COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,321: 11,218 12,053 1,184 477 1,863 677 3,148 508 5,806 3,009 1,403: 662 860
Old : 23,321: 11,218 12,053 1,184 477 1,863 677 3,148 508 5,806 3,009 1,403: 662 860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 860: 920 281 68 77 178 0 244 0 -156 50 -183: 33 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 51.7 5.1 2.0 8.0 2.9 13.5 2.2 24.9 12.9 6.0: 2.8 3.7
Old : 100.0: 48.1 51.7 5.1 2.0 8.0 2.9 13.5 2.2 24.9 12.9 6.0: 2.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 13 14 4 . 5 . 4 . 5 6 6:
Old : 37: 13 14 4 . 5 . 4 . 5 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 44.0 65.2 65.1 31.7 32.1 40.7 40.4
Old : 44.6 44.0 65.2 65.1 31.7 32.1 40.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 33,223: 18,234 19,269 0 2,947 5,109 3,875 295 1,525 617 409 3,222: 642 447
Old : 33,223: 18,234 19,269 0 2,947 5,109 3,875 295 1,525 617 409 3,222: 642 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -1,451: -1,399 -1,147 0 36 -123 0 -73 -2 88 -211 -271: 257 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 58.0 0.0 8.9 15.4 11.7 0.9 4.6 1.9 1.2 9.7: 1.9 1.3
Old : 100.0: 54.9 58.0 0.0 8.9 15.4 11.7 0.9 4.6 1.9 1.2 9.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 23 0 . . . . 4 8 4 12:
Old : 45: 22 23 0 . . . . 4 8 4 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 : 47.0 45.1 67.9 66.5 26.6 24.9 32.0 30.2
Old : 47.0 45.1 67.9 66.5 26.6 24.9 32.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 38,581: 23,525 34,167 5,172 99 2,772 81 657 225 6,225 100 425: 156 136
Old : 38,581: 23,525 34,167 5,172 99 2,772 81 657 225 6,225 100 425: 156 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -1,606: -1,179 -1,185 -638 99 51 81 -195 -81 370 -100 -195: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 88.6 13.4 0.3 7.2 0.2 1.7 0.6 16.1 0.3 1.1: 0.4 0.4
Old : 100.0: 61.0 88.6 13.4 0.3 7.2 0.2 1.7 0.6 16.1 0.3 1.1: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 19 . . . . 4 . 4 . 5:
Old : 37: 20 19 . . . . 4 . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 62.0 82.0 85.2 47.2 56.6 61.1 63.4
Old : 53.8 62.0 82.0 85.2 47.2 56.6 61.1 63.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 28,279: 23,402 25,005 0 385 1,479 0 0 75 2,375 475 850: 98 10
Old : 28,279: 23,402 25,005 0 385 1,479 0 0 75 2,375 475 850: 98 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -2,012: -1,790 -1,675 -120 -62 -40 0 -50 25 150 25 -225: -12 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 88.4 0.0 1.4 5.2 0.0 0.0 0.3 8.4 1.7 3.0: 0.3 0.0
Old : 100.0: 82.8 88.4 0.0 1.4 5.2 0.0 0.0 0.3 8.4 1.7 3.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 0 . . 0 0 . . . .:
Old : 27: 14 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 : 65.4 74.4 84.3 89.7 64.7 70.2 78.3 78.6
Old : 65.4 74.4 84.3 89.7 64.7 70.2 78.3 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 146,208: 120,979 96,698 2,727 25,483 6,079 6,723 2,400 6,939 882 7,117 1,400: 479 92
Old : 146,208: 120,979 96,698 2,727 25,483 6,079 6,723 2,400 6,939 882 7,117 1,400: 479 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,202: 2,358 -1,490 -93 2,456 -365 -446 -248 716 0 1,149 -8: 40 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 66.1 1.9 17.4 4.2 4.6 1.6 4.7 0.6 4.9 1.0: 0.3 0.1
Old : 100.0: 82.7 66.1 1.9 17.4 4.2 4.6 1.6 4.7 0.6 4.9 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 : 54: 28 32 . . 5 4 . . . 6 4:
Old : 54: 28 32 . . 5 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 : 45.6 45.1 66.5 62.4 32.6 30.0 40.7 41.3
Old : 45.6 45.1 66.5 62.4 32.6 30.0 40.7 41.3
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,406: 60,983 50,523 2,754 10,462 3,416 325 2,574 2,245 600 1,090 1,075: 8 22
Old : 71,406: 60,983 50,523 2,754 10,462 3,416 325 2,574 2,245 600 1,090 1,075: 8 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,091: 1,032 4,024 0 -1,699 540 0 -1,084 169 275 50 75: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 70.8 3.9 14.7 4.8 0.5 3.6 3.1 0.8 1.5 1.5: 0.0 0.0
Old : 100.0: 85.4 70.8 3.9 14.7 4.8 0.5 3.6 3.1 0.8 1.5 1.5: 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 22 . . . . 6 . . 5 4:
Old : 43: 20 22 . . . . 6 . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 67.2 84.3 83.6 66.0 55.3 73.9 65.5
Old : 67.3 67.2 84.3 83.6 66.0 55.3 73.9 65.5
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,383: 29,677 24,666 2,116 6,972 1,240 0 25 0 250 350 100: 0 30
Old : 33,383: 29,677 24,666 2,116 6,972 1,240 0 25 0 250 350 100: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -90: -465 50 0 35 100 0 0 0 250 -300 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 73.9 6.3 20.9 3.7 0.0 0.1 0.0 0.7 1.0 0.3: 0.0 0.1
Old : 100.0: 88.9 73.9 6.3 20.9 3.7 0.0 0.1 0.0 0.7 1.0 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 : 28: 9 15 . . . 0 . 0 . . .:
Old : 28: 9 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 79.5 97.5 92.5 77.3 66.6 83.1 78.6
Old : 86.0 79.5 97.5 92.5 77.3 66.6 83.1 78.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,576: 42,433 40,234 468 17,552 7,386 15,490 250 835 420 1,137 4,173: 371 9
Old : 71,576: 42,433 40,234 468 17,552 7,386 15,490 250 835 420 1,137 4,173: 371 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,185: 135 538 0 787 450 -450 0 410 0 -1,640 1,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 56.2 0.7 24.5 10.3 21.6 0.3 1.2 0.6 1.6 5.8: 0.5 0.0
Old : 100.0: 59.3 56.2 0.7 24.5 10.3 21.6 0.3 1.2 0.6 1.6 5.8: 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 22 . . 5 4 . . . . .:
Old : 36: 21 22 . . 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 : 51.2 55.2 72.1 73.1 45.3 42.2 53.2 51.4
Old : 51.2 55.2 72.1 73.1 45.3 42.2 53.2 51.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,587: 53,658 40,101 0 34,612 4,933 25,482 2,530 1,830 420 2,973 2,420: 844 188
Old : 89,587: 53,658 40,101 0 34,612 4,933 25,482 2,530 1,830 420 2,973 2,420: 844 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,647: 374 770 0 874 433 -350 120 450 0 -1,740 1,740: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 44.8 0.0 38.6 5.5 28.4 2.8 2.0 0.5 3.3 2.7: 0.9 0.2
Old : 100.0: 59.9 44.8 0.0 38.6 5.5 28.4 2.8 2.0 0.5 3.3 2.7: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 23 0 4 4 . 6 . . . .:
Old : 41: 24 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 : 52.3 57.5 69.4 75.2 48.7 48.6 60.6 61.0
Old : 52.3 57.5 69.4 75.2 48.7 48.6 60.6 61.0
