COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,091: 9,948 12,631 1,537 0 1,454 646 2,189 545 5,901 3,098 1,346: 714 828
Old : 22,091: 9,948 12,631 1,537 0 1,454 646 2,189 545 5,901 3,098 1,346: 714 828
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -467: -201 -653 -77 0 24 15 -17 0 -223 213 -17: 12 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 57.2 7.0 0.0 6.6 2.9 9.9 2.5 26.7 14.0 6.1: 3.2 3.7
Old : 100.0: 45.0 57.2 7.0 0.0 6.6 2.9 9.9 2.5 26.7 14.0 6.1: 3.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.6 48.5 62.2 64.3 30.6 33.1 41.7 44.3
Old : 43.6 48.5 62.2 64.3 30.6 33.1 41.7 44.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,761: 21,651 22,038 121 3,544 5,478 3,927 647 2,014 800 571 4,341: 429 128
Old : 38,761: 21,651 22,038 121 3,544 5,478 3,927 647 2,014 800 571 4,341: 429 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 685: 583 262 -49 -353 125 -39 20 77 -145 420 134: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 56.9 0.3 9.1 14.1 10.1 1.7 5.2 2.1 1.5 11.2: 1.1 0.3
Old : 100.0: 55.9 56.9 0.3 9.1 14.1 10.1 1.7 5.2 2.1 1.5 11.2: 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 : 49: 26 25 . . . . 4 6 7 4 10:
Old : 49: 26 25 . . . . 4 6 7 4 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 : 43.1 42.3 64.5 63.5 24.1 23.5 30.1 29.2
Old : 43.1 42.3 64.5 63.5 24.1 23.5 30.1 29.2
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,663: 23,114 35,987 8,241 0 1,648 75 1,453 0 5,875 25 550: 160 0
Old : 39,663: 23,114 35,987 8,241 0 1,648 75 1,453 0 5,875 25 550: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 752: 574 754 125 0 5 50 -49 -52 -55 0 95: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 90.7 20.8 0.0 4.2 0.2 3.7 0.0 14.8 0.1 1.4: 0.4 0.0
Old : 100.0: 58.3 90.7 20.8 0.0 4.2 0.2 3.7 0.0 14.8 0.1 1.4: 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 . . 5 0 5 . 5:
Old : 38: 22 20 . 0 . . 5 0 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 66.5 84.0 81.7 53.7 61.1 66.6 69.5
Old : 61.3 66.5 84.0 81.7 53.7 61.1 66.6 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,018: 25,542 26,360 0 1,074 1,304 100 0 75 1,900 200 975: 122 30
Old : 30,018: 25,542 26,360 0 1,074 1,304 100 0 75 1,900 200 975: 122 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 65: 120 65 0 25 -50 25 0 0 -25 25 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 87.8 0.0 3.6 4.3 0.3 0.0 0.2 6.3 0.7 3.2: 0.4 0.1
Old : 100.0: 85.1 87.8 0.0 3.6 4.3 0.3 0.0 0.2 6.3 0.7 3.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 0 . . . 0 . . . .:
Old : 26: 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 : 69.5 74.8 85.7 89.2 67.3 71.2 78.3 79.9
Old : 69.5 74.8 85.7 89.2 67.3 71.2 78.3 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,914: 121,653 97,604 692 24,821 6,111 8,530 1,863 6,052 1,243 8,298 2,157: 476 8
Old : 146,914: 121,653 97,604 692 24,821 6,111 8,530 1,863 6,052 1,243 8,298 2,157: 476 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 514: 3,603 -4,070 99 5,680 -1,881 -1,270 290 445 -600 -55 105: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 66.4 0.5 16.9 4.2 5.8 1.3 4.1 0.8 5.6 1.5: 0.3 0.0
Old : 100.0: 82.8 66.4 0.5 16.9 4.2 5.8 1.3 4.1 0.8 5.6 1.5: 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 . 5 . 4 . 6:
Old : 51: 27 31 . 4 5 . 5 . 4 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 45.9 66.5 62.1 27.9 29.1 42.0 42.4
Old : 42.7 45.9 66.5 62.1 27.9 29.1 42.0 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,714: 58,525 44,917 3,006 10,839 3,610 287 4,984 1,429 75 1,160 775: 8 1
Old : 67,714: 58,525 44,917 3,006 10,839 3,610 287 4,984 1,429 75 1,160 775: 8 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -102: -93 13 0 193 -463 34 -285 375 -50 -35 100: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 66.3 4.4 16.0 5.3 0.4 7.4 2.1 0.1 1.7 1.1: 0.0 0.0
Old : 100.0: 86.4 66.3 4.4 16.0 5.3 0.4 7.4 2.1 0.1 1.7 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 22 . . . . 6 . . 5 4:
Old : 43: 21 22 . . . . 6 . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 67.9 84.5 84.9 64.7 56.7 74.6 69.7
Old : 67.7 67.9 84.5 84.9 64.7 56.7 74.6 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,141: 29,737 25,972 2,282 5,852 772 0 25 0 100 225 250: 0 45
Old : 33,141: 29,737 25,972 2,282 5,852 772 0 25 0 100 225 250: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 50: 200 -175 -75 100 0 0 25 0 -75 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 78.4 6.9 17.7 2.3 0.0 0.1 0.0 0.3 0.7 0.8: 0.0 0.1
Old : 100.0: 89.7 78.4 6.9 17.7 2.3 0.0 0.1 0.0 0.3 0.7 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 : 27: 10 13 . . . 0 . 0 . . .:
Old : 27: 10 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 77.8 97.8 91.4 77.3 67.1 83.3 79.8
Old : 85.9 77.8 97.8 91.4 77.3 67.1 83.3 79.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 67,081: 40,993 40,703 543 12,961 6,030 16,215 300 575 737 4,492 1,988: 0 32
Old : 67,081: 40,993 40,703 543 12,961 6,030 16,215 300 575 737 4,492 1,988: 0 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 282: 119 92 -100 -180 250 0 0 0 137 50 70: -194 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 60.7 0.8 19.3 9.0 24.2 0.4 0.9 1.1 6.7 3.0: 0.0 0.0
Old : 100.0: 61.1 60.7 0.8 19.3 9.0 24.2 0.4 0.9 1.1 6.7 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 21 . . 4 . . . . . .:
Old : 35: 21 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 : 54.5 55.4 74.4 75.6 50.5 45.0 60.5 57.3
