COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,726: 8,208 14,679 2,130 0 452 354 1,996 573 7,609 1,222 1,653: 747 1,151
Old : 21,726: 8,208 14,679 2,130 0 452 354 1,996 573 7,609 1,222 1,653: 747 1,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 18: -199 751 92 0 -91 0 -624 51 251 -57 -12: -74 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 67.6 9.8 0.0 2.1 1.6 9.2 2.6 35.0 5.6 7.6: 3.4 5.3
Old : 100.0: 37.8 67.6 9.8 0.0 2.1 1.6 9.2 2.6 35.0 5.6 7.6: 3.4 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 : 35: 11 13 5 0 4 . . . 9 . 8:
Old : 35: 11 13 5 0 4 . . . 9 . 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 54.2 60.1 70.5 32.5 40.9 44.6 52.4
Old : 40.0 54.2 60.1 70.5 32.5 40.9 44.6 52.4
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 33,509: 18,031 17,295 0 5,657 4,569 5,120 418 1,389 1,145 596 2,609: 645 975
Old : 33,509: 18,031 17,295 0 5,657 4,569 5,120 418 1,389 1,145 596 2,609: 645 975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 745: 577 482 0 -220 35 -61 143 49 -8 98 148: 6 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 51.6 0.0 16.9 13.6 15.3 1.2 4.1 3.4 1.8 7.8: 1.9 2.9
Old : 100.0: 53.8 51.6 0.0 16.9 13.6 15.3 1.2 4.1 3.4 1.8 7.8: 1.9 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 . . . 5 6 4 6 7:
Old : 42: 21 19 0 . . . 5 6 4 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 48.9 65.8 65.8 36.0 33.0 42.5 41.1
Old : 43.6 48.9 65.8 65.8 36.0 33.0 42.5 41.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 45,353: 27,300 41,802 9,684 0 1,965 370 1,326 50 5,800 25 175: 8 10
Old : 45,353: 27,300 41,802 9,684 0 1,965 370 1,326 50 5,800 25 175: 8 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 558: 423 666 308 0 -24 -75 39 2 50 0 -125: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 92.2 21.4 0.0 4.3 0.8 2.9 0.1 12.8 0.1 0.4: 0.0 0.0
Old : 100.0: 60.2 92.2 21.4 0.0 4.3 0.8 2.9 0.1 12.8 0.1 0.4: 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 : 37: 22 23 . 0 . . . . 4 . .:
Old : 37: 22 23 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 69.1 85.5 87.8 61.4 65.0 73.4 77.5
Old : 65.2 69.1 85.5 87.8 61.4 65.0 73.4 77.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,229: 19,603 20,134 0 2,282 726 100 612 0 3,350 25 450: 0 0
Old : 24,229: 19,603 20,134 0 2,282 726 100 612 0 3,350 25 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 480: 1,380 665 0 84 -275 0 6 0 -625 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 83.1 0.0 9.4 3.0 0.4 2.5 0.0 13.8 0.1 1.9: 0.0 0.0
Old : 100.0: 80.9 83.1 0.0 9.4 3.0 0.4 2.5 0.0 13.8 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 16 0 . . . . 0 5 . .:
Old : 32: 17 16 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 : 65.6 65.9 80.3 86.7 62.3 57.7 74.6 75.9
Old : 65.6 65.9 80.3 86.7 62.3 57.7 74.6 75.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,718: 122,126 103,629 465 29,740 3,635 9,121 824 5,549 2,690 375 2,905: 227 61
Old : 146,718: 122,126 103,629 465 29,740 3,635 9,121 824 5,549 2,690 375 2,905: 227 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,242: 429 1,050 -156 148 79 940 0 955 -15 0 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 70.6 0.3 20.3 2.5 6.2 0.6 3.8 1.8 0.3 2.0: 0.2 0.0
Old : 100.0: 83.2 70.6 0.3 20.3 2.5 6.2 0.6 3.8 1.8 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 . . . 5 . 5 . . .:
Old : 51: 29 33 . . . 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 : 38.8 51.2 60.0 68.1 29.9 38.8 42.3 50.1
Old : 38.8 51.2 60.0 68.1 29.9 38.8 42.3 50.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,361: 45,380 37,297 6,349 10,761 1,219 625 3,752 166 25 825 325: 272 15
Old : 54,361: 45,380 37,297 6,349 10,761 1,219 625 3,752 166 25 825 325: 272 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,577: 341 416 1,385 1,563 -467 200 -130 25 25 125 50: 17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 68.6 11.7 19.8 2.2 1.1 6.9 0.3 0.0 1.5 0.6: 0.5 0.0
Old : 100.0: 83.5 68.6 11.7 19.8 2.2 1.1 6.9 0.3 0.0 1.5 0.6: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 19 . . . . 4 . . 4 .:
Old : 38: 19 19 . . . . 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 : 75.1 72.1 89.9 87.7 72.9 63.9 81.1 78.4
Old : 75.1 72.1 89.9 87.7 72.9 63.9 81.1 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,012: 24,848 20,385 3,089 7,552 0 0 0 0 75 75 0: 0 0
Old : 28,012: 24,848 20,385 3,089 7,552 0 0 0 0 75 75 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 15: -60 90 0 -75 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 72.8 11.0 27.0 0.0 0.0 0.0 0.0 0.3 0.3 0.0: 0.0 0.0
Old : 100.0: 88.7 72.8 11.0 27.0 0.0 0.0 0.0 0.0 0.3 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: 6 13 . . 0 0 0 0 . . 0:
Old : 20: 6 13 . . 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 : 89.9 90.1 100.0 97.3 89.9 81.3 90.5 88.5
Old : 89.9 90.1 100.0 97.3 89.9 81.3 90.5 88.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,873: 39,143 47,442 1,766 6,491 6,940 18,950 500 0 0 5,468 857: 217 175
Old : 67,873: 39,143 47,442 1,766 6,491 6,940 18,950 500 0 0 5,468 857: 217 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 669: 444 -261 -1,685 15 760 1,210 0 0 0 95 0: -60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 69.9 2.6 9.6 10.2 27.9 0.7 0.0 0.0 8.1 1.3: 0.3 0.3
