: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -175: 175 -175 -150 0 0 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 98.8 22.9 0.0 0.0 2.1 0.0 0.0 21.4 0.3 0.9: 1.2 0.0
Old : 100.0: 51.6 98.8 22.9 0.0 0.0 2.1 0.0 0.0 21.4 0.3 0.9: 1.2 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 : 21: 14 7 . 0 0 . 0 0 . . .:
Old : 21: 14 7 . 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 : 51.9 97.6 79.5 99.9 51.4 93.2 79.1 93.6
Old : 51.9 97.6 79.5 99.9 51.4 93.2 79.1 93.6
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,354: 11,369 21,994 6,122 0 0 0 1,150 0 5,383 0 210: 270 0
Old : 23,354: 11,369 21,994 6,122 0 0 0 1,150 0 5,383 0 210: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 25: -25 25 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 94.2 26.2 0.0 0.0 0.0 4.9 0.0 23.0 0.0 0.9: 1.2 0.0
Old : 100.0: 48.7 94.2 26.2 0.0 0.0 0.0 4.9 0.0 23.0 0.0 0.9: 1.2 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 : 20: 12 7 . 0 0 0 . 0 . 0 .:
Old : 20: 12 7 . 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 : 57.2 96.6 84.6 99.2 56.8 93.4 84.1 94.0
Old : 57.2 96.6 84.6 99.2 56.8 93.4 84.1 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,160: 24,044 20,550 395 2,615 115 0 1,500 50 0 0 0: 5,556 5,330
Old : 30,160: 24,044 20,550 395 2,615 115 0 1,500 50 0 0 0: 5,556 5,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 575: 450 -205 0 0 0 0 700 25 0 0 0: 100 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 68.1 1.3 8.7 0.4 0.0 5.0 0.2 0.0 0.0 0.0: 18.4 17.7
Old : 100.0: 79.7 68.1 1.3 8.7 0.4 0.0 5.0 0.2 0.0 0.0 0.0: 18.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 15 . . . 0 . . 0 0 0:
Old : 22: 12 15 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 54.5 78.0 75.3 68.7 54.3 73.0 70.2
Old : 69.8 54.5 78.0 75.3 68.7 54.3 73.0 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,821: 23,825 20,816 395 2,500 110 0 1,130 25 0 0 0: 4,466 4,240
Old : 28,821: 23,825 20,816 395 2,500 110 0 1,130 25 0 0 0: 4,466 4,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 390: 510 -135 110 60 0 0 710 -230 0 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 72.2 1.4 8.7 0.4 0.0 3.9 0.1 0.0 0.0 0.0: 15.5 14.7
Old : 100.0: 82.7 72.2 1.4 8.7 0.4 0.0 3.9 0.1 0.0 0.0 0.0: 15.5 14.7
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 : 21: 11 16 . . . 0 . . 0 0 0:
Old : 21: 11 16 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 54.8 81.3 76.6 71.7 53.3 76.7 73.1
Old : 72.9 54.8 81.3 76.6 71.7 53.3 76.7 73.1
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,151: 22,856 19,076 20,433 23,155 500 4,685 5,365 2,055 150 0 1,935: 9,537 10,065
Old : 62,151: 22,856 19,076 20,433 23,155 500 4,685 5,365 2,055 150 0 1,935: 9,537 10,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 195: -50 -690 -240 0 0 0 0 0 -400 0 200: 685 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 30.7 32.9 37.3 0.8 7.5 8.6 3.3 0.2 0.0 3.1: 15.3 16.2
Old : 100.0: 36.8 30.7 32.9 37.3 0.8 7.5 8.6 3.3 0.2 0.0 3.1: 15.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 19 . . . . . . . 0 .:
Old : 28: 15 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 : 65.5 50.4 78.6 65.2 61.8 50.2 67.9 63.0
Old : 65.5 50.4 78.6 65.2 61.8 50.2 67.9 63.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,941: 24,480 18,204 19,555 23,885 175 5,165 5,365 2,160 0 1,165 1,855: 7,551 8,132
Old : 60,941: 24,480 18,204 19,555 23,885 175 5,165 5,365 2,160 0 1,165 1,855: 7,551 8,132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 155: -77 -1,017 -540 0 0 0 0 0 0 400 0: 772 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 29.9 32.1 39.2 0.3 8.5 8.8 3.5 0.0 1.9 3.0: 12.4 13.3