Old : 54.5 55.4 74.4 75.6 50.5 45.0 60.5 57.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,110: 51,949 40,868 539 30,293 4,179 25,079 1,795 1,380 996 5,752 730: 258 113
Old : 85,110: 51,949 40,868 539 30,293 4,179 25,079 1,795 1,380 996 5,752 730: 258 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,744: 532 -1,320 0 -777 -3 -2,280 60 -10 8 296 10: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 48.0 0.6 35.6 4.9 29.5 2.1 1.6 1.2 6.8 0.9: 0.3 0.1
Old : 100.0: 61.0 48.0 0.6 35.6 4.9 29.5 2.1 1.6 1.2 6.8 0.9: 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 : 40: 23 22 . . 4 . 6 . . . .:
Old : 40: 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 : 53.4 57.7 72.5 77.3 49.1 49.8 63.9 65.8
Old : 53.4 57.7 72.5 77.3 49.1 49.8 63.9 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,107: 56,499 52,089 11,536 19,369 995 1,650 100 0 1,511 0 1,330: 586 224
Old : 74,107: 56,499 52,089 11,536 19,369 995 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 16, 2019 :
: -355: -55 -55 -300 -300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 70.3 15.6 26.1 1.3 2.2 0.1 0.0 2.0 0.0 1.8: 0.8 0.3
Old : 100.0: 76.2 70.3 15.6 26.1 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 : 48.9 69.9 71.3 81.1 47.3 69.9 66.9 78.0
Old : 48.9 69.9 71.3 81.1 47.3 69.9 66.9 78.0
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,499: 73,185 61,672 20,704 36,596 282 1,650 125 0 2,422 0 1,617: 639 207
Old : 100,499: 73,185 61,672 20,704 36,596 282 1,650 125 0 2,422 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 16, 2019 :
: -1,635: -275 -1,305 -1,500 -375 20 0 25 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 61.4 20.6 36.4 0.3 1.6 0.1 0.0 2.4 0.0 1.6: 0.6 0.2
Old : 100.0: 72.8 61.4 20.6 36.4 0.3 1.6 0.1 0.0 2.4 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 : 48.8 64.1 70.2 81.3 48.4 64.0 67.6 78.4
Old : 48.8 64.1 70.2 81.3 48.4 64.0 67.6 78.4
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,225: 35,025 45,790 11,400 50 650 0 0 0 0 420 0: 150 315
Old : 47,225: 35,025 45,790 11,400 50 650 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 16, 2019 :
: 490: 440 440 50 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 97.0 24.1 0.1 1.4 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 0.7
Old : 100.0: 74.2 97.0 24.1 0.1 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 : 28: 18 17 . . . 0 0 0 0 . 0:
Old : 28: 18 17 . . . 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 : 69.3 90.6 89.3 95.5 67.9 88.0 83.2 90.5
Old : 69.3 90.6 89.3 95.5 67.9 88.0 83.2 90.5
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,207: 21,023 21,490 2,000 1,640 2,312 0 600 0 82 0 0: 790 165
Old : 26,207: 21,023 21,490 2,000 1,640 2,312 0 600 0 82 0 0: 790 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 743: -117 983 1,200 0 -240 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 82.0 7.6 6.3 8.8 0.0 2.3 0.0 0.3 0.0 0.0: 3.0 0.6
Old : 100.0: 80.2 82.0 7.6 6.3 8.8 0.0 2.3 0.0 0.3 0.0 0.0: 3.0 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 : 56.5 61.4 81.9 83.4 40.1 52.4 55.6 61.5
Old : 56.5 61.4 81.9 83.4 40.1 52.4 55.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,015: 8,230 10,615 4,845 0 0 150 3,400 0 700 0 0: 90 0
Old : 14,015: 8,230 10,615 4,845 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 16, 2019 :
: 310: 10 310 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 75.7 34.6 0.0 0.0 1.1 24.3 0.0 5.0 0.0 0.0: 0.6 0.0
Old : 100.0: 58.7 75.7 34.6 0.0 0.0 1.1 24.3 0.0 5.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 . 0 0 . . 0 . 0 0:
Old : 22: 13 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 : 61.4 83.6 81.8 99.6 61.1 79.3 76.0 84.2
Old : 61.4 83.6 81.8 99.6 61.1 79.3 76.0 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,847: 49,452 43,667 292 15,325 8,554 4,392 135 883 7,874 2,918 5,059: 341 306
Old : 76,847: 49,452 43,667 292 15,325 8,554 4,392 135 883 7,874 2,918 5,059: 341 306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,270: 153 518 -608 464 357 266 35 -10 21 -1,167 1,047: 43 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 56.8 0.4 19.9 11.1 5.7 0.2 1.1 10.2 3.8 6.6: 0.4 0.4
Old : 100.0: 64.4 56.8 0.4 19.9 11.1 5.7 0.2 1.1 10.2 3.8 6.6: 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 : 52: 26 27 . . . 4 . 4 9 4 7:
Old : 52: 26 27 . . . 4 . 4 9 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 48.9 55.5 68.9 21.3 31.2 30.7 36.6
Old : 33.4 48.9 55.5 68.9 21.3 31.2 30.7 36.6
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,200: 3,250 2,700 2,300 0 0 0 0 0 600 3,350 50: 0 100
Old : 6,200: 3,250 2,700 2,300 0 0 0 0 0 600 3,350 50: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -850: -1,750 -50 2,050 0 -150 0 0 0 -250 0 -750: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 43.5 37.1 0.0 0.0 0.0 0.0 0.0 9.7 54.0 0.8: 0.0 1.6
Old : 100.0: 52.4 43.5 37.1 0.0 0.0 0.0 0.0 0.0 9.7 54.0 0.8: 0.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 7 . 0 0 0 0 0 . 6 .:
Old : 20: 5 7 . 0 0 0 0 0 . 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 : 85.5 65.3 97.6 91.9 71.0 57.3 82.3 75.8
Old : 85.5 65.3 97.6 91.9 71.0 57.3 82.3 75.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,070: 18,932 18,234 0 5,985 429 2,775 0 525 2,975 430 2,125: 309 342
Old : 28,070: 18,932 18,234 0 5,985 429 2,775 0 525 2,975 430 2,125: 309 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,307: 1,157 3,007 0 300 0 0 0 0 2,150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 65.0 0.0 21.3 1.5 9.9 0.0 1.9 10.6 1.5 7.6: 1.1 1.2
