COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,900: 9,400 11,358 1,215 141 1,514 677 2,349 508 5,448 2,778 1,509: 629 743
Old : 20,900: 9,400 11,358 1,215 141 1,514 677 2,349 508 5,448 2,778 1,509: 629 743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 179: 170 -410 1 130 16 0 165 0 -135 170 108: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 54.3 5.8 0.7 7.2 3.2 11.2 2.4 26.1 13.3 7.2: 3.0 3.6
Old : 100.0: 45.0 54.3 5.8 0.7 7.2 3.2 11.2 2.4 26.1 13.3 7.2: 3.0 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 : 46.6 45.0 63.9 63.4 30.4 29.1 39.8 39.4
Old : 46.6 45.0 63.9 63.4 30.4 29.1 39.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 33,663: 19,160 19,646 0 3,175 4,981 3,830 359 1,472 505 594 3,331: 385 106
Old : 33,663: 19,160 19,646 0 3,175 4,981 3,830 359 1,472 505 594 3,331: 385 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,412: -1,689 -1,026 -114 -384 74 -81 -294 -205 -217 -100 -93: -88 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 58.4 0.0 9.4 14.8 11.4 1.1 4.4 1.5 1.8 9.9: 1.1 0.3
Old : 100.0: 56.9 58.4 0.0 9.4 14.8 11.4 1.1 4.4 1.5 1.8 9.9: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 25 0 . . . . 4 6 5 11:
Old : 45: 25 25 0 . . . . 4 6 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.5 68.6 67.5 27.2 25.0 32.4 29.8
Old : 46.7 45.5 68.6 67.5 27.2 25.0 32.4 29.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 38,389: 22,919 34,497 6,846 0 2,321 48 1,000 0 5,860 200 370: 25 0
Old : 38,389: 22,919 34,497 6,846 0 2,321 48 1,000 0 5,860 200 370: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,913: -1,136 -1,836 -1,055 0 285 3 -357 0 130 125 -130: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 89.9 17.8 0.0 6.0 0.1 2.6 0.0 15.3 0.5 1.0: 0.1 0.0
Old : 100.0: 59.7 89.9 17.8 0.0 6.0 0.1 2.6 0.0 15.3 0.5 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 21 . 0 . . 5 0 5 . 4:
Old : 39: 21 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 : 62.3 66.5 85.6 83.6 54.6 61.0 66.0 67.3
Old : 62.3 66.5 85.6 83.6 54.6 61.0 66.0 67.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,919: 24,442 25,255 320 647 1,322 0 50 50 2,050 950 625: 110 20
Old : 28,919: 24,442 25,255 320 647 1,322 0 50 50 2,050 950 625: 110 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,322: -1,275 -1,355 115 -82 50 -100 50 -25 150 275 -225: -12 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 87.3 1.1 2.2 4.6 0.0 0.2 0.2 7.1 3.3 2.2: 0.4 0.1
Old : 100.0: 84.5 87.3 1.1 2.2 4.6 0.0 0.2 0.2 7.1 3.3 2.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . 0 . . . 4 .:
Old : 27: 13 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 : 68.5 74.7 86.4 88.1 67.2 70.6 79.2 79.6
Old : 68.5 74.7 86.4 88.1 67.2 70.6 79.2 79.6
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,347: 115,792 95,043 678 23,844 6,123 8,205 1,733 5,472 1,704 6,205 1,919: 454 8
Old : 140,347: 115,792 95,043 678 23,844 6,123 8,205 1,733 5,472 1,704 6,205 1,919: 454 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -7,291: -6,115 -5,641 -10 -1,142 -22 -1,040 100 -35 16 -488 -63: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 67.7 0.5 17.0 4.4 5.8 1.2 3.9 1.2 4.4 1.4: 0.3 0.0
Old : 100.0: 82.5 67.7 0.5 17.0 4.4 5.8 1.2 3.9 1.2 4.4 1.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 27 31 . 4 5 . 4 . 4 4 5:
Old : 52: 27 31 . 4 5 . 4 . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 46.7 65.5 63.5 30.0 29.9 40.1 43.7
Old : 44.2 46.7 65.5 63.5 30.0 29.9 40.1 43.7
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,548: 55,344 42,522 2,754 10,400 3,790 301 4,047 1,502 175 1,605 675: 7 6
Old : 64,548: 55,344 42,522 2,754 10,400 3,790 301 4,047 1,502 175 1,605 675: 7 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,391: -4,088 -2,081 -252 -497 -194 25 -1,380 69 175 -183 -125: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 65.9 4.3 16.1 5.9 0.5 6.3 2.3 0.3 2.5 1.0: 0.0 0.0
Old : 100.0: 85.7 65.9 4.3 16.1 5.9 0.5 6.3 2.3 0.3 2.5 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 23 . . . . 6 . . 5 .:
Old : 43: 21 23 . . . . 6 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 68.2 84.5 83.7 65.2 55.0 73.0 66.1
Old : 68.4 68.2 84.5 83.7 65.2 55.0 73.0 66.1
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,465: 29,427 24,326 1,966 6,587 872 0 25 0 0 425 200: 0 30
Old : 32,465: 29,427 24,326 1,966 6,587 872 0 25 0 0 425 200: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -992: -500 -1,917 -317 765 0 0 0 0 -125 225 -50: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 74.9 6.1 20.3 2.7 0.0 0.1 0.0 0.0 1.3 0.6: 0.0 0.1
Old : 100.0: 90.6 74.9 6.1 20.3 2.7 0.0 0.1 0.0 0.0 1.3 0.6: 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 0 4 .:
Old : 27: 10 13 . . . 0 . 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 : 87.5 80.0 98.0 93.1 78.9 68.7 83.9 80.5
Old : 87.5 80.0 98.0 93.1 78.9 68.7 83.9 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 67,482: 42,094 40,085 346 13,376 6,545 15,940 250 425 600 5,345 1,315: 217 141
Old : 67,482: 42,094 40,085 346 13,376 6,545 15,940 250 425 600 5,345 1,315: 217 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 762: 1,447 -597 -256 1,160 110 25 -50 -150 -158 653 -473: 217 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 59.4 0.5 19.8 9.7 23.6 0.4 0.6 0.9 7.9 1.9: 0.3 0.2
Old : 100.0: 62.4 59.4 0.5 19.8 9.7 23.6 0.4 0.6 0.9 7.9 1.9: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 20 . . 4 4 . . . . .:
Old : 35: 21 20 . . 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 : 54.8 55.9 74.6 74.8 51.0 46.0 59.7 58.8
Old : 54.8 55.9 74.6 74.8 51.0 46.0 59.7 58.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,013: 51,748 40,162 259 29,820 4,765 25,055 1,680 1,380 1,092 6,798 310: 404 98
Old : 85,013: 51,748 40,162 259 29,820 4,765 25,055 1,680 1,380 1,092 6,798 310: 404 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -309: 2 -1,420 -295 943 62 0 -125 0 -48 246 0: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 47.2 0.3 35.1 5.6 29.5 2.0 1.6 1.3 8.0 0.4: 0.5 0.1
Old : 100.0: 60.9 47.2 0.3 35.1 5.6 29.5 2.0 1.6 1.3 8.0 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 : 55.5 57.9 73.1 77.2 52.0 51.3 66.0 66.2