Old : 100.0: 57.7 69.9 2.6 9.6 10.2 27.9 0.7 0.0 0.0 8.1 1.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.4 51.1 74.7 72.7 51.7 43.5 62.3 58.7
Old : 55.4 51.1 74.7 72.7 51.7 43.5 62.3 58.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,025: 49,734 50,731 1,387 24,014 6,357 27,093 800 885 300 3,279 1,901: 368 58
Old : 88,025: 49,734 50,731 1,387 24,014 6,357 27,093 800 885 300 3,279 1,901: 368 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,246: 1,425 711 -106 646 0 -75 0 0 201 0 -101: -98 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 57.6 1.6 27.3 7.2 30.8 0.9 1.0 0.3 3.7 2.2: 0.4 0.1
Old : 100.0: 56.5 57.6 1.6 27.3 7.2 30.8 0.9 1.0 0.3 3.7 2.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 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 : 47.6 55.6 69.7 74.4 44.1 44.6 58.9 57.0
Old : 47.6 55.6 69.7 74.4 44.1 44.6 58.9 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,310: 59,252 57,995 15,665 21,461 227 1,915 100 0 2,362 0 1,345: 544 182
Old : 81,310: 59,252 57,995 15,665 21,461 227 1,915 100 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 19, 2019 :
: 1,816: 700 2,136 1,162 -174 -46 0 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 71.3 19.3 26.4 0.3 2.4 0.1 0.0 2.9 0.0 1.7: 0.7 0.2
Old : 100.0: 72.9 71.3 19.3 26.4 0.3 2.4 0.1 0.0 2.9 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 69.3 73.2 82.2 49.0 69.0 71.3 79.7
Old : 49.7 69.3 73.2 82.2 49.0 69.0 71.3 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,275: 80,934 73,541 25,946 39,409 346 2,315 75 75 3,466 0 1,620: 573 209
Old : 115,275: 80,934 73,541 25,946 39,409 346 2,315 75 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 19, 2019 :
: 1,850: 745 1,675 1,362 532 -257 0 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 63.8 22.5 34.2 0.3 2.0 0.1 0.1 3.0 0.0 1.4: 0.5 0.2
Old : 100.0: 70.2 63.8 22.5 34.2 0.3 2.0 0.1 0.1 3.0 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: 25 24 . . 4 . . . . 0 .:
Old : 43: 25 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 66.5 71.6 82.7 48.3 66.3 69.8 81.5
Old : 48.5 66.5 71.6 82.7 48.3 66.3 69.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,835: 33,768 43,960 10,360 0 1,410 0 0 0 75 0 0: 222 465
Old : 45,835: 33,768 43,960 10,360 0 1,410 0 0 0 75 0 0: 222 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 115: 99 55 -45 0 60 0 0 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 95.9 22.6 0.0 3.1 0.0 0.0 0.0 0.2 0.0 0.0: 0.5 1.0
Old : 100.0: 73.7 95.9 22.6 0.0 3.1 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 15 . 0 . 0 0 0 . 0 0:
Old : 26: 16 15 . 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 : 68.5 90.1 90.7 97.2 65.4 83.4 81.0 85.9
Old : 68.5 90.1 90.7 97.2 65.4 83.4 81.0 85.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,746: 18,285 18,038 1,009 1,817 1,716 0 0 0 316 0 45: 375 130
Old : 21,746: 18,285 18,038 1,009 1,817 1,716 0 0 0 316 0 45: 375 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 20: -255 -75 100 -25 -5 0 0 0 0 0 0: 180 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 82.9 4.6 8.4 7.9 0.0 0.0 0.0 1.5 0.0 0.2: 1.7 0.6
Old : 100.0: 84.1 82.9 4.6 8.4 7.9 0.0 0.0 0.0 1.5 0.0 0.2: 1.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 16 . . . 0 0 0 . 0 .:
Old : 24: 18 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 : 46.4 59.7 77.5 82.5 36.3 48.1 52.1 59.2
Old : 46.4 59.7 77.5 82.5 36.3 48.1 52.1 59.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,815: 50,357 41,034 3,071 11,641 8,573 489 452 967 4,806 5,781 2,258: 295 109
Old : 70,815: 50,357 41,034 3,071 11,641 8,573 489 452 967 4,806 5,781 2,258: 295 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 221: -48 -158 55 -2 -18 48 -4 33 260 466 -118: 8 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 57.9 4.3 16.4 12.1 0.7 0.6 1.4 6.8 8.2 3.2: 0.4 0.2
Old : 100.0: 71.1 57.9 4.3 16.4 12.1 0.7 0.6 1.4 6.8 8.2 3.2: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 26 . . . . . 5 4 4 7:
Old : 47: 25 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 : 43.4 54.9 67.5 69.6 23.1 32.7 38.1 39.9
Old : 43.4 54.9 67.5 69.6 23.1 32.7 38.1 39.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,473: 12,516 8,945 0 3,897 994 0 575 0 1,000 750 300: 663 12
Old : 15,473: 12,516 8,945 0 3,897 994 0 575 0 1,000 750 300: 663 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 151: 150 175 0 1 0 0 0 0 0 -25 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 57.8 0.0 25.2 6.4 0.0 3.7 0.0 6.5 4.8 1.9: 4.3 0.1
Old : 100.0: 80.9 57.8 0.0 25.2 6.4 0.0 3.7 0.0 6.5 4.8 1.9: 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 13 0 . . 0 . 0 . . .:
Old : 26: 13 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 : 45.6 56.6 71.3 75.8 39.7 48.8 58.4 61.5
Old : 45.6 56.6 71.3 75.8 39.7 48.8 58.4 61.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,871: 45,106 53,510 8,290 0 3,000 0 0 0 205 0 120: 150 241
Old : 56,871: 45,106 53,510 8,290 0 3,000 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 19, 2019 :
: 375: 355 50 -305 0 325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 94.1 14.6 0.0 5.3 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.4