Old : 100.0: 67.4 65.0 0.0 21.3 1.5 9.9 0.0 1.9 10.6 1.5 7.6: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 16 0 . . . 0 . . . .:
Old : 28: 16 16 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 45.3 76.7 67.1 43.2 37.6 54.6 51.4
Old : 54.2 45.3 76.7 67.1 43.2 37.6 54.6 51.4
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,595: 46,270 54,425 8,105 50 1,415 0 0 0 450 266 205: 150 234
Old : 56,595: 46,270 54,425 8,105 50 1,415 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 16, 2019 :
: -630: -660 -655 55 50 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 96.2 14.3 0.1 2.5 0.0 0.0 0.0 0.8 0.5 0.4: 0.3 0.4
Old : 100.0: 81.8 96.2 14.3 0.1 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 : 33: 19 19 . . . 0 0 0 . . .:
Old : 33: 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 : 62.4 83.9 86.4 92.9 59.5 82.7 78.1 86.9
Old : 62.4 83.9 86.4 92.9 59.5 82.7 78.1 86.9
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,285: 33,919 25,221 0 8,254 3,466 900 1,965 0 260 175 140: 600 64
Old : 39,285: 33,919 25,221 0 8,254 3,466 900 1,965 0 260 175 140: 600 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,886: 2,648 1,928 0 900 -870 0 0 0 0 -187 108: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 64.2 0.0 21.0 8.8 2.3 5.0 0.0 0.7 0.4 0.4: 1.5 0.2
Old : 100.0: 86.3 64.2 0.0 21.0 8.8 2.3 5.0 0.0 0.7 0.4 0.4: 1.5 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 : 34: 20 22 0 . . . 4 0 . . .:
Old : 34: 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 : 54.2 46.3 76.6 68.9 41.8 31.9 53.1 45.8
Old : 54.2 46.3 76.6 68.9 41.8 31.9 53.1 45.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,755: 53,498 61,625 5,168 585 3,170 100 0 0 3,396 200 0: 423 175
Old : 65,755: 53,498 61,625 5,168 585 3,170 100 0 0 3,396 200 0: 423 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,630: 1,195 1,805 300 300 -475 0 0 0 610 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 93.7 7.9 0.9 4.8 0.2 0.0 0.0 5.2 0.3 0.0: 0.6 0.3
Old : 100.0: 81.4 93.7 7.9 0.9 4.8 0.2 0.0 0.0 5.2 0.3 0.0: 0.6 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 : 56.1 89.4 75.0 97.1 52.6 84.0 70.7 85.7
Old : 56.1 89.4 75.0 97.1 52.6 84.0 70.7 85.7
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,193: 58,735 62,188 6,783 2,975 2,370 100 0 0 3,998 4,600 60: 147 0
Old : 72,193: 58,735 62,188 6,783 2,975 2,370 100 0 0 3,998 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 16, 2019 :
: 470: -235 370 305 300 -200 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 86.1 9.4 4.1 3.3 0.1 0.0 0.0 5.5 6.4 0.1: 0.2 0.0
Old : 100.0: 81.4 86.1 9.4 4.1 3.3 0.1 0.0 0.0 5.5 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 : 33: 21 17 . . . . 0 0 . . .:
Old : 33: 21 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 78.1 76.0 94.9 48.8 74.0 67.5 82.4
Old : 54.7 78.1 76.0 94.9 48.8 74.0 67.5 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 91,084: 71,628 83,210 11,169 2,829 2,893 355 0 45 4,505 1,677 430: 59 0
Old : 91,084: 71,628 83,210 11,169 2,829 2,893 355 0 45 4,505 1,677 430: 59 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,408: 2,011 3,517 151 44 251 -50 0 10 930 -519 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 91.4 12.3 3.1 3.2 0.4 0.0 0.0 4.9 1.8 0.5: 0.1 0.0
Old : 100.0: 78.6 91.4 12.3 3.1 3.2 0.4 0.0 0.0 4.9 1.8 0.5: 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: 19 26 . . 4 . 0 . . . .:
Old : 40: 19 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 : 61.7 54.9 77.4 79.4 60.1 50.3 72.8 69.6
Old : 61.7 54.9 77.4 79.4 60.1 50.3 72.8 69.6
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 116,350: 90,384 97,711 12,385 4,941 4,658 0 1,887 1,085 6,594 4,917 1,145: 98 5
Old : 116,350: 90,384 97,711 12,385 4,941 4,658 0 1,887 1,085 6,594 4,917 1,145: 98 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,378: 2,179 3,330 405 -354 192 -20 -205 222 525 268 -75: -51 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 84.0 10.6 4.2 4.0 0.0 1.6 0.9 5.7 4.2 1.0: 0.1 0.0
Old : 100.0: 77.7 84.0 10.6 4.2 4.0 0.0 1.6 0.9 5.7 4.2 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 21 30 . . 4 0 7 . . 6 4:
Old : 54: 21 30 . . 4 0 7 . . 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 : 56.2 49.5 74.6 73.6 52.9 45.8 65.8 60.3
Old : 56.2 49.5 74.6 73.6 52.9 45.8 65.8 60.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,051: 47,111 48,796 5,820 755 2,730 0 1,155 270 0 2,200 100: 20 45
Old : 56,051: 47,111 48,796 5,820 755 2,730 0 1,155 270 0 2,200 100: 20 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 345: 595 245 -325 -355 55 0 450 0 0 -50 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 87.1 10.4 1.3 4.9 0.0 2.1 0.5 0.0 3.9 0.2: 0.0 0.1
Old : 100.0: 84.1 87.1 10.4 1.3 4.9 0.0 2.1 0.5 0.0 3.9 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 14 . . . 0 . . 0 4 .:
Old : 29: 14 14 . . . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.5 84.2 95.8 93.4 78.1 81.5 91.6 89.0
Old : 79.5 84.2 95.8 93.4 78.1 81.5 91.6 89.0
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,403: 41,595 46,400 6,985 0 798 0 0 0 25 2,205 0: 0 0
Old : 49,403: 41,595 46,400 6,985 0 798 0 0 0 25 2,205 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 850: 375 975 450 0 0 0 0 0 25 -125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 93.9 14.1 0.0 1.6 0.0 0.0 0.0 0.1 4.5 0.0: 0.0 0.0
Old : 100.0: 84.2 93.9 14.1 0.0 1.6 0.0 0.0 0.0 0.1 4.5 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 : 23: 10 8 . 0 . 0 0 0 . 4 0:
Old : 23: 10 8 . 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 : 79.0 94.0 97.8 97.9 79.0 92.4 95.8 95.8
Old : 79.0 94.0 97.8 97.9 79.0 92.4 95.8 95.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,659: 47,562 55,636 5,764 0 3,260 700 0 300 1,518 0 225: 330 238
Old : 59,659: 47,562 55,636 5,764 0 3,260 700 0 300 1,518 0 225: 330 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 537: 629 434 327 0 0 0 0 0 -334 0 -115: 30 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 93.3 9.7 0.0 5.5 1.2 0.0 0.5 2.5 0.0 0.4: 0.6 0.4
Old : 100.0: 79.7 93.3 9.7 0.0 5.5 1.2 0.0 0.5 2.5 0.0 0.4: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 . 0 . . 0 . . 0 .:
Old : 28: 18 18 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 84.0 73.4 92.5 43.3 79.9 65.6 81.2
Old : 49.6 84.0 73.4 92.5 43.3 79.9 65.6 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,876: 40,722 54,325 5,785 641 2,026 6,325 0 1,475 2,039 0 158: 346 251
Old : 58,876: 40,722 54,325 5,785 641 2,026 6,325 0 1,475 2,039 0 158: 346 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 754: 1,560 620 -61 0 5 -472 0 60 -251 0 -68: -19 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 92.3 9.8 1.1 3.4 10.7 0.0 2.5 3.5 0.0 0.3: 0.6 0.4
Old : 100.0: 69.2 92.3 9.8 1.1 3.4 10.7 0.0 2.5 3.5 0.0 0.3: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.6 72.5 75.5 83.0 50.4 70.0 67.4 76.6
Old : 54.6 72.5 75.5 83.0 50.4 70.0 67.4 76.6
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 32,095: 17,173 31,621 14,327 0 60 0 268 80 275 0 0: 180 66
Old : 32,095: 17,173 31,621 14,327 0 60 0 268 80 275 0 0: 180 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 360: 671 780 103 0 0 0 0 0 0 0 -420: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 98.5 44.6 0.0 0.2 0.0 0.8 0.2 0.9 0.0 0.0: 0.6 0.2
Old : 100.0: 53.5 98.5 44.6 0.0 0.2 0.0 0.8 0.2 0.9 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 4 0 . 0 . . . 0 0:
Old : 22: 12 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 : 61.2 89.4 79.2 98.4 61.0 85.7 78.0 88.7
Old : 61.2 89.4 79.2 98.4 61.0 85.7 78.0 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,799: 16,133 28,444 12,030 0 50 0 260 0 60 45 0: 526 0
Old : 28,799: 16,133 28,444 12,030 0 50 0 260 0 60 45 0: 526 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 342: 660 737 94 0 0 0 0 0 0 45 -420: 8 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 98.8 41.8 0.0 0.2 0.0 0.9 0.0 0.2 0.2 0.0: 1.8 0.0
Old : 100.0: 56.0 98.8 41.8 0.0 0.2 0.0 0.9 0.0 0.2 0.2 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.6 88.4 80.4 97.9 59.8 84.3 78.9 88.7
Old : 60.6 88.4 80.4 97.9 59.8 84.3 78.9 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,345: 24,053 24,236 2,984 840 662 240 1,150 485 75 1,489 469: 377 14
Old : 29,345: 24,053 24,236 2,984 840 662 240 1,150 485 75 1,489 469: 377 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 695: 685 340 -15 600 0 0 0 0 25 -224 -21: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 82.6 10.2 2.9 2.3 0.8 3.9 1.7 0.3 5.1 1.6: 1.3 0.0
Old : 100.0: 82.0 82.6 10.2 2.9 2.3 0.8 3.9 1.7 0.3 5.1 1.6: 1.3 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: 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 : 70.3 56.6 85.7 72.5 67.7 55.4 80.8 70.3
Old : 70.3 56.6 85.7 72.5 67.7 55.4 80.8 70.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,971: 19,100 20,412 2,887 0 75 0 940 460 0 919 0: 449 165
Old : 22,971: 19,100 20,412 2,887 0 75 0 940 460 0 919 0: 449 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1: 0 1 0 0 0 0 0 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 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: 83.1 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,186: 40,283 32,027 4,557 10,319 848 690 3,945 1,345 956 257 424: 83 21
Old : 49,186: 40,283 32,027 4,557 10,319 848 690 3,945 1,345 956 257 424: 83 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,151: 943 -1,042 -164 -370 167 100 233 -90 -2,057 23 -51: 1 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 65.1 9.3 21.0 1.7 1.4 8.0 2.7 1.9 0.5 0.9: 0.2 0.0
Old : 100.0: 81.9 65.1 9.3 21.0 1.7 1.4 8.0 2.7 1.9 0.5 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 24 . . 4 . . . . 4 4:
Old : 42: 22 24 . . 4 . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 53.2 72.1 72.5 47.1 50.8 57.2 62.7
Old : 58.5 53.2 72.1 72.5 47.1 50.8 57.2 62.7
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,715: 30,988 20,118 2,075 12,581 1,444 150 390 570 49 345 137: 302 130
Old : 35,715: 30,988 20,118 2,075 12,581 1,444 150 390 570 49 345 137: 302 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -452: 184 1,909 -91 -215 79 -220 0 0 45 -1,805 -430: -19 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 56.3 5.8 35.2 4.0 0.4 1.1 1.6 0.1 1.0 0.4: 0.8 0.4
Old : 100.0: 86.8 56.3 5.8 35.2 4.0 0.4 1.1 1.6 0.1 1.0 0.4: 0.8 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 17 . . . . . . . . .:
Old : 32: 19 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 64.3 80.0 81.4 46.6 59.0 59.5 65.9
Old : 62.3 64.3 80.0 81.4 46.6 59.0 59.5 65.9
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,974: 10,456 17,351 6,484 0 2,074 291 150 209 175 100 75: 210 15
Old : 19,974: 10,456 17,351 6,484 0 2,074 291 150 209 175 100 75: 210 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 735: 0 675 555 0 60 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 86.9 32.5 0.0 10.4 1.5 0.8 1.0 0.9 0.5 0.4: 1.1 0.1