Old : 55.5 57.9 73.1 77.2 52.0 51.3 66.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,078: 54,823 50,514 9,674 17,770 1,115 1,550 150 0 2,001 25 1,328: 587 176
Old : 71,078: 54,823 50,514 9,674 17,770 1,115 1,550 150 0 2,001 25 1,328: 587 176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,033: -2,260 -2,224 -632 -829 120 -100 -50 0 -160 0 -2: 1 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 71.1 13.6 25.0 1.6 2.2 0.2 0.0 2.8 0.0 1.9: 0.8 0.2
Old : 100.0: 77.1 71.1 13.6 25.0 1.6 2.2 0.2 0.0 2.8 0.0 1.9: 0.8 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 : 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 : 47.6 70.0 69.7 81.3 45.8 70.0 64.6 78.0
Old : 47.6 70.0 69.7 81.3 45.8 70.0 64.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,306: 70,715 60,279 19,618 34,622 402 1,550 175 0 2,772 75 1,612: 637 141
Old : 97,306: 70,715 60,279 19,618 34,622 402 1,550 175 0 2,772 75 1,612: 637 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,565: -3,020 -3,104 -1,258 -1,460 120 -100 -50 0 -300 0 -5: -2 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 61.9 20.2 35.6 0.4 1.6 0.2 0.0 2.8 0.1 1.7: 0.7 0.1
Old : 100.0: 72.7 61.9 20.2 35.6 0.4 1.6 0.2 0.0 2.8 0.1 1.7: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 23 . . . . . 0 . . .:
Old : 42: 24 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 : 47.9 65.4 69.2 80.9 47.5 65.3 66.9 78.3
Old : 47.9 65.4 69.2 80.9 47.5 65.3 66.9 78.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,085: 35,185 45,635 11,100 65 650 0 0 0 0 420 0: 150 315
Old : 47,085: 35,185 45,635 11,100 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 30, 2019 :
: -140: 160 -140 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 96.9 23.6 0.1 1.4 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 0.7
Old : 100.0: 74.7 96.9 23.6 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 : 68.8 90.6 89.1 95.5 67.4 87.9 82.9 90.2
Old : 68.8 90.6 89.1 95.5 67.4 87.9 82.9 90.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,422: 20,083 21,765 3,150 1,575 2,317 0 600 0 82 0 0: 790 165
Old : 26,422: 20,083 21,765 3,150 1,575 2,317 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 30, 2019 :
: 255: -900 255 1,150 -5 5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 82.4 11.9 6.0 8.8 0.0 2.3 0.0 0.3 0.0 0.0: 3.0 0.6
Old : 100.0: 76.0 82.4 11.9 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: 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 : 58.4 60.7 82.2 82.3 40.9 53.0 55.7 61.9
Old : 58.4 60.7 82.2 82.3 40.9 53.0 55.7 61.9
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,415: 9,630 11,715 4,845 0 0 150 3,700 0 700 0 0: 90 0
Old : 15,415: 9,630 11,715 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 30, 2019 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 76.0 31.4 0.0 0.0 1.0 24.0 0.0 4.5 0.0 0.0: 0.6 0.0
Old : 100.0: 62.5 76.0 31.4 0.0 0.0 1.0 24.0 0.0 4.5 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 : 23: 14 8 . 0 0 . . 0 . 0 0:
Old : 23: 14 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 : 57.8 81.2 77.3 98.2 55.5 75.6 70.4 80.4
Old : 57.8 81.2 77.3 98.2 55.5 75.6 70.4 80.4
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,670: 50,980 47,739 105 14,888 8,568 5,927 162 827 8,425 2,630 5,554: 284 302
Old : 80,670: 50,980 47,739 105 14,888 8,568 5,927 162 827 8,425 2,630 5,554: 284 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 2,130: 530 2,437 -44 -616 331 533 -8 52 324 -510 455: -51 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 59.2 0.1 18.5 10.6 7.3 0.2 1.0 10.4 3.3 6.9: 0.4 0.4
Old : 100.0: 63.2 59.2 0.1 18.5 10.6 7.3 0.2 1.0 10.4 3.3 6.9: 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 : 56: 27 27 . . . 4 . . 10 4 7:
Old : 56: 27 27 . . . 4 . . 10 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 46.3 54.0 67.0 20.9 28.7 27.2 34.0
Old : 33.2 46.3 54.0 67.0 20.9 28.7 27.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 7,975: 7,175 5,375 150 0 100 0 300 0 400 1,800 150: 0 250
Old : 7,975: 7,175 5,375 150 0 100 0 300 0 400 1,800 150: 0 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 67.4 1.9 0.0 1.3 0.0 3.8 0.0 5.0 22.6 1.9: 0.0 3.1
Old : 100.0: 90.0 67.4 1.9 0.0 1.3 0.0 3.8 0.0 5.0 22.6 1.9: 0.0 3.1
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: 7 15 . 0 . 0 . 0 . 5 .:
Old : 27: 7 15 . 0 . 0 . 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 48.9 96.9 73.7 58.0 34.5 67.4 51.7
Old : 85.0 48.9 96.9 73.7 58.0 34.5 67.4 51.7
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,545: 20,092 19,759 0 5,985 429 3,125 0 475 2,990 430 2,125: 309 342
Old : 29,545: 20,092 19,759 0 5,985 429 3,125 0 475 2,990 430 2,125: 309 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 15: 0 20 0 0 0 0 0 0 15 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 66.9 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 66.9 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 : 29: 16 17 0 . . . 0 . . . .:
Old : 29: 16 17 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 45.1 79.0 66.9 44.3 36.3 53.5 49.4
Old : 54.6 45.1 79.0 66.9 44.3 36.3 53.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,248: 46,974 55,087 8,064 100 1,415 0 0 0 450 240 180: 165 226
Old : 57,248: 46,974 55,087 8,064 100 1,415 0 0 0 450 240 180: 165 226
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -180: 35 -168 -240 0 25 0 0 0 0 0 0: 0 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 96.2 14.1 0.2 2.5 0.0 0.0 0.0 0.8 0.4 0.3: 0.3 0.4
Old : 100.0: 82.1 96.2 14.1 0.2 2.5 0.0 0.0 0.0 0.8 0.4 0.3: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 20 . . . 0 0 0 . . .:
Old : 33: 19 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 : 62.6 83.1 86.4 92.4 59.7 82.1 78.1 86.4
Old : 62.6 83.1 86.4 92.4 59.7 82.1 78.1 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,892: 32,421 25,533 0 6,394 5,586 900 2,000 0 185 115 200: 600 64
Old : 39,892: 32,421 25,533 0 6,394 5,586 900 2,000 0 185 115 200: 600 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 593: -1,805 625 0 -2,505 2,398 0 25 0 -75 -25 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 64.0 0.0 16.0 14.0 2.3 5.0 0.0 0.5 0.3 0.5: 1.5 0.2
Old : 100.0: 81.3 64.0 0.0 16.0 14.0 2.3 5.0 0.0 0.5 0.3 0.5: 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 : 53.8 46.5 76.6 68.3 35.3 26.8 45.7 39.9