Old : 100.0: 40.2 29.9 32.1 39.2 0.3 8.5 8.8 3.5 0.0 1.9 3.0: 12.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . . . . . 0 . .:
Old : 30: 17 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 : 68.7 53.1 81.3 68.1 64.9 52.6 69.9 63.7
Old : 68.7 53.1 81.3 68.1 64.9 52.6 69.9 63.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,217: 12,410 5,740 3,875 706 1,806 0 9,010 55 0 1,175 1,295: 3,776 3,430
Old : 23,217: 12,410 5,740 3,875 706 1,806 0 9,010 55 0 1,175 1,295: 3,776 3,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 200: 200 0 0 0 0 0 400 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 24.7 16.7 3.0 7.8 0.0 38.8 0.2 0.0 5.1 5.6: 16.3 14.8
Old : 100.0: 53.5 24.7 16.7 3.0 7.8 0.0 38.8 0.2 0.0 5.1 5.6: 16.3 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 6 . . . 0 4 . 0 . .:
Old : 26: 15 6 . . . 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 : 45.7 60.5 68.0 76.4 44.1 53.5 60.8 63.5
Old : 45.7 60.5 68.0 76.4 44.1 53.5 60.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,478: 11,691 5,440 3,675 911 1,541 0 9,010 55 0 325 1,770: 3,746 3,426
Old : 22,478: 11,691 5,440 3,675 911 1,541 0 9,010 55 0 325 1,770: 3,746 3,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 200: 200 0 0 0 0 0 400 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 24.2 16.3 4.1 6.9 0.0 40.1 0.2 0.0 1.4 7.9: 16.7 15.2
Old : 100.0: 52.0 24.2 16.3 4.1 6.9 0.0 40.1 0.2 0.0 1.4 7.9: 16.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 5 . . . 0 4 . 0 . .:
Old : 26: 16 5 . . . 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 : 46.7 60.6 68.2 77.0 42.9 55.4 58.5 63.9
Old : 46.7 60.6 68.2 77.0 42.9 55.4 58.5 63.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,313: 13,815 6,040 0 14,335 445 4,975 0 900 5,190 3,880 300: 3,688 3,413
Old : 29,313: 13,815 6,040 0 14,335 445 4,975 0 900 5,190 3,880 300: 3,688 3,413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 20.6 0.0 48.9 1.5 17.0 0.0 3.1 17.7 13.2 1.0: 12.6 11.6
Old : 100.0: 47.1 20.6 0.0 48.9 1.5 17.0 0.0 3.1 17.7 13.2 1.0: 12.6 11.6
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 : 20: 11 5 0 . . . 0 . . . .:
Old : 20: 11 5 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 75.1 78.8 88.3 53.9 72.2 72.2 77.2
Old : 57.0 75.1 78.8 88.3 53.9 72.2 72.2 77.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,771: 12,866 22,337 1,972 3,480 2,025 9,125 0 75 2,100 0 0: 3,608 3,854
Old : 31,771: 12,866 22,337 1,972 3,480 2,025 9,125 0 75 2,100 0 0: 3,608 3,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 600: 600 0 -180 600 0 180 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 70.3 6.2 11.0 6.4 28.7 0.0 0.2 6.6 0.0 0.0: 11.4 12.1
Old : 100.0: 40.5 70.3 6.2 11.0 6.4 28.7 0.0 0.2 6.6 0.0 0.0: 11.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 13 . . . . 0 . . 0 0:
Old : 25: 10 13 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 70.2 70.2 82.5 44.7 67.2 65.1 75.9
Old : 48.2 70.2 70.2 82.5 44.7 67.2 65.1 75.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,533: 12,623 18,559 1,195 5,985 2,075 8,645 0 75 2,100 0 0: 3,820 3,839
Old : 30,533: 12,623 18,559 1,195 5,985 2,075 8,645 0 75 2,100 0 0: 3,820 3,839
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 600: 600 0 -180 600 0 180 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 60.8 3.9 19.6 6.8 28.3 0.0 0.2 6.9 0.0 0.0: 12.5 12.6
Old : 100.0: 41.3 60.8 3.9 19.6 6.8 28.3 0.0 0.2 6.9 0.0 0.0: 12.5 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 : 22: 8 10 . . . . 0 . . 0 0:
Old : 22: 8 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 : 48.6 74.5 74.1 84.8 48.6 71.2 70.2 77.3
