COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,558: 10,149 13,284 1,614 0 1,430 631 2,206 545 6,124 2,885 1,363: 702 845
Old : 22,558: 10,149 13,284 1,614 0 1,430 631 2,206 545 6,124 2,885 1,363: 702 845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 319: 444 -88 70 0 15 37 167 53 -54 600 -246: 0 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 58.9 7.2 0.0 6.3 2.8 9.8 2.4 27.1 12.8 6.0: 3.1 3.7
Old : 100.0: 45.0 58.9 7.2 0.0 6.3 2.8 9.8 2.4 27.1 12.8 6.0: 3.1 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 : 36: 12 14 5 0 4 . 4 . 5 6 6:
Old : 36: 12 14 5 0 4 . 4 . 5 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 49.3 62.5 64.7 31.5 34.5 42.8 44.7
Old : 43.9 49.3 62.5 64.7 31.5 34.5 42.8 44.7
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,076: 21,067 21,776 170 3,897 5,353 3,966 627 1,936 946 151 4,208: 429 128
Old : 38,076: 21,067 21,776 170 3,897 5,353 3,966 627 1,936 946 151 4,208: 429 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 749: 542 440 56 -98 121 21 83 6 -138 56 141: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 57.2 0.4 10.2 14.1 10.4 1.6 5.1 2.5 0.4 11.1: 1.1 0.3
Old : 100.0: 55.3 57.2 0.4 10.2 14.1 10.4 1.6 5.1 2.5 0.4 11.1: 1.1 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 : 47: 25 25 . . . . 4 6 8 . 10:
Old : 47: 25 25 . . . . 4 6 8 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 42.5 64.5 63.8 23.7 24.8 29.5 30.5
Old : 42.6 42.5 64.5 63.8 23.7 24.8 29.5 30.5
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,910: 22,539 35,233 8,116 0 1,643 25 1,502 52 5,930 25 455: 150 0
Old : 38,910: 22,539 35,233 8,116 0 1,643 25 1,502 52 5,930 25 455: 150 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 583: 833 346 -495 0 220 25 47 -75 50 20 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 90.5 20.9 0.0 4.2 0.1 3.9 0.1 15.2 0.1 1.2: 0.4 0.0
Old : 100.0: 57.9 90.5 20.9 0.0 4.2 0.1 3.9 0.1 15.2 0.1 1.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 20 . 0 . . 4 . 6 . 6:
Old : 38: 22 20 . 0 . . 4 . 6 . 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 : 61.9 65.7 84.7 81.5 54.1 60.3 67.2 69.8
Old : 61.9 65.7 84.7 81.5 54.1 60.3 67.2 69.8
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,953: 25,422 26,295 0 1,049 1,354 75 0 75 1,925 175 975: 127 30
Old : 29,953: 25,422 26,295 0 1,049 1,354 75 0 75 1,925 175 975: 127 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 550: 1,015 280 -280 430 -245 0 0 0 50 50 25: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 87.8 0.0 3.5 4.5 0.3 0.0 0.3 6.4 0.6 3.3: 0.4 0.1
Old : 100.0: 84.9 87.8 0.0 3.5 4.5 0.3 0.0 0.3 6.4 0.6 3.3: 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 : 25: 14 14 0 . . . 0 . . . .:
Old : 25: 14 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 : 69.7 74.8 86.1 89.3 67.5 71.4 78.5 80.1
Old : 69.7 74.8 86.1 89.3 67.5 71.4 78.5 80.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,400: 118,050 101,674 593 19,141 7,992 9,800 1,573 5,607 1,843 8,353 2,052: 463 8
Old : 146,400: 118,050 101,674 593 19,141 7,992 9,800 1,573 5,607 1,843 8,353 2,052: 463 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,166: -528 169 480 -1,457 694 -720 -35 585 545 1,105 105: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 69.4 0.4 13.1 5.5 6.7 1.1 3.8 1.3 5.7 1.4: 0.3 0.0
Old : 100.0: 80.6 69.4 0.4 13.1 5.5 6.7 1.1 3.8 1.3 5.7 1.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 27 31 . 4 5 . 4 . 4 . 6:
Old : 51: 27 31 . 4 5 . 4 . 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 : 40.5 45.4 63.8 62.0 27.5 31.3 40.2 41.2
Old : 40.5 45.4 63.8 62.0 27.5 31.3 40.2 41.2
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,816: 58,618 44,904 3,006 10,646 4,073 253 5,269 1,054 125 1,195 675: 13 1
Old : 67,816: 58,618 44,904 3,006 10,646 4,073 253 5,269 1,054 125 1,195 675: 13 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,019: 1,122 571 0 108 -240 -88 75 130 -160 125 250: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 66.2 4.4 15.7 6.0 0.4 7.8 1.6 0.2 1.8 1.0: 0.0 0.0
Old : 100.0: 86.4 66.2 4.4 15.7 6.0 0.4 7.8 1.6 0.2 1.8 1.0: 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 : 42: 21 22 . . . . 5 . . 4 4:
Old : 42: 21 22 . . . . 5 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 68.0 84.6 85.3 64.2 57.3 74.5 70.0
Old : 66.5 68.0 84.6 85.3 64.2 57.3 74.5 70.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,091: 29,537 26,147 2,357 5,752 772 0 0 0 175 125 250: 0 45
Old : 33,091: 29,537 26,147 2,357 5,752 772 0 0 0 175 125 250: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 185: 270 425 -400 -605 315 0 0 0 -100 -50 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 79.0 7.1 17.4 2.3 0.0 0.0 0.0 0.5 0.4 0.8: 0.0 0.1
Old : 100.0: 89.3 79.0 7.1 17.4 2.3 0.0 0.0 0.0 0.5 0.4 0.8: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 13 . . . 0 0 0 . . .:
Old : 24: 8 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 76.9 97.8 91.2 77.3 66.3 83.5 80.1
Old : 86.0 76.9 97.8 91.2 77.3 66.3 83.5 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,799: 40,874 40,611 643 13,141 5,780 16,215 300 575 600 4,442 1,918: 194 32
Old : 66,799: 40,874 40,611 643 13,141 5,780 16,215 300 575 600 4,442 1,918: 194 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 305: 115 235 -120 -300 310 0 0 0 0 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 60.8 1.0 19.7 8.7 24.3 0.4 0.9 0.9 6.6 2.9: 0.3 0.0
Old : 100.0: 61.2 60.8 1.0 19.7 8.7 24.3 0.4 0.9 0.9 6.6 2.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 . . 4 . . . . . .:
Old : 34: 20 21 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 55.4 75.5 75.1 50.8 44.7 61.4 56.9
Old : 54.9 55.4 75.5 75.1 50.8 44.7 61.4 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 86,854: 51,417 42,188 539 31,070 4,182 27,359 1,735 1,390 988 5,456 720: 259 113
Old : 86,854: 51,417 42,188 539 31,070 4,182 27,359 1,735 1,390 988 5,456 720: 259 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -199: 1,498 184 -427 -1,360 255 -418 -50 -50 388 1,980 -1,158: -287 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 48.6 0.6 35.8 4.8 31.5 2.0 1.6 1.1 6.3 0.8: 0.3 0.1
Old : 100.0: 59.2 48.6 0.6 35.8 4.8 31.5 2.0 1.6 1.1 6.3 0.8: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 22 . . 4 . 6 . . . .:
Old : 41: 23 22 . . 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 : 53.0 58.2 72.7 76.9 48.9 50.1 65.4 65.8
Old : 53.0 58.2 72.7 76.9 48.9 50.1 65.4 65.8
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,462: 56,554 52,144 11,836 19,669 995 1,650 100 0 1,511 0 1,330: 586 224
Old : 74,462: 56,554 52,144 11,836 19,669 995 1,650 100 0 1,511 0 1,330: 586 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 90: -140 200 -60 -100 0 0 0 0 294 0 10: -14 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 70.0 15.9 26.4 1.3 2.2 0.1 0.0 2.0 0.0 1.8: 0.8 0.3
Old : 100.0: 76.0 70.0 15.9 26.4 1.3 2.2 0.1 0.0 2.0 0.0 1.8: 0.8 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 : 38: 22 21 . . . . . 0 . 0 .:
Old : 38: 22 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 : 49.0 70.0 70.6 81.1 47.4 70.0 66.1 78.1
Old : 49.0 70.0 70.6 81.1 47.4 70.0 66.1 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 7,750: 6,300 6,050 0 1,300 0 900 0 0 400 0 0: 150 400
Old : 7,750: 6,300 6,050 0 1,300 0 900 0 0 400 0 0: 150 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 78.1 0.0 16.8 0.0 11.6 0.0 0.0 5.2 0.0 0.0: 1.9 5.2
Old : 100.0: 81.3 78.1 0.0 16.8 0.0 11.6 0.0 0.0 5.2 0.0 0.0: 1.9 5.2
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 : 20: 10 9 0 . 0 . 0 0 . 0 0:
Old : 20: 10 9 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 : 58.1 58.7 87.1 86.5 58.1 56.1 87.1 80.6
Old : 58.1 58.7 87.1 86.5 58.1 56.1 87.1 80.6
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,134: 73,460 62,977 22,204 36,971 262 1,650 100 0 2,302 0 1,617: 639 207
Old : 102,134: 73,460 62,977 22,204 36,971 262 1,650 100 0 2,302 0 1,617: 639 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -1,019: -1,234 -2,169 -60 1,175 0 0 0 0 257 0 22: -4 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 61.7 21.7 36.2 0.3 1.6 0.1 0.0 2.3 0.0 1.6: 0.6 0.2
Old : 100.0: 71.9 61.7 21.7 36.2 0.3 1.6 0.1 0.0 2.3 0.0 1.6: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 23 . . . . . 0 . 0 .:
Old : 41: 25 23 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 64.6 70.0 81.7 49.0 64.5 67.5 79.0
Old : 49.4 64.6 70.0 81.7 49.0 64.5 67.5 79.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,735: 34,585 45,350 11,350 0 650 0 0 0 0 420 0: 150 315
Old : 46,735: 34,585 45,350 11,350 0 650 0 0 0 0 420 0: 150 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 715: 295 295 600 0 0 0 0 0 0 420 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 97.0 24.3 0.0 1.4 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 0.7
Old : 100.0: 74.0 97.0 24.3 0.0 1.4 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 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 : 27: 18 17 . 0 . 0 0 0 0 . 0:
Old : 27: 18 17 . 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 : 69.4 90.5 89.4 95.5 68.0 88.1 83.5 90.6
Old : 69.4 90.5 89.4 95.5 68.0 88.1 83.5 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,464: 21,140 20,507 800 1,640 2,552 0 600 0 182 0 0: 790 165
Old : 25,464: 21,140 20,507 800 1,640 2,552 0 600 0 182 0 0: 790 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 37: -390 550 800 200 -713 0 0 0 0 0 0: 340 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 80.5 3.1 6.4 10.0 0.0 2.4 0.0 0.7 0.0 0.0: 3.1 0.6
Old : 100.0: 83.0 80.5 3.1 6.4 10.0 0.0 2.4 0.0 0.7 0.0 0.0: 3.1 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: 17 17 . . . 0 . 0 . 0 0:
Old : 24: 17 17 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 59.8 80.3 83.4 38.6 48.7 51.1 58.0
Old : 54.6 59.8 80.3 83.4 38.6 48.7 51.1 58.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 13,705: 8,220 10,305 4,545 0 0 150 3,400 0 700 0 0: 90 0
Old : 13,705: 8,220 10,305 4,545 0 0 150 3,400 0 700 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 600: 0 600 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 75.2 33.2 0.0 0.0 1.1 24.8 0.0 5.1 0.0 0.0: 0.7 0.0
Old : 100.0: 60.0 75.2 33.2 0.0 0.0 1.1 24.8 0.0 5.1 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 8 . 0 0 . . 0 . 0 0:
Old : 22: 12 8 . 0 0 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 85.4 81.4 99.6 60.3 78.9 75.5 83.9
Old : 60.6 85.4 81.4 99.6 60.3 78.9 75.5 83.9
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,577: 49,299 43,149 900 14,861 8,197 4,126 100 893 7,853 4,085 4,012: 298 281
Old : 75,577: 49,299 43,149 900 14,861 8,197 4,126 100 893 7,853 4,085 4,012: 298 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 569: -641 380 -759 -17 490 145 -160 88 551 -1,053 691: 3 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 57.1 1.2 19.7 10.8 5.5 0.1 1.2 10.4 5.4 5.3: 0.4 0.4
Old : 100.0: 65.2 57.1 1.2 19.7 10.8 5.5 0.1 1.2 10.4 5.4 5.3: 0.4 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 : 50: 26 27 . . . 4 . 4 8 4 8:
Old : 50: 26 27 . . . 4 . 4 8 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 48.9 58.1 68.6 21.8 32.9 33.0 39.5
Old : 35.5 48.9 58.1 68.6 21.8 32.9 33.0 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,050: 5,000 2,750 250 0 150 0 0 0 850 3,350 800: 0 0
Old : 7,050: 5,000 2,750 250 0 150 0 0 0 850 3,350 800: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -350: -900 -1,450 250 -550 -50 0 0 0 -150 1,700 500: 0 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 39.0 3.5 0.0 2.1 0.0 0.0 0.0 12.1 47.5 11.3: 0.0 0.0
Old : 100.0: 70.9 39.0 3.5 0.0 2.1 0.0 0.0 0.0 12.1 47.5 11.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 9 12 . 0 . 0 0 0 6 6 .:
Old : 29: 9 12 . 0 . 0 0 0 6 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 : 71.6 54.6 85.1 78.0 55.3 49.6 63.8 61.0
Old : 71.6 54.6 85.1 78.0 55.3 49.6 63.8 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,763: 17,775 15,227 0 5,685 429 2,775 0 525 825 430 2,125: 309 342
Old : 24,763: 17,775 15,227 0 5,685 429 2,775 0 525 825 430 2,125: 309 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -64: -1,115 486 0 25 -300 0 0 0 825 -800 525: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 61.5 0.0 23.0 1.7 11.2 0.0 2.1 3.3 1.7 8.6: 1.2 1.4
Old : 100.0: 71.8 61.5 0.0 23.0 1.7 11.2 0.0 2.1 3.3 1.7 8.6: 1.2 1.4
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 : 26: 16 15 0 . . . 0 . . . .:
Old : 26: 16 15 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 45.4 74.5 67.2 40.8 36.1 55.1 51.7
