COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 22,973: 12,138 12,424 868 551 1,385 711 2,170 468 5,215 3,625 1,576: 612 774
Old : 22,973: 12,138 12,424 868 551 1,385 711 2,170 468 5,215 3,625 1,576: 612 774
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,118: 917 376 119 52 -125 0 -161 -12 -42 740 245: 16 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 54.1 3.8 2.4 6.0 3.1 9.4 2.0 22.7 15.8 6.9: 2.7 3.4
Old : 100.0: 52.8 54.1 3.8 2.4 6.0 3.1 9.4 2.0 22.7 15.8 6.9: 2.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 13 14 4 . 5 . 4 . 4 7 6:
Old : 37: 13 14 4 . 5 . 4 . 4 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 49.5 64.4 67.4 30.8 34.4 39.5 42.5
Old : 41.5 49.5 64.4 67.4 30.8 34.4 39.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,549: 16,857 19,261 0 2,198 6,212 3,788 191 1,707 932 101 3,455: 598 425
Old : 33,549: 16,857 19,261 0 2,198 6,212 3,788 191 1,707 932 101 3,455: 598 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 357: 194 295 -4 -371 376 13 18 92 -290 -17 -21: -5 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 57.4 0.0 6.6 18.5 11.3 0.6 5.1 2.8 0.3 10.3: 1.8 1.3
Old : 100.0: 50.2 57.4 0.0 6.6 18.5 11.3 0.6 5.1 2.8 0.3 10.3: 1.8 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 : 46: 23 24 0 . . . . 5 9 . 10:
Old : 46: 23 24 0 . . . . 5 9 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 48.2 69.1 68.0 22.5 20.8 26.0 25.7
Old : 47.9 48.2 69.1 68.0 22.5 20.8 26.0 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,119: 25,239 35,483 4,982 759 2,728 330 554 375 6,505 150 950: 10 120
Old : 41,119: 25,239 35,483 4,982 759 2,728 330 554 375 6,505 150 950: 10 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 747: 176 451 -96 -257 161 -119 14 125 225 0 275: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 86.3 12.1 1.8 6.6 0.8 1.3 0.9 15.8 0.4 2.3: 0.0 0.3
Old : 100.0: 61.4 86.3 12.1 1.8 6.6 0.8 1.3 0.9 15.8 0.4 2.3: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 20 . . . . 4 . 5 . 7:
Old : 39: 21 20 . . . . 4 . 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 : 54.0 59.8 80.2 82.2 47.4 53.4 59.5 61.9
Old : 54.0 59.8 80.2 82.2 47.4 53.4 59.5 61.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 29,241: 23,828 25,621 135 445 1,515 200 0 50 2,575 750 850: 88 10
Old : 29,241: 23,828 25,621 135 445 1,515 200 0 50 2,575 750 850: 88 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 75: -25 0 0 50 0 50 0 -25 75 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 87.6 0.5 1.5 5.2 0.7 0.0 0.2 8.8 2.6 2.9: 0.3 0.0
Old : 100.0: 81.5 87.6 0.5 1.5 5.2 0.7 0.0 0.2 8.8 2.6 2.9: 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 : 30: 15 16 . . . . 0 . 4 . .:
Old : 30: 15 16 . . . . 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 : 63.9 73.7 83.7 88.4 63.3 69.7 78.0 78.9
Old : 63.9 73.7 83.7 88.4 63.3 69.7 78.0 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,698: 112,366 90,996 2,130 23,888 7,917 5,933 1,205 6,815 1,817 6,585 2,176: 544 116
Old : 139,698: 112,366 90,996 2,130 23,888 7,917 5,933 1,205 6,815 1,817 6,585 2,176: 544 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 873: -679 1,025 -312 -463 734 117 -55 -132 900 -476 240: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 65.1 1.5 17.1 5.7 4.2 0.9 4.9 1.3 4.7 1.6: 0.4 0.1
Old : 100.0: 80.4 65.1 1.5 17.1 5.7 4.2 0.9 4.9 1.3 4.7 1.6: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 29 30 . . 4 4 4 . 6 4 4:
Old : 55: 29 30 . . 4 4 4 . 6 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 43.0 66.1 61.4 33.1 29.6 40.9 40.4
Old : 47.7 43.0 66.1 61.4 33.1 29.6 40.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,979: 58,336 53,281 5,502 9,335 3,720 350 2,126 2,291 1,128 575 650: 1 0