Old : 100.0: 52.3 86.9 32.5 0.0 10.4 1.5 0.8 1.0 0.9 0.5 0.4: 1.1 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 : 28: 13 15 . 0 . . . . . . .:
Old : 28: 13 15 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 81.6 86.8 92.0 59.2 76.2 74.3 80.8
Old : 69.9 81.6 86.8 92.0 59.2 76.2 74.3 80.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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: 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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: 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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: 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,847: 10,101 15,200 8,477 4,004 143 25 0 0 1,850 1,250 220: 31 30
Old : 20,847: 10,101 15,200 8,477 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 16, 2019 :
: -400: -650 -400 250 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 72.9 40.7 19.2 0.7 0.1 0.0 0.0 8.9 6.0 1.1: 0.1 0.1
Old : 100.0: 48.5 72.9 40.7 19.2 0.7 0.1 0.0 0.0 8.9 6.0 1.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.1 60.6 86.5 85.2 65.5 53.0 79.8 76.9
Old : 68.1 60.6 86.5 85.2 65.5 53.0 79.8 76.9
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,552: 32,732 43,817 9,186 1,700 2,550 850 0 0 3,140 500 1,985: 109 0
Old : 50,552: 32,732 43,817 9,186 1,700 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 16, 2019 :
: -475: -475 -1,475 0 1,000 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 86.7 18.2 3.4 5.0 1.7 0.0 0.0 6.2 1.0 3.9: 0.2 0.0
Old : 100.0: 64.7 86.7 18.2 3.4 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 : 62.9 75.4 82.5 91.9 55.7 69.1 71.2 79.7
Old : 62.9 75.4 82.5 91.9 55.7 69.1 71.2 79.7
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,025: 32,675 43,843 9,325 1,793 2,039 835 0 15 3,190 510 1,825: 121 0
Old : 50,025: 32,675 43,843 9,325 1,793 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 16, 2019 :
: -475: -475 -1,475 0 1,000 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 87.6 18.6 3.6 4.1 1.7 0.0 0.0 6.4 1.0 3.6: 0.2 0.0
Old : 100.0: 65.3 87.6 18.6 3.6 4.1 1.7 0.0 0.0 6.4 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 : 62.8 77.4 81.9 91.3 57.2 71.1 72.5 80.7
Old : 62.8 77.4 81.9 91.3 57.2 71.1 72.5 80.7
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,124: 106,221 90,863 19,256 24,118 1,952 620 1,440 335 2,910 12,624 770: 60 22
Old : 132,124: 106,221 90,863 19,256 24,118 1,952 620 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 16, 2019 :
: 7,598: 7,397 4,607 0 2,790 201 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 68.8 14.6 18.3 1.5 0.5 1.1 0.3 2.2 9.6 0.6: 0.0 0.0
Old : 100.0: 80.4 68.8 14.6 18.3 1.5 0.5 1.1 0.3 2.2 9.6 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: 31 24 . . . . . . 4 4 5:
Old : 51: 31 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 : 39.8 49.7 62.8 77.8 37.2 46.7 52.5 62.2
Old : 39.8 49.7 62.8 77.8 37.2 46.7 52.5 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 143,212: 116,298 98,766 21,398 26,872 727 1,275 1,265 515 1,785 13,855 1,145: 69 67
Old : 143,212: 116,298 98,766 21,398 26,872 727 1,275 1,265 515 1,785 13,855 1,145: 69 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 7,287: 7,237 4,430 0 2,525 50 0 275 0 0 5 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 69.0 14.9 18.8 0.5 0.9 0.9 0.4 1.2 9.7 0.8: 0.0 0.0
Old : 100.0: 81.2 69.0 14.9 18.8 0.5 0.9 0.9 0.4 1.2 9.7 0.8: 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 : 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 : 38.5 50.2 61.9 77.8 37.2 45.0 55.3 66.1
Old : 38.5 50.2 61.9 77.8 37.2 45.0 55.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 477,829: 289,109 294,809 26,246 13,488 85,305 8,690 14,007 33,468 6,918 9,072 27,251: 842 428
Old : 477,829: 289,109 294,809 26,246 13,488 85,305 8,690 14,007 33,468 6,918 9,072 27,251: 842 428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 17,259: 9,873 5,316 -5,666 672 6,160 696 -2,791 1,100 -2,026 -170 7,176: -54 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 61.7 5.5 2.8 17.9 1.8 2.9 7.0 1.4 1.9 5.7: 0.2 0.1
Old : 100.0: 60.5 61.7 5.5 2.8 17.9 1.8 2.9 7.0 1.4 1.9 5.7: 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 : 90: 39 36 . . 6 5 14 8 12 9 15:
Old : 90: 39 36 . . 6 5 14 8 12 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 38.7 59.3 61.6 14.7 14.5 20.8 20.8
Old : 39.2 38.7 59.3 61.6 14.7 14.5 20.8 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,891: 11,774 17,846 2,710 465 445 700 0 0 3,075 50 75: 112 10
Old : 18,891: 11,774 17,846 2,710 465 445 700 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 16, 2019 :
: 300: 0 300 0 0 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 94.5 14.3 2.5 2.4 3.7 0.0 0.0 16.3 0.3 0.4: 0.6 0.1
Old : 100.0: 62.3 94.5 14.3 2.5 2.4 3.7 0.0 0.0 16.3 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 : 53.8 93.0 77.5 99.6 53.6 87.1 77.2 91.3
Old : 53.8 93.0 77.5 99.6 53.6 87.1 77.2 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,424: 33,239 29,914 2,875 6,080 680 0 180 1,475 0 0 0: 7,155 7,095
Old : 45,424: 33,239 29,914 2,875 6,080 680 0 180 1,475 0 0 0: 7,155 7,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,395: 95 270 640 465 -100 0 0 0 0 0 0: 760 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 65.9 6.3 13.4 1.5 0.0 0.4 3.2 0.0 0.0 0.0: 15.8 15.6
Old : 100.0: 73.2 65.9 6.3 13.4 1.5 0.0 0.4 3.2 0.0 0.0 0.0: 15.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.9 45.9 78.7 64.8 60.1 44.7 65.0 59.4
Old : 67.9 45.9 78.7 64.8 60.1 44.7 65.0 59.4