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,715: 54,939 51,184 10,869 18,656 1,330 1,550 200 0 2,336 25 1,168: 523 152
Old : 72,715: 54,939 51,184 10,869 18,656 1,330 1,550 200 0 2,336 25 1,168: 523 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 685: 420 62 -20 663 120 0 0 0 325 0 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 70.4 14.9 25.7 1.8 2.1 0.3 0.0 3.2 0.0 1.6: 0.7 0.2
Old : 100.0: 75.6 70.4 14.9 25.7 1.8 2.1 0.3 0.0 3.2 0.0 1.6: 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 : 47.8 70.0 70.8 80.6 45.9 70.0 65.7 77.9
Old : 47.8 70.0 70.8 80.6 45.9 70.0 65.7 77.9
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,739: 68,928 62,273 23,347 34,815 572 1,550 250 0 3,052 75 1,672: 618 82
Old : 99,739: 68,928 62,273 23,347 34,815 572 1,550 250 0 3,052 75 1,672: 618 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 454: 95 394 -86 -60 120 0 0 0 325 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 62.4 23.4 34.9 0.6 1.6 0.3 0.0 3.1 0.1 1.7: 0.6 0.1
Old : 100.0: 69.1 62.4 23.4 34.9 0.6 1.6 0.3 0.0 3.1 0.1 1.7: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 24 . . 4 . . 0 . . .:
Old : 44: 24 24 . . 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 65.0 68.0 80.0 47.2 65.0 65.6 77.8
Old : 47.7 65.0 68.0 80.0 47.2 65.0 65.6 77.8
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,140: 34,945 42,495 7,900 65 1,860 0 0 0 300 420 0: 135 300
Old : 45,140: 34,945 42,495 7,900 65 1,860 0 0 0 300 420 0: 135 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 50: 250 50 -200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 94.1 17.5 0.1 4.1 0.0 0.0 0.0 0.7 0.9 0.0: 0.3 0.7
Old : 100.0: 77.4 94.1 17.5 0.1 4.1 0.0 0.0 0.0 0.7 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 : 29: 19 17 . . . 0 0 0 . . 0:
Old : 29: 19 17 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 87.0 87.4 94.8 63.4 83.7 76.7 85.6
Old : 67.5 87.0 87.4 94.8 63.4 83.7 76.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,431: 21,484 19,967 288 1,631 3,078 0 600 0 335 0 25: 221 130
Old : 25,431: 21,484 19,967 288 1,631 3,078 0 600 0 335 0 25: 221 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -35: 405 -35 -300 0 0 0 0 0 0 0 0: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 78.5 1.1 6.4 12.1 0.0 2.4 0.0 1.3 0.0 0.1: 0.9 0.5
Old : 100.0: 84.5 78.5 1.1 6.4 12.1 0.0 2.4 0.0 1.3 0.0 0.1: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 17 . . . 0 . 0 . 0 .:
Old : 25: 17 17 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 63.5 79.6 83.4 39.0 51.0 54.7 60.9
Old : 52.7 63.5 79.6 83.4 39.0 51.0 54.7 60.9
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,995: 9,570 10,920 4,560 0 0 200 3,950 0 450 0 125: 90 0
Old : 14,995: 9,570 10,920 4,560 0 0 200 3,950 0 450 0 125: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 72.8 30.4 0.0 0.0 1.3 26.3 0.0 3.0 0.0 0.8: 0.6 0.0
Old : 100.0: 63.8 72.8 30.4 0.0 0.0 1.3 26.3 0.0 3.0 0.0 0.8: 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 .:
Old : 23: 14 8 . 0 0 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 81.6 77.6 97.9 55.4 75.8 69.6 79.4
Old : 57.8 81.6 77.6 97.9 55.4 75.8 69.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 76,069: 45,690 51,800 319 11,033 8,066 7,569 0 644 9,007 129 4,309: 465 88
Old : 76,069: 45,690 51,800 319 11,033 8,066 7,569 0 644 9,007 129 4,309: 465 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,601: 1,264 1,486 80 -18 55 176 0 -38 -133 -111 211: -15 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 68.1 0.4 14.5 10.6 9.9 0.0 0.8 11.8 0.2 5.7: 0.6 0.1
Old : 100.0: 60.1 68.1 0.4 14.5 10.6 9.9 0.0 0.8 11.8 0.2 5.7: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 27 31 . . . 5 0 . 11 . 7:
Old : 54: 27 31 . . . 5 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 : 31.4 45.9 53.7 67.9 17.9 27.1 26.0 34.5
Old : 31.4 45.9 53.7 67.9 17.9 27.1 26.0 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,860: 2,650 3,550 1,460 0 0 0 0 0 750 1,250 0: 0 60
Old : 4,860: 2,650 3,550 1,460 0 0 0 0 0 750 1,250 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 73.0 30.0 0.0 0.0 0.0 0.0 0.0 15.4 25.7 0.0: 0.0 1.2
Old : 100.0: 54.5 73.0 30.0 0.0 0.0 0.0 0.0 0.0 15.4 25.7 0.0: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 7 9 . 0 0 0 0 0 5 . 0:
Old : 24: 7 9 . 0 0 0 0 0 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 : 72.2 74.1 91.8 91.6 72.2 67.9 86.6 85.4
Old : 72.2 74.1 91.8 91.6 72.2 67.9 86.6 85.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,735: 17,914 20,112 0 5,002 854 4,150 0 300 3,415 325 800: 302 342
Old : 27,735: 17,914 20,112 0 5,002 854 4,150 0 300 3,415 325 800: 302 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 150: 50 175 0 -225 150 550 -100 0 -750 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 72.5 0.0 18.0 3.1 15.0 0.0 1.1 12.3 1.2 2.9: 1.1 1.2
Old : 100.0: 64.6 72.5 0.0 18.0 3.1 15.0 0.0 1.1 12.3 1.2 2.9: 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 : 30: 16 18 0 . . . 0 . . . .:
Old : 30: 16 18 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 45.9 80.3 71.1 48.6 40.8 58.1 55.3
Old : 55.2 45.9 80.3 71.1 48.6 40.8 58.1 55.3
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,760: 46,746 52,373 5,427 100 2,652 0 0 0 650 280 140: 145 215
Old : 55,760: 46,746 52,373 5,427 100 2,652 0 0 0 650 280 140: 145 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 245: -65 320 385 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 93.9 9.7 0.2 4.8 0.0 0.0 0.0 1.2 0.5 0.3: 0.3 0.4
Old : 100.0: 83.8 93.9 9.7 0.2 4.8 0.0 0.0 0.0 1.2 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 : 63.4 81.5 85.4 92.2 59.3 79.1 76.3 83.2
Old : 63.4 81.5 85.4 92.2 59.3 79.1 76.3 83.2
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,658: 36,465 28,032 0 8,621 3,783 750 1,950 0 1,035 0 235: 390 37
Old : 42,658: 36,465 28,032 0 8,621 3,783 750 1,950 0 1,035 0 235: 390 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 348: -177 -242 0 785 -185 0 0 0 710 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 65.7 0.0 20.2 8.9 1.8 4.6 0.0 2.4 0.0 0.6: 0.9 0.1
Old : 100.0: 85.5 65.7 0.0 20.2 8.9 1.8 4.6 0.0 2.4 0.0 0.6: 0.9 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 : 31: 21 21 0 . . . . 0 . 0 .:
Old : 31: 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 : 51.3 47.0 73.3 71.2 41.7 30.4 50.6 46.1
Old : 51.3 47.0 73.3 71.2 41.7 30.4 50.6 46.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,313: 52,323 61,293 6,306 895 2,760 150 0 0 3,346 200 0: 428 165