Old : 53.8 46.5 76.6 68.3 35.3 26.8 45.7 39.9
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,652: 51,045 58,532 5,142 1,195 2,560 150 0 0 3,337 200 0: 418 165
Old : 62,652: 51,045 58,532 5,142 1,195 2,560 150 0 0 3,337 200 0: 418 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,698: -2,574 -3,688 -236 610 -610 -50 0 0 -183 0 0: -45 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 93.4 8.2 1.9 4.1 0.2 0.0 0.0 5.3 0.3 0.0: 0.7 0.3
Old : 100.0: 81.5 93.4 8.2 1.9 4.1 0.2 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 : 32: 20 15 . . . . 0 0 . . 0:
Old : 32: 20 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 89.4 76.0 96.4 53.8 84.4 72.5 87.5
Old : 56.5 89.4 76.0 96.4 53.8 84.4 72.5 87.5
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,818: 55,700 59,263 6,867 3,365 1,980 175 0 0 3,844 4,150 60: 192 0
Old : 68,818: 55,700 59,263 6,867 3,365 1,980 175 0 0 3,844 4,150 60: 192 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,825: -3,515 -4,375 -566 390 -390 -50 0 0 -344 -450 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 86.1 10.0 4.9 2.9 0.3 0.0 0.0 5.6 6.0 0.1: 0.3 0.0
Old : 100.0: 80.9 86.1 10.0 4.9 2.9 0.3 0.0 0.0 5.6 6.0 0.1: 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 : 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 : 55.0 79.0 76.7 95.5 50.0 76.5 69.1 84.9
Old : 55.0 79.0 76.7 95.5 50.0 76.5 69.1 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,694: 67,860 79,100 10,731 2,196 3,338 0 290 159 4,210 1,307 304: 92 0
Old : 86,694: 67,860 79,100 10,731 2,196 3,338 0 290 159 4,210 1,307 304: 92 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -5,266: -5,134 -4,685 -253 -273 85 0 278 -66 75 -599 -6: 33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 91.2 12.4 2.5 3.9 0.0 0.3 0.2 4.9 1.5 0.4: 0.1 0.0
Old : 100.0: 78.3 91.2 12.4 2.5 3.9 0.0 0.3 0.2 4.9 1.5 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 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 : 62.1 54.7 77.3 79.6 60.5 51.1 73.3 70.2
Old : 62.1 54.7 77.3 79.6 60.5 51.1 73.3 70.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,377: 85,647 92,574 11,637 4,309 4,917 0 2,539 546 6,009 4,023 1,459: 162 10
Old : 110,377: 85,647 92,574 11,637 4,309 4,917 0 2,539 546 6,009 4,023 1,459: 162 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -6,916: -6,142 -5,443 -766 -611 154 0 6 -235 -140 -946 150: 64 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 83.9 10.5 3.9 4.5 0.0 2.3 0.5 5.4 3.6 1.3: 0.1 0.0
Old : 100.0: 77.6 83.9 10.5 3.9 4.5 0.0 2.3 0.5 5.4 3.6 1.3: 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 : 54: 22 28 . . 4 0 8 . . 6 4:
Old : 54: 22 28 . . 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 : 55.5 51.1 74.5 74.3 53.9 45.8 66.9 60.8
Old : 55.5 51.1 74.5 74.3 53.9 45.8 66.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,935: 43,757 45,135 5,130 852 2,528 0 1,215 225 150 1,825 125: 20 30
Old : 51,935: 43,757 45,135 5,130 852 2,528 0 1,215 225 150 1,825 125: 20 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,251: -3,564 -4,036 -515 327 -252 0 45 -45 50 -350 75: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 86.9 9.9 1.6 4.9 0.0 2.3 0.4 0.3 3.5 0.2: 0.0 0.1
Old : 100.0: 84.3 86.9 9.9 1.6 4.9 0.0 2.3 0.4 0.3 3.5 0.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . . . 0 . . . . .:
Old : 28: 14 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 : 78.6 84.9 95.2 93.8 78.0 81.4 91.1 89.1
Old : 78.6 84.9 95.2 93.8 78.0 81.4 91.1 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,760: 40,370 45,000 6,285 0 1,080 0 0 0 25 1,680 0: 0 0
Old : 47,760: 40,370 45,000 6,285 0 1,080 0 0 0 25 1,680 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,393: -2,050 -1,850 -325 0 -18 0 0 0 0 -525 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 94.2 13.2 0.0 2.3 0.0 0.0 0.0 0.1 3.5 0.0: 0.0 0.0
Old : 100.0: 84.5 94.2 13.2 0.0 2.3 0.0 0.0 0.0 0.1 3.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 8 . 0 . 0 0 0 . 4 0:
Old : 23: 10 8 . 0 . 0 0 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 95.0 97.8 98.0 79.3 92.5 95.3 95.3
Old : 79.3 95.0 97.8 98.0 79.3 92.5 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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,815: 47,957 56,747 6,395 0 3,244 700 150 250 1,768 0 201: 300 223
Old : 60,815: 47,957 56,747 6,395 0 3,244 700 150 250 1,768 0 201: 300 223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 193: 226 415 -119 0 -119 0 0 -50 310 0 -25: -30 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 93.3 10.5 0.0 5.3 1.2 0.2 0.4 2.9 0.0 0.3: 0.5 0.4
Old : 100.0: 78.9 93.3 10.5 0.0 5.3 1.2 0.2 0.4 2.9 0.0 0.3: 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 18 . 0 . . . . . 0 .:
Old : 29: 18 18 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 84.9 75.2 92.4 46.1 82.2 68.2 83.6
Old : 51.7 84.9 75.2 92.4 46.1 82.2 68.2 83.6
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,507: 41,795 52,916 6,823 641 1,853 2,630 75 3,660 2,279 0 122: 345 240
Old : 59,507: 41,795 52,916 6,823 641 1,853 2,630 75 3,660 2,279 0 122: 345 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 525: 655 -909 1,339 0 -574 -3,205 0 2,065 314 0 -61: -8 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 88.9 11.5 1.1 3.1 4.4 0.1 6.2 3.8 0.0 0.2: 0.6 0.4
Old : 100.0: 70.2 88.9 11.5 1.1 3.1 4.4 0.1 6.2 3.8 0.0 0.2: 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: 20 21 . . . 4 . . . 0 .:
Old : 35: 20 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 : 54.7 73.9 75.8 84.9 49.7 68.8 65.2 74.8
Old : 54.7 73.9 75.8 84.9 49.7 68.8 65.2 74.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 30,323: 15,844 29,859 13,978 0 60 0 258 80 205 0 0: 156 66
Old : 30,323: 15,844 29,859 13,978 0 60 0 258 80 205 0 0: 156 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,792: -1,499 -1,762 -199 0 0 0 -10 0 -70 0 0: -24 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 98.5 46.1 0.0 0.2 0.0 0.9 0.3 0.7 0.0 0.0: 0.5 0.2
Old : 100.0: 52.3 98.5 46.1 0.0 0.2 0.0 0.9 0.3 0.7 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 4 0 . 0 . . . 0 0:
Old : 22: 12 11 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 : 62.9 88.5 79.8 98.3 62.8 84.5 78.3 88.9