Old : 71,979: 58,336 53,281 5,502 9,335 3,720 350 2,126 2,291 1,128 575 650: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,234: -1,868 1,396 3,000 67 100 0 199 110 253 -275 -360: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 74.0 7.6 13.0 5.2 0.5 3.0 3.2 1.6 0.8 0.9: 0.0 0.0
Old : 100.0: 81.0 74.0 7.6 13.0 5.2 0.5 3.0 3.2 1.6 0.8 0.9: 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 : 44: 19 23 . . . . 6 . 4 4 4:
Old : 44: 19 23 . . . . 6 . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 69.6 84.5 85.3 64.8 57.7 72.0 68.9
Old : 64.9 69.6 84.5 85.3 64.8 57.7 72.0 68.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 32,443: 29,188 22,681 1,665 8,082 1,140 0 0 0 375 450 75: 0 15
Old : 32,443: 29,188 22,681 1,665 8,082 1,140 0 0 0 375 450 75: 0 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 295: 425 -450 45 845 -200 0 0 0 0 75 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 69.9 5.1 24.9 3.5 0.0 0.0 0.0 1.2 1.4 0.2: 0.0 0.0
Old : 100.0: 90.0 69.9 5.1 24.9 3.5 0.0 0.0 0.0 1.2 1.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 8 15 . . . 0 0 0 . . .:
Old : 26: 8 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 : 87.5 81.3 97.6 94.2 79.5 68.9 84.3 81.0
Old : 87.5 81.3 97.6 94.2 79.5 68.9 84.3 81.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 68,879: 39,678 37,829 546 17,015 7,592 15,565 200 635 420 1,592 4,008: 435 8
Old : 68,879: 39,678 37,829 546 17,015 7,592 15,565 200 635 420 1,592 4,008: 435 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 559: 567 189 -60 -122 202 0 0 0 0 500 -210: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 54.9 0.8 24.7 11.0 22.6 0.3 0.9 0.6 2.3 5.8: 0.6 0.0
Old : 100.0: 57.6 54.9 0.8 24.7 11.0 22.6 0.3 0.9 0.6 2.3 5.8: 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 : 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 : 51.4 53.4 73.7 71.2 45.6 41.7 52.7 52.1
Old : 51.4 53.4 73.7 71.2 45.6 41.7 52.7 52.1
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,867: 51,200 39,886 4 33,813 5,779 25,450 1,360 1,912 420 2,756 3,111: 991 250
Old : 88,867: 51,200 39,886 4 33,813 5,779 25,450 1,360 1,912 420 2,756 3,111: 991 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 922: 552 594 -9 -244 114 -2 -100 52 0 309 191: 24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 44.9 0.0 38.0 6.5 28.6 1.5 2.2 0.5 3.1 3.5: 1.1 0.3
Old : 100.0: 57.6 44.9 0.0 38.0 6.5 28.6 1.5 2.2 0.5 3.1 3.5: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 22 . . 4 . 6 . . . .:
Old : 39: 21 22 . . 4 . 6 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 57.0 70.9 75.8 48.8 49.1 60.4 59.6
Old : 52.3 57.0 70.9 75.8 48.8 49.1 60.4 59.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,216: 55,243 50,890 10,557 18,562 1,230 1,550 50 0 1,762 0 1,347: 527 137
Old : 72,216: 55,243 50,890 10,557 18,562 1,230 1,550 50 0 1,762 0 1,347: 527 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 505: 325 125 0 300 80 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 70.5 14.6 25.7 1.7 2.1 0.1 0.0 2.4 0.0 1.9: 0.7 0.2
Old : 100.0: 76.5 70.5 14.6 25.7 1.7 2.1 0.1 0.0 2.4 0.0 1.9: 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 4 . . . . 0 . 0 .:
Old : 40: 22 21 4 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 71.5 70.3 81.6 46.8 71.5 65.2 78.7
Old : 48.4 71.5 70.3 81.6 46.8 71.5 65.2 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 97,155: 67,600 60,536 22,616 34,006 558 1,550 125 0 2,341 0 1,848: 642 82
Old : 97,155: 67,600 60,536 22,616 34,006 558 1,550 125 0 2,341 0 1,848: 642 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,202: 817 274 224 872 56 100 0 0 5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 62.3 23.3 35.0 0.6 1.6 0.1 0.0 2.4 0.0 1.9: 0.7 0.1