Old : 65,313: 52,323 61,293 6,306 895 2,760 150 0 0 3,346 200 0: 428 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 103: 139 203 -46 -100 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 93.8 9.7 1.4 4.2 0.2 0.0 0.0 5.1 0.3 0.0: 0.7 0.3
Old : 100.0: 80.1 93.8 9.7 1.4 4.2 0.2 0.0 0.0 5.1 0.3 0.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.5 90.1 75.3 96.8 53.8 85.5 71.7 88.4
Old : 55.5 90.1 75.3 96.8 53.8 85.5 71.7 88.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,600: 58,772 63,135 7,264 3,265 1,980 175 0 0 4,214 4,150 60: 135 10
Old : 72,600: 58,772 63,135 7,264 3,265 1,980 175 0 0 4,214 4,150 60: 135 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 175: 175 275 0 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 87.0 10.0 4.5 2.7 0.2 0.0 0.0 5.8 5.7 0.1: 0.2 0.0
Old : 100.0: 81.0 87.0 10.0 4.5 2.7 0.2 0.0 0.0 5.8 5.7 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 16 . . . . 0 0 4 . .:
Old : 37: 22 16 . . . . 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 : 54.3 80.9 76.1 95.3 50.7 77.4 70.0 87.0
Old : 54.3 80.9 76.1 95.3 50.7 77.4 70.0 87.0
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,071: 65,918 81,004 14,268 1,924 3,320 0 334 34 4,156 1,188 267: 108 0
Old : 88,071: 65,918 81,004 14,268 1,924 3,320 0 334 34 4,156 1,188 267: 108 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 133: 132 646 7 -380 52 0 -115 30 -56 -68 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 92.0 16.2 2.2 3.8 0.0 0.4 0.0 4.7 1.3 0.3: 0.1 0.0
Old : 100.0: 74.8 92.0 16.2 2.2 3.8 0.0 0.4 0.0 4.7 1.3 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 . . 4 . .:
Old : 41: 19 26 4 . 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 : 60.0 55.2 75.1 78.0 59.0 52.0 72.4 69.7
Old : 60.0 55.2 75.1 78.0 59.0 52.0 72.4 69.7
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,248: 82,624 95,189 17,385 4,292 4,892 140 2,764 707 6,686 4,750 639: 175 15
Old : 113,248: 82,624 95,189 17,385 4,292 4,892 140 2,764 707 6,686 4,750 639: 175 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 461: 61 593 70 -45 -59 140 30 29 192 -116 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 84.1 15.4 3.8 4.3 0.1 2.4 0.6 5.9 4.2 0.6: 0.2 0.0
Old : 100.0: 73.0 84.1 15.4 3.8 4.3 0.1 2.4 0.6 5.9 4.2 0.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 22 29 4 . 4 . 8 . 4 6 4:
Old : 57: 22 29 4 . 4 . 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 51.4 71.4 73.1 51.6 45.3 64.9 60.1
Old : 54.7 51.4 71.4 73.1 51.6 45.3 64.9 60.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,080: 45,491 46,475 5,369 0 2,750 0 1,750 225 50 2,675 175: 20 30
Old : 54,080: 45,491 46,475 5,369 0 2,750 0 1,750 225 50 2,675 175: 20 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,040: 940 740 178 0 -153 0 428 0 50 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 85.9 9.9 0.0 5.1 0.0 3.2 0.4 0.1 4.9 0.3: 0.0 0.1
Old : 100.0: 84.1 85.9 9.9 0.0 5.1 0.0 3.2 0.4 0.1 4.9 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 : 28: 14 11 . 0 . 0 . . . . .:
Old : 28: 14 11 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 83.4 95.1 92.6 77.5 81.4 90.9 89.1
Old : 77.5 83.4 95.1 92.6 77.5 81.4 90.9 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 50,235: 42,943 47,675 6,487 0 780 0 0 0 25 1,780 0: 0 0
Old : 50,235: 42,943 47,675 6,487 0 780 0 0 0 25 1,780 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,350: 1,425 1,200 -75 0 0 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 94.9 12.9 0.0 1.6 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 85.5 94.9 12.9 0.0 1.6 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 8 . 0 . 0 0 0 . 4 0:
Old : 23: 10 8 . 0 . 0 0 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 95.0 97.6 98.1 80.1 93.5 95.8 96.0
Old : 80.1 95.0 97.6 98.1 80.1 93.5 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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,492: 47,161 58,830 12,542 0 2,336 650 150 250 415 1,737 1,005: 133 184
Old : 64,492: 47,161 58,830 12,542 0 2,336 650 150 250 415 1,737 1,005: 133 184
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 331: -74 41 527 0 0 0 0 0 -2 300 0: -120 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 91.2 19.4 0.0 3.6 1.0 0.2 0.4 0.6 2.7 1.6: 0.2 0.3
Old : 100.0: 73.1 91.2 19.4 0.0 3.6 1.0 0.2 0.4 0.6 2.7 1.6: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 19 4 0 . . . . . . .:
Old : 31: 19 19 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 84.2 76.3 91.5 48.7 81.1 68.0 84.0
Old : 52.8 84.2 76.3 91.5 48.7 81.1 68.0 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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,299: 44,185 56,924 13,642 641 725 695 75 3,880 645 1,743 1,141: 386 170
Old : 65,299: 44,185 56,924 13,642 641 725 695 75 3,880 645 1,743 1,141: 386 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,456: 678 1,281 948 0 5 -155 0 -140 120 300 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 87.2 20.9 1.0 1.1 1.1 0.1 5.9 1.0 2.7 1.7: 0.6 0.3
Old : 100.0: 67.7 87.2 20.9 1.0 1.1 1.1 0.1 5.9 1.0 2.7 1.7: 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: 19 22 . . . 5 . . . . .:
Old : 36: 19 22 . . . 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 : 54.9 72.0 77.3 84.3 53.6 66.0 69.4 73.1
Old : 54.9 72.0 77.3 84.3 53.6 66.0 69.4 73.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,003: 16,469 30,366 13,421 0 164 0 318 80 750 0 0: 119 75
Old : 31,003: 16,469 30,366 13,421 0 164 0 318 80 750 0 0: 119 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 35: 366 -50 -360 0 69 0 0 0 25 0 0: -65 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 97.9 43.3 0.0 0.5 0.0 1.0 0.3 2.4 0.0 0.0: 0.4 0.2
Old : 100.0: 53.1 97.9 43.3 0.0 0.5 0.0 1.0 0.3 2.4 0.0 0.0: 0.4 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 : 24: 13 11 5 0 . 0 . . . 0 0:
Old : 24: 13 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 : 61.0 87.1 77.8 97.9 60.7 83.3 75.9 88.4
Old : 61.0 87.1 77.8 97.9 60.7 83.3 75.9 88.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,095: 15,783 28,727 12,404 0 113 0 200 0 575 35 0: 220 20
Old : 29,095: 15,783 28,727 12,404 0 113 0 200 0 575 35 0: 220 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 5: 360 -55 -360 0 40 0 0 0 25 0 0: -60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 98.7 42.6 0.0 0.4 0.0 0.7 0.0 2.0 0.1 0.0: 0.8 0.1
