COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,721: 9,230 11,768 1,214 11 1,498 677 2,184 508 5,583 2,608 1,401: 610 743
Old : 20,721: 9,230 11,768 1,214 11 1,498 677 2,184 508 5,583 2,608 1,401: 610 743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,370: -718 -863 -323 11 44 31 -5 -37 -318 -490 55: -104 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 56.8 5.9 0.1 7.2 3.3 10.5 2.5 26.9 12.6 6.8: 2.9 3.6
Old : 100.0: 44.5 56.8 5.9 0.1 7.2 3.3 10.5 2.5 26.9 12.6 6.8: 2.9 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 : 36: 12 14 4 . 4 . 4 . 5 6 6:
Old : 36: 12 14 4 . 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 : 46.4 47.1 63.8 63.8 31.3 31.4 41.2 41.7
Old : 46.4 47.1 63.8 63.8 31.3 31.4 41.2 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,076: 20,848 20,672 114 3,559 4,906 3,911 653 1,677 723 693 3,424: 473 491
Old : 36,076: 20,848 20,672 114 3,559 4,906 3,911 653 1,677 723 693 3,424: 473 491
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -2,686: -803 -1,366 -7 15 -572 -16 6 -337 -78 123 -918: 44 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 57.3 0.3 9.9 13.6 10.8 1.8 4.6 2.0 1.9 9.5: 1.3 1.4
Old : 100.0: 57.8 57.3 0.3 9.9 13.6 10.8 1.8 4.6 2.0 1.9 9.5: 1.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 23 . . . . . 4 7 . 10:
Old : 43: 23 23 . . . . . 4 7 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 43.9 66.1 65.3 27.3 25.4 33.8 31.7
Old : 44.9 43.9 66.1 65.3 27.3 25.4 33.8 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,301: 24,055 36,333 7,901 0 2,036 44 1,357 0 5,730 75 500: 35 0
Old : 40,301: 24,055 36,333 7,901 0 2,036 44 1,357 0 5,730 75 500: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 639: 941 346 -340 0 388 -31 -96 0 -145 50 -50: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 90.2 19.6 0.0 5.1 0.1 3.4 0.0 14.2 0.2 1.2: 0.1 0.0
Old : 100.0: 59.7 90.2 19.6 0.0 5.1 0.1 3.4 0.0 14.2 0.2 1.2: 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 : 38: 22 21 . 0 . . 5 0 5 . 4:
Old : 38: 22 21 . 0 . . 5 0 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 : 62.6 66.8 85.4 82.4 55.0 61.6 67.8 69.3
Old : 62.6 66.8 85.4 82.4 55.0 61.6 67.8 69.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,241: 25,717 26,610 205 729 1,272 100 0 75 1,900 675 850: 122 30
Old : 30,241: 25,717 26,610 205 729 1,272 100 0 75 1,900 675 850: 122 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 223: 175 250 205 -345 -32 0 0 0 0 475 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 88.0 0.7 2.4 4.2 0.3 0.0 0.2 6.3 2.2 2.8: 0.4 0.1
Old : 100.0: 85.0 88.0 0.7 2.4 4.2 0.3 0.0 0.2 6.3 2.2 2.8: 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 : 27: 14 14 . . . . 0 . . 4 .:
Old : 27: 14 14 . . . . 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 : 69.3 74.4 86.0 87.6 67.2 70.7 77.9 79.7
Old : 69.3 74.4 86.0 87.6 67.2 70.7 77.9 79.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,638: 121,907 100,684 688 24,986 6,145 9,245 1,633 5,507 1,688 6,693 1,982: 476 8
Old : 147,638: 121,907 100,684 688 24,986 6,145 9,245 1,633 5,507 1,688 6,693 1,982: 476 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 724: 254 3,080 -4 165 34 715 -230 -545 445 -1,605 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 68.2 0.5 16.9 4.2 6.3 1.1 3.7 1.1 4.5 1.3: 0.3 0.0
Old : 100.0: 82.6 68.2 0.5 16.9 4.2 6.3 1.1 3.7 1.1 4.5 1.3: 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 : 53: 27 31 . 4 5 . 4 . 5 4 5:
Old : 53: 27 31 . 4 5 . 4 . 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 47.4 66.5 62.9 29.7 30.7 40.9 43.5
Old : 43.9 47.4 66.5 62.9 29.7 30.7 40.9 43.5
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,939: 59,432 44,603 3,006 10,898 3,983 276 5,427 1,433 0 1,788 800: 8 6
Old : 68,939: 59,432 44,603 3,006 10,898 3,983 276 5,427 1,433 0 1,788 800: 8 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,225: 908 -314 0 59 374 -11 443 4 -75 628 25: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 64.7 4.4 15.8 5.8 0.4 7.9 2.1 0.0 2.6 1.2: 0.0 0.0
Old : 100.0: 86.2 64.7 4.4 15.8 5.8 0.4 7.9 2.1 0.0 2.6 1.2: 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 . 0 6 4:
Old : 43: 21 22 . . . . 6 . 0 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 : 68.4 67.4 84.8 84.6 65.6 55.8 75.2 68.6
Old : 68.4 67.4 84.8 84.6 65.6 55.8 75.2 68.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,457: 29,927 26,243 2,283 5,822 872 0 25 0 125 200 250: 0 45
Old : 33,457: 29,927 26,243 2,283 5,822 872 0 25 0 125 200 250: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 316: 190 271 1 -30 100 0 0 0 25 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 78.4 6.8 17.4 2.6 0.0 0.1 0.0 0.4 0.6 0.7: 0.0 0.1
Old : 100.0: 89.4 78.4 6.8 17.4 2.6 0.0 0.1 0.0 0.4 0.6 0.7: 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 : 86.3 78.2 97.5 91.9 77.8 66.9 83.1 79.8
Old : 86.3 78.2 97.5 91.9 77.8 66.9 83.1 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 66,720: 40,647 40,682 602 12,216 6,435 15,915 300 575 758 4,692 1,788: 0 32
Old : 66,720: 40,647 40,682 602 12,216 6,435 15,915 300 575 758 4,692 1,788: 0 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -361: -346 -21 59 -745 405 -300 0 0 21 200 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 61.0 0.9 18.3 9.6 23.9 0.4 0.9 1.1 7.0 2.7: 0.0 0.0
Old : 100.0: 60.9 61.0 0.9 18.3 9.6 23.9 0.4 0.9 1.1 7.0 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 21 . . 4 4 . . . . .:
Old : 36: 21 21 . . 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 : 54.9 55.2 74.4 75.5 50.9 45.2 59.8 57.7
Old : 54.9 55.2 74.4 75.5 50.9 45.2 59.8 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,322: 51,746 41,582 554 28,877 4,703 25,055 1,805 1,380 1,140 6,552 310: 434 113