Old : 62.9 88.5 79.8 98.3 62.8 84.5 78.3 88.9
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 28,627: 15,653 28,332 12,693 0 50 0 200 0 30 45 0: 201 0
Old : 28,627: 15,653 28,332 12,693 0 50 0 200 0 30 45 0: 201 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,077: -785 -1,017 63 0 0 0 -60 0 -30 0 0: -325 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 99.0 44.3 0.0 0.2 0.0 0.7 0.0 0.1 0.2 0.0: 0.7 0.0
Old : 100.0: 54.7 99.0 44.3 0.0 0.2 0.0 0.7 0.0 0.1 0.2 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 4 0 . 0 . 0 . . 0:
Old : 24: 13 11 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 : 62.7 88.2 80.9 98.0 61.8 84.0 79.0 88.8
Old : 62.7 88.2 80.9 98.0 61.8 84.0 79.0 88.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,714: 27,314 24,263 2,475 1,210 982 0 3,665 879 209 911 780: 75 24
Old : 32,714: 27,314 24,263 2,475 1,210 982 0 3,665 879 209 911 780: 75 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,125: -1,496 -1,788 -197 -230 198 0 -55 0 -6 59 -324: -300 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 74.2 7.6 3.7 3.0 0.0 11.2 2.7 0.6 2.8 2.4: 0.2 0.1
Old : 100.0: 83.5 74.2 7.6 3.7 3.0 0.0 11.2 2.7 0.6 2.8 2.4: 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 : 37: 19 17 4 . . 0 . . . . .:
Old : 37: 19 17 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 : 65.9 54.3 83.4 73.0 58.9 50.6 74.3 65.8
Old : 65.9 54.3 83.4 73.0 58.9 50.6 74.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,348: 17,190 18,530 2,359 0 178 0 785 590 213 615 437: 381 213
Old : 21,348: 17,190 18,530 2,359 0 178 0 785 590 213 615 437: 381 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,425: -1,135 -1,401 -452 0 100 0 -155 130 157 -10 -157: -68 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 86.8 11.1 0.0 0.8 0.0 3.7 2.8 1.0 2.9 2.0: 1.8 1.0
Old : 100.0: 80.5 86.8 11.1 0.0 0.8 0.0 3.7 2.8 1.0 2.9 2.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 15 . 0 . 0 . . . . .:
Old : 26: 12 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 : 77.9 70.4 90.8 83.5 77.0 69.8 85.5 82.1
Old : 77.9 70.4 90.8 83.5 77.0 69.8 85.5 82.1
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,501: 40,818 34,631 3,824 11,029 1,564 4,781 3,740 925 755 846 751: 83 15
Old : 53,501: 40,818 34,631 3,824 11,029 1,564 4,781 3,740 925 755 846 751: 83 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,040: -1,187 -327 -769 -600 681 25 -281 -360 227 -487 344: -1 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 64.7 7.1 20.6 2.9 8.9 7.0 1.7 1.4 1.6 1.4: 0.2 0.0
Old : 100.0: 76.3 64.7 7.1 20.6 2.9 8.9 7.0 1.7 1.4 1.6 1.4: 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 : 41: 22 23 . . 4 . . . . . 4:
Old : 41: 22 23 . . 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 53.4 74.8 75.1 45.6 49.3 57.0 61.6
Old : 60.4 53.4 74.8 75.1 45.6 49.3 57.0 61.6
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,166: 31,845 18,677 1,557 13,209 1,640 0 375 480 45 1,342 313: 286 130
Old : 36,166: 31,845 18,677 1,557 13,209 1,640 0 375 480 45 1,342 313: 286 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -608: -551 -704 -683 -16 250 0 -225 100 0 -305 292: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 51.6 4.3 36.5 4.5 0.0 1.0 1.3 0.1 3.7 0.9: 0.8 0.4
Old : 100.0: 88.1 51.6 4.3 36.5 4.5 0.0 1.0 1.3 0.1 3.7 0.9: 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 : 63.6 63.1 80.4 80.4 51.7 58.9 62.3 66.9
Old : 63.6 63.1 80.4 80.4 51.7 58.9 62.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,992: 10,801 17,237 5,556 0 2,415 625 225 0 300 0 100: 195 15
Old : 19,992: 10,801 17,237 5,556 0 2,415 625 225 0 300 0 100: 195 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -498: 10 -454 -858 0 165 334 75 -209 50 -100 25: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 86.2 27.8 0.0 12.1 3.1 1.1 0.0 1.5 0.0 0.5: 1.0 0.1
Old : 100.0: 54.0 86.2 27.8 0.0 12.1 3.1 1.1 0.0 1.5 0.0 0.5: 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 : 25: 13 14 . 0 . . . 0 . 0 .:
Old : 25: 13 14 . 0 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 82.2 87.2 92.1 56.0 74.6 71.8 79.3
Old : 69.3 82.2 87.2 92.1 56.0 74.6 71.8 79.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,212: 10,627 11,660 753 400 577 0 75 25 770 75 400: 60 0
Old : 13,212: 10,627 11,660 753 400 577 0 75 25 770 75 400: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -960: -724 -915 39 5 0 0 -25 25 -300 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 88.3 5.7 3.0 4.4 0.0 0.6 0.2 5.8 0.6 3.0: 0.5 0.0
Old : 100.0: 80.4 88.3 5.7 3.0 4.4 0.0 0.6 0.2 5.8 0.6 3.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . . . 0 . . . . .:
Old : 23: 12 8 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 82.3 82.9 93.4 47.4 79.4 68.7 82.0
Old : 57.2 82.3 82.9 93.4 47.4 79.4 68.7 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,437: 12,135 11,880 715 300 507 0 925 25 270 75 725: 60 0
Old : 14,437: 12,135 11,880 715 300 507 0 925 25 270 75 725: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,420: -1,290 -940 105 55 -60 0 -450 25 -200 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 82.3 5.0 2.1 3.5 0.0 6.4 0.2 1.9 0.5 5.0: 0.4 0.0
Old : 100.0: 84.1 82.3 5.0 2.1 3.5 0.0 6.4 0.2 1.9 0.5 5.0: 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 : 25: 12 9 . . . 0 . . . . .:
Old : 25: 12 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 79.4 80.5 91.3 48.1 76.5 68.6 80.8
Old : 55.2 79.4 80.5 91.3 48.1 76.5 68.6 80.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,995: 10,030 15,175 7,695 3,255 135 25 0 0 1,780 1,100 305: 25 25
Old : 19,995: 10,030 15,175 7,695 3,255 135 25 0 0 1,780 1,100 305: 25 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,859: -1,455 -925 -309 -779 0 0 0 0 -85 -150 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 75.9 38.5 16.3 0.7 0.1 0.0 0.0 8.9 5.5 1.5: 0.1 0.1
Old : 100.0: 50.2 75.9 38.5 16.3 0.7 0.1 0.0 0.0 8.9 5.5 1.5: 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 : 29: 13 12 . . . . 0 0 . . .:
Old : 29: 13 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 60.6 88.0 83.1 64.6 54.5 80.6 75.9
Old : 67.0 60.6 88.0 83.1 64.6 54.5 80.6 75.9
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,206: 8,832 14,485 8,135 3,230 146 25 0 0 1,825 1,100 220: 23 25