Old : 100.0: 79.3 94.1 14.6 0.0 5.3 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: 19 18 . 0 . 0 0 0 . 0 .:
Old : 30: 19 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 : 63.2 79.9 87.3 94.2 58.4 76.1 73.5 78.4
Old : 63.2 79.9 87.3 94.2 58.4 76.1 73.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,258: 30,234 24,016 400 9,472 1,384 2,430 0 65 50 155 75: 620 91
Old : 35,258: 30,234 24,016 400 9,472 1,384 2,430 0 65 50 155 75: 620 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: -119: -484 -149 0 -295 360 0 0 0 0 -35 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 68.1 1.1 26.9 3.9 6.9 0.0 0.2 0.1 0.4 0.2: 1.8 0.3
Old : 100.0: 85.8 68.1 1.1 26.9 3.9 6.9 0.0 0.2 0.1 0.4 0.2: 1.8 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 : 56.0 48.2 77.8 74.4 42.5 43.4 51.4 57.2
Old : 56.0 48.2 77.8 74.4 42.5 43.4 51.4 57.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,971: 56,671 61,721 5,438 3,855 1,850 125 0 0 3,412 200 7: 468 338
Old : 67,971: 56,671 61,721 5,438 3,855 1,850 125 0 0 3,412 200 7: 468 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 375: 725 315 -335 0 60 -100 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 90.8 8.0 5.7 2.7 0.2 0.0 0.0 5.0 0.3 0.0: 0.7 0.5
Old : 100.0: 83.4 90.8 8.0 5.7 2.7 0.2 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 : 56.4 90.0 76.7 98.2 52.8 86.0 72.2 87.3
Old : 56.4 90.0 76.7 98.2 52.8 86.0 72.2 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,220: 59,877 63,822 6,046 5,238 2,450 125 0 0 3,879 1,700 10: 833 0
Old : 73,220: 59,877 63,822 6,046 5,238 2,450 125 0 0 3,879 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 19, 2019 :
: 192: 537 132 -335 0 60 -100 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 87.2 8.3 7.2 3.3 0.2 0.0 0.0 5.3 2.3 0.0: 1.1 0.0
Old : 100.0: 81.8 87.2 8.3 7.2 3.3 0.2 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 : 55.1 81.1 77.3 95.9 50.2 76.2 65.8 81.2
Old : 55.1 81.1 77.3 95.9 50.2 76.2 65.8 81.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,706: 75,018 82,744 12,198 3,888 2,827 0 620 595 750 759 227: 91 46
Old : 91,706: 75,018 82,744 12,198 3,888 2,827 0 620 595 750 759 227: 91 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,401: 1,236 1,101 -183 -375 195 0 240 -50 300 397 -92: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 90.2 13.3 4.2 3.1 0.0 0.7 0.6 0.8 0.8 0.2: 0.1 0.1
Old : 100.0: 81.8 90.2 13.3 4.2 3.1 0.0 0.7 0.6 0.8 0.8 0.2: 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 23 . . . 0 . . . . .:
Old : 38: 19 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 : 64.3 58.5 79.7 82.7 63.8 56.9 76.4 73.5
Old : 64.3 58.5 79.7 82.7 63.8 56.9 76.4 73.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,691: 95,148 103,237 13,939 3,958 3,865 240 3,309 365 1,850 866 1,050: 234 41
Old : 116,691: 95,148 103,237 13,939 3,958 3,865 240 3,309 365 1,850 866 1,050: 234 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,598: 1,615 1,669 284 -370 88 -10 83 105 278 859 184: 55 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 88.5 11.9 3.4 3.3 0.2 2.8 0.3 1.6 0.7 0.9: 0.2 0.0
Old : 100.0: 81.5 88.5 11.9 3.4 3.3 0.2 2.8 0.3 1.6 0.7 0.9: 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 : 47: 22 29 . . . . 5 . . . .:
Old : 47: 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 : 60.0 54.4 78.6 77.8 58.9 53.9 70.7 65.6
Old : 60.0 54.4 78.6 77.8 58.9 53.9 70.7 65.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 49,095: 39,865 43,195 5,650 1,195 3,580 0 250 0 0 875 0: 0 0
Old : 49,095: 39,865 43,195 5,650 1,195 3,580 0 250 0 0 875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,525: 300 650 1,325 800 -100 0 75 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 88.0 11.5 2.4 7.3 0.0 0.5 0.0 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 81.2 88.0 11.5 2.4 7.3 0.0 0.5 0.0 0.0 1.8 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 : 31: 13 14 . . . 0 . 0 0 4 0:
Old : 31: 13 14 . . . 0 . 0 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 84.7 98.2 95.3 85.1 81.8 91.0 88.2
Old : 88.8 84.7 98.2 95.3 85.1 81.8 91.0 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 56,600: 43,831 53,475 8,057 0 2,076 1,000 0 350 300 607 16: 970 76
Old : 56,600: 43,831 53,475 8,057 0 2,076 1,000 0 350 300 607 16: 970 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 989: 621 901 375 0 9 0 0 0 0 95 -16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 94.5 14.2 0.0 3.7 1.8 0.0 0.6 0.5 1.1 0.0: 1.7 0.1
Old : 100.0: 77.4 94.5 14.2 0.0 3.7 1.8 0.0 0.6 0.5 1.1 0.0: 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: 19 17 . 0 . . 0 . . . .:
Old : 27: 19 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 : 52.1 83.7 80.3 90.7 48.4 77.9 69.0 80.8
Old : 52.1 83.7 80.3 90.7 48.4 77.9 69.0 80.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 58,303: 30,044 54,822 6,087 0 2,542 18,598 0 10 0 653 19: 1,003 257
Old : 58,303: 30,044 54,822 6,087 0 2,542 18,598 0 10 0 653 19: 1,003 257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 483: 131 776 832 0 -290 -214 0 0 0 31 -31: 55 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 94.0 10.4 0.0 4.4 31.9 0.0 0.0 0.0 1.1 0.0: 1.7 0.4
Old : 100.0: 51.5 94.0 10.4 0.0 4.4 31.9 0.0 0.0 0.0 1.1 0.0: 1.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.0 67.4 81.8 80.0 61.2 62.6 74.0 73.3