Old : 85,322: 51,746 41,582 554 28,877 4,703 25,055 1,805 1,380 1,140 6,552 310: 434 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 212: -203 714 15 -1,416 524 -24 10 0 144 800 -420: 176 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 48.7 0.6 33.8 5.5 29.4 2.1 1.6 1.3 7.7 0.4: 0.5 0.1
Old : 100.0: 60.6 48.7 0.6 33.8 5.5 29.4 2.1 1.6 1.3 7.7 0.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 22 . . 4 . 6 . . . .:
Old : 41: 24 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 : 53.2 57.0 71.4 76.5 48.9 49.3 62.8 64.9
Old : 53.2 57.0 71.4 76.5 48.9 49.3 62.8 64.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,111: 57,083 52,738 10,306 18,599 995 1,650 200 0 2,161 25 1,330: 586 224
Old : 74,111: 57,083 52,738 10,306 18,599 995 1,650 200 0 2,161 25 1,330: 586 224
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 4: 584 649 -1,230 -770 0 0 100 0 650 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 71.2 13.9 25.1 1.3 2.2 0.3 0.0 2.9 0.0 1.8: 0.8 0.3
Old : 100.0: 77.0 71.2 13.9 25.1 1.3 2.2 0.3 0.0 2.9 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 : 39: 22 21 . . . . . 0 . . .:
Old : 39: 22 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 69.5 70.4 80.7 45.8 69.5 65.0 77.6
Old : 47.4 69.5 70.4 80.7 45.8 69.5 65.0 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,871: 73,735 63,383 20,876 36,082 282 1,650 225 0 3,072 75 1,617: 639 207
Old : 101,871: 73,735 63,383 20,876 36,082 282 1,650 225 0 3,072 75 1,617: 639 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,372: 550 1,711 172 -514 0 0 100 0 650 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 62.2 20.5 35.4 0.3 1.6 0.2 0.0 3.0 0.1 1.6: 0.6 0.2
Old : 100.0: 72.4 62.2 20.5 35.4 0.3 1.6 0.2 0.0 3.0 0.1 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 : 43: 25 23 . . . . . 0 . . .:
Old : 43: 25 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 : 48.4 64.4 69.2 81.1 48.0 64.3 66.7 78.1
Old : 48.4 64.4 69.2 81.1 48.0 64.3 66.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 45,775 11,400 65 650 0 0 0 0 420 0: 150 315
Old : 47,225: 35,025 45,775 11,400 65 650 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 23, 2019 :
: 0: 0 -15 0 15 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 96.9 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 96.9 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 90.3
Old : 69.3 90.6 89.3 95.5 67.9 88.0 83.2 90.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,167: 20,983 21,510 2,000 1,580 2,312 0 600 0 82 0 0: 790 165
Old : 26,167: 20,983 21,510 2,000 1,580 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 23, 2019 :
: -40: -40 20 0 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 82.2 7.6 6.0 8.8 0.0 2.3 0.0 0.3 0.0 0.0: 3.0 0.6
Old : 100.0: 80.2 82.2 7.6 6.0 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 : 56.7 60.7 81.9 82.6 39.5 52.6 56.2 61.6
Old : 56.7 60.7 81.9 82.6 39.5 52.6 56.2 61.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,815: 9,030 11,115 4,845 0 0 150 3,700 0 700 0 0: 90 0
Old : 14,815: 9,030 11,115 4,845 0 0 150 3,700 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 23, 2019 :
: 800: 800 500 0 0 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 75.0 32.7 0.0 0.0 1.0 25.0 0.0 4.7 0.0 0.0: 0.6 0.0
Old : 100.0: 61.0 75.0 32.7 0.0 0.0 1.0 25.0 0.0 4.7 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 : 60.1 84.5 80.4 99.7 59.8 78.7 73.9 81.6
Old : 60.1 84.5 80.4 99.7 59.8 78.7 73.9 81.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,539: 50,450 45,302 149 15,503 8,237 5,393 170 775 8,101 3,140 5,099: 335 313
Old : 78,539: 50,450 45,302 149 15,503 8,237 5,393 170 775 8,101 3,140 5,099: 335 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,692: 998 1,635 -143 178 -317 1,002 35 -108 227 222 40: -6 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 57.7 0.2 19.7 10.5 6.9 0.2 1.0 10.3 4.0 6.5: 0.4 0.4
Old : 100.0: 64.2 57.7 0.2 19.7 10.5 6.9 0.2 1.0 10.3 4.0 6.5: 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 : 53: 26 27 . . . 4 . . 9 5 7:
Old : 53: 26 27 . . . 4 . . 9 5 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 : 32.3 47.4 54.0 67.9 20.9 30.6 29.8 35.6
Old : 32.3 47.4 54.0 67.9 20.9 30.6 29.8 35.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,530: 20,092 19,739 0 5,985 429 3,125 0 475 2,975 430 2,125: 309 347
Old : 29,530: 20,092 19,739 0 5,985 429 3,125 0 475 2,975 430 2,125: 309 347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,460: 1,160 1,505 0 0 0 350 0 -50 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 66.8 0.0 20.3 1.5 10.6 0.0 1.6 10.1 1.5 7.2: 1.0 1.2
Old : 100.0: 68.0 66.8 0.0 20.3 1.5 10.6 0.0 1.6 10.1 1.5 7.2: 1.0 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 : 53.6 46.1 78.0 67.9 44.4 37.9 54.5 51.0
Old : 53.6 46.1 78.0 67.9 44.4 37.9 54.5 51.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,428: 46,939 55,255 8,304 100 1,390 0 0 0 450 240 180: 165 263
Old : 57,428: 46,939 55,255 8,304 100 1,390 0 0 0 450 240 180: 165 263
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 833: 669 830 199 50 -25 0 0 0 0 -26 -25: 15 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 96.2 14.5 0.2 2.4 0.0 0.0 0.0 0.8 0.4 0.3: 0.3 0.5
Old : 100.0: 81.7 96.2 14.5 0.2 2.4 0.0 0.0 0.0 0.8 0.4 0.3: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 19 . . . 0 0 0 . . .:
Old : 32: 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 : 62.8 83.4 86.5 92.5 59.9 82.4 78.3 86.6
Old : 62.8 83.4 86.5 92.5 59.9 82.4 78.3 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,299: 34,226 24,908 0 8,899 3,188 900 1,975 0 260 140 125: 600 64