Old : 19,206: 8,832 14,485 8,135 3,230 146 25 0 0 1,825 1,100 220: 23 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,669: -1,319 -740 -297 -774 0 0 0 0 -45 -150 0: -8 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 75.4 42.4 16.8 0.8 0.1 0.0 0.0 9.5 5.7 1.1: 0.1 0.1
Old : 100.0: 46.0 75.4 42.4 16.8 0.8 0.1 0.0 0.0 9.5 5.7 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 : 28: 12 12 . . . . 0 0 . . .:
Old : 28: 12 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 60.2 88.1 83.1 66.4 53.3 80.8 75.4
Old : 69.2 60.2 88.1 83.1 66.4 53.3 80.8 75.4
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,761: 30,481 40,431 9,309 1,700 1,870 850 0 0 1,725 425 2,335: 191 0
Old : 46,761: 30,481 40,431 9,309 1,700 1,870 850 0 0 1,725 425 2,335: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,806: -2,461 -2,996 148 0 -735 0 0 0 -840 -75 0: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 86.5 19.9 3.6 4.0 1.8 0.0 0.0 3.7 0.9 5.0: 0.4 0.0
Old : 100.0: 65.2 86.5 19.9 3.6 4.0 1.8 0.0 0.0 3.7 0.9 5.0: 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 : 33: 17 12 4 . . . 0 0 . . .:
Old : 33: 17 12 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 : 62.5 75.5 82.6 92.6 57.7 68.7 70.8 80.0
Old : 62.5 75.5 82.6 92.6 57.7 68.7 70.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,479: 30,480 40,422 9,260 1,769 1,663 835 0 15 1,915 500 2,110: 201 0
Old : 46,479: 30,480 40,422 9,260 1,769 1,663 835 0 15 1,915 500 2,110: 201 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,541: -2,455 -3,031 -10 6 -441 0 0 0 -650 -10 -65: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 87.0 19.9 3.8 3.6 1.8 0.0 0.0 4.1 1.1 4.5: 0.4 0.0
Old : 100.0: 65.6 87.0 19.9 3.8 3.6 1.8 0.0 0.0 4.1 1.1 4.5: 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 : 34: 17 12 . . . . 0 . . . .:
Old : 34: 17 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 : 62.9 76.8 81.9 91.7 58.5 70.0 71.6 80.2
Old : 62.9 76.8 81.9 91.7 58.5 70.0 71.6 80.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,260: 101,039 86,055 18,000 23,517 2,108 515 1,490 310 2,461 11,075 705: 122 0
Old : 125,260: 101,039 86,055 18,000 23,517 2,108 515 1,490 310 2,461 11,075 705: 122 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -5,743: -3,714 -4,097 -1,156 -456 41 -105 50 -25 -485 -1,169 -65: -234 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 68.7 14.4 18.8 1.7 0.4 1.2 0.2 2.0 8.8 0.6: 0.1 0.0
Old : 100.0: 80.7 68.7 14.4 18.8 1.7 0.4 1.2 0.2 2.0 8.8 0.6: 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 : 51: 30 25 . . 4 . . . 5 4 5:
Old : 51: 30 25 . . 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 : 40.1 50.6 65.4 76.8 36.4 46.9 52.5 63.4
Old : 40.1 50.6 65.4 76.8 36.4 46.9 52.5 63.4
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,463: 108,932 92,223 19,999 26,372 1,220 1,050 1,320 450 1,525 11,661 1,162: 125 55
Old : 134,463: 108,932 92,223 19,999 26,372 1,220 1,050 1,320 450 1,525 11,661 1,162: 125 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -8,104: -6,682 -6,004 -1,299 -940 400 -225 30 -65 -260 -1,482 -33: 60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 68.6 14.9 19.6 0.9 0.8 1.0 0.3 1.1 8.7 0.9: 0.1 0.0
Old : 100.0: 81.0 68.6 14.9 19.6 0.9 0.8 1.0 0.3 1.1 8.7 0.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 32 26 . . 4 . . . . 7 6:
Old : 56: 32 26 . . 4 . . . . 7 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 : 38.3 49.9 63.4 77.4 35.8 47.0 54.6 64.4
Old : 38.3 49.9 63.4 77.4 35.8 47.0 54.6 64.4
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 467,626: 280,280 288,784 23,256 11,111 85,037 8,962 14,478 33,405 9,899 8,223 25,979: 808 609
Old : 467,626: 280,280 288,784 23,256 11,111 85,037 8,962 14,478 33,405 9,899 8,223 25,979: 808 609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -15,734: -10,878 -11,701 -3,981 -3,024 -142 -836 254 -83 422 -1,000 -211: -24 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 61.8 5.0 2.4 18.2 1.9 3.1 7.1 2.1 1.8 5.6: 0.2 0.1
Old : 100.0: 59.9 61.8 5.0 2.4 18.2 1.9 3.1 7.1 2.1 1.8 5.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 37 34 . . 6 6 12 5 14 9 13:
Old : 88: 37 34 . . 6 6 12 5 14 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 38.2 60.6 62.6 15.9 16.2 20.6 21.7
Old : 40.8 38.2 60.6 62.6 15.9 16.2 20.6 21.7
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,181: 11,191 17,141 2,650 495 435 635 0 0 3,095 25 75: 100 10
Old : 18,181: 11,191 17,141 2,650 495 435 635 0 0 3,095 25 75: 100 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -760: -583 -755 -60 30 -10 -65 0 0 -30 -25 0: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 94.3 14.6 2.7 2.4 3.5 0.0 0.0 17.0 0.1 0.4: 0.6 0.1
Old : 100.0: 61.6 94.3 14.6 2.7 2.4 3.5 0.0 0.0 17.0 0.1 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 : 26: 17 7 . . . . 0 0 . . .:
Old : 26: 17 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 92.8 76.6 99.5 53.7 88.8 76.3 93.1
Old : 54.0 92.8 76.6 99.5 53.7 88.8 76.3 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,144: 10,246 16,027 2,766 0 557 0 490 10 3,390 25 35: 140 0
Old : 17,144: 10,246 16,027 2,766 0 557 0 490 10 3,390 25 35: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -503: -445 -403 -95 0 35 0 -100 0 35 -25 -10: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 93.5 16.1 0.0 3.2 0.0 2.9 0.1 19.8 0.1 0.2: 0.8 0.0
Old : 100.0: 59.8 93.5 16.1 0.0 3.2 0.0 2.9 0.1 19.8 0.1 0.2: 0.8 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 : 24: 15 6 . 0 . 0 . . . . .:
Old : 24: 15 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 : 56.3 93.2 79.8 99.7 56.2 89.7 77.6 92.0
Old : 56.3 93.2 79.8 99.7 56.2 89.7 77.6 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 7,035: 5,475 4,970 110 70 155 0 60 65 285 1,100 105: 840 510
Old : 7,035: 5,475 4,970 110 70 155 0 60 65 285 1,100 105: 840 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 70.6 1.6 1.0 2.2 0.0 0.9 0.9 4.1 15.6 1.5: 11.9 7.2
Old : 100.0: 77.8 70.6 1.6 1.0 2.2 0.0 0.9 0.9 4.1 15.6 1.5: 11.9 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 : 34: 22 19 . . . 0 . . . 5 .:
Old : 34: 22 19 . . . 0 . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 34.0 57.6 53.4 30.5 30.4 46.4 46.9