Old : 65.0 67.4 81.8 80.0 61.2 62.6 74.0 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,159: 19,411 32,309 12,763 0 433 145 50 280 0 0 0: 127 87
Old : 33,159: 19,411 32,309 12,763 0 433 145 50 280 0 0 0: 127 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 489: 489 479 0 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 97.4 38.5 0.0 1.3 0.4 0.2 0.8 0.0 0.0 0.0: 0.4 0.3
Old : 100.0: 58.5 97.4 38.5 0.0 1.3 0.4 0.2 0.8 0.0 0.0 0.0: 0.4 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 : 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 : 58.8 89.9 79.3 95.8 57.6 84.9 75.7 87.7
Old : 58.8 89.9 79.3 95.8 57.6 84.9 75.7 87.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,560: 19,460 30,360 10,955 0 80 0 0 0 0 0 0: 65 120
Old : 30,560: 19,460 30,360 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 19, 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: 63.7 99.3 35.8 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 63.7 99.3 35.8 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 11 4 0 . 0 0 0 0 0 0:
Old : 23: 14 11 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 92.7 83.0 98.3 58.6 88.0 80.8 90.7
Old : 59.3 92.7 83.0 98.3 58.6 88.0 80.8 90.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 30,019: 26,638 27,507 1,824 330 1,041 260 440 35 0 585 75: 146 6
Old : 30,019: 26,638 27,507 1,824 330 1,041 260 440 35 0 585 75: 146 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 347: 327 173 -129 0 129 0 5 10 0 35 0: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 91.6 6.1 1.1 3.5 0.9 1.5 0.1 0.0 1.9 0.2: 0.5 0.0
Old : 100.0: 88.7 91.6 6.1 1.1 3.5 0.9 1.5 0.1 0.0 1.9 0.2: 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 : 74.5 59.5 90.0 77.9 73.5 58.7 83.1 75.8
Old : 74.5 59.5 90.0 77.9 73.5 58.7 83.1 75.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,150: 19,782 22,266 2,693 0 70 50 275 0 0 350 25: 530 164
Old : 23,150: 19,782 22,266 2,693 0 70 50 275 0 0 350 25: 530 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 150: 395 154 -145 0 0 0 0 0 0 25 0: -100 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 96.2 11.6 0.0 0.3 0.2 1.2 0.0 0.0 1.5 0.1: 2.3 0.7
Old : 100.0: 85.5 96.2 11.6 0.0 0.3 0.2 1.2 0.0 0.0 1.5 0.1: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 14 . 0 . . . 0 0 . .:
Old : 25: 13 14 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 74.3 90.6 91.8 75.9 70.5 86.8 86.4
Old : 76.2 74.3 90.6 91.8 75.9 70.5 86.8 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,421: 39,270 35,415 5,201 10,086 131 1,641 1,360 305 740 60 45: 88 19
Old : 47,421: 39,270 35,415 5,201 10,086 131 1,641 1,360 305 740 60 45: 88 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,314: 452 1,273 291 50 31 505 -90 0 0 -5 45: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 74.7 11.0 21.3 0.3 3.5 2.9 0.6 1.6 0.1 0.1: 0.2 0.0
Old : 100.0: 82.8 74.7 11.0 21.3 0.3 3.5 2.9 0.6 1.6 0.1 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 23 . . . . . . . . .:
Old : 40: 21 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 56.0 72.8 74.6 40.8 48.6 54.2 60.3
Old : 55.2 56.0 72.8 74.6 40.8 48.6 54.2 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,153: 33,716 25,093 2,552 12,855 865 1,410 0 220 250 0 120: 20 0
Old : 39,153: 33,716 25,093 2,552 12,855 865 1,410 0 220 250 0 120: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 550: -125 525 650 75 -10 75 0 -40 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 64.1 6.5 32.8 2.2 3.6 0.0 0.6 0.6 0.0 0.3: 0.1 0.0
Old : 100.0: 86.1 64.1 6.5 32.8 2.2 3.6 0.0 0.6 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 : 63.8 64.8 79.0 83.6 49.8 57.5 59.6 70.0
Old : 63.8 64.8 79.0 83.6 49.8 57.5 59.6 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,130: 11,760 12,744 524 0 4,111 211 0 75 100 0 200: 149 0
Old : 17,130: 11,760 12,744 524 0 4,111 211 0 75 100 0 200: 149 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 620: 435 320 160 0 25 -75 0 75 -200 0 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 74.4 3.1 0.0 24.0 1.2 0.0 0.4 0.6 0.0 1.2: 0.9 0.0
Old : 100.0: 68.7 74.4 3.1 0.0 24.0 1.2 0.0 0.4 0.6 0.0 1.2: 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 : 26: 15 11 . 0 . . 0 . . 0 .:
Old : 26: 15 11 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 75.5 83.0 93.5 46.3 56.3 58.0 63.9
Old : 65.1 75.5 83.0 93.5 46.3 56.3 58.0 63.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,469: 9,876 10,716 7,970 6,375 125 0 0 0 1,665 2,535 610: 223 108
Old : 20,469: 9,876 10,716 7,970 6,375 125 0 0 0 1,665 2,535 610: 223 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 384: 568 321 0 0 0 0 0 0 0 0 0: -184 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 52.4 38.9 31.1 0.6 0.0 0.0 0.0 8.1 12.4 3.0: 1.1 0.5
Old : 100.0: 48.2 52.4 38.9 31.1 0.6 0.0 0.0 0.0 8.1 12.4 3.0: 1.1 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 : 22: 12 11 . . . 0 0 0 . . .:
Old : 22: 12 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 64.3 90.4 89.8 64.5 62.2 84.1 87.3
Old : 68.5 64.3 90.4 89.8 64.5 62.2 84.1 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,331: 34,259 45,701 8,793 0 3,620 825 0 0 2,105 420 2,485: 244 105