Old : 39,299: 34,226 24,908 0 8,899 3,188 900 1,975 0 260 140 125: 600 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 14: 307 -313 0 645 -278 0 10 0 0 -35 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 63.4 0.0 22.6 8.1 2.3 5.0 0.0 0.7 0.4 0.3: 1.5 0.2
Old : 100.0: 87.1 63.4 0.0 22.6 8.1 2.3 5.0 0.0 0.7 0.4 0.3: 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 : 53.4 47.2 76.2 69.5 40.8 33.5 51.8 47.0
Old : 53.4 47.2 76.2 69.5 40.8 33.5 51.8 47.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,350: 53,619 62,220 5,378 585 3,170 200 0 0 3,520 200 0: 463 175
Old : 66,350: 53,619 62,220 5,378 585 3,170 200 0 0 3,520 200 0: 463 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 595: 121 595 210 0 0 100 0 0 124 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 93.8 8.1 0.9 4.8 0.3 0.0 0.0 5.3 0.3 0.0: 0.7 0.3
Old : 100.0: 80.8 93.8 8.1 0.9 4.8 0.3 0.0 0.0 5.3 0.3 0.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 14 . . . . 0 0 . . 0:
Old : 31: 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 : 55.8 89.7 74.7 96.9 52.6 84.6 70.9 86.3
Old : 55.8 89.7 74.7 96.9 52.6 84.6 70.9 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,643: 59,215 63,638 7,433 2,975 2,370 225 0 0 4,188 4,600 60: 152 0
Old : 73,643: 59,215 63,638 7,433 2,975 2,370 225 0 0 4,188 4,600 60: 152 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,450: 480 1,450 650 0 0 125 0 0 190 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 86.4 10.1 4.0 3.2 0.3 0.0 0.0 5.7 6.2 0.1: 0.2 0.0
Old : 100.0: 80.4 86.4 10.1 4.0 3.2 0.3 0.0 0.0 5.7 6.2 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 : 36: 22 17 . . . . 0 0 4 . .:
Old : 36: 22 17 . . . . 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 : 53.6 78.8 75.4 95.0 48.3 75.5 67.4 83.6
Old : 53.6 78.8 75.4 95.0 48.3 75.5 67.4 83.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,960: 72,994 83,785 10,984 2,469 3,253 0 12 225 4,135 1,906 310: 59 0
Old : 91,960: 72,994 83,785 10,984 2,469 3,253 0 12 225 4,135 1,906 310: 59 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 876: 1,366 575 -185 -360 360 -355 12 180 -370 229 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 91.1 11.9 2.7 3.5 0.0 0.0 0.2 4.5 2.1 0.3: 0.1 0.0
Old : 100.0: 79.4 91.1 11.9 2.7 3.5 0.0 0.0 0.2 4.5 2.1 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 19 25 . . 4 0 . . . . .:
Old : 40: 19 25 . . 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 54.3 77.8 79.2 60.1 49.8 72.6 68.9
Old : 61.7 54.3 77.8 79.2 60.1 49.8 72.6 68.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,293: 91,789 98,017 12,403 4,920 4,763 0 2,532 782 6,149 4,969 1,309: 98 0
Old : 117,293: 91,789 98,017 12,403 4,920 4,763 0 2,532 782 6,149 4,969 1,309: 98 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 943: 1,405 306 18 -21 105 0 646 -304 -445 51 164: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 83.6 10.6 4.2 4.1 0.0 2.2 0.7 5.2 4.2 1.1: 0.1 0.0
Old : 100.0: 78.3 83.6 10.6 4.2 4.1 0.0 2.2 0.7 5.2 4.2 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 22 30 . . 4 0 8 . . 6 4:
Old : 55: 22 30 . . 4 0 8 . . 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 : 57.1 49.2 75.5 73.6 53.7 45.4 66.6 60.6
Old : 57.1 49.2 75.5 73.6 53.7 45.4 66.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,186: 47,321 49,171 5,645 525 2,780 0 1,170 270 100 2,175 50: 20 45
Old : 56,186: 47,321 49,171 5,645 525 2,780 0 1,170 270 100 2,175 50: 20 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 135: 210 375 -175 -230 50 0 15 0 100 -25 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 87.5 10.0 0.9 4.9 0.0 2.1 0.5 0.2 3.9 0.1: 0.0 0.1
Old : 100.0: 84.2 87.5 10.0 0.9 4.9 0.0 2.1 0.5 0.2 3.9 0.1: 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 : 30: 14 15 . . . 0 . . . 4 .:
Old : 30: 14 15 . . . 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 : 78.9 84.0 95.5 93.2 78.0 81.4 91.2 88.9
Old : 78.9 84.0 95.5 93.2 78.0 81.4 91.2 88.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,153: 42,420 46,850 6,610 0 1,098 0 0 0 25 2,205 0: 0 0
Old : 50,153: 42,420 46,850 6,610 0 1,098 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 23, 2019 :
: 750: 825 450 -375 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 93.4 13.2 0.0 2.2 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 0.0
Old : 100.0: 84.6 93.4 13.2 0.0 2.2 0.0 0.0 0.0 0.0 4.4 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 : 79.3 94.1 97.7 98.0 79.3 91.9 95.3 95.3
Old : 79.3 94.1 97.7 98.0 79.3 91.9 95.3 95.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,622: 47,731 56,332 6,514 0 3,363 700 150 300 1,458 0 226: 330 251
Old : 60,622: 47,731 56,332 6,514 0 3,363 700 150 300 1,458 0 226: 330 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 963: 169 696 750 0 103 0 150 0 -60 0 1: 0 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 92.9 10.7 0.0 5.5 1.2 0.2 0.5 2.4 0.0 0.4: 0.5 0.4
Old : 100.0: 78.7 92.9 10.7 0.0 5.5 1.2 0.2 0.5 2.4 0.0 0.4: 0.5 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 : 29: 18 17 . 0 . . . . . 0 .:
Old : 29: 18 17 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 83.9 74.1 92.2 44.8 79.4 66.8 81.0
Old : 50.9 83.9 74.1 92.2 44.8 79.4 66.8 81.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,982: 41,140 53,825 5,484 641 2,427 5,835 75 1,595 1,965 0 183: 353 236
Old : 58,982: 41,140 53,825 5,484 641 2,427 5,835 75 1,595 1,965 0 183: 353 236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 106: 418 -500 -301 0 401 -490 75 120 -74 0 25: 7 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 91.3 9.3 1.1 4.1 9.9 0.1 2.7 3.3 0.0 0.3: 0.6 0.4
Old : 100.0: 69.8 91.3 9.3 1.1 4.1 9.9 0.1 2.7 3.3 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 : 35: 19 21 . . . 4 . . . 0 .:
Old : 35: 19 21 . . . 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 : 54.6 70.9 74.7 81.9 50.0 68.0 66.8 74.7