Old : 36.2 34.0 57.6 53.4 30.5 30.4 46.4 46.9
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,706: 33,311 31,033 3,960 5,400 600 0 888 1,475 0 0 0: 7,360 7,310
Old : 46,706: 33,311 31,033 3,960 5,400 600 0 888 1,475 0 0 0: 7,360 7,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -653: -1,943 -1,381 960 -320 -20 0 708 0 0 0 0: 350 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 66.4 8.5 11.6 1.3 0.0 1.9 3.2 0.0 0.0 0.0: 15.8 15.7
Old : 100.0: 71.3 66.4 8.5 11.6 1.3 0.0 1.9 3.2 0.0 0.0 0.0: 15.8 15.7
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 : 69.6 45.7 79.3 66.4 61.3 44.7 66.8 61.3
Old : 69.6 45.7 79.3 66.4 61.3 44.7 66.8 61.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,462: 30,481 28,665 4,330 3,960 255 0 2,255 370 0 0 0: 6,026 5,957
Old : 41,462: 30,481 28,665 4,330 3,960 255 0 2,255 370 0 0 0: 6,026 5,957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,365: -2,667 -1,655 1,615 -440 15 0 1,015 -290 0 0 0: -38 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 69.1 10.4 9.6 0.6 0.0 5.4 0.9 0.0 0.0 0.0: 14.5 14.4
Old : 100.0: 73.5 69.1 10.4 9.6 0.6 0.0 5.4 0.9 0.0 0.0 0.0: 14.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.4 44.3 82.4 67.2 66.3 43.7 71.7 64.2
Old : 73.4 44.3 82.4 67.2 66.3 43.7 71.7 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,545: 6,205 18,650 13,410 460 2,050 750 1,350 265 325 0 175: 2,365 2,595
Old : 25,545: 6,205 18,650 13,410 460 2,050 750 1,350 265 325 0 175: 2,365 2,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -271: -584 60 594 -245 120 -50 230 -265 75 0 -75: -86 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 73.0 52.5 1.8 8.0 2.9 5.3 1.0 1.3 0.0 0.7: 9.3 10.2
Old : 100.0: 24.3 73.0 52.5 1.8 8.0 2.9 5.3 1.0 1.3 0.0 0.7: 9.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . . . . . . . 0 .:
Old : 22: 11 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 : 75.4 59.8 85.8 80.0 66.6 56.0 68.8 67.3
Old : 75.4 59.8 85.8 80.0 66.6 56.0 68.8 67.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,090: 3,880 16,175 12,300 0 1,935 825 950 250 300 0 0: 1,600 1,780
Old : 21,090: 3,880 16,175 12,300 0 1,935 825 950 250 300 0 0: 1,600 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 375: -160 605 995 0 -180 -100 130 -130 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 76.7 58.3 0.0 9.2 3.9 4.5 1.2 1.4 0.0 0.0: 7.6 8.4
Old : 100.0: 18.4 76.7 58.3 0.0 9.2 3.9 4.5 1.2 1.4 0.0 0.0: 7.6 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 : 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 : 83.7 60.9 90.4 79.4 67.0 57.3 70.0 67.7
Old : 83.7 60.9 90.4 79.4 67.0 57.3 70.0 67.7
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,566: 14,296 14,123 1,988 11,231 900 10,160 155 2,895 0 1,150 0: 2,327 2,112
Old : 32,566: 14,296 14,123 1,988 11,231 900 10,160 155 2,895 0 1,150 0: 2,327 2,112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -141: 480 -477 -287 1,410 -80 500 -240 -500 0 0 0: -254 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 43.4 6.1 34.5 2.8 31.2 0.5 8.9 0.0 3.5 0.0: 7.1 6.5
Old : 100.0: 43.9 43.4 6.1 34.5 2.8 31.2 0.5 8.9 0.0 3.5 0.0: 7.1 6.5
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 : 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 : 60.4 69.5 79.2 81.4 46.8 58.2 58.2 62.1
Old : 60.4 69.5 79.2 81.4 46.8 58.2 58.2 62.1
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,109: 7,860 11,028 2,518 5,420 570 6,580 195 3,420 0 425 0: 1,161 1,051
Old : 22,109: 7,860 11,028 2,518 5,420 570 6,580 195 3,420 0 425 0: 1,161 1,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -966: 966 -91 -217 1,470 -1,500 390 -250 -390 0 0 0: -215 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 49.9 11.4 24.5 2.6 29.8 0.9 15.5 0.0 1.9 0.0: 5.3 4.8
Old : 100.0: 35.6 49.9 11.4 24.5 2.6 29.8 0.9 15.5 0.0 1.9 0.0: 5.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 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 : 70.0 72.0 86.2 86.1 52.6 49.5 55.7 55.2
Old : 70.0 72.0 86.2 86.1 52.6 49.5 55.7 55.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,797: 28,730 29,587 17,943 25,505 1,260 7,085 3,475 2,600 5,180 0 1,690: 13,309 13,680
Old : 77,797: 28,730 29,587 17,943 25,505 1,260 7,085 3,475 2,600 5,180 0 1,690: 13,309 13,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,855: 638 -2,595 -70 1,220 0 -1,355 -15 -60 -620 0 600: -988 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 38.0 23.1 32.8 1.6 9.1 4.5 3.3 6.7 0.0 2.2: 17.1 17.6
Old : 100.0: 36.9 38.0 23.1 32.8 1.6 9.1 4.5 3.3 6.7 0.0 2.2: 17.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 17 . . . . . . . 0 .:
Old : 28: 13 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 : 67.5 43.1 77.4 59.8 60.4 42.4 65.6 56.0
Old : 67.5 43.1 77.4 59.8 60.4 42.4 65.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,043: 27,652 26,491 18,965 25,200 1,260 7,460 3,235 1,885 1,265 0 2,060: 12,496 12,912
Old : 73,043: 27,652 26,491 18,965 25,200 1,260 7,460 3,235 1,885 1,265 0 2,060: 12,496 12,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,346: -106 -2,101 -355 885 0 -1,040 -90 -75 175 0 -175: -770 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 36.3 26.0 34.5 1.7 10.2 4.4 2.6 1.7 0.0 2.8: 17.1 17.7
Old : 100.0: 37.9 36.3 26.0 34.5 1.7 10.2 4.4 2.6 1.7 0.0 2.8: 17.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.6 45.5 75.2 60.9 59.0 43.0 64.2 54.8
Old : 65.6 45.5 75.2 60.9 59.0 43.0 64.2 54.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,940: 11,112 8,153 2,800 1,554 1,506 1,415 6,450 335 1,000 725 2,065: 3,707 3,152
Old : 23,940: 11,112 8,153 2,800 1,554 1,506 1,415 6,450 335 1,000 725 2,065: 3,707 3,152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,971: -1,315 -529 -320 -281 0 -120 -650 70 -25 -340 0: -261 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 34.1 11.7 6.5 6.3 5.9 26.9 1.4 4.2 3.0 8.6: 15.5 13.2
Old : 100.0: 46.4 34.1 11.7 6.5 6.3 5.9 26.9 1.4 4.2 3.0 8.6: 15.5 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 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 : 39.3 59.1 62.8 80.7 34.9 49.4 53.9 62.2
Old : 39.3 59.1 62.8 80.7 34.9 49.4 53.9 62.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,085: 10,152 8,128 2,500 1,349 1,048 1,375 7,650 325 2,400 25 1,515: 3,770 3,045