Old : 52,331: 34,259 45,701 8,793 0 3,620 825 0 0 2,105 420 2,485: 244 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,602: 1,825 2,800 1,900 0 -223 0 0 0 -900 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 87.3 16.8 0.0 6.9 1.6 0.0 0.0 4.0 0.8 4.7: 0.5 0.2
Old : 100.0: 65.5 87.3 16.8 0.0 6.9 1.6 0.0 0.0 4.0 0.8 4.7: 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 : 60.4 87.6 82.3 96.3 51.9 82.0 71.3 84.1
Old : 60.4 87.6 82.3 96.3 51.9 82.0 71.3 84.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,739: 34,424 45,356 8,580 0 3,123 825 0 0 2,565 1,195 1,950: 272 115
Old : 51,739: 34,424 45,356 8,580 0 3,123 825 0 0 2,565 1,195 1,950: 272 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,626: 1,825 2,800 1,900 0 -199 0 0 0 -900 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 87.7 16.6 0.0 6.0 1.6 0.0 0.0 5.0 2.3 3.8: 0.5 0.2
Old : 100.0: 66.5 87.7 16.6 0.0 6.0 1.6 0.0 0.0 5.0 2.3 3.8: 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 : 60.9 86.5 82.5 95.8 52.9 83.2 73.1 85.8
Old : 60.9 86.5 82.5 95.8 52.9 83.2 73.1 85.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,793: 99,002 88,778 11,450 18,947 2,026 1,100 775 450 9,570 12,645 90: 105 82
Old : 123,793: 99,002 88,778 11,450 18,947 2,026 1,100 775 450 9,570 12,645 90: 105 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,963: 1,943 768 0 1,500 0 0 0 0 25 -300 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 71.7 9.2 15.3 1.6 0.9 0.6 0.4 7.7 10.2 0.1: 0.1 0.1
Old : 100.0: 80.0 71.7 9.2 15.3 1.6 0.9 0.6 0.4 7.7 10.2 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 19 . 4 . . . . 6 . .:
Old : 48: 29 19 . 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 : 42.8 51.9 61.2 83.3 42.7 49.3 56.2 71.2
Old : 42.8 51.9 61.2 83.3 42.7 49.3 56.2 71.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 129,414: 104,866 88,741 13,700 23,087 1,538 200 1,650 875 7,985 13,290 145: 105 88
Old : 129,414: 104,866 88,741 13,700 23,087 1,538 200 1,650 875 7,985 13,290 145: 105 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,427: 1,674 239 0 1,755 -272 0 0 0 20 -300 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 68.6 10.6 17.8 1.2 0.2 1.3 0.7 6.2 10.3 0.1: 0.1 0.1
Old : 100.0: 81.0 68.6 10.6 17.8 1.2 0.2 1.3 0.7 6.2 10.3 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 24 . 4 . . . . 5 . .:
Old : 52: 32 24 . 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 : 45.4 48.4 62.6 80.1 45.0 46.5 58.6 71.5
Old : 45.4 48.4 62.6 80.1 45.0 46.5 58.6 71.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 294,928: 192,156 194,904 28,219 21,967 23,219 9,390 17,811 21,158 10,106 6,954 8,692: 1,988 224
Old : 294,928: 192,156 194,904 28,219 21,967 23,219 9,390 17,811 21,158 10,106 6,954 8,692: 1,988 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 661: 2,121 -2,613 -1,049 1,380 -380 -2,142 -491 2,417 -1,449 471 -217: 1,359 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 66.1 9.6 7.4 7.9 3.2 6.0 7.2 3.4 2.4 2.9: 0.7 0.1
Old : 100.0: 65.2 66.1 9.6 7.4 7.9 3.2 6.0 7.2 3.4 2.4 2.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 34 37 . 4 5 6 9 11 9 7 12:
Old : 76: 34 37 . 4 5 6 9 11 9 7 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 : 35.2 41.9 56.3 62.5 24.2 28.7 36.9 37.8
Old : 35.2 41.9 56.3 62.5 24.2 28.7 36.9 37.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,225: 12,555 23,940 5,515 0 0 500 0 0 5,165 75 210: 280 0
Old : 24,225: 12,555 23,940 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 19, 2019 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 98.8 22.8 0.0 0.0 2.1 0.0 0.0 21.3 0.3 0.9: 1.2 0.0
Old : 100.0: 51.8 98.8 22.8 0.0 0.0 2.1 0.0 0.0 21.3 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 : 51.7 97.6 79.2 99.9 51.2 92.9 78.8 93.2
Old : 51.7 97.6 79.2 99.9 51.2 92.9 78.8 93.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,430: 11,445 22,070 6,122 0 0 0 1,150 0 5,383 0 210: 270 0
Old : 23,430: 11,445 22,070 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 19, 2019 :
: 76: 76 76 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 94.2 26.1 0.0 0.0 0.0 4.9 0.0 23.0 0.0 0.9: 1.2 0.0
Old : 100.0: 48.8 94.2 26.1 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 : 57.1 96.6 84.3 99.2 56.6 93.1 83.9 93.7
Old : 57.1 96.6 84.3 99.2 56.6 93.1 83.9 93.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,660: 25,104 21,450 795 2,615 100 0 2,060 50 0 0 0: 5,611 5,385
Old : 31,660: 25,104 21,450 795 2,615 100 0 2,060 50 0 0 0: 5,611 5,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,500: 1,060 900 400 0 -15 0 560 0 0 0 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 67.8 2.5 8.3 0.3 0.0 6.5 0.2 0.0 0.0 0.0: 17.7 17.0
Old : 100.0: 79.3 67.8 2.5 8.3 0.3 0.0 6.5 0.2 0.0 0.0 0.0: 17.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 16 . . . 0 . . 0 0 0:
Old : 22: 12 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 : 69.8 51.2 78.7 74.7 68.3 51.0 73.5 69.7
Old : 69.8 51.2 78.7 74.7 68.3 51.0 73.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,890: 24,414 21,450 795 2,500 95 0 1,485 50 0 0 0: 4,536 4,310
Old : 29,890: 24,414 21,450 795 2,500 95 0 1,485 50 0 0 0: 4,536 4,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,069: 589 634 400 0 -15 0 355 25 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 71.8 2.7 8.4 0.3 0.0 5.0 0.2 0.0 0.0 0.0: 15.2 14.4