Old : 54.6 70.9 74.7 81.9 50.0 68.0 66.8 74.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,115: 17,343 31,621 14,177 0 60 0 268 80 275 0 0: 180 86
Old : 32,115: 17,343 31,621 14,177 0 60 0 268 80 275 0 0: 180 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 20: 170 0 -150 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 98.5 44.1 0.0 0.2 0.0 0.8 0.2 0.9 0.0 0.0: 0.6 0.3
Old : 100.0: 54.0 98.5 44.1 0.0 0.2 0.0 0.8 0.2 0.9 0.0 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 : 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 : 61.4 88.4 79.5 98.3 61.2 84.7 78.3 89.1
Old : 61.4 88.4 79.5 98.3 61.2 84.7 78.3 89.1
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,704: 16,438 29,349 12,630 0 50 0 260 0 60 45 0: 526 0
Old : 29,704: 16,438 29,349 12,630 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 23, 2019 :
: 905: 305 905 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 98.8 42.5 0.0 0.2 0.0 0.9 0.0 0.2 0.2 0.0: 1.8 0.0
Old : 100.0: 55.3 98.8 42.5 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 : 23: 12 10 4 0 . 0 . 0 . . 0:
Old : 23: 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 : 61.6 87.8 80.7 97.9 60.7 83.7 79.2 89.0
Old : 61.6 87.8 80.7 97.9 60.7 83.7 79.2 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,839: 28,810 26,051 2,672 1,440 784 0 3,720 879 215 852 1,104: 375 9
Old : 34,839: 28,810 26,051 2,672 1,440 784 0 3,720 879 215 852 1,104: 375 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,494: 4,757 1,815 -312 600 122 -240 2,570 394 140 -637 635: -2 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 74.8 7.7 4.1 2.3 0.0 10.7 2.5 0.6 2.4 3.2: 1.1 0.0
Old : 100.0: 82.7 74.8 7.7 4.1 2.3 0.0 10.7 2.5 0.6 2.4 3.2: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 19 . . . 0 . . . 4 .:
Old : 36: 19 19 . . . 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 : 66.8 53.1 83.5 71.8 60.2 50.1 74.9 65.7
Old : 66.8 53.1 83.5 71.8 60.2 50.1 74.9 65.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,773: 18,325 19,931 2,811 0 78 0 940 460 56 625 594: 449 145
Old : 22,773: 18,325 19,931 2,811 0 78 0 940 460 56 625 594: 449 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -198: -775 -481 -76 0 3 0 0 0 56 -294 594: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 87.5 12.3 0.0 0.3 0.0 4.1 2.0 0.2 2.7 2.6: 2.0 0.6
Old : 100.0: 80.5 87.5 12.3 0.0 0.3 0.0 4.1 2.0 0.2 2.7 2.6: 2.0 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 : 27: 13 17 . 0 . 0 . . . . .:
Old : 27: 13 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 : 79.2 70.0 91.0 82.9 78.9 69.4 86.6 81.6
Old : 79.2 70.0 91.0 82.9 78.9 69.4 86.6 81.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,541: 42,005 34,958 4,593 11,629 883 4,756 4,021 1,285 528 1,333 407: 84 25
Old : 54,541: 42,005 34,958 4,593 11,629 883 4,756 4,021 1,285 528 1,333 407: 84 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,355: 1,722 2,931 36 1,310 35 4,066 76 -60 -428 1,076 -17: 1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 64.1 8.4 21.3 1.6 8.7 7.4 2.4 1.0 2.4 0.7: 0.2 0.0
Old : 100.0: 77.0 64.1 8.4 21.3 1.6 8.7 7.4 2.4 1.0 2.4 0.7: 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 : 60.4 52.1 75.7 72.9 47.0 49.8 58.0 60.6
Old : 60.4 52.1 75.7 72.9 47.0 49.8 58.0 60.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,774: 32,396 19,381 2,240 13,225 1,390 0 600 380 45 1,647 21: 302 130
Old : 36,774: 32,396 19,381 2,240 13,225 1,390 0 600 380 45 1,647 21: 302 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,059: 1,408 -737 165 644 -54 -150 210 -190 -4 1,302 -116: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 52.7 6.1 36.0 3.8 0.0 1.6 1.0 0.1 4.5 0.1: 0.8 0.4
Old : 100.0: 88.1 52.7 6.1 36.0 3.8 0.0 1.6 1.0 0.1 4.5 0.1: 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 . . . 0 . . . . .:
Old : 32: 19 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 62.8 80.8 78.8 51.3 60.2 63.9 69.5
Old : 63.3 62.8 80.8 78.8 51.3 60.2 63.9 69.5
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,490: 10,791 17,691 6,414 0 2,250 291 150 209 250 100 75: 210 15
Old : 20,490: 10,791 17,691 6,414 0 2,250 291 150 209 250 100 75: 210 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 516: 335 340 -70 0 176 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 86.3 31.3 0.0 11.0 1.4 0.7 1.0 1.2 0.5 0.4: 1.0 0.1
Old : 100.0: 52.7 86.3 31.3 0.0 11.0 1.4 0.7 1.0 1.2 0.5 0.4: 1.0 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 : 28: 13 16 . 0 . . . . . . .:
Old : 28: 13 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 80.0 87.2 90.3 57.8 73.8 73.0 78.4
Old : 70.0 80.0 87.2 90.3 57.8 73.8 73.0 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,172: 11,351 12,575 714 395 577 0 100 0 1,070 125 400: 60 0
Old : 14,172: 11,351 12,575 714 395 577 0 100 0 1,070 125 400: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 25: 0 0 25 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 88.7 5.0 2.8 4.1 0.0 0.7 0.0 7.6 0.9 2.8: 0.4 0.0
Old : 100.0: 80.1 88.7 5.0 2.8 4.1 0.0 0.7 0.0 7.6 0.9 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 : 22: 11 8 . . . 0 . 0 . . .:
Old : 22: 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 : 56.8 82.3 83.7 93.3 47.7 79.5 70.2 82.7
Old : 56.8 82.3 83.7 93.3 47.7 79.5 70.2 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,857: 13,425 12,820 610 245 567 0 1,375 0 470 125 725: 60 0
Old : 15,857: 13,425 12,820 610 245 567 0 1,375 0 470 125 725: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 25: 0 0 25 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 80.8 3.8 1.5 3.6 0.0 8.7 0.0 3.0 0.8 4.6: 0.4 0.0
Old : 100.0: 84.7 80.8 3.8 1.5 3.6 0.0 8.7 0.0 3.0 0.8 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 : 24: 11 9 . . . 0 . 0 . . .:
Old : 24: 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 : 55.4 80.0 80.9 91.5 49.3 77.5 70.4 81.8
Old : 55.4 80.0 80.9 91.5 49.3 77.5 70.4 81.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,854: 11,485 16,100 8,004 4,034 135 25 0 0 1,865 1,250 305: 35 30
Old : 21,854: 11,485 16,100 8,004 4,034 135 25 0 0 1,865 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 23, 2019 :
: 28: 50 25 -45 0 3 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 73.7 36.6 18.5 0.6 0.1 0.0 0.0 8.5 5.7 1.4: 0.2 0.1
Old : 100.0: 52.6 73.7 36.6 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 60.2 86.2 85.4 63.7 53.6 79.4 77.8
Old : 65.8 60.2 86.2 85.4 63.7 53.6 79.4 77.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,875: 10,151 15,225 8,432 4,004 146 25 0 0 1,870 1,250 220: 31 30
Old : 20,875: 10,151 15,225 8,432 4,004 146 25 0 0 1,870 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 23, 2019 :
: 28: 50 25 -45 0 3 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 72.9 40.4 19.2 0.7 0.1 0.0 0.0 9.0 6.0 1.1: 0.1 0.1
Old : 100.0: 48.6 72.9 40.4 19.2 0.7 0.1 0.0 0.0 9.0 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 : 68.0 60.5 86.3 85.1 65.5 52.8 79.5 76.8
Old : 68.0 60.5 86.3 85.1 65.5 52.8 79.5 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,567: 32,942 43,427 9,161 1,700 2,605 850 0 0 2,565 500 2,335: 109 0
Old : 50,567: 32,942 43,427 9,161 1,700 2,605 850 0 0 2,565 500 2,335: 109 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 15: 210 -390 -25 0 55 0 0 0 -575 0 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 85.9 18.1 3.4 5.2 1.7 0.0 0.0 5.1 1.0 4.6: 0.2 0.0
Old : 100.0: 65.1 85.9 18.1 3.4 5.2 1.7 0.0 0.0 5.1 1.0 4.6: 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 : 34: 18 13 4 . . . 0 0 . . .:
Old : 34: 18 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 : 62.4 74.6 81.9 91.9 55.5 68.3 69.9 78.9
Old : 62.4 74.6 81.9 91.9 55.5 68.3 69.9 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,020: 32,935 43,453 9,270 1,763 2,104 835 0 15 2,565 510 2,175: 121 0
Old : 50,020: 32,935 43,453 9,270 1,763 2,104 835 0 15 2,565 510 2,175: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -5: 260 -390 -55 -30 65 0 0 0 -625 0 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 86.9 18.5 3.5 4.2 1.7 0.0 0.0 5.1 1.0 4.3: 0.2 0.0
Old : 100.0: 65.8 86.9 18.5 3.5 4.2 1.7 0.0 0.0 5.1 1.0 4.3: 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 : 35: 18 13 . . . . 0 . . . .:
Old : 35: 18 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 : 62.4 76.7 81.4 91.4 57.0 70.4 71.2 80.0
Old : 62.4 76.7 81.4 91.4 57.0 70.4 71.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,003: 104,753 90,152 19,156 23,973 2,067 620 1,440 335 2,946 12,244 770: 356 22
Old : 131,003: 104,753 90,152 19,156 23,973 2,067 620 1,440 335 2,946 12,244 770: 356 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,121: -1,468 -711 -100 -145 115 0 0 0 36 -380 0: 296 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 68.8 14.6 18.3 1.6 0.5 1.1 0.3 2.2 9.3 0.6: 0.3 0.0
Old : 100.0: 80.0 68.8 14.6 18.3 1.6 0.5 1.1 0.3 2.2 9.3 0.6: 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: 30 24 . . . . . . 5 4 5:
Old : 51: 30 24 . . . . . . 5 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 : 40.7 50.4 63.8 76.2 37.4 46.6 52.6 62.4
Old : 40.7 50.4 63.8 76.2 37.4 46.6 52.6 62.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,567: 115,614 98,227 21,298 27,312 820 1,275 1,290 515 1,785 13,143 1,195: 65 65
Old : 142,567: 115,614 98,227 21,298 27,312 820 1,275 1,290 515 1,785 13,143 1,195: 65 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -645: -684 -539 -100 440 93 0 25 0 0 -712 50: -4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 68.9 14.9 19.2 0.6 0.9 0.9 0.4 1.3 9.2 0.8: 0.0 0.0
Old : 100.0: 81.1 68.9 14.9 19.2 0.6 0.9 0.9 0.4 1.3 9.2 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 . . . . . . . 5 6:
Old : 56: 33 26 . . . . . . . 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 49.2 62.6 76.4 37.4 45.4 55.2 63.9
Old : 39.2 49.2 62.6 76.4 37.4 45.4 55.2 63.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 483,360: 291,158 300,486 27,237 14,135 85,179 9,798 14,224 33,487 9,478 9,223 26,191: 832 435
Old : 483,360: 291,158 300,486 27,237 14,135 85,179 9,798 14,224 33,487 9,478 9,223 26,191: 832 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 5,531: 2,049 5,677 990 647 -126 1,109 216 19 2,560 151 -1,060: -10 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 62.2 5.6 2.9 17.6 2.0 2.9 6.9 2.0 1.9 5.4: 0.2 0.1
Old : 100.0: 60.2 62.2 5.6 2.9 17.6 2.0 2.9 6.9 2.0 1.9 5.4: 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 : 90: 37 34 . . 6 6 13 8 12 10 15:
Old : 90: 37 34 . . 6 6 13 8 12 10 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 : 40.0 39.0 59.8 62.4 16.1 15.5 21.1 21.8
Old : 40.0 39.0 59.8 62.4 16.1 15.5 21.1 21.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,941: 11,774 17,896 2,710 465 445 700 0 0 3,125 50 75: 112 10
Old : 18,941: 11,774 17,896 2,710 465 445 700 0 0 3,125 50 75: 112 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 50: 0 50 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 94.5 14.3 2.5 2.3 3.7 0.0 0.0 16.5 0.3 0.4: 0.6 0.1
Old : 100.0: 62.2 94.5 14.3 2.5 2.3 3.7 0.0 0.0 16.5 0.3 0.4: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 7 . . . . 0 0 . . .:
Old : 25: 16 7 . . . . 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 : 54.0 92.7 77.5 99.3 53.7 87.1 77.2 91.3
Old : 54.0 92.7 77.5 99.3 53.7 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 23, 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,359: 35,254 32,414 3,000 5,720 620 0 180 1,475 0 0 0: 7,010 6,950
