COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 21,782: 10,113 11,449 1,102 387 1,345 677 2,699 508 5,699 2,950 1,709: 629 735
Old : 21,782: 10,113 11,449 1,102 387 1,345 677 2,699 508 5,699 2,950 1,709: 629 735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 644: 581 329 -51 23 -110 0 165 0 73 80 163: -12 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 52.6 5.1 1.8 6.2 3.1 12.4 2.3 26.2 13.5 7.8: 2.9 3.4
Old : 100.0: 46.4 52.6 5.1 1.8 6.2 3.1 12.4 2.3 26.2 13.5 7.8: 2.9 3.4
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 : 36: 12 14 4 . 4 . 4 . 5 6 7:
Old : 36: 12 14 4 . 4 . 4 . 5 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 45.5 65.6 65.6 32.8 31.8 42.4 41.5
Old : 47.5 45.5 65.6 65.6 32.8 31.8 42.4 41.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,311: 19,350 20,177 0 2,957 5,206 3,815 395 1,510 593 508 3,452: 385 106
Old : 34,311: 19,350 20,177 0 2,957 5,206 3,815 395 1,510 593 508 3,452: 385 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 96: 25 62 0 23 -6 12 -12 -8 63 26 11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 58.8 0.0 8.6 15.2 11.1 1.2 4.4 1.7 1.5 10.1: 1.1 0.3
Old : 100.0: 56.4 58.8 0.0 8.6 15.2 11.1 1.2 4.4 1.7 1.5 10.1: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 26 25 0 . . . . 4 7 4 11:
Old : 46: 26 25 0 . . . . 4 7 4 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 : 46.4 45.4 68.2 67.0 26.8 24.0 31.9 29.1
Old : 46.4 45.4 68.2 67.0 26.8 24.0 31.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 39,691: 24,301 35,347 5,968 0 2,637 28 910 227 6,055 125 445: 30 0
Old : 39,691: 24,301 35,347 5,968 0 2,637 28 910 227 6,055 125 445: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 691: 866 584 -645 0 39 -20 -184 227 145 -50 75: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 89.1 15.0 0.0 6.6 0.1 2.3 0.6 15.3 0.3 1.1: 0.1 0.0
Old : 100.0: 61.2 89.1 15.0 0.0 6.6 0.1 2.3 0.6 15.3 0.3 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 . 0 . . 5 . 4 . 5:
Old : 38: 21 21 . 0 . . 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 : 58.3 64.2 84.0 84.4 51.2 58.8 63.4 65.5
Old : 58.3 64.2 84.0 84.4 51.2 58.8 63.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 29,946: 24,967 26,355 170 547 1,399 0 50 50 2,225 500 1,025: 110 20
Old : 29,946: 24,967 26,355 170 547 1,399 0 50 50 2,225 500 1,025: 110 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 450: 375 450 0 -75 0 0 0 0 75 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 88.0 0.6 1.8 4.7 0.0 0.2 0.2 7.4 1.7 3.4: 0.4 0.1
Old : 100.0: 83.4 88.0 0.6 1.8 4.7 0.0 0.2 0.2 7.4 1.7 3.4: 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 15 . . . 0 . . . . .:
Old : 27: 13 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 74.9 84.9 88.7 65.2 70.7 78.0 78.9
Old : 66.3 74.9 84.9 88.7 65.2 70.7 78.0 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 143,891: 118,782 98,374 2,824 23,451 6,029 7,135 2,433 6,222 1,064 5,894 1,396: 439 92
Old : 143,891: 118,782 98,374 2,824 23,451 6,029 7,135 2,433 6,222 1,064 5,894 1,396: 439 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,133: 1,627 2,371 428 -976 261 -1,270 110 850 95 -709 142: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 68.4 2.0 16.3 4.2 5.0 1.7 4.3 0.7 4.1 1.0: 0.3 0.1
Old : 100.0: 82.5 68.4 2.0 16.3 4.2 5.0 1.7 4.3 0.7 4.1 1.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 31 . . 5 . 4 . 4 5 4:
Old : 53: 28 31 . . 5 . 4 . 4 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 : 45.4 45.5 66.1 63.0 33.0 28.8 41.4 41.9
Old : 45.4 45.5 66.1 63.0 33.0 28.8 41.4 41.9
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,911: 57,532 44,278 2,754 10,640 3,292 325 4,279 1,926 400 1,815 675: 7 6
Old : 66,911: 57,532 44,278 2,754 10,640 3,292 325 4,279 1,926 400 1,815 675: 7 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,537: 1,386 983 0 -81 -210 24 494 137 250 265 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 66.2 4.1 15.9 4.9 0.5 6.4 2.9 0.6 2.7 1.0: 0.0 0.0
Old : 100.0: 86.0 66.2 4.1 15.9 4.9 0.5 6.4 2.9 0.6 2.7 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: 20 23 . . . . 7 . . 5 .:
Old : 43: 20 23 . . . . 7 . . 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 : 66.7 65.6 84.3 81.5 64.3 53.3 72.8 64.5
Old : 66.7 65.6 84.3 81.5 64.3 53.3 72.8 64.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,523: 30,092 24,741 2,216 6,912 1,165 0 25 0 0 600 50: 0 30
Old : 33,523: 30,092 24,741 2,216 6,912 1,165 0 25 0 0 600 50: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 580: 365 415 -25 -225 365 0 0 0 0 150 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 73.8 6.6 20.6 3.5 0.0 0.1 0.0 0.0 1.8 0.1: 0.0 0.1
Old : 100.0: 89.8 73.8 6.6 20.6 3.5 0.0 0.1 0.0 0.0 1.8 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 9 15 . . . 0 . 0 0 4 .:
Old : 28: 9 15 . . . 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 : 86.8 79.2 98.3 92.1 78.4 66.8 84.0 78.7
Old : 86.8 79.2 98.3 92.1 78.4 66.8 84.0 78.7
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,064: 42,640 39,495 475 13,895 6,746 15,940 250 425 600 6,327 925: 313 1
Old : 68,064: 42,640 39,495 475 13,895 6,746 15,940 250 425 600 6,327 925: 313 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 469: 353 -353 249 509 161 0 0 0 0 682 -390: 96 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 58.0 0.7 20.4 9.9 23.4 0.4 0.6 0.9 9.3 1.4: 0.5 0.0
Old : 100.0: 62.6 58.0 0.7 20.4 9.9 23.4 0.4 0.6 0.9 9.3 1.4: 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 : 36: 21 21 . . 5 4 . . . . .:
Old : 36: 21 21 . . 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 : 54.5 56.5 74.5 74.7 49.8 46.6 58.9 57.7
Old : 54.5 56.5 74.5 74.7 49.8 46.6 58.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 86,734: 53,442 39,163 0 30,757 4,556 25,832 2,310 1,380 1,141 8,248 152: 231 168
Old : 86,734: 53,442 39,163 0 30,757 4,556 25,832 2,310 1,380 1,141 8,248 152: 231 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 830: 1,209 -530 -159 354 -6 0 140 0 49 955 -143: -120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 45.2 0.0 35.5 5.3 29.8 2.7 1.6 1.3 9.5 0.2: 0.3 0.2