Old : 49.6 45.4 74.5 67.2 40.8 36.1 55.1 51.7
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,225: 46,930 55,080 8,050 0 1,440 0 0 0 450 266 205: 150 234
Old : 57,225: 46,930 55,080 8,050 0 1,440 0 0 0 450 266 205: 150 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,610: 1,440 1,190 350 0 0 0 0 0 -360 240 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 96.3 14.1 0.0 2.5 0.0 0.0 0.0 0.8 0.5 0.4: 0.3 0.4
Old : 100.0: 82.0 96.3 14.1 0.0 2.5 0.0 0.0 0.0 0.8 0.5 0.4: 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 : 32: 19 19 . 0 . 0 0 0 . . .:
Old : 32: 19 19 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 82.5 86.6 91.7 60.0 81.3 78.5 85.6
Old : 62.9 82.5 86.6 91.7 60.0 81.3 78.5 85.6
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 37,399: 31,271 23,293 0 7,354 4,336 900 1,965 0 260 362 32: 600 57
Old : 37,399: 31,271 23,293 0 7,354 4,336 900 1,965 0 260 362 32: 600 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -469: -1,659 -198 0 -1,340 1,190 0 -120 0 0 -1 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 62.3 0.0 19.7 11.6 2.4 5.3 0.0 0.7 1.0 0.1: 1.6 0.2
Old : 100.0: 83.6 62.3 0.0 19.7 11.6 2.4 5.3 0.0 0.7 1.0 0.1: 1.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 22 0 . . . 4 0 . . .:
Old : 35: 20 22 0 . . . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 51.0 75.0 74.3 35.8 31.1 44.9 42.8
Old : 51.6 51.0 75.0 74.3 35.8 31.1 44.9 42.8
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,125: 52,303 59,820 4,868 285 3,645 100 0 0 2,786 200 0: 423 175
Old : 64,125: 52,303 59,820 4,868 285 3,645 100 0 0 2,786 200 0: 423 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 475: 360 360 60 120 0 0 0 0 0 0 0: 55 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 93.3 7.6 0.4 5.7 0.2 0.0 0.0 4.3 0.3 0.0: 0.7 0.3
Old : 100.0: 81.6 93.3 7.6 0.4 5.7 0.2 0.0 0.0 4.3 0.3 0.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 14 . . . . 0 0 . . 0:
Old : 30: 19 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 : 58.2 89.2 77.1 97.2 55.1 83.6 70.7 85.0
Old : 58.2 89.2 77.1 97.2 55.1 83.6 70.7 85.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,723: 58,970 61,818 6,478 2,675 2,570 100 0 0 3,398 4,600 60: 147 0
Old : 71,723: 58,970 61,818 6,478 2,675 2,570 100 0 0 3,398 4,600 60: 147 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 525: 915 285 60 -180 120 0 0 0 6 300 0: -576 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 86.2 9.0 3.7 3.6 0.1 0.0 0.0 4.7 6.4 0.1: 0.2 0.0
Old : 100.0: 82.2 86.2 9.0 3.7 3.6 0.1 0.0 0.0 4.7 6.4 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 : 32: 20 17 . . . . 0 0 . . .:
Old : 32: 20 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 : 56.1 78.1 76.6 94.8 50.1 73.5 67.6 81.9
Old : 56.1 78.1 76.6 94.8 50.1 73.5 67.6 81.9
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,676: 69,617 79,693 11,018 2,785 2,642 405 0 35 3,575 2,196 325: 59 0
Old : 87,676: 69,617 79,693 11,018 2,785 2,642 405 0 35 3,575 2,196 325: 59 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,423: 300 1,367 275 -204 55 -380 0 35 1,432 443 -243: -51 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 90.9 12.6 3.2 3.0 0.5 0.0 0.0 4.1 2.5 0.4: 0.1 0.0
Old : 100.0: 79.4 90.9 12.6 3.2 3.0 0.5 0.0 0.0 4.1 2.5 0.4: 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 : 40: 18 26 . . 4 . 0 . . . .:
Old : 40: 18 26 . . 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 : 62.2 55.7 77.4 78.3 60.6 51.2 73.5 68.6
Old : 62.2 55.7 77.4 78.3 60.6 51.2 73.5 68.6
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,972: 88,206 94,381 11,980 5,295 4,466 20 2,092 863 6,069 4,650 1,220: 149 6
Old : 112,972: 88,206 94,381 11,980 5,295 4,466 20 2,092 863 6,069 4,650 1,220: 149 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,713: 1,339 2,089 494 1,030 -22 -197 236 62 2,176 433 -73: -67 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 83.5 10.6 4.7 4.0 0.0 1.9 0.8 5.4 4.1 1.1: 0.1 0.0
Old : 100.0: 78.1 83.5 10.6 4.7 4.0 0.0 1.9 0.8 5.4 4.1 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 20 31 . . 4 . 6 . . 6 4:
Old : 53: 20 31 . . 4 . 6 . . 6 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 : 56.6 51.0 75.1 73.6 53.4 46.0 66.6 59.8
Old : 56.6 51.0 75.1 73.6 53.4 46.0 66.6 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,706: 46,516 48,551 6,145 1,110 2,675 0 705 270 0 2,250 100: 0 45
Old : 55,706: 46,516 48,551 6,145 1,110 2,675 0 705 270 0 2,250 100: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 146: 71 21 -25 -25 25 0 0 0 0 50 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 87.2 11.0 2.0 4.8 0.0 1.3 0.5 0.0 4.0 0.2: 0.0 0.1
Old : 100.0: 83.5 87.2 11.0 2.0 4.8 0.0 1.3 0.5 0.0 4.0 0.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . . . 0 . . 0 5 .:
Old : 29: 14 13 . . . 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 : 79.5 85.1 95.9 93.5 77.7 81.6 91.8 89.1
Old : 79.5 85.1 95.9 93.5 77.7 81.6 91.8 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 48,553: 41,220 45,425 6,535 0 798 0 0 0 0 2,330 0: 0 0
Old : 48,553: 41,220 45,425 6,535 0 798 0 0 0 0 2,330 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,200: 1,200 720 0 0 0 0 0 0 0 480 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 93.6 13.5 0.0 1.6 0.0 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Old : 100.0: 84.9 93.6 13.5 0.0 1.6 0.0 0.0 0.0 0.0 4.8 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 : 22: 10 8 . 0 . 0 0 0 0 4 0:
Old : 22: 10 8 . 0 . 0 0 0 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 94.4 97.8 98.4 79.5 93.0 95.7 96.1
Old : 79.5 94.4 97.8 98.4 79.5 93.0 95.7 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,122: 46,933 55,202 5,437 0 3,260 700 0 300 1,852 0 340: 300 20
Old : 59,122: 46,933 55,202 5,437 0 3,260 700 0 300 1,852 0 340: 300 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,193: 623 1,313 -570 0 0 0 0 0 801 -459 339: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 93.4 9.2 0.0 5.5 1.2 0.0 0.5 3.1 0.0 0.6: 0.5 0.0
Old : 100.0: 79.4 93.4 9.2 0.0 5.5 1.2 0.0 0.5 3.1 0.0 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 : 29: 19 19 . 0 . . 0 . . 0 .:
Old : 29: 19 19 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 83.2 73.4 91.7 44.0 79.8 65.6 81.1