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,922: 31,198 28,150 2,615 4,760 255 0 1,000 660 0 0 0: 6,194 6,097
Old : 40,922: 31,198 28,150 2,615 4,760 255 0 1,000 660 0 0 0: 6,194 6,097
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,705: 400 625 590 465 0 0 -100 0 0 0 0: 715 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 68.8 6.4 11.6 0.6 0.0 2.4 1.6 0.0 0.0 0.0: 15.1 14.9
Old : 100.0: 76.2 68.8 6.4 11.6 0.6 0.0 2.4 1.6 0.0 0.0 0.0: 15.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 17 . . . 0 . . 0 0 0:
Old : 23: 12 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 : 70.3 46.0 81.1 65.7 62.2 45.2 68.1 61.2
Old : 70.3 46.0 81.1 65.7 62.2 45.2 68.1 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,666: 6,614 18,440 12,866 705 1,930 775 1,120 530 250 0 250: 2,451 2,691
Old : 25,666: 6,614 18,440 12,866 705 1,930 775 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 16, 2019 :
: 275: 50 175 175 100 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 71.8 50.1 2.7 7.5 3.0 4.4 2.1 1.0 0.0 1.0: 9.5 10.5
Old : 100.0: 25.8 71.8 50.1 2.7 7.5 3.0 4.4 2.1 1.0 0.0 1.0: 9.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 72.8 58.6 85.3 79.2 64.6 55.3 68.4 67.2
Old : 72.8 58.6 85.3 79.2 64.6 55.3 68.4 67.2
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,540: 4,040 15,395 11,155 0 2,115 900 820 380 300 0 0: 1,650 1,830
Old : 20,540: 4,040 15,395 11,155 0 2,115 900 820 380 300 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 16, 2019 :
: 275: 50 200 125 0 75 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 75.0 54.3 0.0 10.3 4.4 4.0 1.9 1.5 0.0 0.0: 8.0 8.9
Old : 100.0: 19.7 75.0 54.3 0.0 10.3 4.4 4.0 1.9 1.5 0.0 0.0: 8.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.2 59.1 89.5 77.6 63.1 54.9 68.7 66.3
Old : 81.2 59.1 89.5 77.6 63.1 54.9 68.7 66.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,877: 13,526 14,645 2,025 9,821 1,058 9,615 395 3,440 0 425 0: 2,213 2,093
Old : 31,877: 13,526 14,645 2,025 9,821 1,058 9,615 395 3,440 0 425 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 16, 2019 :
: 750: 630 120 120 700 0 300 -70 -300 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 45.9 6.4 30.8 3.3 30.2 1.2 10.8 0.0 1.3 0.0: 6.9 6.6
Old : 100.0: 42.4 45.9 6.4 30.8 3.3 30.2 1.2 10.8 0.0 1.3 0.0: 6.9 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 : 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 : 64.6 68.3 79.6 81.2 46.2 50.5 54.5 54.8
Old : 64.6 68.3 79.6 81.2 46.2 50.5 54.5 54.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,412: 26,739 31,104 19,548 25,705 1,260 8,270 3,440 2,660 6,080 0 985: 12,870 13,258
Old : 78,412: 26,739 31,104 19,548 25,705 1,260 8,270 3,440 2,660 6,080 0 985: 12,870 13,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 5,405: 2,162 1,732 845 1,660 0 -1,700 0 970 2,085 0 175: 868 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 39.7 24.9 32.8 1.6 10.5 4.4 3.4 7.8 0.0 1.3: 16.4 16.9
Old : 100.0: 34.1 39.7 24.9 32.8 1.6 10.5 4.4 3.4 7.8 0.0 1.3: 16.4 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: 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 : 69.3 44.0 78.8 60.7 63.2 42.9 68.2 57.8
Old : 69.3 44.0 78.8 60.7 63.2 42.9 68.2 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,704: 26,548 27,457 19,655 25,935 1,260 8,330 3,275 1,960 2,570 0 2,080: 12,301 12,737
Old : 74,704: 26,548 27,457 19,655 25,935 1,260 8,330 3,275 1,960 2,570 0 2,080: 12,301 12,737
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,645: 1,270 1,290 1,295 460 -125 -500 0 90 -315 0 375: 555 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 36.8 26.3 34.7 1.7 11.2 4.4 2.6 3.4 0.0 2.8: 16.5 17.0
Old : 100.0: 35.5 36.8 26.3 34.7 1.7 11.2 4.4 2.6 3.4 0.0 2.8: 16.5 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: 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 : 67.3 46.3 77.2 61.4 60.5 43.5 65.7 56.3
Old : 67.3 46.3 77.2 61.4 60.5 43.5 65.7 56.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,851: 12,427 8,622 3,120 1,835 1,506 1,535 7,100 265 1,025 1,065 2,065: 3,908 3,393
Old : 25,851: 12,427 8,622 3,120 1,835 1,506 1,535 7,100 265 1,025 1,065 2,065: 3,908 3,393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 550: 0 800 0 -200 0 0 0 0 0 -600 350: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 33.4 12.1 7.1 5.8 5.9 27.5 1.0 4.0 4.1 8.0: 15.1 13.1
Old : 100.0: 48.1 33.4 12.1 7.1 5.8 5.9 27.5 1.0 4.0 4.1 8.0: 15.1 13.1
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: 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 60.4 62.1 80.6 36.2 50.0 54.5 63.5
Old : 39.7 60.4 62.1 80.6 36.2 50.0 54.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,631: 11,282 8,472 2,750 1,580 1,048 1,450 8,300 250 2,210 25 1,755: 3,886 3,201
Old : 24,631: 11,282 8,472 2,750 1,580 1,048 1,450 8,300 250 2,210 25 1,755: 3,886 3,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 550: 0 800 0 -200 0 0 0 0 600 0 -250: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 34.4 11.2 6.4 4.3 5.9 33.7 1.0 9.0 0.1 7.1: 15.8 13.0
Old : 100.0: 45.8 34.4 11.2 6.4 4.3 5.9 33.7 1.0 9.0 0.1 7.1: 15.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 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 : 41.4 60.3 65.6 81.4 35.4 56.2 55.7 67.0
Old : 41.4 60.3 65.6 81.4 35.4 56.2 55.7 67.0
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,842: 13,844 32,779 2,422 8,550 465 17,090 0 0 8,095 0 0: 4,926 5,048
Old : 46,842: 13,844 32,779 2,422 8,550 465 17,090 0 0 8,095 0 0: 4,926 5,048