Old : 48.6 74.5 74.1 84.8 48.6 71.2 70.2 77.3
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,640: 12,355 23,000 4,165 0 600 4,215 130 0 2,525 350 2,450: 3,330 3,110
Old : 29,640: 12,355 23,000 4,165 0 600 4,215 130 0 2,525 350 2,450: 3,330 3,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 25: 400 -25 -175 0 0 0 -125 0 -375 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 77.6 14.1 0.0 2.0 14.2 0.4 0.0 8.5 1.2 8.3: 11.2 10.5
Old : 100.0: 41.7 77.6 14.1 0.0 2.0 14.2 0.4 0.0 8.5 1.2 8.3: 11.2 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 : 29: 14 8 . 0 . 4 . 0 . . .:
Old : 29: 14 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 : 44.9 75.5 66.7 86.1 40.2 68.6 54.8 72.2
Old : 44.9 75.5 66.7 86.1 40.2 68.6 54.8 72.2
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,780: 11,275 22,490 4,120 0 530 3,990 130 0 3,015 0 2,550: 3,300 3,080
Old : 28,780: 11,275 22,490 4,120 0 530 3,990 130 0 3,015 0 2,550: 3,300 3,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 25: 400 -25 -175 0 0 0 -125 0 -375 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 78.1 14.3 0.0 1.8 13.9 0.5 0.0 10.5 0.0 8.9: 11.5 10.7
Old : 100.0: 39.2 78.1 14.3 0.0 1.8 13.9 0.5 0.0 10.5 0.0 8.9: 11.5 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 7 . 0 . . . 0 . 0 .:
Old : 27: 14 7 . 0 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 75.9 67.3 86.9 38.3 70.0 55.3 72.7
Old : 45.6 75.9 67.3 86.9 38.3 70.0 55.3 72.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,430: 9,870 3,400 1,275 3,660 5 0 4,510 0 230 90 450: 1,600 1,315
Old : 13,430: 9,870 3,400 1,275 3,660 5 0 4,510 0 230 90 450: 1,600 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 0: 0 0 0 -180 5 0 180 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 25.3 9.5 27.3 0.0 0.0 33.6 0.0 1.7 0.7 3.4: 11.9 9.8
Old : 100.0: 73.5 25.3 9.5 27.3 0.0 0.0 33.6 0.0 1.7 0.7 3.4: 11.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 . . . 0 4 0 . . .:
Old : 24: 14 10 . . . 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 : 60.5 59.3 79.0 77.9 56.1 59.2 70.0 70.3
Old : 60.5 59.3 79.0 77.9 56.1 59.2 70.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,800: 9,080 3,200 1,275 3,210 0 0 4,510 0 430 90 440: 1,575 1,350
Old : 12,800: 9,080 3,200 1,275 3,210 0 0 4,510 0 430 90 440: 1,575 1,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 0: 0 0 0 -180 0 0 180 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 25.0 10.0 25.1 0.0 0.0 35.2 0.0 3.4 0.7 3.4: 12.3 10.5
Old : 100.0: 70.9 25.0 10.0 25.1 0.0 0.0 35.2 0.0 3.4 0.7 3.4: 12.3 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 : 24: 13 10 . . 0 0 4 0 . . .:
Old : 24: 13 10 . . 0 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 58.6 79.5 77.9 54.9 58.6 70.0 70.7
Old : 59.6 58.6 79.5 77.9 54.9 58.6 70.0 70.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,960: 27,655 18,625 0 4,745 1,710 635 15,330 960 10,915 1,175 2,190: 4,895 4,225
Old : 48,960: 27,655 18,625 0 4,745 1,710 635 15,330 960 10,915 1,175 2,190: 4,895 4,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 160: -65 -60 0 -10 -35 300 175 -30 -200 50 -105: 295 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 38.0 0.0 9.7 3.5 1.3 31.3 2.0 22.3 2.4 4.5: 10.0 8.6
Old : 100.0: 56.5 38.0 0.0 9.7 3.5 1.3 31.3 2.0 22.3 2.4 4.5: 10.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 16 0 . . . . . . . .:
Old : 29: 13 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 : 59.7 61.4 75.6 81.8 55.2 59.5 69.1 73.9
Old : 59.7 61.4 75.6 81.8 55.2 59.5 69.1 73.9