Old : 100.0: 81.7 71.8 2.7 8.4 0.3 0.0 5.0 0.2 0.0 0.0 0.0: 15.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 15 . . . 0 . . 0 0 0:
Old : 21: 11 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 : 72.3 52.0 81.7 76.8 71.6 50.6 76.8 73.3
Old : 72.3 52.0 81.7 76.8 71.6 50.6 76.8 73.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,716: 23,261 20,271 21,783 24,255 360 6,005 5,365 2,055 0 630 1,710: 9,542 10,070
Old : 64,716: 23,261 20,271 21,783 24,255 360 6,005 5,365 2,055 0 630 1,710: 9,542 10,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,565: 405 1,195 1,350 1,100 -140 1,320 0 0 -150 630 -225: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 31.3 33.7 37.5 0.6 9.3 8.3 3.2 0.0 1.0 2.6: 14.7 15.6
Old : 100.0: 35.9 31.3 33.7 37.5 0.6 9.3 8.3 3.2 0.0 1.0 2.6: 14.7 15.6
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: 16 19 . . . . . . 0 . .:
Old : 29: 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 : 65.9 50.2 77.9 65.6 62.6 50.0 69.8 62.3
Old : 65.9 50.2 77.9 65.6 62.6 50.0 69.8 62.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,813: 25,042 18,256 19,605 24,985 175 6,485 5,365 2,160 0 1,945 1,560: 7,786 8,367
Old : 62,813: 25,042 18,256 19,605 24,985 175 6,485 5,365 2,160 0 1,945 1,560: 7,786 8,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,872: 562 52 50 1,100 0 1,320 0 0 0 780 -295: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 29.1 31.2 39.8 0.3 10.3 8.5 3.4 0.0 3.1 2.5: 12.4 13.3
Old : 100.0: 39.9 29.1 31.2 39.8 0.3 10.3 8.5 3.4 0.0 3.1 2.5: 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 : 68.0 54.1 79.4 68.9 64.3 52.9 71.7 64.9
Old : 68.0 54.1 79.4 68.9 64.3 52.9 71.7 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,667: 11,810 5,740 3,875 706 1,806 0 7,810 1,255 0 1,775 1,145: 3,776 3,430
Old : 23,667: 11,810 5,740 3,875 706 1,806 0 7,810 1,255 0 1,775 1,145: 3,776 3,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 450: -600 0 0 0 0 0 -1,200 1,200 0 600 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 24.3 16.4 3.0 7.6 0.0 33.0 5.3 0.0 7.5 4.8: 16.0 14.5
Old : 100.0: 49.9 24.3 16.4 3.0 7.6 0.0 33.0 5.3 0.0 7.5 4.8: 16.0 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 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 : 42.3 61.2 63.8 76.9 40.8 50.3 57.1 59.7
Old : 42.3 61.2 63.8 76.9 40.8 50.3 57.1 59.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,653: 11,091 5,440 3,675 911 1,541 0 7,810 1,255 0 925 1,345: 3,746 3,426
Old : 22,653: 11,091 5,440 3,675 911 1,541 0 7,810 1,255 0 925 1,345: 3,746 3,426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 175: -600 0 0 0 0 0 -1,200 1,200 0 600 -425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 24.0 16.2 4.0 6.8 0.0 34.5 5.5 0.0 4.1 5.9: 16.5 15.1
Old : 100.0: 49.0 24.0 16.2 4.0 6.8 0.0 34.5 5.5 0.0 4.1 5.9: 16.5 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 41.8 60.8 63.7 77.2 39.9 49.9 55.4 59.6
Old : 41.8 60.8 63.7 77.2 39.9 49.9 55.4 59.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14,155 578 4,975 0 900 5,010 3,880 300: 3,735 3,460
Old : 29,313: 13,815 6,040 0 14,155 578 4,975 0 900 5,010 3,880 300: 3,735 3,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 0: 0 0 0 -180 133 0 0 0 -180 0 0: 47 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 20.6 0.0 48.3 2.0 17.0 0.0 3.1 17.1 13.2 1.0: 12.7 11.8
Old : 100.0: 47.1 20.6 0.0 48.3 2.0 17.0 0.0 3.1 17.1 13.2 1.0: 12.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 75.0 78.2 88.1 53.9 72.2 71.6 76.6
Old : 57.0 75.0 78.2 88.1 53.9 72.2 71.6 76.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,421: 14,066 22,787 1,492 4,380 2,325 9,755 0 75 2,100 0 0: 3,608 3,854
Old : 33,421: 14,066 22,787 1,492 4,380 2,325 9,755 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 19, 2019 :
: 1,650: 1,200 450 -480 900 300 630 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 68.2 4.5 13.1 7.0 29.2 0.0 0.2 6.3 0.0 0.0: 10.8 11.5
Old : 100.0: 42.1 68.2 4.5 13.1 7.0 29.2 0.0 0.2 6.3 0.0 0.0: 10.8 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 13 . . . 4 0 . . 0 0:
Old : 26: 10 13 . . . 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 : 49.1 71.7 70.6 83.3 47.1 67.9 65.7 76.2
Old : 49.1 71.7 70.6 83.3 47.1 67.9 65.7 76.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,183: 13,823 19,009 715 6,885 2,375 9,275 0 75 2,100 0 0: 3,820 3,839
Old : 32,183: 13,823 19,009 715 6,885 2,375 9,275 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 19, 2019 :
: 1,650: 1,200 450 -480 900 300 630 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 59.1 2.2 21.4 7.4 28.8 0.0 0.2 6.5 0.0 0.0: 11.9 11.9
Old : 100.0: 43.0 59.1 2.2 21.4 7.4 28.8 0.0 0.2 6.5 0.0 0.0: 11.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 10 . . . 4 0 . . 0 0:
Old : 23: 8 10 . . . 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 : 51.0 75.8 74.3 85.6 51.0 71.7 72.0 77.6
Old : 51.0 75.8 74.3 85.6 51.0 71.7 72.0 77.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,140: 12,355 23,300 4,265 0 540 4,415 130 0 2,525 350 2,450: 3,590 3,370