Old : 100.0: 61.6 45.2 0.0 35.5 5.3 29.8 2.7 1.6 1.3 9.5 0.2: 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 : 43: 25 23 0 4 4 . 6 . . . .:
Old : 43: 25 23 0 4 4 . 6 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 58.8 72.3 77.1 50.6 51.9 65.0 66.2
Old : 54.3 58.8 72.3 77.1 50.6 51.9 65.0 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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,823: 54,608 50,924 10,599 18,030 1,210 1,550 150 0 2,011 25 1,328: 517 156
Old : 71,823: 54,608 50,924 10,599 18,030 1,210 1,550 150 0 2,011 25 1,328: 517 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 160: -625 -115 750 200 95 0 0 0 10 0 0: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 70.9 14.8 25.1 1.7 2.2 0.2 0.0 2.8 0.0 1.8: 0.7 0.2
Old : 100.0: 76.0 70.9 14.8 25.1 1.7 2.2 0.2 0.0 2.8 0.0 1.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 21 . . . . . 0 . . .:
Old : 40: 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 70.1 81.0 45.9 70.0 65.1 77.7
Old : 47.6 70.0 70.1 81.0 45.9 70.0 65.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,746: 68,675 61,431 23,143 34,830 452 1,550 175 0 2,727 75 1,672: 527 111
Old : 98,746: 68,675 61,431 23,143 34,830 452 1,550 175 0 2,727 75 1,672: 527 111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,212: -2,268 992 3,525 200 50 0 0 0 15 0 0: -110 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 62.2 23.4 35.3 0.5 1.6 0.2 0.0 2.8 0.1 1.7: 0.5 0.1
Old : 100.0: 69.5 62.2 23.4 35.3 0.5 1.6 0.2 0.0 2.8 0.1 1.7: 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 : 43: 24 23 . . 4 . . 0 . . .:
Old : 43: 24 23 . . 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 : 47.7 64.6 68.1 80.3 47.3 64.5 66.2 77.3
Old : 47.7 64.6 68.1 80.3 47.3 64.5 66.2 77.3
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,620: 34,905 44,125 9,870 65 710 0 0 0 0 420 0: 135 300
Old : 45,620: 34,905 44,125 9,870 65 710 0 0 0 0 420 0: 135 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 305: 195 305 110 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 96.7 21.6 0.1 1.6 0.0 0.0 0.0 0.0 0.9 0.0: 0.3 0.7
Old : 100.0: 76.5 96.7 21.6 0.1 1.6 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: 19 17 . . . 0 0 0 0 . 0:
Old : 28: 19 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 : 68.6 90.2 88.8 94.8 66.1 87.7 82.0 89.8
Old : 68.6 90.2 88.8 94.8 66.1 87.7 82.0 89.8
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,066: 20,627 20,330 1,438 1,581 2,400 0 600 0 0 0 0: 601 155
Old : 25,066: 20,627 20,330 1,438 1,581 2,400 0 600 0 0 0 0: 601 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 43: 501 -71 -632 -60 174 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 81.1 5.7 6.3 9.6 0.0 2.4 0.0 0.0 0.0 0.0: 2.4 0.6
Old : 100.0: 82.3 81.1 5.7 6.3 9.6 0.0 2.4 0.0 0.0 0.0 0.0: 2.4 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 : 23: 16 17 . . . 0 . 0 0 0 0:
Old : 23: 16 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 : 53.0 60.9 81.0 83.8 37.3 54.1 58.2 63.9
Old : 53.0 60.9 81.0 83.8 37.3 54.1 58.2 63.9
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 14,870: 9,445 10,920 4,560 0 0 200 3,950 0 575 0 0: 90 0
Old : 14,870: 9,445 10,920 4,560 0 0 200 3,950 0 575 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 73.4 30.7 0.0 0.0 1.3 26.6 0.0 3.9 0.0 0.0: 0.6 0.0
Old : 100.0: 63.5 73.4 30.7 0.0 0.0 1.3 26.6 0.0 3.9 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 : 58.2 82.2 78.2 98.7 55.9 76.5 70.5 80.7
Old : 58.2 82.2 78.2 98.7 55.9 76.5 70.5 80.7
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,682: 44,222 49,646 313 10,953 7,988 7,171 0 642 8,880 246 4,126: 340 82
Old : 73,682: 44,222 49,646 313 10,953 7,988 7,171 0 642 8,880 246 4,126: 340 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -771: -513 1,751 -28 -1,735 -283 538 -75 -116 -548 -248 158: 21 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 67.4 0.4 14.9 10.8 9.7 0.0 0.9 12.1 0.3 5.6: 0.5 0.1
Old : 100.0: 60.0 67.4 0.4 14.9 10.8 9.7 0.0 0.9 12.1 0.3 5.6: 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 : 52: 27 30 . . . 4 0 . 11 . 7:
Old : 52: 27 30 . . . 4 0 . 11 . 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 : 31.2 46.4 53.5 68.8 19.4 27.8 26.9 35.1
Old : 31.2 46.4 53.5 68.8 19.4 27.8 26.9 35.1
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,473: 18,027 19,937 0 5,490 429 3,600 0 300 4,165 325 650: 302 342
Old : 27,473: 18,027 19,937 0 5,490 429 3,600 0 300 4,165 325 650: 302 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -745: -445 455 0 0 0 0 0 0 900 0 -1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 72.6 0.0 20.0 1.6 13.1 0.0 1.1 15.2 1.2 2.4: 1.1 1.2
Old : 100.0: 65.6 72.6 0.0 20.0 1.6 13.1 0.0 1.1 15.2 1.2 2.4: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.0 46.4 83.6 71.8 53.1 41.8 61.9 56.3
Old : 59.0 46.4 83.6 71.8 53.1 41.8 61.9 56.3
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,580: 46,471 53,333 6,962 100 1,512 0 0 0 350 280 140: 145 215
Old : 55,580: 46,471 53,333 6,962 100 1,512 0 0 0 350 280 140: 145 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 370: 170 370 75 0 0 0 0 0 125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 96.0 12.5 0.2 2.7 0.0 0.0 0.0 0.6 0.5 0.3: 0.3 0.4
Old : 100.0: 83.6 96.0 12.5 0.2 2.7 0.0 0.0 0.0 0.6 0.5 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 : 32: 18 20 . . . 0 0 0 . . .:
Old : 32: 18 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 : 62.1 83.8 86.4 92.2 58.9 82.6 78.2 86.4
Old : 62.1 83.8 86.4 92.2 58.9 82.6 78.2 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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,573: 34,895 26,462 0 7,806 4,098 750 1,950 0 50 0 210: 570 47
Old : 40,573: 34,895 26,462 0 7,806 4,098 750 1,950 0 50 0 210: 570 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,510: 2,640 1,440 0 1,030 -980 -25 0 0 -150 0 25: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 65.2 0.0 19.2 10.1 1.8 4.8 0.0 0.1 0.0 0.5: 1.4 0.1