Old : 47,359: 35,254 32,414 3,000 5,720 620 0 180 1,475 0 0 0: 7,010 6,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,935: 2,015 2,500 125 -360 -60 0 0 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 68.4 6.3 12.1 1.3 0.0 0.4 3.1 0.0 0.0 0.0: 14.8 14.7
Old : 100.0: 74.4 68.4 6.3 12.1 1.3 0.0 0.4 3.1 0.0 0.0 0.0: 14.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.7 46.8 80.1 66.9 61.1 45.8 67.3 62.0
Old : 69.7 46.8 80.1 66.9 61.1 45.8 67.3 62.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,827: 33,148 30,320 2,715 4,400 240 0 1,240 660 0 0 0: 6,064 5,967
Old : 42,827: 33,148 30,320 2,715 4,400 240 0 1,240 660 0 0 0: 6,064 5,967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,905: 1,950 2,170 100 -360 -15 0 240 0 0 0 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 70.8 6.3 10.3 0.6 0.0 2.9 1.5 0.0 0.0 0.0: 14.2 13.9
Old : 100.0: 77.4 70.8 6.3 10.3 0.6 0.0 2.9 1.5 0.0 0.0 0.0: 14.2 13.9
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: 13 17 . . . 0 . . 0 0 0:
Old : 23: 13 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 : 72.2 46.5 82.6 68.3 65.3 45.8 70.9 63.7
Old : 72.2 46.5 82.6 68.3 65.3 45.8 70.9 63.7
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,816: 6,789 18,590 12,816 705 1,930 800 1,120 530 250 0 250: 2,451 2,691
Old : 25,816: 6,789 18,590 12,816 705 1,930 800 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 23, 2019 :
: 150: 175 150 -50 0 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 72.0 49.6 2.7 7.5 3.1 4.3 2.1 1.0 0.0 1.0: 9.5 10.4
Old : 100.0: 26.3 72.0 49.6 2.7 7.5 3.1 4.3 2.1 1.0 0.0 1.0: 9.5 10.4
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 : 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 : 72.4 58.6 84.9 79.1 64.3 55.4 68.2 67.2
Old : 72.4 58.6 84.9 79.1 64.3 55.4 68.2 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,715: 4,040 15,570 11,305 0 2,115 925 820 380 300 0 0: 1,650 1,830
Old : 20,715: 4,040 15,570 11,305 0 2,115 925 820 380 300 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 23, 2019 :
: 175: 0 175 150 0 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 75.2 54.6 0.0 10.2 4.5 4.0 1.8 1.4 0.0 0.0: 8.0 8.8
Old : 100.0: 19.5 75.2 54.6 0.0 10.2 4.5 4.0 1.8 1.4 0.0 0.0: 8.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 12 . 0 . . . . . 0 0:
Old : 20: 7 12 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 59.3 89.5 77.8 63.3 55.3 68.9 66.6
Old : 81.3 59.3 89.5 77.8 63.3 55.3 68.9 66.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,707: 13,816 14,600 2,275 9,821 980 9,660 395 3,395 0 1,150 0: 2,581 2,366
Old : 32,707: 13,816 14,600 2,275 9,821 980 9,660 395 3,395 0 1,150 0: 2,581 2,366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 830: 290 -45 250 0 -78 45 0 -45 0 725 0: 368 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 44.6 7.0 30.0 3.0 29.5 1.2 10.4 0.0 3.5 0.0: 7.9 7.2
Old : 100.0: 42.2 44.6 7.0 30.0 3.0 29.5 1.2 10.4 0.0 3.5 0.0: 7.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 62.7 66.5 79.0 79.5 46.0 50.6 55.2 55.8
Old : 62.7 66.5 79.0 79.5 46.0 50.6 55.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,075: 6,894 11,119 2,735 3,950 2,070 6,190 445 3,810 0 425 0: 1,376 1,256
Old : 23,075: 6,894 11,119 2,735 3,950 2,070 6,190 445 3,810 0 425 0: 1,376 1,256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 48.2 11.9 17.1 9.0 26.8 1.9 16.5 0.0 1.8 0.0: 6.0 5.4
Old : 100.0: 29.9 48.2 11.9 17.1 9.0 26.8 1.9 16.5 0.0 1.8 0.0: 6.0 5.4
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 : 20: 11 13 . . . . . . 0 . 0:
Old : 20: 11 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 : 70.2 70.3 87.1 84.7 44.5 39.9 48.0 47.6
Old : 70.2 70.3 87.1 84.7 44.5 39.9 48.0 47.6
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,652: 28,092 32,182 18,013 24,285 1,260 8,440 3,490 2,660 5,800 0 1,090: 14,297 14,685
Old : 79,652: 28,092 32,182 18,013 24,285 1,260 8,440 3,490 2,660 5,800 0 1,090: 14,297 14,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,240: 1,353 1,078 -1,535 -1,420 0 170 50 0 -280 0 105: 1,427 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 40.4 22.6 30.5 1.6 10.6 4.4 3.3 7.3 0.0 1.4: 17.9 18.4
Old : 100.0: 35.3 40.4 22.6 30.5 1.6 10.6 4.4 3.3 7.3 0.0 1.4: 17.9 18.4
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: 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 : 67.4 42.6 76.8 59.1 61.2 41.4 66.1 55.8
Old : 67.4 42.6 76.8 59.1 61.2 41.4 66.1 55.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,389: 27,758 28,592 19,320 24,315 1,260 8,500 3,325 1,960 1,090 0 2,235: 13,266 13,702
Old : 75,389: 27,758 28,592 19,320 24,315 1,260 8,500 3,325 1,960 1,090 0 2,235: 13,266 13,702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 685: 1,210 1,135 -335 -1,620 0 170 50 0 -1,480 0 155: 965 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 37.9 25.6 32.3 1.7 11.3 4.4 2.6 1.4 0.0 3.0: 17.6 18.2
Old : 100.0: 36.8 37.9 25.6 32.3 1.7 11.3 4.4 2.6 1.4 0.0 3.0: 17.6 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 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 : 65.9 43.9 75.6 59.9 59.2 41.9 64.1 54.3
Old : 65.9 43.9 75.6 59.9 59.2 41.9 64.1 54.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,911: 12,427 8,682 3,120 1,835 1,506 1,535 7,100 265 1,025 1,065 2,065: 3,968 3,393
Old : 25,911: 12,427 8,682 3,120 1,835 1,506 1,535 7,100 265 1,025 1,065 2,065: 3,968 3,393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 60: 0 60 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 33.5 12.0 7.1 5.8 5.9 27.4 1.0 4.0 4.1 8.0: 15.3 13.1
Old : 100.0: 48.0 33.5 12.0 7.1 5.8 5.9 27.4 1.0 4.0 4.1 8.0: 15.3 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 : 39.6 60.3 62.0 80.5 35.9 49.9 54.1 63.4