Old : 100.0: 54.2 98.7 42.6 0.0 0.4 0.0 0.7 0.0 2.0 0.1 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 5 0 . 0 . 0 . . 0:
Old : 25: 13 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 : 59.0 87.0 76.7 97.9 58.8 82.9 74.2 88.4
Old : 59.0 87.0 76.7 97.9 58.8 82.9 74.2 88.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,554: 27,613 26,936 3,579 1,210 1,012 0 2,591 1,239 209 699 816: 86 51
Old : 34,554: 27,613 26,936 3,579 1,210 1,012 0 2,591 1,239 209 699 816: 86 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 273: -58 609 -10 0 10 0 -592 300 0 -77 21: 10 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 78.0 10.4 3.5 2.9 0.0 7.5 3.6 0.6 2.0 2.4: 0.2 0.1
Old : 100.0: 79.9 78.0 10.4 3.5 2.9 0.0 7.5 3.6 0.6 2.0 2.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 19 5 . . 0 . . . . .:
Old : 38: 19 19 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 : 65.6 52.1 81.3 70.9 56.9 47.5 69.5 61.3
Old : 65.6 52.1 81.3 70.9 56.9 47.5 69.5 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,451: 17,864 19,575 2,349 0 198 360 725 650 217 638 437: 376 228
Old : 22,451: 17,864 19,575 2,349 0 198 360 725 650 217 638 437: 376 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 310: 0 300 0 0 0 310 0 0 0 10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 87.2 10.5 0.0 0.9 1.6 3.2 2.9 1.0 2.8 1.9: 1.7 1.0
Old : 100.0: 79.6 87.2 10.5 0.0 0.9 1.6 3.2 2.9 1.0 2.8 1.9: 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 : 75.7 71.4 90.4 83.9 74.5 70.7 83.5 82.5
Old : 75.7 71.4 90.4 83.9 74.5 70.7 83.5 82.5
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,427: 43,993 36,904 5,836 12,228 900 3,305 3,650 1,095 328 770 850: 120 30
Old : 56,427: 43,993 36,904 5,836 12,228 900 3,305 3,650 1,095 328 770 850: 120 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,029: 1,031 1,043 213 15 3 -251 -42 0 0 0 0: 33 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 65.4 10.3 21.7 1.6 5.9 6.5 1.9 0.6 1.4 1.5: 0.2 0.1
Old : 100.0: 78.0 65.4 10.3 21.7 1.6 5.9 6.5 1.9 0.6 1.4 1.5: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 23 4 . 5 . . . . . 4:
Old : 41: 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 : 59.7 54.1 75.9 75.2 50.1 52.1 61.9 65.2
Old : 59.7 54.1 75.9 75.2 50.1 52.1 61.9 65.2
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,559: 31,311 19,336 3,523 13,960 764 0 610 225 35 1,135 355: 346 174
Old : 36,559: 31,311 19,336 3,523 13,960 764 0 610 225 35 1,135 355: 346 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 226: 67 288 208 18 10 0 90 -90 0 -106 -28: 59 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 52.9 9.6 38.2 2.1 0.0 1.7 0.6 0.1 3.1 1.0: 0.9 0.5
Old : 100.0: 85.6 52.9 9.6 38.2 2.1 0.0 1.7 0.6 0.1 3.1 1.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 18 4 . . 0 . . . . .:
Old : 33: 18 18 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 : 65.6 65.2 82.5 81.1 55.3 63.6 66.6 71.1
Old : 65.6 65.2 82.5 81.1 55.3 63.6 66.6 71.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,644: 11,161 17,582 5,481 0 2,622 725 225 0 275 0 200: 180 15
Old : 20,644: 11,161 17,582 5,481 0 2,622 725 225 0 275 0 200: 180 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -583: -280 -745 -350 0 137 -75 0 0 -25 0 25: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 85.2 26.6 0.0 12.7 3.5 1.1 0.0 1.3 0.0 1.0: 0.9 0.1
Old : 100.0: 54.1 85.2 26.6 0.0 12.7 3.5 1.1 0.0 1.3 0.0 1.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 14 . 0 . . . 0 . 0 .:
Old : 24: 13 14 . 0 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 80.2 87.9 90.7 51.6 71.5 69.4 76.3
Old : 66.1 80.2 87.9 90.7 51.6 71.5 69.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,937: 11,292 11,775 993 800 637 0 125 25 470 175 400: 120 0
Old : 13,937: 11,292 11,775 993 800 637 0 125 25 470 175 400: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 375: 375 325 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 84.5 7.1 5.7 4.6 0.0 0.9 0.2 3.4 1.3 2.9: 0.9 0.0
Old : 100.0: 81.0 84.5 7.1 5.7 4.6 0.0 0.9 0.2 3.4 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 : 24: 12 11 . . . 0 . . . . .:
Old : 24: 12 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 : 59.6 80.6 85.2 91.5 50.4 78.1 71.5 82.3
Old : 59.6 80.6 85.2 91.5 50.4 78.1 71.5 82.3
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,217: 12,725 12,070 1,105 700 547 0 975 25 50 255 645: 120 0
Old : 15,217: 12,725 12,070 1,105 700 547 0 975 25 50 255 645: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 430: 300 400 150 0 -20 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 79.3 7.3 4.6 3.6 0.0 6.4 0.2 0.3 1.7 4.2: 0.8 0.0
Old : 100.0: 83.6 79.3 7.3 4.6 3.6 0.0 6.4 0.2 0.3 1.7 4.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . 0 . . . . .:
Old : 26: 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 : 58.2 75.3 82.3 89.3 49.2 75.2 71.8 80.3
Old : 58.2 75.3 82.3 89.3 49.2 75.2 71.8 80.3
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,365: 11,490 15,435 6,430 3,255 125 25 0 0 1,580 1,100 405: 310 45
Old : 20,365: 11,490 15,435 6,430 3,255 125 25 0 0 1,580 1,100 405: 310 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 608: 640 615 -30 0 0 0 0 0 -25 0 0: 23 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 75.8 31.6 16.0 0.6 0.1 0.0 0.0 7.8 5.4 2.0: 1.5 0.2
Old : 100.0: 56.4 75.8 31.6 16.0 0.6 0.1 0.0 0.0 7.8 5.4 2.0: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . . 0 0 . . .:
Old : 29: 15 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 : 65.4 63.2 85.8 82.9 63.2 57.0 78.2 74.5
Old : 65.4 63.2 85.8 82.9 63.2 57.0 78.2 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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,568: 10,292 14,745 7,155 3,230 128 25 0 0 1,625 1,100 320: 23 45
Old : 19,568: 10,292 14,745 7,155 3,230 128 25 0 0 1,625 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 27, 2019 :
: 600: 640 615 240 0 3 0 0 0 -25 0 0: -258 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 75.4 36.6 16.5 0.7 0.1 0.0 0.0 8.3 5.6 1.6: 0.1 0.2
Old : 100.0: 52.6 75.4 36.6 16.5 0.7 0.1 0.0 0.0 8.3 5.6 1.6: 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: 14 12 . . . . 0 0 . . .:
Old : 29: 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 : 66.9 60.5 85.9 82.9 64.7 53.3 78.4 72.2
Old : 66.9 60.5 85.9 82.9 64.7 53.3 78.4 72.2
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,936: 31,896 42,576 10,214 1,700 1,725 750 0 100 1,800 575 2,260: 191 0