Old : 50.2 83.2 73.4 91.7 44.0 79.8 65.6 81.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,122: 39,162 53,705 5,846 641 2,021 6,797 0 1,415 2,290 0 226: 365 114
Old : 58,122: 39,162 53,705 5,846 641 2,021 6,797 0 1,415 2,290 0 226: 365 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,767: 1,359 1,965 -553 165 -15 -5 0 0 1,206 -55 -291: 66 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 92.4 10.1 1.1 3.5 11.7 0.0 2.4 3.9 0.0 0.4: 0.6 0.2
Old : 100.0: 67.4 92.4 10.1 1.1 3.5 11.7 0.0 2.4 3.9 0.0 0.4: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 21 . . . 4 0 . . 0 .:
Old : 33: 19 21 . . . 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 : 55.7 72.1 76.7 83.0 52.0 69.4 68.4 76.9
Old : 55.7 72.1 76.7 83.0 52.0 69.4 68.4 76.9
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,735: 16,502 30,841 14,224 0 60 0 268 80 275 0 420: 174 66
Old : 31,735: 16,502 30,841 14,224 0 60 0 268 80 275 0 420: 174 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 143: -82 143 150 0 0 0 0 0 0 0 0: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 97.2 44.8 0.0 0.2 0.0 0.8 0.3 0.9 0.0 1.3: 0.5 0.2
Old : 100.0: 52.0 97.2 44.8 0.0 0.2 0.0 0.8 0.3 0.9 0.0 1.3: 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 : 23: 12 10 4 0 . 0 . . . 0 .:
Old : 23: 12 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 : 61.5 88.0 79.8 97.3 61.4 85.3 78.5 89.3
Old : 61.5 88.0 79.8 97.3 61.4 85.3 78.5 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,457: 15,473 27,707 11,936 0 50 0 260 0 60 0 420: 518 20
Old : 28,457: 15,473 27,707 11,936 0 50 0 260 0 60 0 420: 518 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 97.4 41.9 0.0 0.2 0.0 0.9 0.0 0.2 0.0 1.5: 1.8 0.1
Old : 100.0: 54.4 97.4 41.9 0.0 0.2 0.0 0.9 0.0 0.2 0.0 1.5: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 4 0 . 0 . 0 . 0 .:
Old : 22: 11 10 4 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 86.9 80.4 97.2 60.1 84.0 79.5 89.3
Old : 61.0 86.9 80.4 97.2 60.1 84.0 79.5 89.3
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,650: 23,368 23,896 2,999 240 662 240 1,150 485 50 1,713 490: 356 14
Old : 28,650: 23,368 23,896 2,999 240 662 240 1,150 485 50 1,713 490: 356 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 321: 311 123 0 35 0 0 300 0 -30 -158 40: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 83.4 10.5 0.8 2.3 0.8 4.0 1.7 0.2 6.0 1.7: 1.2 0.0
Old : 100.0: 81.6 83.4 10.5 0.8 2.3 0.8 4.0 1.7 0.2 6.0 1.7: 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 : 34: 17 19 . . . . . . . 4 .:
Old : 34: 17 19 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 57.8 87.3 73.8 69.3 56.5 82.3 71.3
Old : 72.1 57.8 87.3 73.8 69.3 56.5 82.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,970: 19,100 20,411 2,887 0 75 0 940 460 0 919 0: 448 165
Old : 22,970: 19,100 20,411 2,887 0 75 0 940 460 0 919 0: 448 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 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: 83.2 88.9 12.6 0.0 0.3 0.0 4.1 2.0 0.0 4.0 0.0: 2.0 0.7
Old : 100.0: 83.2 88.9 12.6 0.0 0.3 0.0 4.1 2.0 0.0 4.0 0.0: 2.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 16 . 0 . 0 . . 0 . 0:
Old : 25: 11 16 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 70.2 94.5 83.8 83.9 67.5 89.8 80.6
Old : 84.2 70.2 94.5 83.8 83.9 67.5 89.8 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 50,337: 39,340 33,069 4,721 10,689 681 590 3,712 1,435 3,013 234 475: 82 42
Old : 50,337: 39,340 33,069 4,721 10,689 681 590 3,712 1,435 3,013 234 475: 82 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 681: 702 906 62 -142 -14 -380 -251 170 86 -52 44: 11 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 65.7 9.4 21.2 1.4 1.2 7.4 2.9 6.0 0.5 0.9: 0.2 0.1
Old : 100.0: 78.2 65.7 9.4 21.2 1.4 1.2 7.4 2.9 6.0 0.5 0.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 24 . . 4 . . . . . 4:
Old : 41: 21 24 . . 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 : 55.3 54.5 71.5 73.5 47.0 51.7 58.4 63.3
Old : 55.3 54.5 71.5 73.5 47.0 51.7 58.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,167: 30,804 18,209 2,166 12,796 1,365 370 390 570 4 2,150 567: 321 120
Old : 36,167: 30,804 18,209 2,166 12,796 1,365 370 390 570 4 2,150 567: 321 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 185: 164 339 -39 -105 0 0 0 0 0 -49 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 50.3 6.0 35.4 3.8 1.0 1.1 1.6 0.0 5.9 1.6: 0.9 0.3
Old : 100.0: 85.2 50.3 6.0 35.4 3.8 1.0 1.1 1.6 0.0 5.9 1.6: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . . . . . . . . .:
Old : 31: 19 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 65.7 78.5 82.4 47.4 61.5 62.2 70.3
Old : 60.2 65.7 78.5 82.4 47.4 61.5 62.2 70.3
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,239: 10,456 16,676 5,929 0 2,014 291 150 209 175 100 75: 90 15
Old : 19,239: 10,456 16,676 5,929 0 2,014 291 150 209 175 100 75: 90 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 897: 600 759 209 0 63 0 0 0 -50 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 86.7 30.8 0.0 10.5 1.5 0.8 1.1 0.9 0.5 0.4: 0.5 0.1
Old : 100.0: 54.3 86.7 30.8 0.0 10.5 1.5 0.8 1.1 0.9 0.5 0.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . 0 . . . . . . .:
Old : 27: 13 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 : 69.4 81.7 86.9 92.2 58.5 76.1 74.2 80.9
Old : 69.4 81.7 86.9 92.2 58.5 76.1 74.2 80.9
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,147: 11,351 12,575 689 395 577 0 100 0 1,070 100 400: 60 0
Old : 14,147: 11,351 12,575 689 395 577 0 100 0 1,070 100 400: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 277: 600 0 -600 0 277 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 88.9 4.9 2.8 4.1 0.0 0.7 0.0 7.6 0.7 2.8: 0.4 0.0
Old : 100.0: 80.2 88.9 4.9 2.8 4.1 0.0 0.7 0.0 7.6 0.7 2.8: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . . . 0 . 0 . . .:
Old : 21: 11 8 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 82.4 83.7 93.4 47.8 79.6 70.3 82.7
Old : 56.9 82.4 83.7 93.4 47.8 79.6 70.3 82.7
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,832: 13,425 12,820 585 245 567 0 1,375 0 470 100 725: 60 0
Old : 15,832: 13,425 12,820 585 245 567 0 1,375 0 470 100 725: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 124: 600 0 -600 0 124 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 81.0 3.7 1.5 3.6 0.0 8.7 0.0 3.0 0.6 4.6: 0.4 0.0