Old : 100.0: 86.0 65.2 0.0 19.2 10.1 1.8 4.8 0.0 0.1 0.0 0.5: 1.4 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 : 30: 21 21 0 . . . . 0 . 0 .:
Old : 30: 21 21 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 48.4 74.9 69.7 37.2 29.1 46.3 42.4
Old : 49.9 48.4 74.9 69.7 37.2 29.1 46.3 42.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,637: 51,821 60,517 6,352 1,195 2,560 150 0 0 3,336 200 0: 418 165
Old : 64,637: 51,821 60,517 6,352 1,195 2,560 150 0 0 3,336 200 0: 418 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 310: -889 310 1,200 0 0 0 0 0 -1 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 93.6 9.8 1.8 4.0 0.2 0.0 0.0 5.2 0.3 0.0: 0.6 0.3
Old : 100.0: 80.2 93.6 9.8 1.8 4.0 0.2 0.0 0.0 5.2 0.3 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 15 . . . . 0 0 . . 0:
Old : 33: 21 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 : 55.7 89.5 75.6 96.4 53.4 84.8 71.6 88.1
Old : 55.7 89.5 75.6 96.4 53.4 84.8 71.6 88.1
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,380: 57,822 61,825 7,264 3,365 1,980 175 0 0 3,984 4,150 60: 95 0
Old : 71,380: 57,822 61,825 7,264 3,365 1,980 175 0 0 3,984 4,150 60: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 332: -43 332 397 0 0 0 0 0 15 0 0: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 86.6 10.2 4.7 2.8 0.2 0.0 0.0 5.6 5.8 0.1: 0.1 0.0
Old : 100.0: 81.0 86.6 10.2 4.7 2.8 0.2 0.0 0.0 5.6 5.8 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 17 . . . . 0 0 4 . .:
Old : 38: 23 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 : 54.4 80.1 76.5 95.3 50.4 76.7 69.9 86.4
Old : 54.4 80.1 76.5 95.3 50.4 76.7 69.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 87,644: 65,458 79,978 14,291 2,274 3,298 0 404 0 4,200 1,401 289: 108 0
Old : 87,644: 65,458 79,978 14,291 2,274 3,298 0 404 0 4,200 1,401 289: 108 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,457: -2,023 1,531 3,615 42 -25 0 109 -159 0 -76 35: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 91.3 16.3 2.6 3.8 0.0 0.5 0.0 4.8 1.6 0.3: 0.1 0.0
Old : 100.0: 74.7 91.3 16.3 2.6 3.8 0.0 0.5 0.0 4.8 1.6 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 26 4 . 4 0 . 0 . . .:
Old : 41: 19 26 4 . 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 : 59.9 55.0 75.0 78.8 58.9 51.4 71.9 69.3
Old : 59.9 55.0 75.0 78.8 58.9 51.4 71.9 69.3
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,836: 81,314 93,889 17,308 4,281 4,946 0 2,802 715 6,569 4,390 799: 185 15
Old : 111,836: 81,314 93,889 17,308 4,281 4,946 0 2,802 715 6,569 4,390 799: 185 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,771: -4,109 1,865 5,675 -26 11 0 177 115 445 13 -385: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 84.0 15.5 3.8 4.4 0.0 2.5 0.6 5.9 3.9 0.7: 0.2 0.0
Old : 100.0: 72.7 84.0 15.5 3.8 4.4 0.0 2.5 0.6 5.9 3.9 0.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 22 29 5 . 4 0 8 4 . 6 4:
Old : 55: 22 29 5 . 4 0 8 4 . 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 : 54.7 50.7 71.6 72.8 51.3 44.8 64.4 59.4
Old : 54.7 50.7 71.6 72.8 51.3 44.8 64.4 59.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,735: 44,282 45,760 5,380 525 2,528 0 1,242 225 150 2,275 150: 20 30
Old : 52,735: 44,282 45,760 5,380 525 2,528 0 1,242 225 150 2,275 150: 20 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 700: 400 625 275 -327 0 0 27 0 25 375 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 86.8 10.2 1.0 4.8 0.0 2.4 0.4 0.3 4.3 0.3: 0.0 0.1
Old : 100.0: 84.0 86.8 10.2 1.0 4.8 0.0 2.4 0.4 0.3 4.3 0.3: 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: 14 11 . . . 0 . . . . .:
Old : 27: 14 11 . . . 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 : 77.6 84.2 95.2 93.0 77.6 81.4 91.2 88.5
Old : 77.6 84.2 95.2 93.0 77.6 81.4 91.2 88.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,685: 40,343 45,375 6,537 0 780 0 0 0 25 1,530 0: 0 0
Old : 47,685: 40,343 45,375 6,537 0 780 0 0 0 25 1,530 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 300: 198 450 102 0 0 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 95.2 13.7 0.0 1.6 0.0 0.0 0.0 0.1 3.2 0.0: 0.0 0.0
Old : 100.0: 84.6 95.2 13.7 0.0 1.6 0.0 0.0 0.0 0.1 3.2 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 : 79.2 95.3 97.7 98.2 79.2 93.4 95.8 96.0
Old : 79.2 95.3 97.7 98.2 79.2 93.4 95.8 96.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,981: 46,888 58,930 8,875 0 3,210 700 150 250 2,585 0 223: 250 218
Old : 62,981: 46,888 58,930 8,875 0 3,210 700 150 250 2,585 0 223: 250 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 448: -1,076 488 1,605 0 -32 0 0 0 4 0 -3: -50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 93.6 14.1 0.0 5.1 1.1 0.2 0.4 4.1 0.0 0.4: 0.4 0.3
Old : 100.0: 74.4 93.6 14.1 0.0 5.1 1.1 0.2 0.4 4.1 0.0 0.4: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 18 4 0 . . . . . 0 .:
Old : 30: 18 18 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 : 50.9 85.1 73.5 92.5 45.5 82.7 65.5 84.0
Old : 50.9 85.1 73.5 92.5 45.5 82.7 65.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,139: 42,829 55,349 9,249 641 1,772 850 75 4,020 2,907 0 122: 390 160
Old : 62,139: 42,829 55,349 9,249 641 1,772 850 75 4,020 2,907 0 122: 390 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,132: 314 1,177 1,450 0 -155 -850 0 150 213 0 0: 10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 89.1 14.9 1.0 2.9 1.4 0.1 6.5 4.7 0.0 0.2: 0.6 0.3
Old : 100.0: 68.9 89.1 14.9 1.0 2.9 1.4 0.1 6.5 4.7 0.0 0.2: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 22 . . . 5 . . . 0 .:
Old : 36: 18 22 . . . 5 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 73.9 75.0 84.3 49.5 68.3 66.2 74.1
Old : 52.7 73.9 75.0 84.3 49.5 68.3 66.2 74.1
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 31,215: 16,388 30,749 13,877 0 60 0 258 80 645 0 0: 165 68
Old : 31,215: 16,388 30,749 13,877 0 60 0 258 80 645 0 0: 165 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 892: 589 890 74 0 0 0 0 0 220 0 0: 9 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 98.5 44.5 0.0 0.2 0.0 0.8 0.3 2.1 0.0 0.0: 0.5 0.2