Old : 48,936: 31,896 42,576 10,214 1,700 1,725 750 0 100 1,800 575 2,260: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 620: 630 600 70 0 -30 0 0 0 50 150 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 87.0 20.9 3.5 3.5 1.5 0.0 0.2 3.7 1.2 4.6: 0.4 0.0
Old : 100.0: 65.2 87.0 20.9 3.5 3.5 1.5 0.0 0.2 3.7 1.2 4.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 12 4 . . . 0 . . . .:
Old : 34: 18 12 4 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 76.6 81.8 93.0 57.8 69.6 70.6 80.6
Old : 62.6 76.6 81.8 93.0 57.8 69.6 70.6 80.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,339: 31,655 42,467 10,246 1,700 1,362 735 0 115 1,980 650 2,045: 201 0
Old : 48,339: 31,655 42,467 10,246 1,700 1,362 735 0 115 1,980 650 2,045: 201 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 650: 640 600 70 0 -10 0 0 0 40 150 -90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 87.9 21.2 3.5 2.8 1.5 0.0 0.2 4.1 1.3 4.2: 0.4 0.0
Old : 100.0: 65.5 87.9 21.2 3.5 2.8 1.5 0.0 0.2 4.1 1.3 4.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 12 4 . . . 0 . . . .:
Old : 35: 17 12 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 : 63.2 78.2 81.6 92.1 59.3 71.6 72.0 81.6
Old : 63.2 78.2 81.6 92.1 59.3 71.6 72.0 81.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,350: 95,339 89,332 26,410 22,441 1,800 515 1,290 460 1,729 11,268 735: 362 24
Old : 127,350: 95,339 89,332 26,410 22,441 1,800 515 1,290 460 1,729 11,268 735: 362 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 831: 614 978 0 -570 -5 0 -50 50 175 428 0: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 70.1 20.7 17.6 1.4 0.4 1.0 0.4 1.4 8.8 0.6: 0.3 0.0
Old : 100.0: 74.9 70.1 20.7 17.6 1.4 0.4 1.0 0.4 1.4 8.8 0.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 30 25 . . . . . . 6 5 5:
Old : 55: 30 25 . . . . . . 6 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 : 37.7 50.9 62.8 76.5 32.1 48.2 50.2 64.2
Old : 37.7 50.9 62.8 76.5 32.1 48.2 50.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,443: 102,938 96,890 28,739 25,619 2,067 1,225 1,295 450 1,847 11,032 1,090: 87 0
Old : 138,443: 102,938 96,890 28,739 25,619 2,067 1,225 1,295 450 1,847 11,032 1,090: 87 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,017: 1,635 2,118 0 -280 -43 175 -50 50 175 252 25: 0 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 70.0 20.8 18.5 1.5 0.9 0.9 0.3 1.3 8.0 0.8: 0.1 0.0
Old : 100.0: 74.4 70.0 20.8 18.5 1.5 0.9 0.9 0.3 1.3 8.0 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 27 . . 5 . . . 5 8 6:
Old : 61: 34 27 . . 5 . . . 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 : 35.8 50.8 61.1 77.0 34.1 48.0 52.0 64.6
Old : 35.8 50.8 61.1 77.0 34.1 48.0 52.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 502,093: 293,997 309,954 25,539 10,590 91,796 15,872 19,276 37,346 10,740 6,452 26,033: 770 646
Old : 502,093: 293,997 309,954 25,539 10,590 91,796 15,872 19,276 37,346 10,740 6,452 26,033: 770 646
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 7,074: 4,745 2,493 -3,407 -1,980 2,809 3,113 3,347 52 -256 253 10: 9 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 61.7 5.1 2.1 18.3 3.2 3.8 7.4 2.1 1.3 5.2: 0.2 0.1
Old : 100.0: 58.6 61.7 5.1 2.1 18.3 3.2 3.8 7.4 2.1 1.3 5.2: 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 : 94: 38 38 4 . 6 6 12 5 17 9 12:
Old : 94: 38 38 4 . 6 6 12 5 17 9 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 : 39.4 37.4 59.4 61.2 13.7 14.2 18.9 19.2
Old : 39.4 37.4 59.4 61.2 13.7 14.2 18.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,539: 11,078 17,484 2,770 520 430 635 0 0 3,510 25 75: 41 5
Old : 18,539: 11,078 17,484 2,770 520 430 635 0 0 3,510 25 75: 41 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 120: 20 120 -100 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 94.3 14.9 2.8 2.3 3.4 0.0 0.0 18.9 0.1 0.4: 0.2 0.0
Old : 100.0: 59.8 94.3 14.9 2.8 2.3 3.4 0.0 0.0 18.9 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 8 . . . . 0 0 . . .:
Old : 28: 16 8 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 92.6 75.1 99.3 52.3 88.6 74.8 94.3
Old : 52.6 92.6 75.1 99.3 52.3 88.6 74.8 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,372: 10,116 16,247 2,961 0 565 0 490 10 3,545 25 35: 140 0
Old : 17,372: 10,116 16,247 2,961 0 565 0 490 10 3,545 25 35: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 93.5 17.0 0.0 3.3 0.0 2.8 0.1 20.4 0.1 0.2: 0.8 0.0
Old : 100.0: 58.2 93.5 17.0 0.0 3.3 0.0 2.8 0.1 20.4 0.1 0.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 6 . 0 . 0 . . . . .:
Old : 26: 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 : 55.8 93.3 79.2 99.7 55.8 89.8 77.1 93.5
Old : 55.8 93.3 79.2 99.7 55.8 89.8 77.1 93.5
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,355: 4,675 5,305 750 70 260 35 425 250 1,215 1,095 500: 670 450
Old : 8,355: 4,675 5,305 750 70 260 35 425 250 1,215 1,095 500: 670 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,320: 235 1,270 380 70 120 -50 45 155 -80 -725 255: 305 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 63.5 9.0 0.8 3.1 0.4 5.1 3.0 14.5 13.1 6.0: 8.0 5.4
Old : 100.0: 56.0 63.5 9.0 0.8 3.1 0.4 5.1 3.0 14.5 13.1 6.0: 8.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 23 24 . . . . . . 7 5 7:
Old : 47: 23 24 . . . . . . 7 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 24.6 47.8 43.1 26.0 17.7 39.6 32.1
Old : 30.0 24.6 47.8 43.1 26.0 17.7 39.6 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,194: 1,816 2,186 120 0 0 0 0 0 258 0 0: 0 8
Old : 2,194: 1,816 2,186 120 0 0 0 0 0 258 0 0: 0 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 99.6 5.5 0.0 0.0 0.0 0.0 0.0 11.8 0.0 0.0: 0.0 0.4
Old : 100.0: 82.8 99.6 5.5 0.0 0.0 0.0 0.0 0.0 11.8 0.0 0.0: 0.0 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 : 22: 10 11 . 0 0 0 0 0 . 0 0:
Old : 22: 10 11 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 68.6 81.9 91.4 57.0 68.6 81.9 89.8
Old : 57.0 68.6 81.9 91.4 57.0 68.6 81.9 89.8
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,616: 36,761 35,373 5,725 6,340 255 0 823 1,680 0 0 0: 8,195 8,145
Old : 52,616: 36,761 35,373 5,725 6,340 255 0 823 1,680 0 0 0: 8,195 8,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,180: 400 1,055 830 175 -10 0 0 0 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 67.2 10.9 12.0 0.5 0.0 1.6 3.2 0.0 0.0 0.0: 15.6 15.5
Old : 100.0: 69.9 67.2 10.9 12.0 0.5 0.0 1.6 3.2 0.0 0.0 0.0: 15.6 15.5