Old : 39.6 60.3 62.0 80.5 35.9 49.9 54.1 63.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,691: 11,282 8,532 2,750 1,580 1,048 1,450 8,300 250 2,210 25 1,755: 3,946 3,201
Old : 24,691: 11,282 8,532 2,750 1,580 1,048 1,450 8,300 250 2,210 25 1,755: 3,946 3,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 60: 0 60 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 34.6 11.1 6.4 4.2 5.9 33.6 1.0 9.0 0.1 7.1: 16.0 13.0
Old : 100.0: 45.7 34.6 11.1 6.4 4.2 5.9 33.6 1.0 9.0 0.1 7.1: 16.0 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 : 41.3 60.2 65.4 81.2 35.1 56.1 55.3 66.9
Old : 41.3 60.2 65.4 81.2 35.1 56.1 55.3 66.9
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,852: 13,854 32,789 2,422 8,550 465 17,090 0 0 8,095 0 0: 4,926 5,048
Old : 46,852: 13,854 32,789 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 23, 2019 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 70.0 5.2 18.2 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 18.2 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 23, 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: 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,670: 20,785 49,100 2,835 550 1,470 5,275 0 2,025 21,045 400 25: 4,210 4,100
Old : 57,670: 20,785 49,100 2,835 550 1,470 5,275 0 2,025 21,045 400 25: 4,210 4,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 860: 260 760 -650 0 155 0 0 0 1,150 0 0: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 85.1 4.9 1.0 2.5 9.1 0.0 3.5 36.5 0.7 0.0: 7.3 7.1
Old : 100.0: 36.0 85.1 4.9 1.0 2.5 9.1 0.0 3.5 36.5 0.7 0.0: 7.3 7.1
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 : 30: 14 11 . . . 4 0 . . . .:
Old : 30: 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 : 54.0 79.4 76.9 89.2 50.9 78.6 70.9 82.4
Old : 54.0 79.4 76.9 89.2 50.9 78.6 70.9 82.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,620: 20,545 47,655 2,205 550 1,665 4,545 0 2,475 20,900 100 100: 4,185 4,075
Old : 56,620: 20,545 47,655 2,205 550 1,665 4,545 0 2,475 20,900 100 100: 4,185 4,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 860: 260 760 -650 0 145 0 0 0 1,150 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 84.2 3.9 1.0 2.9 8.0 0.0 4.4 36.9 0.2 0.2: 7.4 7.2
Old : 100.0: 36.3 84.2 3.9 1.0 2.9 8.0 0.0 4.4 36.9 0.2 0.2: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 10 . . . . 0 . . . .:
Old : 28: 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 : 54.5 78.6 76.0 89.7 51.8 77.9 71.2 81.8
Old : 54.5 78.6 76.0 89.7 51.8 77.9 71.2 81.8
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,050: 9,630 5,995 1,200 35 1,415 0 6,100 0 1,385 545 645: 1,775 1,315
Old : 16,050: 9,630 5,995 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 23, 2019 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 37.4 7.5 0.2 8.8 0.0 38.0 0.0 8.6 3.4 4.0: 11.1 8.2
Old : 100.0: 60.0 37.4 7.5 0.2 8.8 0.0 38.0 0.0 8.6 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 : 54.3 48.8 77.5 80.1 48.9 48.8 64.9 71.4
Old : 54.3 48.8 77.5 80.1 48.9 48.8 64.9 71.4
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,630: 9,185 5,585 1,495 0 1,160 0 6,575 0 1,860 545 490: 1,440 1,275
Old : 15,630: 9,185 5,585 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 23, 2019 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 35.7 9.6 0.0 7.4 0.0 42.1 0.0 11.9 3.5 3.1: 9.2 8.2
Old : 100.0: 58.8 35.7 9.6 0.0 7.4 0.0 42.1 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 : 55.8 53.2 79.3 80.7 51.0 53.2 66.8 74.3
Old : 55.8 53.2 79.3 80.7 51.0 53.2 66.8 74.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,350: 32,650 30,900 1,700 2,790 2,575 3,020 20,445 2,135 18,055 1,300 745: 4,470 4,460
Old : 65,350: 32,650 30,900 1,700 2,790 2,575 3,020 20,445 2,135 18,055 1,300 745: 4,470 4,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 255: 1,040 155 0 110 -25 -75 0 0 -130 50 0: -555 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 47.3 2.6 4.3 3.9 4.6 31.3 3.3 27.6 2.0 1.1: 6.8 6.8
Old : 100.0: 50.0 47.3 2.6 4.3 3.9 4.6 31.3 3.3 27.6 2.0 1.1: 6.8 6.8
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 : 31: 14 14 . . . . . . . . .:
Old : 31: 14 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 68.5 72.7 86.3 58.2 65.5 71.8 80.0
Old : 59.0 68.5 72.7 86.3 58.2 65.5 71.8 80.0
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,720: 32,475 30,185 2,675 1,910 2,650 2,685 20,195 2,385 15,215 1,300 1,330: 5,305 4,765
Old : 64,720: 32,475 30,185 2,675 1,910 2,650 2,685 20,195 2,385 15,215 1,300 1,330: 5,305 4,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 255: 365 155 -110 0 60 -75 0 0 -105 50 30: 90 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 46.6 4.1 3.0 4.1 4.1 31.2 3.7 23.5 2.0 2.1: 8.2 7.4
Old : 100.0: 50.2 46.6 4.1 3.0 4.1 4.1 31.2 3.7 23.5 2.0 2.1: 8.2 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 : 30: 13 15 . . . . . . . . .:
Old : 30: 13 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 : 56.7 69.5 71.0 85.3 55.0 66.1 67.9 79.4
Old : 56.7 69.5 71.0 85.3 55.0 66.1 67.9 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,656: 34,603 18,110 0 12,478 2,430 16,030 50 1,855 150 20,325 65: 2,523 2,343
Old : 57,656: 34,603 18,110 0 12,478 2,430 16,030 50 1,855 150 20,325 65: 2,523 2,343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 920: 1,110 165 0 245 -250 0 50 0 0 500 0: 60 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 31.4 0.0 21.6 4.2 27.8 0.1 3.2 0.3 35.3 0.1: 4.4 4.1
Old : 100.0: 60.0 31.4 0.0 21.6 4.2 27.8 0.1 3.2 0.3 35.3 0.1: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 10 0 . . . . . . . .:
Old : 30: 19 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 : 54.5 73.2 77.2 91.9 51.5 69.9 72.0 80.7