Old : 100.0: 52.5 98.5 44.5 0.0 0.2 0.0 0.8 0.3 2.1 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 : 23: 12 11 5 0 . 0 . . . 0 0:
Old : 23: 12 11 5 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 87.7 79.1 98.3 62.2 83.9 77.5 89.6
Old : 62.3 87.7 79.1 98.3 62.2 83.9 77.5 89.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 29,367: 15,733 29,072 12,837 0 50 0 200 0 470 45 0: 277 0
Old : 29,367: 15,733 29,072 12,837 0 50 0 200 0 470 45 0: 277 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 740: 140 740 364 0 0 0 0 0 220 0 0: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 99.0 43.7 0.0 0.2 0.0 0.7 0.0 1.6 0.2 0.0: 0.9 0.0
Old : 100.0: 53.6 99.0 43.7 0.0 0.2 0.0 0.7 0.0 1.6 0.2 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 5 0 . 0 . 0 . . 0:
Old : 24: 12 11 5 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 87.3 78.3 98.2 60.1 83.3 76.7 89.6
Old : 60.7 87.3 78.3 98.2 60.1 83.3 76.7 89.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,759: 27,161 25,208 3,670 1,210 976 0 3,810 879 209 863 788: 76 25
Old : 33,759: 27,161 25,208 3,670 1,210 976 0 3,810 879 209 863 788: 76 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,054: -148 985 1,200 0 -1 0 120 0 0 -53 3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 74.7 10.9 3.6 2.9 0.0 11.3 2.6 0.6 2.6 2.3: 0.2 0.1
Old : 100.0: 80.5 74.7 10.9 3.6 2.9 0.0 11.3 2.6 0.6 2.6 2.3: 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 : 38: 19 18 5 . . 0 . . . . .:
Old : 38: 19 18 5 . . 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 : 65.3 54.1 80.7 72.9 57.6 50.5 71.0 65.0
Old : 65.3 54.1 80.7 72.9 57.6 50.5 71.0 65.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,726: 17,414 18,890 2,419 0 178 40 725 650 217 618 437: 371 228
Old : 21,726: 17,414 18,890 2,419 0 178 40 725 650 217 618 437: 371 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 363: 299 360 60 0 0 0 0 0 4 3 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 86.9 11.1 0.0 0.8 0.2 3.3 3.0 1.0 2.8 2.0: 1.7 1.0
Old : 100.0: 80.2 86.9 11.1 0.0 0.8 0.2 3.3 3.0 1.0 2.8 2.0: 1.7 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 16 . 0 . . . . . . .:
Old : 26: 12 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 70.6 90.3 83.4 75.5 69.8 83.6 81.9
Old : 76.6 70.6 90.3 83.4 75.5 69.8 83.6 81.9
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 54,496: 41,110 35,934 4,706 10,877 1,338 4,831 3,755 975 689 839 758: 89 20
Old : 54,496: 41,110 35,934 4,706 10,877 1,338 4,831 3,755 975 689 839 758: 89 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 272: -325 518 910 18 -284 0 50 0 -86 -97 62: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 65.9 8.6 20.0 2.5 8.9 6.9 1.8 1.3 1.5 1.4: 0.2 0.0
Old : 100.0: 75.4 65.9 8.6 20.0 2.5 8.9 6.9 1.8 1.3 1.5 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 : 42: 23 23 4 . 5 . . . . . 4:
Old : 42: 23 23 4 . 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 : 61.6 52.5 76.4 75.0 48.5 49.0 59.9 62.5
Old : 61.6 52.5 76.4 75.0 48.5 49.0 59.9 62.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,106: 31,274 19,217 2,540 13,007 1,248 0 475 380 45 1,317 332: 287 130
Old : 36,106: 31,274 19,217 2,540 13,007 1,248 0 475 380 45 1,317 332: 287 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -185: -836 565 1,029 -352 -392 0 0 0 0 -20 14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 53.2 7.0 36.0 3.5 0.0 1.3 1.1 0.1 3.6 0.9: 0.8 0.4
Old : 100.0: 86.6 53.2 7.0 36.0 3.5 0.0 1.3 1.1 0.1 3.6 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 : 33: 18 17 4 . . 0 . . . . .:
Old : 33: 18 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 : 65.8 64.1 82.1 79.9 54.8 62.4 65.2 70.6
Old : 65.8 64.1 82.1 79.9 54.8 62.4 65.2 70.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,892: 10,956 17,092 5,056 0 2,435 775 225 0 350 0 125: 195 15
Old : 19,892: 10,956 17,092 5,056 0 2,435 775 225 0 350 0 125: 195 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -230: 100 -250 -500 0 20 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 85.9 25.4 0.0 12.2 3.9 1.1 0.0 1.8 0.0 0.6: 1.0 0.1
Old : 100.0: 55.1 85.9 25.4 0.0 12.2 3.9 1.1 0.0 1.8 0.0 0.6: 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 15 . 0 . . . 0 . 0 .:
Old : 25: 13 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 : 66.6 79.2 87.5 90.6 53.1 71.5 69.8 77.0
Old : 66.6 79.2 87.5 90.6 53.1 71.5 69.8 77.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,562: 10,817 11,450 843 800 637 0 75 25 720 175 400: 120 0
Old : 13,562: 10,817 11,450 843 800 637 0 75 25 720 175 400: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 60: 0 0 -60 0 60 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 84.4 6.2 5.9 4.7 0.0 0.6 0.2 5.3 1.3 2.9: 0.9 0.0
Old : 100.0: 79.8 84.4 6.2 5.9 4.7 0.0 0.6 0.2 5.3 1.3 2.9: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . . 0 . . . . .:
Old : 23: 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 : 58.3 82.8 83.3 94.0 47.7 80.3 69.1 83.6
Old : 58.3 82.8 83.3 94.0 47.7 80.3 69.1 83.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,787: 12,325 11,670 805 700 567 0 925 25 220 175 725: 120 0
Old : 14,787: 12,325 11,670 805 700 567 0 925 25 220 175 725: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 60: 0 0 -60 0 60 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 78.9 5.4 4.7 3.8 0.0 6.3 0.2 1.5 1.2 4.9: 0.8 0.0
Old : 100.0: 83.4 78.9 5.4 4.7 3.8 0.0 6.3 0.2 1.5 1.2 4.9: 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 : 25: 12 10 . . . 0 . . . . .:
Old : 25: 12 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 : 56.3 77.5 80.9 92.0 48.3 77.4 68.9 82.3
Old : 56.3 77.5 80.9 92.0 48.3 77.4 68.9 82.3
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,847: 10,370 14,910 7,135 3,255 132 25 0 0 1,755 1,100 405: 25 45
Old : 19,847: 10,370 14,910 7,135 3,255 132 25 0 0 1,755 1,100 405: 25 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 117: 220 0 -200 0 -3 0 0 0 0 0 100: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 75.1 36.0 16.4 0.7 0.1 0.0 0.0 8.8 5.5 2.0: 0.1 0.2
Old : 100.0: 52.2 75.1 36.0 16.4 0.7 0.1 0.0 0.0 8.8 5.5 2.0: 0.1 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 : 30: 14 12 . . . . 0 0 . . .:
Old : 30: 14 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 : 67.9 59.7 87.5 82.4 65.2 52.9 79.6 74.5
Old : 67.9 59.7 87.5 82.4 65.2 52.9 79.6 74.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,058: 9,172 14,220 7,575 3,230 143 25 0 0 1,800 1,100 320: 23 45
Old : 19,058: 9,172 14,220 7,575 3,230 143 25 0 0 1,800 1,100 320: 23 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 117: 220 0 -200 0 -3 0 0 0 0 0 100: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 74.6 39.7 16.9 0.8 0.1 0.0 0.0 9.4 5.8 1.7: 0.1 0.2
Old : 100.0: 48.1 74.6 39.7 16.9 0.8 0.1 0.0 0.0 9.4 5.8 1.7: 0.1 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 : 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 : 69.7 59.3 87.6 82.3 66.4 51.7 79.9 74.0
Old : 69.7 59.3 87.6 82.3 66.4 51.7 79.9 74.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,726: 31,061 41,376 9,724 1,700 1,790 750 0 100 1,775 425 2,335: 191 0
Old : 47,726: 31,061 41,376 9,724 1,700 1,790 750 0 100 1,775 425 2,335: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 370: 300 145 -55 0 125 -100 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 86.7 20.4 3.6 3.8 1.6 0.0 0.2 3.7 0.9 4.9: 0.4 0.0
Old : 100.0: 65.1 86.7 20.4 3.6 3.8 1.6 0.0 0.2 3.7 0.9 4.9: 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: 18 12 4 . . . 0 . 4 . .:
Old : 34: 18 12 4 . . . 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 : 62.0 76.0 81.6 93.1 56.9 68.9 69.8 79.9
Old : 62.0 76.0 81.6 93.1 56.9 68.9 69.8 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,169: 30,810 41,267 9,756 1,700 1,477 735 0 115 1,965 500 2,110: 201 0
Old : 47,169: 30,810 41,267 9,756 1,700 1,477 735 0 115 1,965 500 2,110: 201 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 95: 50 45 95 0 -50 -100 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 87.5 20.7 3.6 3.1 1.6 0.0 0.2 4.2 1.1 4.5: 0.4 0.0
Old : 100.0: 65.3 87.5 20.7 3.6 3.1 1.6 0.0 0.2 4.2 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 : 35: 17 12 4 . . . 0 . 4 . .:
Old : 35: 17 12 4 . . . 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 : 62.8 77.6 81.5 92.2 58.4 70.9 71.3 80.8
Old : 62.8 77.6 81.5 92.2 58.4 70.9 71.3 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,150: 94,696 87,808 26,510 22,842 1,725 515 1,390 410 1,487 11,240 735: 72 0
Old : 126,150: 94,696 87,808 26,510 22,842 1,725 515 1,390 410 1,487 11,240 735: 72 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 689: -6,877 888 7,510 -260 -14 0 -100 100 0 55 20: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 69.6 21.0 18.1 1.4 0.4 1.1 0.3 1.2 8.9 0.6: 0.1 0.0
Old : 100.0: 75.1 69.6 21.0 18.1 1.4 0.4 1.1 0.3 1.2 8.9 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 : 54: 31 25 . . . . . . 5 5 5:
Old : 54: 31 25 . . . . . . 5 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 50.8 62.0 76.9 32.5 47.1 49.5 63.4
Old : 37.2 50.8 62.0 76.9 32.5 47.1 49.5 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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 135,770: 100,719 93,959 28,739 25,678 2,125 1,050 1,420 400 1,550 11,001 1,112: 75 75
Old : 135,770: 100,719 93,959 28,739 25,678 2,125 1,050 1,420 400 1,550 11,001 1,112: 75 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 957: -8,558 1,092 9,740 -100 -75 0 100 -50 0 40 -50: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 69.2 21.2 18.9 1.6 0.8 1.0 0.3 1.1 8.1 0.8: 0.1 0.1
Old : 100.0: 74.2 69.2 21.2 18.9 1.6 0.8 1.0 0.3 1.1 8.1 0.8: 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 : 58: 32 26 . . 5 . . . . 8 6:
Old : 58: 32 26 . . 5 . . . . 8 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 : 35.7 49.8 60.9 77.0 33.9 46.8 51.8 63.5
Old : 35.7 49.8 60.9 77.0 33.9 46.8 51.8 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 490,374: 288,471 304,811 27,789 11,722 88,880 10,404 15,551 36,881 11,265 6,021 25,918: 766 592
Old : 490,374: 288,471 304,811 27,789 11,722 88,880 10,404 15,551 36,881 11,265 6,021 25,918: 766 592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 13,171: 1,275 11,369 4,280 -1,357 1,940 2,682 -363 1,400 1,432 -7 205: -43 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 62.2 5.7 2.4 18.1 2.1 3.2 7.5 2.3 1.2 5.3: 0.2 0.1
Old : 100.0: 58.8 62.2 5.7 2.4 18.1 2.1 3.2 7.5 2.3 1.2 5.3: 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 : 92: 38 35 . . 7 7 12 4 17 7 12:
Old : 92: 38 35 . . 7 7 12 4 17 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 37.8 60.3 61.9 14.8 15.2 19.8 20.4
Old : 40.1 37.8 60.3 61.9 14.8 15.2 19.8 20.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,299: 10,938 17,244 2,900 520 430 635 0 0 3,280 25 75: 41 5
Old : 18,299: 10,938 17,244 2,900 520 430 635 0 0 3,280 25 75: 41 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 20: -250 0 250 25 -5 0 0 0 85 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 94.2 15.8 2.8 2.3 3.5 0.0 0.0 17.9 0.1 0.4: 0.2 0.0
Old : 100.0: 59.8 94.2 15.8 2.8 2.3 3.5 0.0 0.0 17.9 0.1 0.4: 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 : 28: 16 7 . . . . 0 0 . . .:
Old : 28: 16 7 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 92.9 76.1 99.6 53.4 88.8 75.9 94.6
Old : 53.7 92.9 76.1 99.6 53.4 88.8 75.9 94.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,252: 9,996 16,127 2,991 0 565 0 490 10 3,490 25 35: 165 0
Old : 17,252: 9,996 16,127 2,991 0 565 0 490 10 3,490 25 35: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 8: -250 0 225 0 8 0 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 93.5 17.3 0.0 3.3 0.0 2.8 0.1 20.2 0.1 0.2: 1.0 0.0
Old : 100.0: 57.9 93.5 17.3 0.0 3.3 0.0 2.8 0.1 20.2 0.1 0.2: 1.0 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 : 25: 14 6 . 0 . 0 . . . . .:
Old : 25: 14 6 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 93.2 79.2 99.7 55.9 89.7 77.1 93.4
Old : 55.9 93.2 79.2 99.7 55.9 89.7 77.1 93.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,970: 6,630 6,160 255 155 10 115 350 100 1,530 2,260 625: 705 310