Old : 23,085: 10,152 8,128 2,500 1,349 1,048 1,375 7,650 325 2,400 25 1,515: 3,770 3,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,606: -1,130 -404 -250 -231 0 -75 -650 75 190 0 -240: -176 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 35.2 10.8 5.8 4.5 6.0 33.1 1.4 10.4 0.1 6.6: 16.3 13.2
Old : 100.0: 44.0 35.2 10.8 5.8 4.5 6.0 33.1 1.4 10.4 0.1 6.6: 16.3 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 41.2 59.7 66.1 81.2 34.0 56.3 56.3 67.1
Old : 41.2 59.7 66.1 81.2 34.0 56.3 56.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,542: 13,379 30,327 2,147 8,055 465 15,475 0 0 7,505 0 0: 4,571 4,695
Old : 43,542: 13,379 30,327 2,147 8,055 465 15,475 0 0 7,505 0 0: 4,571 4,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,310: -475 -2,462 -275 -495 0 -1,615 0 0 -590 0 0: -355 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 69.6 4.9 18.5 1.1 35.5 0.0 0.0 17.2 0.0 0.0: 10.5 10.8
Old : 100.0: 30.7 69.6 4.9 18.5 1.1 35.5 0.0 0.0 17.2 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 : 63.7 75.4 83.1 85.6 63.0 75.4 78.2 82.0
Old : 63.7 75.4 83.1 85.6 63.0 75.4 78.2 82.0
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,010: 14,371 28,827 1,370 9,840 485 15,275 0 0 7,355 0 0: 5,154 4,858
Old : 44,010: 14,371 28,827 1,370 9,840 485 15,275 0 0 7,355 0 0: 5,154 4,858
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,691: -265 -1,895 -240 -395 0 -1,190 0 0 -590 0 0: -406 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 65.5 3.1 22.4 1.1 34.7 0.0 0.0 16.7 0.0 0.0: 11.7 11.0
Old : 100.0: 32.7 65.5 3.1 22.4 1.1 34.7 0.0 0.0 16.7 0.0 0.0: 11.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 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 : 62.3 77.6 83.5 85.6 61.6 77.6 81.2 84.3
Old : 62.3 77.6 83.5 85.6 61.6 77.6 81.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,500: 20,285 47,455 2,275 500 1,620 5,180 0 1,765 20,515 400 0: 3,860 3,760
Old : 55,500: 20,285 47,455 2,275 500 1,620 5,180 0 1,765 20,515 400 0: 3,860 3,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,170: -500 -1,645 -560 -50 150 -95 0 -260 -530 0 -25: -350 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 85.5 4.1 0.9 2.9 9.3 0.0 3.2 37.0 0.7 0.0: 7.0 6.8
Old : 100.0: 36.5 85.5 4.1 0.9 2.9 9.3 0.0 3.2 37.0 0.7 0.0: 7.0 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 : 30: 14 11 . . . 4 0 . . . 0:
Old : 30: 14 11 . . . 4 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 79.0 77.3 89.6 52.1 78.6 72.1 82.4
Old : 54.9 79.0 77.3 89.6 52.1 78.6 72.1 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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,860: 20,240 46,435 1,720 500 1,815 4,540 0 2,165 20,485 150 50: 3,845 3,745
Old : 54,860: 20,240 46,435 1,720 500 1,815 4,540 0 2,165 20,485 150 50: 3,845 3,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,760: -305 -1,220 -485 -50 150 -5 0 -310 -415 50 -50: -340 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 84.6 3.1 0.9 3.3 8.3 0.0 3.9 37.3 0.3 0.1: 7.0 6.8
Old : 100.0: 36.9 84.6 3.1 0.9 3.3 8.3 0.0 3.9 37.3 0.3 0.1: 7.0 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 : 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 : 55.3 78.0 76.9 90.0 52.7 77.7 72.3 81.7
Old : 55.3 78.0 76.9 90.0 52.7 77.7 72.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,880: 9,665 6,305 1,385 0 1,400 0 5,795 0 1,095 485 645: 1,690 1,250
Old : 15,880: 9,665 6,305 1,385 0 1,400 0 5,795 0 1,095 485 645: 1,690 1,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -170: 35 310 185 -35 -15 0 -305 0 -290 -60 0: -85 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 39.7 8.7 0.0 8.8 0.0 36.5 0.0 6.9 3.1 4.1: 10.6 7.9
Old : 100.0: 60.9 39.7 8.7 0.0 8.8 0.0 36.5 0.0 6.9 3.1 4.1: 10.6 7.9
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 7 . 0 . 0 4 0 . . .:
Old : 23: 13 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 : 53.2 55.3 78.6 84.1 45.8 55.3 66.3 75.4
Old : 53.2 55.3 78.6 84.1 45.8 55.3 66.3 75.4
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,380: 9,210 6,020 1,745 0 1,085 0 6,095 0 1,495 485 490: 1,355 1,205
Old : 15,380: 9,210 6,020 1,745 0 1,085 0 6,095 0 1,495 485 490: 1,355 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -250: 25 435 250 0 -75 0 -480 0 -365 -60 0: -85 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 39.1 11.3 0.0 7.1 0.0 39.6 0.0 9.7 3.2 3.2: 8.8 7.8
Old : 100.0: 59.9 39.1 11.3 0.0 7.1 0.0 39.6 0.0 9.7 3.2 3.2: 8.8 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 : 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 : 54.8 59.0 80.3 84.1 47.7 59.0 68.5 78.4
Old : 54.8 59.0 80.3 84.1 47.7 59.0 68.5 78.4
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,155: 31,530 30,310 1,700 2,625 2,465 3,130 20,905 1,475 18,595 1,275 745: 4,515 4,355
Old : 64,155: 31,530 30,310 1,700 2,625 2,465 3,130 20,905 1,475 18,595 1,275 745: 4,515 4,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,195: -1,120 -590 0 -165 -110 110 460 -660 540 -25 0: 45 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 47.2 2.6 4.1 3.8 4.9 32.6 2.3 29.0 2.0 1.2: 7.0 6.8
Old : 100.0: 49.1 47.2 2.6 4.1 3.8 4.9 32.6 2.3 29.0 2.0 1.2: 7.0 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 13 . . . . . . . . .:
Old : 31: 14 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 69.3 73.7 86.4 59.5 67.3 72.9 80.6
Old : 60.2 69.3 73.7 86.4 59.5 67.3 72.9 80.6
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,080: 31,295 29,370 2,175 1,485 2,850 2,830 20,780 1,625 15,940 1,275 1,150: 5,215 4,545
Old : 63,080: 31,295 29,370 2,175 1,485 2,850 2,830 20,780 1,625 15,940 1,275 1,150: 5,215 4,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,640: -1,180 -815 -500 -425 200 145 585 -760 725 -25 -180: -90 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 46.6 3.4 2.4 4.5 4.5 32.9 2.6 25.3 2.0 1.8: 8.3 7.2
Old : 100.0: 49.6 46.6 3.4 2.4 4.5 4.5 32.9 2.6 25.3 2.0 1.8: 8.3 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 : 30: 13 14 . . . . . . . . .:
Old : 30: 13 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 70.1 71.9 85.3 56.9 67.6 69.7 80.2
Old : 58.3 70.1 71.9 85.3 56.9 67.6 69.7 80.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,781: 33,592 18,275 0 11,742 2,430 15,525 50 1,755 125 19,345 65: 2,289 2,119