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 590: 195 510 -180 0 0 60 0 0 255 0 0: 260 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 70.0 5.2 18.3 1.0 36.5 0.0 0.0 17.3 0.0 0.0: 10.5 10.8
Old : 100.0: 29.6 70.0 5.2 18.3 1.0 36.5 0.0 0.0 17.3 0.0 0.0: 10.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . . 0 0 . 0 0:
Old : 23: 12 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 : 63.6 75.6 82.8 85.5 63.0 75.6 77.6 81.0
Old : 63.6 75.6 82.8 85.5 63.0 75.6 77.6 81.0
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,701: 14,636 30,722 1,610 10,235 485 16,465 0 0 7,945 0 0: 5,560 5,259
Old : 46,701: 14,636 30,722 1,610 10,235 485 16,465 0 0 7,945 0 0: 5,560 5,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 465: 300 465 -180 0 0 60 0 0 105 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 65.8 3.4 21.9 1.0 35.3 0.0 0.0 17.0 0.0 0.0: 11.9 11.3
Old : 100.0: 31.3 65.8 3.4 21.9 1.0 35.3 0.0 0.0 17.0 0.0 0.0: 11.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . . . . 0 0 . 0 0:
Old : 22: 10 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 : 62.2 78.3 83.1 85.4 61.6 78.3 81.0 84.0
Old : 62.2 78.3 83.1 85.4 61.6 78.3 81.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,810: 20,525 48,340 3,485 550 1,315 5,275 0 2,025 19,895 400 25: 4,265 4,155
Old : 56,810: 20,525 48,340 3,485 550 1,315 5,275 0 2,025 19,895 400 25: 4,265 4,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,730: 200 2,300 900 0 -495 0 0 0 1,200 0 -30: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 85.1 6.1 1.0 2.3 9.3 0.0 3.6 35.0 0.7 0.0: 7.5 7.3
Old : 100.0: 36.1 85.1 6.1 1.0 2.3 9.3 0.0 3.6 35.0 0.7 0.0: 7.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 11 . . . 4 0 . . . .:
Old : 29: 14 11 . . . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 80.4 76.0 89.0 49.8 78.5 70.1 82.3
Old : 52.9 80.4 76.0 89.0 49.8 78.5 70.1 82.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,760: 20,285 46,895 2,855 550 1,520 4,545 0 2,475 19,750 100 100: 4,230 4,120
Old : 55,760: 20,285 46,895 2,855 550 1,520 4,545 0 2,475 19,750 100 100: 4,230 4,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,600: 200 2,250 900 0 -480 0 0 0 1,150 0 -80: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 84.1 5.1 1.0 2.7 8.2 0.0 4.4 35.4 0.2 0.2: 7.6 7.4
Old : 100.0: 36.4 84.1 5.1 1.0 2.7 8.2 0.0 4.4 35.4 0.2 0.2: 7.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 10 . . . . 0 . . . .:
Old : 27: 14 10 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 79.6 75.0 89.5 50.6 77.8 70.0 81.7
Old : 53.4 79.6 75.0 89.5 50.6 77.8 70.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,990: 9,570 5,935 1,200 35 1,415 0 6,100 0 1,385 545 645: 1,775 1,315
Old : 15,990: 9,570 5,935 1,200 35 1,415 0 6,100 0 1,385 545 645: 1,775 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 145: 0 0 0 0 0 0 0 0 -240 0 145: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 37.1 7.5 0.2 8.8 0.0 38.1 0.0 8.7 3.4 4.0: 11.1 8.2
Old : 100.0: 59.8 37.1 7.5 0.2 8.8 0.0 38.1 0.0 8.7 3.4 4.0: 11.1 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: 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 : 54.5 48.6 77.4 80.0 49.1 48.6 64.8 71.3
Old : 54.5 48.6 77.4 80.0 49.1 48.6 64.8 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 16, 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: 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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,095: 31,610 30,745 1,700 2,680 2,600 3,095 20,445 2,135 18,185 1,250 745: 5,025 4,495
Old : 65,095: 31,610 30,745 1,700 2,680 2,600 3,095 20,445 2,135 18,185 1,250 745: 5,025 4,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,500: 80 1,195 1,000 5 -5 480 0 0 -480 0 0: 425 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 47.2 2.6 4.1 4.0 4.8 31.4 3.3 27.9 1.9 1.1: 7.7 6.9
Old : 100.0: 48.6 47.2 2.6 4.1 4.0 4.8 31.4 3.3 27.9 1.9 1.1: 7.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . . . . . . . . .:
Old : 29: 14 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 68.8 73.1 86.5 58.4 65.8 72.2 80.3
Old : 59.3 68.8 73.1 86.5 58.4 65.8 72.2 80.3
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,465: 32,110 30,030 2,785 1,910 2,590 2,760 20,195 2,385 15,320 1,250 1,300: 5,215 4,805
Old : 64,465: 32,110 30,030 2,785 1,910 2,590 2,760 20,195 2,385 15,320 1,250 1,300: 5,215 4,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,575: 80 1,075 995 0 0 480 0 0 -480 0 75: 425 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 46.6 4.3 3.0 4.0 4.3 31.3 3.7 23.8 1.9 2.0: 8.1 7.5
Old : 100.0: 49.8 46.6 4.3 3.0 4.0 4.3 31.3 3.7 23.8 1.9 2.0: 8.1 7.5
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 : 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 : 56.9 69.8 71.3 85.7 55.2 66.4 68.2 79.7
Old : 56.9 69.8 71.3 85.7 55.2 66.4 68.2 79.7
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,736: 33,493 17,945 0 12,233 2,680 16,030 0 1,855 150 19,825 65: 2,463 2,133
Old : 56,736: 33,493 17,945 0 12,233 2,680 16,030 0 1,855 150 19,825 65: 2,463 2,133
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,230: 1,380 -600 0 900 0 0 0 0 0 1,080 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 31.6 0.0 21.6 4.7 28.3 0.0 3.3 0.3 34.9 0.1: 4.3 3.8
Old : 100.0: 59.0 31.6 0.0 21.6 4.7 28.3 0.0 3.3 0.3 34.9 0.1: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 55.4 74.2 77.3 92.5 52.3 70.8 71.9 80.7
Old : 55.4 74.2 77.3 92.5 52.3 70.8 71.9 80.7