Old : 9,970: 6,630 6,160 255 155 10 115 350 100 1,530 2,260 625: 705 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,125: 1,010 620 20 -55 -60 115 255 20 955 780 400: -335 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 61.8 2.6 1.6 0.1 1.2 3.5 1.0 15.3 22.7 6.3: 7.1 3.1
Old : 100.0: 66.5 61.8 2.6 1.6 0.1 1.2 3.5 1.0 15.3 22.7 6.3: 7.1 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 : 52: 29 28 . . . . . . 6 8 9:
Old : 52: 29 28 . . . . . . 6 8 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 28.6 59.9 45.0 36.4 27.1 50.5 41.7
Old : 39.6 28.6 59.9 45.0 36.4 27.1 50.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,141: 35,311 33,773 4,820 5,445 275 0 963 1,550 0 0 0: 8,185 8,135
Old : 50,141: 35,311 33,773 4,820 5,445 275 0 963 1,550 0 0 0: 8,185 8,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,540: 1,070 1,735 215 0 -120 0 -500 200 0 0 0: 175 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 67.4 9.6 10.9 0.5 0.0 1.9 3.1 0.0 0.0 0.0: 16.3 16.2
Old : 100.0: 70.4 67.4 9.6 10.9 0.5 0.0 1.9 3.1 0.0 0.0 0.0: 16.3 16.2
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: 17 17 . . . 0 . . 0 0 0:
Old : 25: 17 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 48.3 78.6 68.2 59.0 47.2 65.5 63.6
Old : 66.7 48.3 78.6 68.2 59.0 47.2 65.5 63.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,970: 31,839 30,203 5,050 4,125 240 0 2,630 430 0 0 0: 6,411 6,342
Old : 43,970: 31,839 30,203 5,050 4,125 240 0 2,630 430 0 0 0: 6,411 6,342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 555: 530 615 -15 0 0 0 -50 0 0 0 0: 40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 68.7 11.5 9.4 0.5 0.0 6.0 1.0 0.0 0.0 0.0: 14.6 14.4
Old : 100.0: 72.4 68.7 11.5 9.4 0.5 0.0 6.0 1.0 0.0 0.0 0.0: 14.6 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 : 71.9 46.6 82.1 69.1 64.8 45.4 70.1 65.6
Old : 71.9 46.6 82.1 69.1 64.8 45.4 70.1 65.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,845: 6,155 18,700 13,410 360 2,050 750 1,350 265 325 0 175: 2,715 2,945
Old : 25,845: 6,155 18,700 13,410 360 2,050 750 1,350 265 325 0 175: 2,715 2,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 300: 50 50 0 0 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 72.4 51.9 1.4 7.9 2.9 5.2 1.0 1.3 0.0 0.7: 10.5 11.4
Old : 100.0: 23.8 72.4 51.9 1.4 7.9 2.9 5.2 1.0 1.3 0.0 0.7: 10.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . . . . . . 0 .:
Old : 22: 12 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 : 74.1 59.9 84.4 79.7 65.4 56.5 67.6 66.1
Old : 74.1 59.9 84.4 79.7 65.4 56.5 67.6 66.1
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,390: 3,915 16,460 12,550 0 1,685 825 950 250 300 0 0: 1,865 2,045
Old : 21,390: 3,915 16,460 12,550 0 1,685 825 950 250 300 0 0: 1,865 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 300: 75 75 0 0 0 0 0 0 0 0 0: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 77.0 58.7 0.0 7.9 3.9 4.4 1.2 1.4 0.0 0.0: 8.7 9.6
Old : 100.0: 18.3 77.0 58.7 0.0 7.9 3.9 4.4 1.2 1.4 0.0 0.0: 8.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 13 . 0 . . . . . 0 0:
Old : 20: 8 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 60.5 89.0 78.2 66.8 57.9 69.6 66.8
Old : 82.3 60.5 89.0 78.2 66.8 57.9 69.6 66.8
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,601: 14,464 14,881 2,638 11,381 900 10,250 155 2,895 0 1,150 0: 2,454 2,239
Old : 33,601: 14,464 14,881 2,638 11,381 900 10,250 155 2,895 0 1,150 0: 2,454 2,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 750: 60 600 600 150 0 90 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 44.3 7.9 33.9 2.7 30.5 0.5 8.6 0.0 3.4 0.0: 7.3 6.7
Old : 100.0: 43.0 44.3 7.9 33.9 2.7 30.5 0.5 8.6 0.0 3.4 0.0: 7.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 16 . . . . . . 0 . 0:
Old : 23: 12 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 69.4 79.0 80.9 47.6 58.7 59.2 62.7
Old : 60.4 69.4 79.0 80.9 47.6 58.7 59.2 62.7
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,574: 8,191 11,349 3,118 6,420 570 6,730 195 3,420 0 425 0: 1,545 1,195
Old : 23,574: 8,191 11,349 3,118 6,420 570 6,730 195 3,420 0 425 0: 1,545 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,275: 201 891 600 300 0 150 0 0 0 0 0: 324 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 48.1 13.2 27.2 2.4 28.5 0.8 14.5 0.0 1.8 0.0: 6.6 5.1
Old : 100.0: 34.7 48.1 13.2 27.2 2.4 28.5 0.8 14.5 0.0 1.8 0.0: 6.6 5.1
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 : 20: 11 14 . . . . . . 0 . 0:
Old : 20: 11 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 : 68.9 74.1 85.2 85.7 54.0 53.7 58.5 59.0
Old : 68.9 74.1 85.2 85.7 54.0 53.7 58.5 59.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,862: 30,965 31,022 18,003 26,855 1,260 7,085 3,035 2,760 5,280 50 1,590: 13,919 14,290
Old : 80,862: 30,965 31,022 18,003 26,855 1,260 7,085 3,035 2,760 5,280 50 1,590: 13,919 14,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,540: 1,245 320 325 1,200 0 0 0 0 0 50 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 38.4 22.3 33.2 1.6 8.8 3.8 3.4 6.5 0.1 2.0: 17.2 17.7
Old : 100.0: 38.3 38.4 22.3 33.2 1.6 8.8 3.8 3.4 6.5 0.1 2.0: 17.2 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 : 29: 13 18 . . . . . . . . .:
Old : 29: 13 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 43.1 77.1 59.4 59.3 43.1 65.9 55.7
Old : 66.0 43.1 77.1 59.4 59.3 43.1 65.9 55.7
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 75,113: 29,102 27,341 19,050 26,425 1,260 7,460 2,795 2,150 1,365 0 1,960: 12,766 13,182
Old : 75,113: 29,102 27,341 19,050 26,425 1,260 7,460 2,795 2,150 1,365 0 1,960: 12,766 13,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,370: 1,125 225 300 1,200 0 0 0 0 0 0 0: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 36.4 25.4 35.2 1.7 9.9 3.7 2.9 1.8 0.0 2.6: 17.0 17.5
Old : 100.0: 38.7 36.4 25.4 35.2 1.7 9.9 3.7 2.9 1.8 0.0 2.6: 17.0 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.0 45.1 74.9 60.9 59.1 43.2 64.3 54.5
Old : 64.0 45.1 74.9 60.9 59.1 43.2 64.3 54.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,750: 11,262 8,103 2,700 1,214 1,704 1,465 6,450 335 1,100 1,375 1,550: 3,634 3,019