Old : 30,140: 12,355 23,300 4,265 0 540 4,415 130 0 2,525 350 2,450: 3,590 3,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 500: 0 300 100 0 -60 200 0 0 0 0 0: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 77.3 14.2 0.0 1.8 14.6 0.4 0.0 8.4 1.2 8.1: 11.9 11.2
Old : 100.0: 41.0 77.3 14.2 0.0 1.8 14.6 0.4 0.0 8.4 1.2 8.1: 11.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.3 75.2 65.7 85.7 39.8 68.5 54.2 72.0
Old : 44.3 75.2 65.7 85.7 39.8 68.5 54.2 72.0
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,280: 11,275 22,790 4,220 0 505 4,190 130 0 3,015 0 2,550: 3,525 3,305
Old : 29,280: 11,275 22,790 4,220 0 505 4,190 130 0 3,015 0 2,550: 3,525 3,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 500: 0 300 100 0 -25 200 0 0 0 0 0: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 77.8 14.4 0.0 1.7 14.3 0.4 0.0 10.3 0.0 8.7: 12.0 11.3
Old : 100.0: 38.5 77.8 14.4 0.0 1.7 14.3 0.4 0.0 10.3 0.0 8.7: 12.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 45.1 75.6 66.4 86.5 38.0 69.8 54.7 72.5
Old : 45.1 75.6 66.4 86.5 38.0 69.8 54.7 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,030: 10,880 3,450 1,275 3,815 5 0 5,890 0 830 115 415: 1,625 1,340
Old : 15,030: 10,880 3,450 1,275 3,815 5 0 5,890 0 830 115 415: 1,625 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,600: 1,010 50 0 155 0 0 1,380 0 600 25 -35: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 23.0 8.5 25.4 0.0 0.0 39.2 0.0 5.5 0.8 2.8: 10.8 8.9
Old : 100.0: 72.4 23.0 8.5 25.4 0.0 0.0 39.2 0.0 5.5 0.8 2.8: 10.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 11 . . . 0 4 0 . . .:
Old : 25: 15 11 . . . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 63.2 80.4 79.8 52.5 63.1 71.7 72.7
Old : 56.5 63.2 80.4 79.8 52.5 63.1 71.7 72.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,400: 10,090 3,250 1,275 3,365 0 0 5,890 0 1,030 115 405: 1,600 1,375
Old : 14,400: 10,090 3,250 1,275 3,365 0 0 5,890 0 1,030 115 405: 1,600 1,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,600: 1,010 50 0 155 0 0 1,380 0 600 25 -35: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 22.6 8.9 23.4 0.0 0.0 40.9 0.0 7.2 0.8 2.8: 11.1 9.5
Old : 100.0: 70.1 22.6 8.9 23.4 0.0 0.0 40.9 0.0 7.2 0.8 2.8: 11.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 . . 0 0 4 0 . . .:
Old : 25: 14 11 . . 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 : 56.6 62.8 80.8 79.9 51.3 62.8 72.8 73.1
Old : 56.6 62.8 80.8 79.9 51.3 62.8 72.8 73.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,480: 28,855 19,325 0 4,025 1,720 585 16,830 290 11,995 1,925 455: 5,580 4,910
Old : 49,480: 28,855 19,325 0 4,025 1,720 585 16,830 290 11,995 1,925 455: 5,580 4,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 520: 1,200 700 0 -720 10 -50 1,500 -670 1,080 750 -1,735: 685 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 39.1 0.0 8.1 3.5 1.2 34.0 0.6 24.2 3.9 0.9: 11.3 9.9
Old : 100.0: 58.3 39.1 0.0 8.1 3.5 1.2 34.0 0.6 24.2 3.9 0.9: 11.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.0 62.7 74.8 83.4 58.1 62.3 71.9 77.8
Old : 59.0 62.7 74.8 83.4 58.1 62.3 71.9 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,530: 28,935 18,820 0 4,260 1,660 85 16,830 480 12,225 1,975 460: 5,685 5,045
Old : 49,530: 28,935 18,820 0 4,260 1,660 85 16,830 480 12,225 1,975 460: 5,685 5,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 565: 1,200 700 0 -720 -50 -50 1,500 -630 1,080 750 -1,730: 745 745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 38.0 0.0 8.6 3.4 0.2 34.0 1.0 24.7 4.0 0.9: 11.5 10.2
Old : 100.0: 58.4 38.0 0.0 8.6 3.4 0.2 34.0 1.0 24.7 4.0 0.9: 11.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.0 61.2 75.6 82.6 60.4 60.9 72.9 77.3
Old : 61.0 61.2 75.6 82.6 60.4 60.9 72.9 77.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,170: 30,955 22,365 0 14,215 1,785 17,185 325 480 3,910 15,365 240: 2,615 2,395
Old : 57,170: 30,955 22,365 0 14,215 1,785 17,185 325 480 3,910 15,365 240: 2,615 2,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,475: -40 2,785 0 -750 458 2,225 50 -215 0 100 -55: 102 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 39.1 0.0 24.9 3.1 30.1 0.6 0.8 6.8 26.9 0.4: 4.6 4.2
Old : 100.0: 54.1 39.1 0.0 24.9 3.1 30.1 0.6 0.8 6.8 26.9 0.4: 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 : 57.4 79.8 77.6 92.5 56.9 76.4 76.9 87.6
Old : 57.4 79.8 77.6 92.5 56.9 76.4 76.9 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,064: 26,630 23,205 0 12,420 1,588 16,635 275 505 3,440 11,880 240: 3,026 1,951
Old : 52,064: 26,630 23,205 0 12,420 1,588 16,635 275 505 3,440 11,880 240: 3,026 1,951
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,054: -170 2,570 0 -840 446 2,050 50 -215 0 100 -55: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 44.6 0.0 23.9 3.1 32.0 0.5 1.0 6.6 22.8 0.5: 5.8 3.7
Old : 100.0: 51.1 44.6 0.0 23.9 3.1 32.0 0.5 1.0 6.6 22.8 0.5: 5.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.5 75.9 78.9 92.0 58.9 72.5 78.2 87.7
Old : 59.5 75.9 78.9 92.0 58.9 72.5 78.2 87.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 131,372: 63,272 93,847 21,776 0 3,271 4,729 2,405 6,075 13,120 6,300 3,055: 16,074 16,419
Old : 131,372: 63,272 93,847 21,776 0 3,271 4,729 2,405 6,075 13,120 6,300 3,055: 16,074 16,419