Old : 100.0: 84.8 81.0 3.7 1.5 3.6 0.0 8.7 0.0 3.0 0.6 4.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . 0 . 0 . . .:
Old : 23: 11 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 80.1 80.8 91.6 49.4 77.6 70.5 82.0
Old : 55.5 80.1 80.8 91.6 49.4 77.6 70.5 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,826: 11,435 16,075 8,049 4,034 132 25 0 0 1,845 1,250 305: 35 30
Old : 21,826: 11,435 16,075 8,049 4,034 132 25 0 0 1,845 1,250 305: 35 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,154: 412 1,305 824 0 7 25 0 0 275 0 -150: -239 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 73.7 36.9 18.5 0.6 0.1 0.0 0.0 8.5 5.7 1.4: 0.2 0.1
Old : 100.0: 52.4 73.7 36.9 18.5 0.6 0.1 0.0 0.0 8.5 5.7 1.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 11 . . . . 0 0 . . .:
Old : 28: 13 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 60.3 86.4 85.5 63.8 53.8 79.6 78.0
Old : 65.8 60.3 86.4 85.5 63.8 53.8 79.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,247: 10,751 15,600 8,227 4,004 143 25 0 0 1,850 1,250 220: 31 30
Old : 21,247: 10,751 15,600 8,227 4,004 143 25 0 0 1,850 1,250 220: 31 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,248: 405 1,305 809 0 18 25 0 0 275 0 -75: -209 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 73.4 38.7 18.8 0.7 0.1 0.0 0.0 8.7 5.9 1.0: 0.1 0.1
Old : 100.0: 50.6 73.4 38.7 18.8 0.7 0.1 0.0 0.0 8.7 5.9 1.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . . 0 0 . . .:
Old : 27: 12 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 61.3 87.2 85.4 66.7 54.4 80.6 77.8
Old : 69.2 61.3 87.2 85.4 66.7 54.4 80.6 77.8
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,027: 33,207 45,292 9,186 700 2,550 850 0 0 3,140 500 1,985: 109 0
Old : 51,027: 33,207 45,292 9,186 700 2,550 850 0 0 3,140 500 1,985: 109 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -385: 85 -2,265 -600 700 265 250 0 0 -1,200 100 815: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 88.8 18.0 1.4 5.0 1.7 0.0 0.0 6.2 1.0 3.9: 0.2 0.0
Old : 100.0: 65.1 88.8 18.0 1.4 5.0 1.7 0.0 0.0 6.2 1.0 3.9: 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 : 32: 17 13 4 . . . 0 0 . . .:
Old : 32: 17 13 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 77.6 81.9 92.4 55.1 71.4 71.1 80.0
Old : 62.3 77.6 81.9 92.4 55.1 71.4 71.1 80.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,500: 33,150 45,318 9,325 793 2,039 835 0 15 3,190 510 1,825: 121 0
Old : 50,500: 33,150 45,318 9,325 793 2,039 835 0 15 3,190 510 1,825: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -440: -45 -2,515 -542 793 327 235 0 15 -1,270 100 840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 89.7 18.5 1.6 4.0 1.7 0.0 0.0 6.3 1.0 3.6: 0.2 0.0
Old : 100.0: 65.6 89.7 18.5 1.6 4.0 1.7 0.0 0.0 6.3 1.0 3.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 13 . . . . 0 . . . .:
Old : 33: 17 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 79.7 81.5 91.8 56.6 73.4 72.4 81.0
Old : 62.3 79.7 81.5 91.8 56.6 73.4 72.4 81.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 124,526: 98,824 86,256 19,256 21,328 1,751 620 1,440 335 2,910 12,624 770: 60 22
Old : 124,526: 98,824 86,256 19,256 21,328 1,751 620 1,440 335 2,910 12,624 770: 60 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 870: 655 1,135 0 155 150 -150 240 25 125 -900 65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 69.3 15.5 17.1 1.4 0.5 1.2 0.3 2.3 10.1 0.6: 0.0 0.0
Old : 100.0: 79.4 69.3 15.5 17.1 1.4 0.5 1.2 0.3 2.3 10.1 0.6: 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 : 51: 32 24 . . . . . . 4 4 5:
Old : 51: 32 24 . . . . . . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 49.6 61.0 78.5 37.9 47.8 52.8 64.3
Old : 38.6 49.6 61.0 78.5 37.9 47.8 52.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,925: 109,061 94,336 21,398 24,347 677 1,275 990 515 1,785 13,850 1,145: 69 65
Old : 135,925: 109,061 94,336 21,398 24,347 677 1,275 990 515 1,785 13,850 1,145: 69 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,110: 1,593 2,323 -50 -160 127 -150 220 65 120 -875 405: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 69.4 15.7 17.9 0.5 0.9 0.7 0.4 1.3 10.2 0.8: 0.1 0.0
Old : 100.0: 80.2 69.4 15.7 17.9 0.5 0.9 0.7 0.4 1.3 10.2 0.8: 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 : 56: 33 26 . . 4 . . . . 6 5:
Old : 56: 33 26 . . 4 . . . . 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 49.1 61.0 78.3 37.8 43.8 55.9 68.6
Old : 39.4 49.1 61.0 78.3 37.8 43.8 55.9 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 460,570: 279,236 289,494 31,913 12,816 79,145 7,994 16,798 32,368 8,944 9,242 20,075: 896 632
Old : 460,570: 279,236 289,494 31,913 12,816 79,145 7,994 16,798 32,368 8,944 9,242 20,075: 896 632
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 18,580: 5,612 9,997 3,668 -3,192 7,151 -591 446 571 -1,586 -68 3,698: 58 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 62.9 6.9 2.8 17.2 1.7 3.6 7.0 1.9 2.0 4.4: 0.2 0.1
Old : 100.0: 60.6 62.9 6.9 2.8 17.2 1.7 3.6 7.0 1.9 2.0 4.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 38 35 . . 5 5 14 7 11 9 14:
Old : 88: 38 35 . . 5 5 14 7 11 9 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 38.0 60.8 61.0 16.1 14.1 22.6 21.2
Old : 40.7 38.0 60.8 61.0 16.1 14.1 22.6 21.2
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,591: 11,774 17,546 2,710 465 445 400 0 0 3,075 50 75: 112 10
Old : 18,591: 11,774 17,546 2,710 465 445 400 0 0 3,075 50 75: 112 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 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: 63.3 94.4 14.6 2.5 2.4 2.2 0.0 0.0 16.5 0.3 0.4: 0.6 0.1
Old : 100.0: 63.3 94.4 14.6 2.5 2.4 2.2 0.0 0.0 16.5 0.3 0.4: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 6 . . . . 0 0 . . .:
Old : 24: 16 6 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 93.1 78.8 99.5 54.4 86.9 77.8 91.1
Old : 54.7 93.1 78.8 99.5 54.4 86.9 77.8 91.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,647: 10,691 16,430 2,861 0 522 0 590 10 3,355 50 45: 163 0
Old : 17,647: 10,691 16,430 2,861 0 522 0 590 10 3,355 50 45: 163 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 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: 60.6 93.1 16.2 0.0 3.0 0.0 3.3 0.1 19.0 0.3 0.3: 0.9 0.0