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 : 27: 17 20 . . . 0 . . 0 0 0:
Old : 27: 17 20 . . . 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 : 66.5 49.2 78.4 69.1 60.0 47.8 65.3 63.4
Old : 66.5 49.2 78.4 69.1 60.0 47.8 65.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,475: 32,774 30,708 5,150 5,020 240 0 2,265 625 0 0 0: 6,686 6,617
Old : 45,475: 32,774 30,708 5,150 5,020 240 0 2,265 625 0 0 0: 6,686 6,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 505: 280 330 25 175 0 0 -200 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 67.5 11.3 11.0 0.5 0.0 5.0 1.4 0.0 0.0 0.0: 14.7 14.6
Old : 100.0: 72.1 67.5 11.3 11.0 0.5 0.0 5.0 1.4 0.0 0.0 0.0: 14.7 14.6
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: 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 : 71.3 46.9 81.4 68.0 64.6 45.8 69.2 64.0
Old : 71.3 46.9 81.4 68.0 64.6 45.8 69.2 64.0
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,950: 7,200 19,895 13,860 1,160 1,440 225 1,705 440 1,705 0 175: 2,905 3,135
Old : 27,950: 7,200 19,895 13,860 1,160 1,440 225 1,705 440 1,705 0 175: 2,905 3,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,680: 505 1,105 900 600 -310 0 180 0 480 0 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 71.2 49.6 4.2 5.2 0.8 6.1 1.6 6.1 0.0 0.6: 10.4 11.2
Old : 100.0: 25.8 71.2 49.6 4.2 5.2 0.8 6.1 1.6 6.1 0.0 0.6: 10.4 11.2
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: 11 12 . . . . . . . 0 .:
Old : 23: 11 12 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 56.9 82.7 79.1 65.2 55.4 69.4 68.9
Old : 70.8 56.9 82.7 79.1 65.2 55.4 69.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,945: 4,830 17,225 11,850 0 2,005 275 1,230 500 1,680 0 0: 1,805 1,985
Old : 22,945: 4,830 17,225 11,850 0 2,005 275 1,230 500 1,680 0 0: 1,805 1,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 955: 0 600 300 0 320 0 180 0 480 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 75.1 51.6 0.0 8.7 1.2 5.4 2.2 7.3 0.0 0.0: 7.9 8.7
Old : 100.0: 21.1 75.1 51.6 0.0 8.7 1.2 5.4 2.2 7.3 0.0 0.0: 7.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 13 . 0 . . . . . 0 0:
Old : 21: 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 : 78.3 56.5 88.1 79.2 64.8 56.5 69.4 66.4
Old : 78.3 56.5 88.1 79.2 64.8 56.5 69.4 66.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,356: 15,958 16,091 4,169 15,641 827 12,690 0 3,130 0 1,300 0: 2,582 2,367
Old : 39,356: 15,958 16,091 4,169 15,641 827 12,690 0 3,130 0 1,300 0: 2,582 2,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,135: 1,414 1,030 1,056 1,800 0 660 0 -115 0 300 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 40.9 10.6 39.7 2.1 32.2 0.0 8.0 0.0 3.3 0.0: 6.6 6.0
Old : 100.0: 40.5 40.9 10.6 39.7 2.1 32.2 0.0 8.0 0.0 3.3 0.0: 6.6 6.0
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 18 . . . . 0 . 0 . 0:
Old : 23: 12 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 : 61.0 72.9 79.4 83.1 51.0 63.6 62.3 67.8
Old : 61.0 72.9 79.4 83.1 51.0 63.6 62.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,684: 9,840 12,539 4,054 7,980 60 7,145 195 3,720 0 675 0: 1,865 1,515
Old : 26,684: 9,840 12,539 4,054 7,980 60 7,145 195 3,720 0 675 0: 1,865 1,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,055: 1,629 1,345 936 600 -510 -320 0 0 0 300 0: 320 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 47.0 15.2 29.9 0.2 26.8 0.7 13.9 0.0 2.5 0.0: 7.0 5.7
Old : 100.0: 36.9 47.0 15.2 29.9 0.2 26.8 0.7 13.9 0.0 2.5 0.0: 7.0 5.7
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 : 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 : 69.3 75.0 86.6 85.4 57.5 58.3 62.2 62.0
Old : 69.3 75.0 86.6 85.4 57.5 58.3 62.2 62.0
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,157: 32,085 31,822 18,603 27,525 1,260 5,520 1,835 3,755 5,545 200 1,530: 13,859 14,230
Old : 82,157: 32,085 31,822 18,603 27,525 1,260 5,520 1,835 3,755 5,545 200 1,530: 13,859 14,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 45: 5 735 360 -600 0 -1,170 -1,200 995 -185 75 100: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 38.7 22.6 33.5 1.5 6.7 2.2 4.6 6.7 0.2 1.9: 16.9 17.3
Old : 100.0: 39.1 38.7 22.6 33.5 1.5 6.7 2.2 4.6 6.7 0.2 1.9: 16.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 19 . . . . . . . . .:
Old : 29: 14 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 43.6 77.2 60.0 57.5 43.6 65.4 54.0
Old : 65.2 43.6 77.2 60.0 57.5 43.6 65.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,743: 30,552 28,751 19,710 27,025 1,260 5,895 1,595 3,095 1,630 0 1,845: 12,756 13,172
Old : 76,743: 30,552 28,751 19,710 27,025 1,260 5,895 1,595 3,095 1,630 0 1,845: 12,756 13,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 525: 250 1,055 360 -600 0 -1,170 -1,200 995 -185 0 335: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 37.5 25.7 35.2 1.6 7.7 2.1 4.0 2.1 0.0 2.4: 16.6 17.2
Old : 100.0: 39.8 37.5 25.7 35.2 1.6 7.7 2.1 4.0 2.1 0.0 2.4: 16.6 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 : 28: 15 19 . . . . . . . 0 .:
Old : 28: 15 19 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 45.3 75.0 60.4 58.1 43.3 63.4 52.9
Old : 63.8 45.3 75.0 60.4 58.1 43.3 63.4 52.9
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,030: 11,298 8,079 2,950 1,114 1,704 1,315 6,450 335 1,145 1,680 1,550: 3,733 3,118
Old : 24,030: 11,298 8,079 2,950 1,114 1,704 1,315 6,450 335 1,145 1,680 1,550: 3,733 3,118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 70: -174 -24 100 -100 0 0 0 0 45 95 0: 99 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 33.6 12.3 4.6 7.1 5.5 26.8 1.4 4.8 7.0 6.5: 15.5 13.0
Old : 100.0: 47.0 33.6 12.3 4.6 7.1 5.5 26.8 1.4 4.8 7.0 6.5: 15.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 9 . . . . . . . . .:
Old : 29: 15 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 : 39.0 59.7 61.8 81.2 36.1 49.3 55.1 64.1
Old : 39.0 59.7 61.8 81.2 36.1 49.3 55.1 64.1
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,125: 10,388 8,054 2,650 959 1,246 1,275 7,650 325 1,590 25 1,855: 3,796 3,011
Old : 23,125: 10,388 8,054 2,650 959 1,246 1,275 7,650 325 1,590 25 1,855: 3,796 3,011
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 120: -124 -24 100 -50 0 0 0 0 -50 0 95: 99 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 34.8 11.5 4.1 5.4 5.5 33.1 1.4 6.9 0.1 8.0: 16.4 13.0
Old : 100.0: 44.9 34.8 11.5 4.1 5.4 5.5 33.1 1.4 6.9 0.1 8.0: 16.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 8 . . . . . . . . .:
Old : 26: 14 8 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 58.8 64.7 81.7 35.6 56.2 56.3 65.3
Old : 39.3 58.8 64.7 81.7 35.6 56.2 56.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,919: 13,876 7,495 0 10,021 646 9,440 185 375 25 6,015 35: 3,522 3,147
Old : 27,919: 13,876 7,495 0 10,021 646 9,440 185 375 25 6,015 35: 3,522 3,147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 26.8 0.0 35.9 2.3 33.8 0.7 1.3 0.1 21.5 0.1: 12.6 11.3
Old : 100.0: 49.7 26.8 0.0 35.9 2.3 33.8 0.7 1.3 0.1 21.5 0.1: 12.6 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 : 21: 13 5 0 . . . . . . . .:
Old : 21: 13 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 : 69.2 74.6 82.8 87.5 68.0 72.9 79.9 82.7
Old : 69.2 74.6 82.8 87.5 68.0 72.9 79.9 82.7
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,447: 14,419 34,732 3,887 9,555 35 15,625 0 0 10,480 0 0: 5,001 5,125
Old : 49,447: 14,419 34,732 3,887 9,555 35 15,625 0 0 10,480 0 0: 5,001 5,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 150: 25 1,050 0 -900 0 50 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 70.2 7.9 19.3 0.1 31.6 0.0 0.0 21.2 0.0 0.0: 10.1 10.4
Old : 100.0: 29.2 70.2 7.9 19.3 0.1 31.6 0.0 0.0 21.2 0.0 0.0: 10.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 . . . . 0 0 . 0 0:
Old : 24: 13 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 : 62.2 76.4 83.0 86.7 61.6 76.4 79.3 82.2
Old : 62.2 76.4 83.0 86.7 61.6 76.4 79.3 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,780: 15,571 31,902 3,235 12,240 35 15,525 0 0 10,055 0 0: 5,359 5,603
Old : 49,780: 15,571 31,902 3,235 12,240 35 15,525 0 0 10,055 0 0: 5,359 5,603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 50: 0 50 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 64.1 6.5 24.6 0.1 31.2 0.0 0.0 20.2 0.0 0.0: 10.8 11.3
Old : 100.0: 31.3 64.1 6.5 24.6 0.1 31.2 0.0 0.0 20.2 0.0 0.0: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 . . . . 0 0 . 0 0:
Old : 22: 11 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 : 60.9 79.1 84.1 86.6 60.3 79.1 82.4 84.6
Old : 60.9 79.1 84.1 86.6 60.3 79.1 82.4 84.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,490: 21,890 47,530 1,665 1,040 2,175 5,675 0 1,765 19,740 400 0: 3,580 3,580
Old : 56,490: 21,890 47,530 1,665 1,040 2,175 5,675 0 1,765 19,740 400 0: 3,580 3,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 215: 265 -210 -250 250 90 100 0 0 -75 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 84.1 2.9 1.8 3.9 10.0 0.0 3.1 34.9 0.7 0.0: 6.3 6.3
Old : 100.0: 38.8 84.1 2.9 1.8 3.9 10.0 0.0 3.1 34.9 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: 15 11 . . . 5 0 . 4 . 0:
Old : 32: 15 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 : 52.7 78.7 75.4 89.1 49.9 77.8 69.7 81.2
Old : 52.7 78.7 75.4 89.1 49.9 77.8 69.7 81.2
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,895: 21,835 46,500 1,100 1,040 2,380 5,035 0 2,165 19,710 150 50: 3,620 3,610
Old : 55,895: 21,835 46,500 1,100 1,040 2,380 5,035 0 2,165 19,710 150 50: 3,620 3,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 240: 265 -210 -250 250 100 100 0 0 -75 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 83.2 2.0 1.9 4.3 9.0 0.0 3.9 35.3 0.3 0.1: 6.5 6.5
Old : 100.0: 39.1 83.2 2.0 1.9 4.3 9.0 0.0 3.9 35.3 0.3 0.1: 6.5 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 : 30: 15 10 . . . 4 0 . 4 . .:
Old : 30: 15 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 : 53.0 77.6 74.7 89.2 50.1 76.9 69.8 80.4
Old : 53.0 77.6 74.7 89.2 50.1 76.9 69.8 80.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,445: 9,940 7,055 1,125 40 1,410 0 5,795 0 1,795 410 535: 1,640 1,200
Old : 16,445: 9,940 7,055 1,125 40 1,410 0 5,795 0 1,795 410 535: 1,640 1,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -50: 300 -50 -310 40 20 0 0 0 0 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 42.9 6.8 0.2 8.6 0.0 35.2 0.0 10.9 2.5 3.3: 10.0 7.3
Old : 100.0: 60.4 42.9 6.8 0.2 8.6 0.0 35.2 0.0 10.9 2.5 3.3: 10.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 8 . . . 0 4 0 . . .:
Old : 23: 13 8 . . . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 57.8 79.7 84.9 50.1 57.8 70.1 76.4
Old : 55.2 57.8 79.7 84.9 50.1 57.8 70.1 76.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,980: 9,485 6,770 1,445 0 1,135 0 6,095 0 2,195 410 415: 1,305 1,155
Old : 15,980: 9,485 6,770 1,445 0 1,135 0 6,095 0 2,195 410 415: 1,305 1,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 0: 300 0 -300 0 50 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 42.4 9.0 0.0 7.1 0.0 38.1 0.0 13.7 2.6 2.6: 8.2 7.2
Old : 100.0: 59.4 42.4 9.0 0.0 7.1 0.0 38.1 0.0 13.7 2.6 2.6: 8.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 0 . 0 4 0 . . .:
Old : 23: 12 8 . 0 . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 61.4 81.4 85.4 52.2 61.4 71.9 79.5
Old : 56.9 61.4 81.4 85.4 52.2 61.4 71.9 79.5
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,025: 31,640 31,805 1,700 2,115 3,085 2,730 22,060 1,330 20,935 1,175 845: 4,760 4,610
Old : 67,025: 31,640 31,805 1,700 2,115 3,085 2,730 22,060 1,330 20,935 1,175 845: 4,760 4,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 750: -1,185 230 0 -365 75 0 480 0 1,430 -100 100: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 47.5 2.5 3.2 4.6 4.1 32.9 2.0 31.2 1.8 1.3: 7.1 6.9
Old : 100.0: 47.2 47.5 2.5 3.2 4.6 4.1 32.9 2.0 31.2 1.8 1.3: 7.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 15 14 . . . . . . 4 . .:
Old : 33: 15 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 : 59.2 68.4 72.5 85.9 58.2 66.6 71.5 79.6
Old : 59.2 68.4 72.5 85.9 58.2 66.6 71.5 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,190: 30,160 30,760 2,950 935 2,880 2,730 21,935 1,440 18,305 1,175 1,250: 5,475 4,815
Old : 65,190: 30,160 30,760 2,950 935 2,880 2,730 21,935 1,440 18,305 1,175 1,250: 5,475 4,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 635: -1,335 140 300 -100 -215 0 480 0 1,455 -100 100: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 47.2 4.5 1.4 4.4 4.2 33.6 2.2 28.1 1.8 1.9: 8.4 7.4
Old : 100.0: 46.3 47.2 4.5 1.4 4.4 4.2 33.6 2.2 28.1 1.8 1.9: 8.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 15 . . . . . . 4 . .:
Old : 32: 14 15 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 69.8 71.5 85.3 56.4 67.6 68.4 79.9
Old : 57.8 69.8 71.5 85.3 56.4 67.6 68.4 79.9
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,816: 34,647 21,530 0 13,637 2,602 16,175 125 1,675 125 15,825 65: 2,527 2,357