Old : 54.5 73.2 77.2 91.9 51.5 69.9 72.0 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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,977: 29,309 18,375 0 12,574 1,758 12,280 0 1,755 150 11,115 300: 1,425 1,100
Old : 46,977: 29,309 18,375 0 12,574 1,758 12,280 0 1,755 150 11,115 300: 1,425 1,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 835: 840 50 0 525 0 0 0 0 0 265 -55: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 39.1 0.0 26.8 3.7 26.1 0.0 3.7 0.3 23.7 0.6: 3.0 2.3
Old : 100.0: 62.4 39.1 0.0 26.8 3.7 26.1 0.0 3.7 0.3 23.7 0.6: 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 : 58.1 68.2 78.9 92.5 54.3 64.2 73.6 83.2
Old : 58.1 68.2 78.9 92.5 54.3 64.2 73.6 83.2
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,254: 93,526 88,300 17,310 345 7,601 0 14,006 7,474 1,675 9,850 2,600: 21,068 21,078
Old : 151,254: 93,526 88,300 17,310 345 7,601 0 14,006 7,474 1,675 9,850 2,600: 21,068 21,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -38: -335 1,830 -10 -1,135 -25 0 -195 60 0 -855 -85: 357 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 58.4 11.4 0.2 5.0 0.0 9.3 4.9 1.1 6.5 1.7: 13.9 13.9
Old : 100.0: 61.8 58.4 11.4 0.2 5.0 0.0 9.3 4.9 1.1 6.5 1.7: 13.9 13.9
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 : 43: 25 28 . . . 0 4 . . 4 .:
Old : 43: 25 28 . . . 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 : 62.3 38.7 73.3 56.4 58.8 36.9 65.1 50.5
Old : 62.3 38.7 73.3 56.4 58.8 36.9 65.1 50.5
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,909: 85,264 82,524 22,156 0 5,539 1,659 8,780 6,455 1,375 19,130 1,215: 16,246 16,266
Old : 139,909: 85,264 82,524 22,156 0 5,539 1,659 8,780 6,455 1,375 19,130 1,215: 16,246 16,266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 745: -505 1,610 1,415 0 -300 0 -125 0 0 -595 50: 85 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 59.0 15.8 0.0 4.0 1.2 6.3 4.6 1.0 13.7 0.9: 11.6 11.6
Old : 100.0: 60.9 59.0 15.8 0.0 4.0 1.2 6.3 4.6 1.0 13.7 0.9: 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 27 . 0 . . . . . . .:
Old : 41: 20 27 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 41.8 77.4 59.0 58.5 40.1 67.8 54.8
Old : 63.2 41.8 77.4 59.0 58.5 40.1 67.8 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_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,140: 19,245 20,565 14,635 9,480 1,250 1,580 750 2,135 0 4,670 0: 3,295 3,290
Old : 42,140: 19,245 20,565 14,635 9,480 1,250 1,580 750 2,135 0 4,670 0: 3,295 3,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 20: -50 -100 210 120 -100 -45 0 0 0 100 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 48.8 34.7 22.5 3.0 3.7 1.8 5.1 0.0 11.1 0.0: 7.8 7.8
Old : 100.0: 45.7 48.8 34.7 22.5 3.0 3.7 1.8 5.1 0.0 11.1 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 : 65.6 46.6 81.0 69.8 62.4 44.4 70.8 64.8
Old : 65.6 46.6 81.0 69.8 62.4 44.4 70.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,850: 15,265 17,750 13,680 7,505 1,255 970 0 3,440 0 4,720 0: 3,240 3,180
Old : 37,850: 15,265 17,750 13,680 7,505 1,255 970 0 3,440 0 4,720 0: 3,240 3,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 845: 0 -450 120 -930 690 -1,050 0 925 0 450 0: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 46.9 36.1 19.8 3.3 2.6 0.0 9.1 0.0 12.5 0.0: 8.6 8.4
Old : 100.0: 40.3 46.9 36.1 19.8 3.3 2.6 0.0 9.1 0.0 12.5 0.0: 8.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.6 46.5 79.5 68.9 55.7 42.3 61.5 57.1
Old : 63.6 46.5 79.5 68.9 55.7 42.3 61.5 57.1
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,595: 12,055 18,640 0 8,705 1,930 12,290 0 895 2,700 0 300: 1,425 1,125
Old : 31,595: 12,055 18,640 0 8,705 1,930 12,290 0 895 2,700 0 300: 1,425 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 360: 485 -85 0 50 0 -220 0 95 -300 0 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 59.0 0.0 27.6 6.1 38.9 0.0 2.8 8.5 0.0 0.9: 4.5 3.6
Old : 100.0: 38.2 59.0 0.0 27.6 6.1 38.9 0.0 2.8 8.5 0.0 0.9: 4.5 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 .:
Old : 22: 12 11 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 69.8 86.7 84.7 60.0 63.4 74.9 77.2
Old : 64.8 69.8 86.7 84.7 60.0 63.4 74.9 77.2
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,992: 65,505 52,755 1,870 8,975 10,560 625 10,985 5,335 4,655 0 0: 18,442 18,382
Old : 106,992: 65,505 52,755 1,870 8,975 10,560 625 10,985 5,335 4,655 0 0: 18,442 18,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,707: 1,142 797 95 1,360 -150 0 -220 0 700 0 -40: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 49.3 1.7 8.4 9.9 0.6 10.3 5.0 4.4 0.0 0.0: 17.2 17.2
Old : 100.0: 61.2 49.3 1.7 8.4 9.9 0.6 10.3 5.0 4.4 0.0 0.0: 17.2 17.2
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 : 38: 27 23 . . . . . . . 0 0:
Old : 38: 27 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 : 37.2 44.3 54.5 60.1 30.0 30.4 40.2 38.3
Old : 37.2 44.3 54.5 60.1 30.0 30.4 40.2 38.3
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 30, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,378: 54,075 37,370 0 20,425 4,898 375 1,825 9,665 4,785 0 0: 15,580 15,195
Old : 89,378: 54,075 37,370 0 20,425 4,898 375 1,825 9,665 4,785 0 0: 15,580 15,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 2,915: 870 585 0 2,455 -90 0 -670 735 1,500 0 -150: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 41.8 0.0 22.9 5.5 0.4 2.0 10.8 5.4 0.0 0.0: 17.4 17.0
Old : 100.0: 60.5 41.8 0.0 22.9 5.5 0.4 2.0 10.8 5.4 0.0 0.0: 17.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 20 0 . . . . . . 0 0:
Old : 31: 16 20 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 47.9 66.7 66.0 31.7 37.2 44.5 43.9
Old : 48.0 47.9 66.7 66.0 31.7 37.2 44.5 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 02, 2019