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,142: 28,469 18,325 0 12,049 1,758 12,280 0 1,755 150 10,850 355: 1,375 1,050
Old : 46,142: 28,469 18,325 0 12,049 1,758 12,280 0 1,755 150 10,850 355: 1,375 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 870: 1,020 -600 0 900 0 0 0 0 0 720 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 39.7 0.0 26.1 3.8 26.6 0.0 3.8 0.3 23.5 0.8: 3.0 2.3
Old : 100.0: 61.7 39.7 0.0 26.1 3.8 26.6 0.0 3.8 0.3 23.5 0.8: 3.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.7 69.2 78.9 92.6 53.9 65.0 73.5 83.0
Old : 57.7 69.2 78.9 92.6 53.9 65.0 73.5 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,292: 93,861 86,470 17,320 1,480 7,626 0 14,201 7,414 1,675 10,705 2,685: 20,711 20,711
Old : 151,292: 93,861 86,470 17,320 1,480 7,626 0 14,201 7,414 1,675 10,705 2,685: 20,711 20,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,825: 1,870 985 45 450 13 0 540 480 0 -60 50: 367 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 57.2 11.4 1.0 5.0 0.0 9.4 4.9 1.1 7.1 1.8: 13.7 13.7
Old : 100.0: 62.0 57.2 11.4 1.0 5.0 0.0 9.4 4.9 1.1 7.1 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 27 . . . 0 4 . . 4 .:
Old : 43: 25 27 . . . 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 : 62.9 37.8 73.4 56.2 59.4 36.2 65.6 50.3
Old : 62.9 37.8 73.4 56.2 59.4 36.2 65.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,164: 85,769 80,914 20,741 0 5,839 1,659 8,905 6,455 1,375 19,725 1,165: 16,161 16,161
Old : 139,164: 85,769 80,914 20,741 0 5,839 1,659 8,905 6,455 1,375 19,725 1,165: 16,161 16,161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,897: 1,435 -210 -555 0 -50 480 1,020 0 0 550 180: 407 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 58.1 14.9 0.0 4.2 1.2 6.4 4.6 1.0 14.2 0.8: 11.6 11.6
Old : 100.0: 61.6 58.1 14.9 0.0 4.2 1.2 6.4 4.6 1.0 14.2 0.8: 11.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 26 . 0 . . . . . . .:
Old : 41: 20 26 . 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 42.0 77.2 58.9 58.5 40.2 67.3 54.7
Old : 63.7 42.0 77.2 58.9 58.5 40.2 67.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,120: 19,295 20,665 14,425 9,360 1,350 1,625 750 2,135 0 4,570 0: 3,290 3,290
Old : 42,120: 19,295 20,665 14,425 9,360 1,350 1,625 750 2,135 0 4,570 0: 3,290 3,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -30: 800 -280 -100 300 -305 -480 0 30 0 200 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 49.1 34.2 22.2 3.2 3.9 1.8 5.1 0.0 10.8 0.0: 7.8 7.8
Old : 100.0: 45.8 49.1 34.2 22.2 3.2 3.9 1.8 5.1 0.0 10.8 0.0: 7.8 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 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 : 65.5 46.6 81.3 69.6 61.9 44.4 70.9 64.6
Old : 65.5 46.6 81.3 69.6 61.9 44.4 70.9 64.6
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,005: 15,265 18,200 13,560 8,435 565 2,020 0 2,515 0 4,270 0: 3,080 3,020
Old : 37,005: 15,265 18,200 13,560 8,435 565 2,020 0 2,515 0 4,270 0: 3,080 3,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 195: 750 -430 -200 300 0 -480 0 100 0 200 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 49.2 36.6 22.8 1.5 5.5 0.0 6.8 0.0 11.5 0.0: 8.3 8.2
Old : 100.0: 41.3 49.2 36.6 22.8 1.5 5.5 0.0 6.8 0.0 11.5 0.0: 8.3 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 : 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 : 65.1 47.7 81.3 68.6 57.7 45.8 65.0 61.0
Old : 65.1 47.7 81.3 68.6 57.7 45.8 65.0 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,235: 11,570 18,725 0 8,655 1,930 12,510 0 800 3,000 0 0: 1,425 1,125
Old : 31,235: 11,570 18,725 0 8,655 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 16, 2019 :
: 1,200: 1,200 0 0 1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 59.9 0.0 27.7 6.2 40.1 0.0 2.6 9.6 0.0 0.0: 4.6 3.6
Old : 100.0: 37.0 59.9 0.0 27.7 6.2 40.1 0.0 2.6 9.6 0.0 0.0: 4.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.6 70.4 87.6 85.1 61.3 63.9 76.9 77.4
Old : 65.6 70.4 87.6 85.1 61.3 63.9 76.9 77.4
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,285: 64,363 51,958 1,775 7,615 10,710 625 11,205 5,335 3,955 0 40: 18,482 18,422
Old : 105,285: 64,363 51,958 1,775 7,615 10,710 625 11,205 5,335 3,955 0 40: 18,482 18,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 4,855: 3,380 4,360 100 450 -25 0 -780 140 550 0 -10: 720 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 49.3 1.7 7.2 10.2 0.6 10.6 5.1 3.8 0.0 0.0: 17.6 17.5
Old : 100.0: 61.1 49.3 1.7 7.2 10.2 0.6 10.6 5.1 3.8 0.0 0.0: 17.6 17.5
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 : 38: 27 23 . . . . . . . 0 .:
Old : 38: 27 23 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 43.5 54.0 59.6 29.8 29.3 39.1 37.4
Old : 37.8 43.5 54.0 59.6 29.8 29.3 39.1 37.4
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 23, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,463: 53,205 36,785 0 17,970 4,988 375 2,495 8,930 3,285 0 150: 15,530 15,145
Old : 86,463: 53,205 36,785 0 17,970 4,988 375 2,495 8,930 3,285 0 150: 15,530 15,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,678: 1,975 2,475 0 180 238 0 -480 150 200 0 0: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 42.5 0.0 20.8 5.8 0.4 2.9 10.3 3.8 0.0 0.2: 18.0 17.5
Old : 100.0: 61.5 42.5 0.0 20.8 5.8 0.4 2.9 10.3 3.8 0.0 0.2: 18.0 17.5
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 : 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 : 49.2 47.8 66.5 64.8 31.9 37.3 44.5 44.1
Old : 49.2 47.8 66.5 64.8 31.9 37.3 44.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019