Old : 100.0: 60.6 93.1 16.2 0.0 3.0 0.0 3.3 0.1 19.0 0.3 0.3: 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 : 23: 14 6 . 0 . 0 . . . . .:
Old : 23: 14 6 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 92.1 81.0 99.5 56.4 87.3 78.6 90.6
Old : 56.5 92.1 81.0 99.5 56.4 87.3 78.6 90.6
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,029: 33,144 29,644 2,235 5,615 780 0 180 1,475 0 0 0: 6,395 6,335
Old : 44,029: 33,144 29,644 2,235 5,615 780 0 180 1,475 0 0 0: 6,395 6,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,301: 1,366 2,196 -275 0 100 0 -400 0 0 0 0: 110 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 67.3 5.1 12.8 1.8 0.0 0.4 3.4 0.0 0.0 0.0: 14.5 14.4
Old : 100.0: 75.3 67.3 5.1 12.8 1.8 0.0 0.4 3.4 0.0 0.0 0.0: 14.5 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 : 24: 16 17 . . . 0 . . 0 0 0:
Old : 24: 16 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 42.5 79.9 63.6 60.6 40.7 63.3 56.1
Old : 68.3 42.5 79.9 63.6 60.6 40.7 63.3 56.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,217: 30,798 27,525 2,025 4,295 255 0 1,100 660 0 0 0: 5,479 5,382
Old : 39,217: 30,798 27,525 2,025 4,295 255 0 1,100 660 0 0 0: 5,479 5,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,775: 1,490 2,280 85 0 15 0 0 0 0 0 0: 185 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 70.2 5.2 11.0 0.7 0.0 2.8 1.7 0.0 0.0 0.0: 14.0 13.7
Old : 100.0: 78.5 70.2 5.2 11.0 0.7 0.0 2.8 1.7 0.0 0.0 0.0: 14.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . . . 0 . . 0 0 0:
Old : 23: 12 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 44.5 81.8 67.2 65.9 43.6 68.2 60.4
Old : 70.5 44.5 81.8 67.2 65.9 43.6 68.2 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,391: 6,564 18,265 12,691 605 1,930 725 1,120 530 250 0 250: 2,451 2,691
Old : 25,391: 6,564 18,265 12,691 605 1,930 725 1,120 530 250 0 250: 2,451 2,691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 705: 75 975 650 0 0 0 0 0 0 0 0: -20 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 71.9 50.0 2.4 7.6 2.9 4.4 2.1 1.0 0.0 1.0: 9.7 10.6
Old : 100.0: 25.9 71.9 50.0 2.4 7.6 2.9 4.4 2.1 1.0 0.0 1.0: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . . . . . . . 0 .:
Old : 22: 10 12 . . . . . . . 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 : 72.7 58.3 85.4 79.0 64.4 55.2 68.3 66.9
Old : 72.7 58.3 85.4 79.0 64.4 55.2 68.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,265: 3,990 15,195 11,030 0 2,040 875 820 380 300 0 0: 1,650 1,830
Old : 20,265: 3,990 15,195 11,030 0 2,040 875 820 380 300 0 0: 1,650 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 75.0 54.4 0.0 10.1 4.3 4.0 1.9 1.5 0.0 0.0: 8.1 9.0
Old : 100.0: 19.7 75.0 54.4 0.0 10.1 4.3 4.0 1.9 1.5 0.0 0.0: 8.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 12 . 0 . . . . . 0 0:
Old : 20: 7 12 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 59.6 89.8 78.3 63.0 55.6 69.1 67.2
Old : 81.3 59.6 89.8 78.3 63.0 55.6 69.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,127: 12,896 14,525 1,905 9,121 1,058 9,315 465 3,740 0 125 0: 2,213 2,093
Old : 31,127: 12,896 14,525 1,905 9,121 1,058 9,315 465 3,740 0 125 0: 2,213 2,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -245: -640 -400 0 5 50 145 -100 -230 0 0 0: 430 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 46.7 6.1 29.3 3.4 29.9 1.5 12.0 0.0 0.4 0.0: 7.1 6.7
Old : 100.0: 41.4 46.7 6.1 29.3 3.4 29.9 1.5 12.0 0.0 0.4 0.0: 7.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 14 . . . . . . 0 . 0:
Old : 21: 12 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 68.4 81.1 81.7 46.2 49.1 52.7 52.8
Old : 66.0 68.4 81.1 81.7 46.2 49.1 52.7 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,007: 24,577 29,372 18,703 24,045 1,260 9,970 3,440 1,690 3,995 0 810: 12,002 12,390
Old : 73,007: 24,577 29,372 18,703 24,045 1,260 9,970 3,440 1,690 3,995 0 810: 12,002 12,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,430: 310 1,225 -240 0 0 0 -50 50 1,105 0 -275: 480 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 40.2 25.6 32.9 1.7 13.7 4.7 2.3 5.5 0.0 1.1: 16.4 17.0
Old : 100.0: 33.7 40.2 25.6 32.9 1.7 13.7 4.7 2.3 5.5 0.0 1.1: 16.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 18 . . . . . . . 0 .:
Old : 28: 13 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 43.3 78.8 60.7 63.1 42.6 68.7 58.4
Old : 68.2 43.3 78.8 60.7 63.1 42.6 68.7 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,059: 25,278 26,167 18,360 25,475 1,385 8,830 3,275 1,870 2,885 0 1,705: 11,746 12,182
Old : 72,059: 25,278 26,167 18,360 25,475 1,385 8,830 3,275 1,870 2,885 0 1,705: 11,746 12,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,465: 310 1,225 -240 0 75 0 -50 0 1,105 0 -300: 515 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 36.3 25.5 35.4 1.9 12.3 4.5 2.6 4.0 0.0 2.4: 16.3 16.9
Old : 100.0: 35.1 36.3 25.5 35.4 1.9 12.3 4.5 2.6 4.0 0.0 2.4: 16.3 16.9
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 : 28: 14 18 . . . . . . . 0 .:
Old : 28: 14 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 46.5 77.6 61.9 60.4 44.6 66.1 56.4
Old : 67.1 46.5 77.6 61.9 60.4 44.6 66.1 56.4
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,301: 12,427 7,822 3,120 2,035 1,506 1,535 7,100 265 1,025 1,665 1,715: 3,708 3,193
Old : 25,301: 12,427 7,822 3,120 2,035 1,506 1,535 7,100 265 1,025 1,665 1,715: 3,708 3,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 50: 25 0 75 0 0 0 0 0 -50 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 30.9 12.3 8.0 6.0 6.1 28.1 1.0 4.1 6.6 6.8: 14.7 12.6
Old : 100.0: 49.1 30.9 12.3 8.0 6.0 6.1 28.1 1.0 4.1 6.6 6.8: 14.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 8 . . . . . . . . .:
Old : 28: 15 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 : 39.7 63.5 62.1 81.0 37.0 51.3 55.7 64.9
Old : 39.7 63.5 62.1 81.0 37.0 51.3 55.7 64.9
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,081: 11,282 7,672 2,750 1,780 1,048 1,450 8,300 250 1,610 25 2,005: 3,686 3,001
Old : 24,081: 11,282 7,672 2,750 1,780 1,048 1,450 8,300 250 1,610 25 2,005: 3,686 3,001