Old : 55,781: 33,592 18,275 0 11,742 2,430 15,525 50 1,755 125 19,345 65: 2,289 2,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,875: -1,011 165 0 -736 0 -505 0 -100 -25 -980 0: -234 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 32.8 0.0 21.1 4.4 27.8 0.1 3.1 0.2 34.7 0.1: 4.1 3.8
Old : 100.0: 60.2 32.8 0.0 21.1 4.4 27.8 0.1 3.1 0.2 34.7 0.1: 4.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.8 74.3 77.4 92.2 52.8 69.2 73.0 81.2
Old : 55.8 74.3 77.4 92.2 52.8 69.2 73.0 81.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,807: 28,811 18,460 0 11,931 1,758 11,800 0 1,655 125 10,650 300: 1,358 1,053
Old : 45,807: 28,811 18,460 0 11,931 1,758 11,800 0 1,655 125 10,650 300: 1,358 1,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,170: -498 85 0 -643 0 -480 0 -100 -25 -465 0: -67 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 40.3 0.0 26.0 3.8 25.8 0.0 3.6 0.3 23.2 0.7: 3.0 2.3
Old : 100.0: 62.9 40.3 0.0 26.0 3.8 25.8 0.0 3.6 0.3 23.2 0.7: 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 : 59.4 69.5 79.4 92.8 55.8 65.4 74.1 83.3
Old : 59.4 69.5 79.4 92.8 55.8 65.4 74.1 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,464: 90,832 84,523 15,917 270 7,696 449 12,835 6,960 1,675 11,235 2,190: 19,745 19,755
Old : 145,464: 90,832 84,523 15,917 270 7,696 449 12,835 6,960 1,675 11,235 2,190: 19,745 19,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -5,790: -2,694 -3,777 -1,393 -75 95 449 -1,171 -514 0 1,385 -410: -1,323 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 58.1 10.9 0.2 5.3 0.3 8.8 4.8 1.2 7.7 1.5: 13.6 13.6
Old : 100.0: 62.4 58.1 10.9 0.2 5.3 0.3 8.8 4.8 1.2 7.7 1.5: 13.6 13.6
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 : 43: 25 28 . . . . . . . 4 .:
Old : 43: 25 28 . . . . . . . 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 : 62.7 38.6 74.1 56.9 59.3 36.9 65.6 51.8
Old : 62.7 38.6 74.1 56.9 59.3 36.9 65.6 51.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,374: 82,936 79,047 20,812 0 5,664 2,274 8,345 5,840 1,425 20,055 1,115: 15,308 15,308
Old : 135,374: 82,936 79,047 20,812 0 5,664 2,274 8,345 5,840 1,425 20,055 1,115: 15,308 15,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,535: -2,328 -3,477 -1,344 0 125 615 -435 -615 50 925 -100: -938 -958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 58.4 15.4 0.0 4.2 1.7 6.2 4.3 1.1 14.8 0.8: 11.3 11.3
Old : 100.0: 61.3 58.4 15.4 0.0 4.2 1.7 6.2 4.3 1.1 14.8 0.8: 11.3 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 : 42: 21 27 . 0 . . . . . 4 .:
Old : 42: 21 27 . 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 : 63.1 42.2 77.8 59.8 58.3 40.4 68.4 55.9
Old : 63.1 42.2 77.8 59.8 58.3 40.4 68.4 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,495: 18,380 19,290 14,770 9,640 450 1,270 625 2,280 0 4,870 0: 3,345 3,340
Old : 40,495: 18,380 19,290 14,770 9,640 450 1,270 625 2,280 0 4,870 0: 3,345 3,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,645: -865 -1,275 135 160 -800 -310 -125 145 0 200 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 47.6 36.5 23.8 1.1 3.1 1.5 5.6 0.0 12.0 0.0: 8.3 8.2
Old : 100.0: 45.4 47.6 36.5 23.8 1.1 3.1 1.5 5.6 0.0 12.0 0.0: 8.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . 0 . 0:
Old : 26: 13 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 46.5 81.8 70.4 63.9 44.9 73.4 65.4
Old : 65.5 46.5 81.8 70.4 63.9 44.9 73.4 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,710: 15,550 16,585 12,850 7,615 1,010 670 0 3,700 0 4,920 0: 2,930 2,880
Old : 36,710: 15,550 16,585 12,850 7,615 1,010 670 0 3,700 0 4,920 0: 2,930 2,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,140: 285 -1,165 -830 110 -245 -300 0 260 0 200 0: -310 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 45.2 35.0 20.7 2.8 1.8 0.0 10.1 0.0 13.4 0.0: 8.0 7.8
Old : 100.0: 42.4 45.2 35.0 20.7 2.8 1.8 0.0 10.1 0.0 13.4 0.0: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.3 45.8 78.1 68.6 55.2 42.1 60.6 57.0
Old : 62.3 45.8 78.1 68.6 55.2 42.1 60.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,460: 14,595 18,225 0 11,130 1,960 11,755 0 795 2,700 0 300: 1,355 1,050
Old : 33,460: 14,595 18,225 0 11,130 1,960 11,755 0 795 2,700 0 300: 1,355 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 1,865: 2,540 -415 0 2,425 30 -535 0 -100 0 0 0: -70 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 54.5 0.0 33.3 5.9 35.1 0.0 2.4 8.1 0.0 0.9: 4.0 3.1
Old : 100.0: 43.6 54.5 0.0 33.3 5.9 35.1 0.0 2.4 8.1 0.0 0.9: 4.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 0 . . . 0 . . 0 .:
Old : 22: 12 11 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 74.1 87.7 87.2 64.3 68.1 78.2 80.1
Old : 68.1 74.1 87.7 87.2 64.3 68.1 78.2 80.1
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,227: 62,753 50,388 1,555 8,395 9,470 1,075 11,290 4,730 4,630 0 0: 18,014 17,954
Old : 102,227: 62,753 50,388 1,555 8,395 9,470 1,075 11,290 4,730 4,630 0 0: 18,014 17,954
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,765: -2,752 -2,367 -315 -580 -1,090 450 305 -605 -25 0 0: -428 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 49.3 1.5 8.2 9.3 1.1 11.0 4.6 4.5 0.0 0.0: 17.6 17.6
Old : 100.0: 61.4 49.3 1.5 8.2 9.3 1.1 11.0 4.6 4.5 0.0 0.0: 17.6 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 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 : 36.2 43.9 52.2 60.9 30.2 31.9 41.2 41.4
Old : 36.2 43.9 52.2 60.9 30.2 31.9 41.2 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,128: 50,405 35,745 0 18,175 4,973 350 1,880 9,250 4,660 0 0: 15,490 15,105
Old : 85,128: 50,405 35,745 0 18,175 4,973 350 1,880 9,250 4,660 0 0: 15,490 15,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,250: -3,670 -1,625 0 -2,250 75 -25 55 -415 -125 0 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 42.0 0.0 21.4 5.8 0.4 2.2 10.9 5.5 0.0 0.0: 18.2 17.7
Old : 100.0: 59.2 42.0 0.0 21.4 5.8 0.4 2.2 10.9 5.5 0.0 0.0: 18.2 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 0 . . . . . . 0 0:
Old : 31: 17 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 : 46.3 46.0 64.9 64.8 31.1 34.5 42.4 42.1
Old : 46.3 46.0 64.9 64.8 31.1 34.5 42.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2019