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 2,161: 3,865 350 -1,765 0 126 -775 650 615 -230 95 -75: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 71.4 16.6 0.0 2.5 3.6 1.8 4.6 10.0 4.8 2.3: 12.2 12.5
Old : 100.0: 48.2 71.4 16.6 0.0 2.5 3.6 1.8 4.6 10.0 4.8 2.3: 12.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.8 47.7 72.4 60.6 50.2 46.3 61.8 58.3
Old : 56.8 47.7 72.4 60.6 50.2 46.3 61.8 58.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,789: 58,415 89,660 26,433 0 2,235 4,439 1,305 6,180 7,055 5,122 3,960: 13,072 13,327
Old : 121,789: 58,415 89,660 26,433 0 2,235 4,439 1,305 6,180 7,055 5,122 3,960: 13,072 13,327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,456: 3,870 440 -1,855 0 16 -750 500 665 -230 95 -205: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 73.6 21.7 0.0 1.8 3.6 1.1 5.1 5.8 4.2 3.3: 10.7 10.9
Old : 100.0: 48.0 73.6 21.7 0.0 1.8 3.6 1.1 5.1 5.8 4.2 3.3: 10.7 10.9
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 : 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 : 56.1 46.6 75.7 60.1 51.7 45.3 64.4 57.9
Old : 56.1 46.6 75.7 60.1 51.7 45.3 64.4 57.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,030: 13,590 19,255 16,450 7,540 730 1,520 3,800 1,925 0 850 400: 1,415 1,530
Old : 36,030: 13,590 19,255 16,450 7,540 730 1,520 3,800 1,925 0 850 400: 1,415 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 325: 1,215 965 -400 -550 105 -50 300 -250 0 50 -50: -245 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 53.4 45.7 20.9 2.0 4.2 10.5 5.3 0.0 2.4 1.1: 3.9 4.2
Old : 100.0: 37.7 53.4 45.7 20.9 2.0 4.2 10.5 5.3 0.0 2.4 1.1: 3.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 14 . . . . . . 0 . .:
Old : 25: 9 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 : 73.9 43.1 88.1 67.9 71.5 40.1 77.5 58.8
Old : 73.9 43.1 88.1 67.9 71.5 40.1 77.5 58.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,710: 9,925 17,115 15,270 6,410 740 1,320 2,095 2,970 0 750 450: 1,035 1,180
Old : 31,710: 9,925 17,115 15,270 6,410 740 1,320 2,095 2,970 0 750 450: 1,035 1,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 995: 730 1,380 500 -350 255 100 300 -250 0 0 0: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 54.0 48.2 20.2 2.3 4.2 6.6 9.4 0.0 2.4 1.4: 3.3 3.7
Old : 100.0: 31.3 54.0 48.2 20.2 2.3 4.2 6.6 9.4 0.0 2.4 1.4: 3.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 . . . . . . 0 . .:
Old : 23: 10 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 : 74.3 43.3 88.9 67.8 66.7 33.2 70.3 50.7
Old : 74.3 43.3 88.9 67.8 66.7 33.2 70.3 50.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,885: 6,815 17,220 0 7,005 2,055 17,280 0 0 0 0 0: 735 605
Old : 26,885: 6,815 17,220 0 7,005 2,055 17,280 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 19, 2019 :
: 115: 50 180 0 -180 115 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 64.1 0.0 26.1 7.6 64.3 0.0 0.0 0.0 0.0 0.0: 2.7 2.3
Old : 100.0: 25.3 64.1 0.0 26.1 7.6 64.3 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: 10 14 0 . . 4 0 0 0 0 0:
Old : 23: 10 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 : 83.4 74.3 91.9 89.9 80.7 66.4 84.6 81.2
Old : 83.4 74.3 91.9 89.9 80.7 66.4 84.6 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, March 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,080: 8,525 18,475 0 5,260 1,790 15,450 190 110 0 0 0: 205 255
Old : 26,080: 8,525 18,475 0 5,260 1,790 15,450 190 110 0 0 0: 205 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 70.8 0.0 20.2 6.9 59.2 0.7 0.4 0.0 0.0 0.0: 0.8 1.0
Old : 100.0: 32.7 70.8 0.0 20.2 6.9 59.2 0.7 0.4 0.0 0.0 0.0: 0.8 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 : 20: 8 10 0 . . . . . 0 0 0:
Old : 20: 8 10 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.1 82.1 97.3 96.5 87.6 75.7 90.1 88.5
Old : 93.1 82.1 97.3 96.5 87.6 75.7 90.1 88.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,760: 44,530 28,705 3,685 6,905 7,275 0 12,710 1,050 0 75 325: 11,895 11,715
Old : 68,760: 44,530 28,705 3,685 6,905 7,275 0 12,710 1,050 0 75 325: 11,895 11,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 1,070: 915 1,140 475 -355 -360 0 560 100 0 -50 0: -60 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 41.7 5.4 10.0 10.6 0.0 18.5 1.5 0.0 0.1 0.5: 17.3 17.0
Old : 100.0: 64.8 41.7 5.4 10.0 10.6 0.0 18.5 1.5 0.0 0.1 0.5: 17.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 19 . . . 0 . . 0 . .:
Old : 30: 20 19 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 42.0 65.1 55.9 41.3 33.6 49.7 43.8
Old : 48.2 42.0 65.1 55.9 41.3 33.6 49.7 43.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,560: 33,420 19,240 455 8,065 7,565 425 7,360 950 0 175 275: 13,470 12,930
Old : 56,560: 33,420 19,240 455 8,065 7,565 425 7,360 950 0 175 275: 13,470 12,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2019 :
: 790: 290 690 -50 0 200 0 -450 450 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 34.0 0.8 14.3 13.4 0.8 13.0 1.7 0.0 0.3 0.5: 23.8 22.9
Old : 100.0: 59.1 34.0 0.8 14.3 13.4 0.8 13.0 1.7 0.0 0.3 0.5: 23.8 22.9
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: 17 17 . . . . . . 0 . .:
Old : 27: 17 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 : 46.3 46.7 63.8 61.7 39.4 35.6 46.6 44.8
Old : 46.3 46.7 63.8 61.7 39.4 35.6 46.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2019