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 50: 25 0 75 0 0 0 0 0 -100 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 31.9 11.4 7.4 4.4 6.0 34.5 1.0 6.7 0.1 8.3: 15.3 12.5
Old : 100.0: 46.9 31.9 11.4 7.4 4.4 6.0 34.5 1.0 6.7 0.1 8.3: 15.3 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 : 25: 14 7 . . . . . . . . .:
Old : 25: 14 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 : 40.9 63.2 65.6 81.8 36.2 57.8 57.0 66.1
Old : 40.9 63.2 65.6 81.8 36.2 57.8 57.0 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,252: 13,649 32,269 2,602 8,550 465 17,030 0 0 7,840 0 0: 4,666 4,968
Old : 46,252: 13,649 32,269 2,602 8,550 465 17,030 0 0 7,840 0 0: 4,666 4,968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 915: -45 300 60 615 0 0 0 0 900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 69.8 5.6 18.5 1.0 36.8 0.0 0.0 17.0 0.0 0.0: 10.1 10.7
Old : 100.0: 29.5 69.8 5.6 18.5 1.0 36.8 0.0 0.0 17.0 0.0 0.0: 10.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . . . . 0 0 . 0 0:
Old : 22: 11 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 75.8 83.6 85.8 63.1 75.8 78.3 81.2
Old : 64.4 75.8 83.6 85.8 63.1 75.8 78.3 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_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,236: 14,336 30,257 1,790 10,235 485 16,405 0 0 7,840 0 0: 5,380 5,259
Old : 46,236: 14,336 30,257 1,790 10,235 485 16,405 0 0 7,840 0 0: 5,380 5,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 960: 0 360 60 600 0 0 0 0 900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 65.4 3.9 22.1 1.0 35.5 0.0 0.0 17.0 0.0 0.0: 11.6 11.4
Old : 100.0: 31.0 65.4 3.9 22.1 1.0 35.5 0.0 0.0 17.0 0.0 0.0: 11.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 12 . . . . 0 0 . 0 0:
Old : 21: 9 12 . . . . 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 78.3 84.0 85.3 62.1 78.3 81.9 83.9
Old : 63.2 78.3 84.0 85.3 62.1 78.3 81.9 83.9
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,080: 20,325 46,040 2,585 550 1,810 5,275 0 2,025 18,695 400 55: 4,310 4,200
Old : 55,080: 20,325 46,040 2,585 550 1,810 5,275 0 2,025 18,695 400 55: 4,310 4,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,185: 200 1,030 -250 0 165 0 0 0 1,080 0 -50: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 83.6 4.7 1.0 3.3 9.6 0.0 3.7 33.9 0.7 0.1: 7.8 7.6
Old : 100.0: 36.9 83.6 4.7 1.0 3.3 9.6 0.0 3.7 33.9 0.7 0.1: 7.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 10 . . . 4 0 . . . .:
Old : 28: 14 10 . . . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 80.8 75.5 89.1 49.1 78.1 69.8 81.1
Old : 52.4 80.8 75.5 89.1 49.1 78.1 69.8 81.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,160: 20,085 44,645 1,955 550 2,000 4,545 0 2,475 18,600 100 180: 4,320 4,210
Old : 54,160: 20,085 44,645 1,955 550 2,000 4,545 0 2,475 18,600 100 180: 4,320 4,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,180: 200 1,030 -250 0 225 0 0 0 1,080 0 -50: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 82.4 3.6 1.0 3.7 8.4 0.0 4.6 34.3 0.2 0.3: 8.0 7.8
Old : 100.0: 37.1 82.4 3.6 1.0 3.7 8.4 0.0 4.6 34.3 0.2 0.3: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . . 0 . . . .:
Old : 26: 13 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 : 53.0 79.9 74.5 89.5 50.0 77.3 70.0 80.6
Old : 53.0 79.9 74.5 89.5 50.0 77.3 70.0 80.6
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,845: 9,570 5,935 1,200 35 1,415 0 6,100 0 1,625 545 500: 1,535 1,315
Old : 15,845: 9,570 5,935 1,200 35 1,415 0 6,100 0 1,625 545 500: 1,535 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -50: -50 25 0 0 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 37.5 7.6 0.2 8.9 0.0 38.5 0.0 10.3 3.4 3.2: 9.7 8.3
Old : 100.0: 60.4 37.5 7.6 0.2 8.9 0.0 38.5 0.0 10.3 3.4 3.2: 9.7 8.3
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: 13 7 . . . 0 4 0 . . .:
Old : 23: 13 7 . . . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 49.1 78.7 80.4 51.1 49.1 66.9 71.9
Old : 55.6 49.1 78.7 80.4 51.1 49.1 66.9 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,570: 9,125 5,525 1,495 0 1,160 0 6,575 0 1,860 545 490: 1,440 1,275
Old : 15,570: 9,125 5,525 1,495 0 1,160 0 6,575 0 1,860 545 490: 1,440 1,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -50: -50 25 0 0 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 35.5 9.6 0.0 7.5 0.0 42.2 0.0 11.9 3.5 3.1: 9.2 8.2
Old : 100.0: 58.6 35.5 9.6 0.0 7.5 0.0 42.2 0.0 11.9 3.5 3.1: 9.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 7 . 0 . 0 4 0 . . .:
Old : 23: 12 7 . 0 . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 53.0 79.5 80.6 51.2 53.0 66.7 74.2
Old : 56.0 53.0 79.5 80.6 51.2 53.0 66.7 74.2
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,595: 31,530 29,550 700 2,675 2,605 2,615 20,445 2,135 18,665 1,250 745: 4,600 4,190
Old : 63,595: 31,530 29,550 700 2,675 2,605 2,615 20,445 2,135 18,665 1,250 745: 4,600 4,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,450: 350 2,450 700 0 0 450 0 -25 950 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 46.5 1.1 4.2 4.1 4.1 32.1 3.4 29.3 2.0 1.2: 7.2 6.6
Old : 100.0: 49.6 46.5 1.1 4.2 4.1 4.1 32.1 3.4 29.3 2.0 1.2: 7.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 . . . . . . . . .:
Old : 29: 14 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 69.9 74.9 86.2 60.8 67.0 73.3 79.9
Old : 61.6 69.9 74.9 86.2 60.8 67.0 73.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,890: 32,030 28,955 1,790 1,910 2,590 2,280 20,195 2,385 15,800 1,250 1,225: 4,790 4,380
Old : 62,890: 32,030 28,955 1,790 1,910 2,590 2,280 20,195 2,385 15,800 1,250 1,225: 4,790 4,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,450: 350 2,450 700 0 0 450 0 -25 950 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 46.0 2.8 3.0 4.1 3.6 32.1 3.8 25.1 2.0 1.9: 7.6 7.0
Old : 100.0: 50.9 46.0 2.8 3.0 4.1 3.6 32.1 3.8 25.1 2.0 1.9: 7.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . . . . . . .:
Old : 28: 13 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 69.1 73.6 85.4 57.3 65.6 69.0 79.3
Old : 59.0 69.1 73.6 85.4 57.3 65.6 69.0 79.3
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,506: 32,113 18,545 0 11,333 2,680 16,030 0 1,855 150 18,745 65: 2,613 2,283