Old : 23,750: 11,262 8,103 2,700 1,214 1,704 1,465 6,450 335 1,100 1,375 1,550: 3,634 3,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 0: 0 0 0 60 -60 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 34.1 11.4 5.1 7.2 6.2 27.2 1.4 4.6 5.8 6.5: 15.3 12.7
Old : 100.0: 47.4 34.1 11.4 5.1 7.2 6.2 27.2 1.4 4.6 5.8 6.5: 15.3 12.7
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: 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 : 38.5 59.5 62.2 81.3 35.6 49.8 55.2 64.0
Old : 38.5 59.5 62.2 81.3 35.6 49.8 55.2 64.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,795: 10,302 8,078 2,400 1,009 1,246 1,425 7,650 325 1,850 25 1,550: 3,697 2,912
Old : 22,795: 10,302 8,078 2,400 1,009 1,246 1,425 7,650 325 1,850 25 1,550: 3,697 2,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 0: 0 0 0 60 -60 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 35.4 10.5 4.4 5.5 6.3 33.6 1.4 8.1 0.1 6.8: 16.2 12.8
Old : 100.0: 45.2 35.4 10.5 4.4 5.5 6.3 33.6 1.4 8.1 0.1 6.8: 16.2 12.8
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: 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 : 38.5 59.8 64.9 81.7 34.9 57.0 56.4 66.5
Old : 38.5 59.8 64.9 81.7 34.9 57.0 56.4 66.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,342: 14,554 32,727 3,047 10,455 165 15,475 0 0 10,230 0 0: 4,871 4,995
Old : 48,342: 14,554 32,727 3,047 10,455 165 15,475 0 0 10,230 0 0: 4,871 4,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 0: -25 0 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 67.7 6.3 21.6 0.3 32.0 0.0 0.0 21.2 0.0 0.0: 10.1 10.3
Old : 100.0: 30.1 67.7 6.3 21.6 0.3 32.0 0.0 0.0 21.2 0.0 0.0: 10.1 10.3
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 : 24: 12 12 . . . . 0 0 . 0 0:
Old : 24: 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 : 62.9 77.9 83.1 87.1 62.3 77.9 79.1 82.6
Old : 62.9 77.9 83.1 87.1 62.3 77.9 79.1 82.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,860: 15,511 31,267 2,270 12,240 165 15,375 0 0 10,055 0 0: 5,484 5,188
Old : 48,860: 15,511 31,267 2,270 12,240 165 15,375 0 0 10,055 0 0: 5,484 5,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 50: -60 40 0 0 0 100 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 64.0 4.6 25.1 0.3 31.5 0.0 0.0 20.6 0.0 0.0: 11.2 10.6
Old : 100.0: 31.7 64.0 4.6 25.1 0.3 31.5 0.0 0.0 20.6 0.0 0.0: 11.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 13 . . . . 0 0 . 0 0:
Old : 22: 10 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 79.7 83.6 86.9 61.1 79.7 81.6 84.9
Old : 61.7 79.7 83.6 86.9 61.1 79.7 81.6 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,025: 20,985 47,455 2,065 940 1,935 5,655 0 1,765 20,090 400 0: 3,530 3,530
Old : 56,025: 20,985 47,455 2,065 940 1,935 5,655 0 1,765 20,090 400 0: 3,530 3,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 350: 50 0 -50 300 50 200 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 84.7 3.7 1.7 3.5 10.1 0.0 3.2 35.9 0.7 0.0: 6.3 6.3
Old : 100.0: 37.5 84.7 3.7 1.7 3.5 10.1 0.0 3.2 35.9 0.7 0.0: 6.3 6.3
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: 14 11 . . . 5 0 . 4 . 0:
Old : 32: 14 11 . . . 5 0 . 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 78.3 77.1 89.2 51.0 77.9 71.3 81.8
Old : 53.8 78.3 77.1 89.2 51.0 77.9 71.3 81.8
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,375: 20,940 46,435 1,500 940 2,130 5,015 0 2,165 20,060 150 50: 3,515 3,505
Old : 55,375: 20,940 46,435 1,500 940 2,130 5,015 0 2,165 20,060 150 50: 3,515 3,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 350: 50 0 -50 300 50 200 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 83.9 2.7 1.7 3.8 9.1 0.0 3.9 36.2 0.3 0.1: 6.3 6.3
Old : 100.0: 37.8 83.9 2.7 1.7 3.8 9.1 0.0 3.9 36.2 0.3 0.1: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 10 . . . 4 0 . 4 . .:
Old : 30: 14 10 . . . 4 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 : 54.2 77.3 76.6 89.4 51.2 77.0 71.1 81.3
Old : 54.2 77.3 76.6 89.4 51.2 77.0 71.1 81.3
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: August 13, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: August 13, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,055: 31,740 30,685 1,700 2,160 3,040 2,680 21,580 1,330 19,430 1,275 745: 4,390 4,240
Old : 65,055: 31,740 30,685 1,700 2,160 3,040 2,680 21,580 1,330 19,430 1,275 745: 4,390 4,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 410: 75 25 0 -525 585 0 450 0 -115 0 0: -135 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 47.2 2.6 3.3 4.7 4.1 33.2 2.0 29.9 2.0 1.1: 6.7 6.5
Old : 100.0: 48.8 47.2 2.6 3.3 4.7 4.1 33.2 2.0 29.9 2.0 1.1: 6.7 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 : 33: 15 13 . . . . . . 4 . .:
Old : 33: 15 13 . . . . . . 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 : 60.3 69.7 73.0 86.7 59.6 67.8 72.2 80.4
Old : 60.3 69.7 73.0 86.7 59.6 67.8 72.2 80.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,930: 31,145 29,745 2,250 1,035 3,365 2,680 21,455 1,440 16,775 1,275 1,150: 5,125 4,465
Old : 63,930: 31,145 29,745 2,250 1,035 3,365 2,680 21,455 1,440 16,775 1,275 1,150: 5,125 4,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 460: 75 25 75 -450 515 0 450 0 -115 0 0: -90 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 46.5 3.5 1.6 5.3 4.2 33.6 2.3 26.2 2.0 1.8: 8.0 7.0
Old : 100.0: 48.7 46.5 3.5 1.6 5.3 4.2 33.6 2.3 26.2 2.0 1.8: 8.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 14 . . . . . . 4 . .:
Old : 32: 14 14 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 69.5 72.1 85.5 57.0 67.3 69.4 80.0
Old : 58.4 69.5 72.1 85.5 57.0 67.3 69.4 80.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,506: 33,617 21,030 0 13,157 2,402 15,925 125 1,755 125 15,525 65: 2,617 2,447
Old : 56,506: 33,617 21,030 0 13,157 2,402 15,925 125 1,755 125 15,525 65: 2,617 2,447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -175: 100 455 0 715 -470 -200 0 0 0 -1,270 0: 395 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 37.2 0.0 23.3 4.3 28.2 0.2 3.1 0.2 27.5 0.1: 4.6 4.3