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,965: 27,735 18,120 0 4,980 1,710 135 15,330 1,110 11,145 1,225 2,190: 4,940 4,300
Old : 48,965: 27,735 18,120 0 4,980 1,710 135 15,330 1,110 11,145 1,225 2,190: 4,940 4,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 150: -80 -40 0 -45 -35 135 10 60 -200 50 -15: 285 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 37.0 0.0 10.2 3.5 0.3 31.3 2.3 22.8 2.5 4.5: 10.1 8.8
Old : 100.0: 56.6 37.0 0.0 10.2 3.5 0.3 31.3 2.3 22.8 2.5 4.5: 10.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 17 0 . . . . . . . .:
Old : 29: 12 17 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 61.5 76.5 81.1 57.6 59.6 70.2 73.4
Old : 61.7 61.5 76.5 81.1 57.6 59.6 70.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,695: 30,995 19,580 0 14,965 1,327 14,960 275 695 3,910 15,265 295: 2,513 2,293
Old : 54,695: 30,995 19,580 0 14,965 1,327 14,960 275 695 3,910 15,265 295: 2,513 2,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 115: 15 0 0 -35 0 275 0 -25 0 325 -50: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 35.8 0.0 27.4 2.4 27.4 0.5 1.3 7.1 27.9 0.5: 4.6 4.2
Old : 100.0: 56.7 35.8 0.0 27.4 2.4 27.4 0.5 1.3 7.1 27.9 0.5: 4.6 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: 17 9 0 . . . . . . . .:
Old : 29: 17 9 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 78.7 77.8 92.2 55.9 75.8 76.8 88.1
Old : 56.8 78.7 77.8 92.2 55.9 75.8 76.8 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,010: 26,800 20,635 0 13,260 1,142 14,585 225 720 3,440 11,780 295: 3,028 1,953
Old : 50,010: 26,800 20,635 0 13,260 1,142 14,585 225 720 3,440 11,780 295: 3,028 1,953
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -76: 0 0 0 150 0 75 0 0 0 -75 -50: -101 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 41.3 0.0 26.5 2.3 29.2 0.4 1.4 6.9 23.6 0.6: 6.1 3.9
Old : 100.0: 53.6 41.3 0.0 26.5 2.3 29.2 0.4 1.4 6.9 23.6 0.6: 6.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 8 0 . . . . . . . .:
Old : 27: 15 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 74.4 78.9 91.7 57.5 71.7 77.8 88.0
Old : 58.5 74.4 78.9 91.7 57.5 71.7 77.8 88.0
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,211: 59,407 93,497 23,541 0 3,145 5,504 1,755 5,460 13,350 6,205 3,130: 15,674 16,019
Old : 129,211: 59,407 93,497 23,541 0 3,145 5,504 1,755 5,460 13,350 6,205 3,130: 15,674 16,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 597: -298 292 955 0 -656 -75 475 25 200 -135 -200: 646 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 72.4 18.2 0.0 2.4 4.3 1.4 4.2 10.3 4.8 2.4: 12.1 12.4
Old : 100.0: 46.0 72.4 18.2 0.0 2.4 4.3 1.4 4.2 10.3 4.8 2.4: 12.1 12.4
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 : 39: 21 24 . 0 . . . . . . .:
Old : 39: 21 24 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 48.8 73.2 61.9 49.7 47.3 63.3 59.4
Old : 56.0 48.8 73.2 61.9 49.7 47.3 63.3 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,333: 54,545 89,220 28,288 0 2,219 5,189 805 5,515 7,285 5,027 4,165: 13,127 13,382
Old : 120,333: 54,545 89,220 28,288 0 2,219 5,189 805 5,515 7,285 5,027 4,165: 13,127 13,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -158: -345 245 1,055 0 -805 -25 325 30 -200 -85 -100: 232 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 74.1 23.5 0.0 1.8 4.3 0.7 4.6 6.1 4.2 3.5: 10.9 11.1
Old : 100.0: 45.3 74.1 23.5 0.0 1.8 4.3 0.7 4.6 6.1 4.2 3.5: 10.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 22 . 0 . . . 4 . . .:
Old : 37: 17 22 . 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 : 55.4 47.5 76.4 60.4 51.5 46.1 66.0 58.7