Old : 55,506: 32,113 18,545 0 11,333 2,680 16,030 0 1,855 150 18,745 65: 2,613 2,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 100: 0 -150 0 150 0 0 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 33.4 0.0 20.4 4.8 28.9 0.0 3.3 0.3 33.8 0.1: 4.7 4.1
Old : 100.0: 57.9 33.4 0.0 20.4 4.8 28.9 0.0 3.3 0.3 33.8 0.1: 4.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 8 0 . . . 0 . . . .:
Old : 29: 19 8 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 : 56.6 74.5 76.8 92.0 53.5 69.9 71.2 80.0
Old : 56.6 74.5 76.8 92.0 53.5 69.9 71.2 80.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,272: 27,449 18,925 0 11,149 1,758 12,280 0 1,755 150 10,130 355: 1,525 1,200
Old : 45,272: 27,449 18,925 0 11,149 1,758 12,280 0 1,755 150 10,130 355: 1,525 1,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 0: 0 -150 0 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 41.8 0.0 24.6 3.9 27.1 0.0 3.9 0.3 22.4 0.8: 3.4 2.7
Old : 100.0: 60.6 41.8 0.0 24.6 3.9 27.1 0.0 3.9 0.3 22.4 0.8: 3.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 9 0 . . . 0 . . . .:
Old : 28: 18 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 : 56.4 69.7 77.8 92.1 52.5 65.4 72.2 82.3
Old : 56.4 69.7 77.8 92.1 52.5 65.4 72.2 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,467: 91,991 85,485 17,275 1,030 7,613 0 13,661 6,934 1,675 10,765 2,635: 20,344 20,344
Old : 148,467: 91,991 85,485 17,275 1,030 7,613 0 13,661 6,934 1,675 10,765 2,635: 20,344 20,344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,775: 2,273 -152 -365 710 935 0 -650 1,250 0 1,880 -285: -33 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 57.6 11.6 0.7 5.1 0.0 9.2 4.7 1.1 7.3 1.8: 13.7 13.7
Old : 100.0: 62.0 57.6 11.6 0.7 5.1 0.0 9.2 4.7 1.1 7.3 1.8: 13.7 13.7
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 : 43: 25 26 . . . 0 4 . . 4 .:
Old : 43: 25 26 . . . 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 38.1 72.9 57.2 58.9 36.9 65.2 51.0
Old : 62.5 38.1 72.9 57.2 58.9 36.9 65.2 51.0
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,267: 84,334 81,124 21,296 0 5,889 1,179 7,885 6,455 1,375 19,175 985: 15,754 15,754
Old : 137,267: 84,334 81,124 21,296 0 5,889 1,179 7,885 6,455 1,375 19,175 985: 15,754 15,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,415: 1,664 224 -65 0 750 1,179 554 21 0 1,880 0: -134 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 59.1 15.5 0.0 4.3 0.9 5.7 4.7 1.0 14.0 0.7: 11.5 11.5
Old : 100.0: 61.4 59.1 15.5 0.0 4.3 0.9 5.7 4.7 1.0 14.0 0.7: 11.5 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 : 41: 20 25 . 0 . . . . . . .:
Old : 41: 20 25 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 42.6 77.2 59.2 58.6 40.9 67.2 55.1
Old : 63.7 42.6 77.2 59.2 58.6 40.9 67.2 55.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,150: 18,495 20,945 14,525 9,060 1,655 2,105 750 2,105 0 4,370 0: 3,265 3,265
Old : 42,150: 18,495 20,945 14,525 9,060 1,655 2,105 750 2,105 0 4,370 0: 3,265 3,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,330: 30 80 2,220 170 0 -80 0 180 0 1,920 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 49.7 34.5 21.5 3.9 5.0 1.8 5.0 0.0 10.4 0.0: 7.7 7.7
Old : 100.0: 43.9 49.7 34.5 21.5 3.9 5.0 1.8 5.0 0.0 10.4 0.0: 7.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . 0 . 0:
Old : 26: 13 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 45.6 81.5 68.6 61.9 43.2 70.6 63.4
Old : 65.7 45.6 81.5 68.6 61.9 43.2 70.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,810: 14,515 18,630 13,760 8,135 565 2,500 0 2,415 0 4,070 0: 3,055 2,995
Old : 36,810: 14,515 18,630 13,760 8,135 565 2,500 0 2,415 0 4,070 0: 3,055 2,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,255: 50 150 2,070 320 0 -30 0 180 0 1,620 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 50.6 37.4 22.1 1.5 6.8 0.0 6.6 0.0 11.1 0.0: 8.3 8.1
Old : 100.0: 39.4 50.6 37.4 22.1 1.5 6.8 0.0 6.6 0.0 11.1 0.0: 8.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 17 . . . . 0 . 0 . 0:
Old : 25: 13 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 46.6 83.3 67.6 58.2 44.7 65.8 60.7
Old : 65.9 46.6 83.3 67.6 58.2 44.7 65.8 60.7
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,035: 10,370 18,725 0 7,455 1,930 12,510 0 800 3,000 0 0: 1,425 1,125
Old : 30,035: 10,370 18,725 0 7,455 1,930 12,510 0 800 3,000 0 0: 1,425 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,000: 150 3,000 0 0 0 0 0 0 3,000 0 0: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 62.3 0.0 24.8 6.4 41.7 0.0 2.7 10.0 0.0 0.0: 4.7 3.7
Old : 100.0: 34.5 62.3 0.0 24.8 6.4 41.7 0.0 2.7 10.0 0.0 0.0: 4.7 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 : 22: 12 11 0 . . . 0 . . 0 0:
Old : 22: 12 11 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 69.3 87.1 84.5 63.8 62.5 76.0 76.5
Old : 68.2 69.3 87.1 84.5 63.8 62.5 76.0 76.5
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,430: 60,983 47,598 1,675 7,165 10,735 625 11,985 5,195 3,405 0 50: 17,762 17,702
Old : 100,430: 60,983 47,598 1,675 7,165 10,735 625 11,985 5,195 3,405 0 50: 17,762 17,702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,125: -775 215 -50 660 -160 0 220 -100 1,920 0 0: 1,290 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 47.4 1.7 7.1 10.7 0.6 11.9 5.2 3.4 0.0 0.0: 17.7 17.6
Old : 100.0: 60.7 47.4 1.7 7.1 10.7 0.6 11.9 5.2 3.4 0.0 0.0: 17.7 17.6
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 : 38: 26 22 . . . . . . . 0 .:
Old : 38: 26 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.7 53.4 60.3 30.3 29.3 40.0 37.8
Old : 37.3 43.7 53.4 60.3 30.3 29.3 40.0 37.8
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,785: 51,230 34,310 0 17,790 4,750 375 2,975 8,780 3,085 0 150: 15,415 15,030
Old : 83,785: 51,230 34,310 0 17,790 4,750 375 2,975 8,780 3,085 0 150: 15,415 15,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,970: 2,900 525 -1,065 2,585 140 0 45 -90 1,620 0 0: 465 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 41.0 0.0 21.2 5.7 0.4 3.6 10.5 3.7 0.0 0.2: 18.4 17.9
Old : 100.0: 61.1 41.0 0.0 21.2 5.7 0.4 3.6 10.5 3.7 0.0 0.2: 18.4 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 20 0 . . . . . . 0 .:
Old : 31: 16 20 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 48.4 66.5 64.2 33.4 37.9 46.1 45.5
Old : 48.6 48.4 66.5 64.2 33.4 37.9 46.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2019