Old : 100.0: 59.5 37.2 0.0 23.3 4.3 28.2 0.2 3.1 0.2 27.5 0.1: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 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 73.7 77.2 91.4 52.8 69.5 73.0 80.6
Old : 55.8 73.7 77.2 91.4 52.8 69.5 73.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,037: 28,706 18,705 0 10,186 2,483 10,925 0 1,730 150 11,195 470: 1,573 1,268
Old : 46,037: 28,706 18,705 0 10,186 2,483 10,925 0 1,730 150 11,195 470: 1,573 1,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 245: 20 -105 0 -95 420 -200 0 0 0 20 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 40.6 0.0 22.1 5.4 23.7 0.0 3.8 0.3 24.3 1.0: 3.4 2.8
Old : 100.0: 62.4 40.6 0.0 22.1 5.4 23.7 0.0 3.8 0.3 24.3 1.0: 3.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . . . 0 . . . .:
Old : 29: 18 9 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 69.7 78.4 92.3 55.1 64.1 72.0 80.7
Old : 58.7 69.7 78.4 92.3 55.1 64.1 72.0 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, August 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,484: 94,115 86,091 17,662 435 7,422 1,124 13,135 6,410 1,650 14,890 1,380: 19,721 19,721
Old : 149,484: 94,115 86,091 17,662 435 7,422 1,124 13,135 6,410 1,650 14,890 1,380: 19,721 19,721
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 585: 550 485 845 165 -800 450 0 -325 0 1,205 -425: 290 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 57.6 11.8 0.3 5.0 0.8 8.8 4.3 1.1 10.0 0.9: 13.2 13.2
Old : 100.0: 63.0 57.6 11.8 0.3 5.0 0.8 8.8 4.3 1.1 10.0 0.9: 13.2 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 : 43: 25 29 . . . . . . . 5 .:
Old : 43: 25 29 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 39.4 75.0 57.6 61.0 37.2 67.0 53.4
Old : 64.1 39.4 75.0 57.6 61.0 37.2 67.0 53.4
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,394: 83,956 80,167 19,027 0 6,145 2,949 7,845 5,455 1,400 19,320 1,215: 15,247 15,247
Old : 135,394: 83,956 80,167 19,027 0 6,145 2,949 7,845 5,455 1,400 19,320 1,215: 15,247 15,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 160: 190 580 -55 0 105 450 100 -160 0 -95 0: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 59.2 14.1 0.0 4.5 2.2 5.8 4.0 1.0 14.3 0.9: 11.3 11.3
Old : 100.0: 62.0 59.2 14.1 0.0 4.5 2.2 5.8 4.0 1.0 14.3 0.9: 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 : 41: 21 27 . 0 . . . . . 4 .:
Old : 41: 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 : 63.3 41.7 77.7 59.5 57.7 39.8 67.7 55.5
Old : 63.3 41.7 77.7 59.5 57.7 39.8 67.7 55.5
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,035: 18,560 20,460 14,770 8,350 810 1,270 625 2,280 0 5,170 0: 3,345 3,340
Old : 41,035: 18,560 20,460 14,770 8,350 810 1,270 625 2,280 0 5,170 0: 3,345 3,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 660: 300 1,200 0 -1,200 360 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 49.9 36.0 20.3 2.0 3.1 1.5 5.6 0.0 12.6 0.0: 8.2 8.1
Old : 100.0: 45.2 49.9 36.0 20.3 2.0 3.1 1.5 5.6 0.0 12.6 0.0: 8.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 16 . . . . . . 0 . 0:
Old : 26: 13 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 49.0 81.7 70.5 62.6 47.3 72.5 65.0
Old : 64.3 49.0 81.7 70.5 62.6 47.3 72.5 65.0
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,030: 15,585 17,725 12,850 6,510 1,295 670 0 3,700 0 4,920 0: 2,930 2,880
Old : 37,030: 15,585 17,725 12,850 6,510 1,295 670 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: August 13, 2019 :
: 420: 60 1,260 0 -1,200 360 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 47.9 34.7 17.6 3.5 1.8 0.0 10.0 0.0 13.3 0.0: 7.9 7.8
Old : 100.0: 42.1 47.9 34.7 17.6 3.5 1.8 0.0 10.0 0.0 13.3 0.0: 7.9 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 18 . . . . 0 . 0 . 0:
Old : 25: 13 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 45.8 78.0 68.7 55.2 42.5 60.6 56.6
Old : 61.7 45.8 78.0 68.7 55.2 42.5 60.6 56.6
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,710: 13,875 18,225 0 10,410 1,960 11,755 0 765 2,700 0 300: 1,355 1,050
Old : 32,710: 13,875 18,225 0 10,410 1,960 11,755 0 765 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: August 13, 2019 :
: -30: -120 0 0 0 0 120 0 -30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 55.7 0.0 31.8 6.0 35.9 0.0 2.3 8.3 0.0 0.9: 4.1 3.2
Old : 100.0: 42.4 55.7 0.0 31.8 6.0 35.9 0.0 2.3 8.3 0.0 0.9: 4.1 3.2
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 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 : 67.9 73.6 87.4 87.0 63.9 67.4 77.8 79.7
Old : 67.9 73.6 87.4 87.0 63.9 67.4 77.8 79.7
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 105,097: 66,453 51,563 1,255 10,445 8,845 1,075 11,765 4,690 4,930 0 40: 17,809 17,749
Old : 105,097: 66,453 51,563 1,255 10,445 8,845 1,075 11,765 4,690 4,930 0 40: 17,809 17,749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,685: 1,840 2,250 0 -630 -120 0 520 -40 300 0 40: -335 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 49.1 1.2 9.9 8.4 1.0 11.2 4.5 4.7 0.0 0.0: 16.9 16.9
Old : 100.0: 63.2 49.1 1.2 9.9 8.4 1.0 11.2 4.5 4.7 0.0 0.0: 16.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 23 . . . . . . . 0 .:
Old : 38: 27 23 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 45.4 52.4 61.8 30.3 34.0 41.3 43.2
Old : 36.7 45.4 52.4 61.8 30.3 34.0 41.3 43.2
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 20, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,367: 53,049 36,139 0 20,405 4,688 350 1,930 9,200 4,660 0 0: 15,420 15,005
Old : 87,367: 53,049 36,139 0 20,405 4,688 350 1,930 9,200 4,660 0 0: 15,420 15,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 645: 690 1,050 0 -500 -70 0 170 -50 0 0 0: 75 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 41.4 0.0 23.4 5.4 0.4 2.2 10.5 5.3 0.0 0.0: 17.6 17.2
Old : 100.0: 60.7 41.4 0.0 23.4 5.4 0.4 2.2 10.5 5.3 0.0 0.0: 17.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 0 . . . . . . 0 0:
Old : 32: 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 : 45.3 47.9 63.7 65.8 30.6 36.8 42.0 43.9
Old : 45.3 47.9 63.7 65.8 30.6 36.8 42.0 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2019