Old : 57,816: 34,647 21,530 0 13,637 2,602 16,175 125 1,675 125 15,825 65: 2,527 2,357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,310: 1,030 500 0 480 200 250 0 -80 0 300 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 37.2 0.0 23.6 4.5 28.0 0.2 2.9 0.2 27.4 0.1: 4.4 4.1
Old : 100.0: 59.9 37.2 0.0 23.6 4.5 28.0 0.2 2.9 0.2 27.4 0.1: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 10 0 . . . . . . . .:
Old : 30: 19 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 74.7 77.5 91.7 53.8 70.7 73.5 81.0
Old : 56.5 74.7 77.5 91.7 53.8 70.7 73.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,437: 29,736 19,205 0 10,666 2,683 11,175 0 1,650 150 11,495 470: 1,573 1,268
Old : 47,437: 29,736 19,205 0 10,666 2,683 11,175 0 1,650 150 11,495 470: 1,573 1,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,400: 1,030 500 0 480 200 250 0 -80 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 40.5 0.0 22.5 5.7 23.6 0.0 3.5 0.3 24.2 1.0: 3.3 2.7
Old : 100.0: 62.7 40.5 0.0 22.5 5.7 23.6 0.0 3.5 0.3 24.2 1.0: 3.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.4 71.0 78.5 92.6 56.1 65.6 72.5 81.0
Old : 59.4 71.0 78.5 92.6 56.1 65.6 72.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,771: 99,262 90,453 18,852 1,360 7,142 1,104 13,125 6,460 1,550 15,830 1,480: 19,921 19,921
Old : 155,771: 99,262 90,453 18,852 1,360 7,142 1,104 13,125 6,460 1,550 15,830 1,480: 19,921 19,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,222: 3,525 2,275 745 400 -105 -770 100 0 -100 625 200: -273 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 58.1 12.1 0.9 4.6 0.7 8.4 4.1 1.0 10.2 1.0: 12.8 12.8
Old : 100.0: 63.7 58.1 12.1 0.9 4.6 0.7 8.4 4.1 1.0 10.2 1.0: 12.8 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 : 43: 23 28 . . . . . . . 5 .:
Old : 43: 23 28 . . . . . . . 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 : 64.3 39.0 75.3 56.6 61.6 36.8 67.3 53.2
Old : 64.3 39.0 75.3 56.6 61.6 36.8 67.3 53.2
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 141,104: 88,916 83,937 19,087 0 6,735 2,929 7,835 5,505 1,300 20,460 1,215: 15,417 15,417
Old : 141,104: 88,916 83,937 19,087 0 6,735 2,929 7,835 5,505 1,300 20,460 1,215: 15,417 15,417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,280: 3,545 2,260 610 0 240 -770 100 0 -100 925 100: -345 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 59.5 13.5 0.0 4.8 2.1 5.6 3.9 0.9 14.5 0.9: 10.9 10.9
Old : 100.0: 63.0 59.5 13.5 0.0 4.8 2.1 5.6 3.9 0.9 14.5 0.9: 10.9 10.9
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 : 41: 21 26 . 0 . . . . . 4 .:
Old : 41: 21 26 . 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 : 63.5 41.1 78.0 58.8 58.5 39.3 68.1 56.6
Old : 63.5 41.1 78.0 58.8 58.5 39.3 68.1 56.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,040: 19,535 21,500 14,390 7,490 1,080 1,270 625 2,280 0 5,645 0: 3,485 3,420
Old : 42,040: 19,535 21,500 14,390 7,490 1,080 1,270 625 2,280 0 5,645 0: 3,485 3,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 295: 375 -100 -280 -305 200 0 0 0 0 500 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 51.1 34.2 17.8 2.6 3.0 1.5 5.4 0.0 13.4 0.0: 8.3 8.1
Old : 100.0: 46.5 51.1 34.2 17.8 2.6 3.0 1.5 5.4 0.0 13.4 0.0: 8.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . . . . 0 . 0:
Old : 26: 14 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 49.9 80.4 71.8 61.1 47.7 71.5 65.7
Old : 62.6 49.9 80.4 71.8 61.1 47.7 71.5 65.7
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,050: 15,925 18,880 12,970 5,525 1,525 820 0 3,700 0 5,420 0: 3,110 3,000
Old : 38,050: 15,925 18,880 12,970 5,525 1,525 820 0 3,700 0 5,420 0: 3,110 3,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 195: 375 -100 -280 -305 140 0 0 0 0 500 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 49.6 34.1 14.5 4.0 2.2 0.0 9.7 0.0 14.2 0.0: 8.2 7.9
Old : 100.0: 41.9 49.6 34.1 14.5 4.0 2.2 0.0 9.7 0.0 14.2 0.0: 8.2 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 : 25: 14 17 . . . . 0 . 0 . 0:
Old : 25: 14 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 46.6 76.5 69.7 54.1 42.7 59.1 57.5
Old : 60.2 46.6 76.5 69.7 54.1 42.7 59.1 57.5
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,575: 13,925 18,275 0 10,490 2,315 11,805 0 765 2,700 0 300: 1,765 1,430
Old : 33,575: 13,925 18,275 0 10,490 2,315 11,805 0 765 2,700 0 300: 1,765 1,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 625: -210 130 0 -230 355 80 0 -10 0 0 0: 410 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 54.4 0.0 31.2 6.9 35.2 0.0 2.3 8.0 0.0 0.9: 5.3 4.3
Old : 100.0: 41.5 54.4 0.0 31.2 6.9 35.2 0.0 2.3 8.0 0.0 0.9: 5.3 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 : 23: 12 11 0 . . . 0 . . 0 .:
Old : 23: 12 11 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 72.7 85.6 86.2 61.1 64.6 75.6 77.2
Old : 64.9 72.7 85.6 86.2 61.1 64.6 75.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,912: 66,708 52,203 1,405 12,435 8,465 1,075 9,865 6,115 5,255 0 0: 18,889 18,829
Old : 107,912: 66,708 52,203 1,405 12,435 8,465 1,075 9,865 6,115 5,255 0 0: 18,889 18,829
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,230: -10 125 75 2,060 -560 0 -1,720 1,370 400 0 -40: 995 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 48.4 1.3 11.5 7.8 1.0 9.1 5.7 4.9 0.0 0.0: 17.5 17.4
Old : 100.0: 61.8 48.4 1.3 11.5 7.8 1.0 9.1 5.7 4.9 0.0 0.0: 17.5 17.4
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 : 38: 27 24 . . . . . . . 0 0:
Old : 38: 27 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 44.8 53.7 61.5 29.8 32.4 40.8 42.7
Old : 36.4 44.8 53.7 61.5 29.8 32.4 40.8 42.7
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,102: 52,909 37,284 0 21,480 4,498 1,225 965 10,000 5,010 0 0: 15,460 14,875
Old : 89,102: 52,909 37,284 0 21,480 4,498 1,225 965 10,000 5,010 0 0: 15,460 14,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,750: 155 945 0 1,240 -250 875 -585 485 400 0 0: 85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 41.8 0.0 24.1 5.0 1.4 1.1 11.2 5.6 0.0 0.0: 17.4 16.7
Old : 100.0: 59.4 41.8 0.0 24.1 5.0 1.4 1.1 11.2 5.6 0.0 0.0: 17.4 16.7
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 : 34: 22 21 0 . . . . . . 0 0:
Old : 34: 22 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 : 46.7 47.1 65.2 65.6 30.5 35.7 41.3 45.1
Old : 46.7 47.1 65.2 65.6 30.5 35.7 41.3 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019