Old : 55.4 47.5 76.4 60.4 51.5 46.1 66.0 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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,705: 12,375 18,290 16,850 8,090 625 1,570 3,500 2,175 0 800 450: 1,660 1,775
Old : 35,705: 12,375 18,290 16,850 8,090 625 1,570 3,500 2,175 0 800 450: 1,660 1,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 840: -255 1,420 -425 -750 285 0 -900 270 0 -450 450: 515 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 51.2 47.2 22.7 1.8 4.4 9.8 6.1 0.0 2.2 1.3: 4.6 5.0
Old : 100.0: 34.7 51.2 47.2 22.7 1.8 4.4 9.8 6.1 0.0 2.2 1.3: 4.6 5.0
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: 11 14 . . . . . . 0 . .:
Old : 25: 11 14 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 44.4 88.7 67.0 72.8 41.0 78.1 57.8
Old : 76.1 44.4 88.7 67.0 72.8 41.0 78.1 57.8
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,715: 9,195 15,735 14,770 6,760 485 1,220 1,795 3,220 0 750 450: 1,375 1,520
Old : 30,715: 9,195 15,735 14,770 6,760 485 1,220 1,795 3,220 0 750 450: 1,375 1,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 895: -550 1,325 -125 -650 20 0 -900 420 0 -450 450: 680 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 51.2 48.1 22.0 1.6 4.0 5.8 10.5 0.0 2.4 1.5: 4.5 4.9
Old : 100.0: 29.9 51.2 48.1 22.0 1.6 4.0 5.8 10.5 0.0 2.4 1.5: 4.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 13 . . . . . . 0 . .:
Old : 22: 8 13 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 45.6 89.8 68.3 68.4 35.8 72.4 53.0
Old : 76.8 45.6 89.8 68.3 68.4 35.8 72.4 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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,770: 6,765 17,040 0 7,185 1,940 17,330 0 0 0 0 0: 735 605
Old : 26,770: 6,765 17,040 0 7,185 1,940 17,330 0 0 0 0 0: 735 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 63.7 0.0 26.8 7.2 64.7 0.0 0.0 0.0 0.0 0.0: 2.7 2.3
Old : 100.0: 25.3 63.7 0.0 26.8 7.2 64.7 0.0 0.0 0.0 0.0 0.0: 2.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 14 0 . . 4 0 0 0 0 0:
Old : 23: 9 14 0 . . 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 : 82.9 74.9 91.9 89.9 81.0 67.4 85.1 81.5
Old : 82.9 74.9 91.9 89.9 81.0 67.4 85.1 81.5
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,690: 43,615 27,565 3,210 7,260 7,635 0 12,150 950 0 125 325: 11,955 11,680
Old : 67,690: 43,615 27,565 3,210 7,260 7,635 0 12,150 950 0 125 325: 11,955 11,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 2,275: 2,065 115 -20 1,055 -5 0 675 75 -325 125 325: 160 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 40.7 4.7 10.7 11.3 0.0 17.9 1.4 0.0 0.2 0.5: 17.7 17.3
Old : 100.0: 64.4 40.7 4.7 10.7 11.3 0.0 17.9 1.4 0.0 0.2 0.5: 17.7 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 18 . . . 0 . . 0 . .:
Old : 29: 19 18 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 42.8 65.2 57.0 42.3 32.4 51.2 43.7
Old : 48.0 42.8 65.2 57.0 42.3 32.4 51.2 43.7
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,770: 33,130 18,550 505 8,065 7,365 425 7,810 500 0 175 275: 13,570 13,030
Old : 55,770: 33,130 18,550 505 8,065 7,365 425 7,810 500 0 175 275: 13,570 13,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 1,750: 1,680 -345 -625 200 375 0 750 0 -275 175 275: 320 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 33.3 0.9 14.5 13.2 0.8 14.0 0.9 0.0 0.3 0.5: 24.3 23.4
Old : 100.0: 59.4 33.3 0.9 14.5 13.2 0.8 14.0 0.9 0.0 0.3 0.5: 24.3 23.4
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 : 27: 17 16 . . . . . . 0 . .:
Old : 27: 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 : 47.2 46.3 63.5 61.6 40.9 36.2 47.3 45.8
Old : 47.2 46.3 63.5 61.6 40.9 36.2 47.3 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2019