Old : 100.0: 69.6 62.3 23.3 35.0 0.6 1.6 0.1 0.0 2.4 0.0 1.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 24 5 . 4 . . 0 . 0 .:
Old : 43: 24 24 5 . 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 66.3 67.6 80.2 47.5 66.2 66.0 78.2
Old : 48.0 66.3 67.6 80.2 47.5 66.2 66.0 78.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,495: 33,085 41,130 8,235 0 1,655 0 0 0 400 420 0: 120 290
Old : 43,495: 33,085 41,130 8,235 0 1,655 0 0 0 400 420 0: 120 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 60: 5 60 55 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.6 18.9 0.0 3.8 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7
Old : 100.0: 76.1 94.6 18.9 0.0 3.8 0.0 0.0 0.0 0.9 1.0 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 : 27: 17 17 . 0 . 0 0 0 . . 0:
Old : 27: 17 17 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 87.9 87.3 95.2 64.3 84.4 77.7 86.6
Old : 68.1 87.9 87.3 95.2 64.3 84.4 77.7 86.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 26,408: 23,295 20,041 0 2,969 2,553 0 600 0 340 100 20: 200 125
Old : 26,408: 23,295 20,041 0 2,969 2,553 0 600 0 340 100 20: 200 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -27: 33 -187 0 120 -60 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 75.9 0.0 11.2 9.7 0.0 2.3 0.0 1.3 0.4 0.1: 0.8 0.5
Old : 100.0: 88.2 75.9 0.0 11.2 9.7 0.0 2.3 0.0 1.3 0.4 0.1: 0.8 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 : 26: 17 17 0 . . 0 . 0 . . .:
Old : 26: 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 : 55.5 66.4 79.0 85.8 51.3 53.8 65.1 65.6
Old : 55.5 66.4 79.0 85.8 51.3 53.8 65.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,090: 9,275 10,065 4,075 0 0 200 3,900 0 325 0 125: 90 0
Old : 14,090: 9,275 10,065 4,075 0 0 200 3,900 0 325 0 125: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 0: 300 0 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 71.4 28.9 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9: 0.6 0.0
Old : 100.0: 65.8 71.4 28.9 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 8 . 0 0 . . 0 . 0 .:
Old : 22: 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 : 56.1 82.2 79.3 98.3 53.7 76.1 70.0 79.8
Old : 56.1 82.2 79.3 98.3 53.7 76.1 70.0 79.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 73,453: 42,527 54,046 1,065 8,504 7,581 12,025 0 950 7,017 327 1,969: 319 76
Old : 73,453: 42,527 54,046 1,065 8,504 7,581 12,025 0 950 7,017 327 1,969: 319 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 867: 750 780 -170 -256 160 4,284 0 325 -4,041 120 -213: -228 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 73.6 1.4 11.6 10.3 16.4 0.0 1.3 9.6 0.4 2.7: 0.4 0.1
Old : 100.0: 57.9 73.6 1.4 11.6 10.3 16.4 0.0 1.3 9.6 0.4 2.7: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 26 29 . . . 7 0 5 10 . 5:
Old : 52: 26 29 . . . 7 0 5 10 . 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 : 32.8 51.0 56.0 71.7 22.5 27.9 30.7 38.0
Old : 32.8 51.0 56.0 71.7 22.5 27.9 30.7 38.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,564: 17,349 19,721 314 4,466 590 3,875 0 275 2,915 220 950: 296 342
Old : 26,564: 17,349 19,721 314 4,466 590 3,875 0 275 2,915 220 950: 296 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 250: 350 300 0 -300 0 -200 0 100 -150 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 74.2 1.2 16.8 2.2 14.6 0.0 1.0 11.0 0.8 3.6: 1.1 1.3
Old : 100.0: 65.3 74.2 1.2 16.8 2.2 14.6 0.0 1.0 11.0 0.8 3.6: 1.1 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 : 31: 18 19 . . . . 0 . . . .:
Old : 31: 18 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 : 55.2 49.5 78.7 71.5 47.9 39.0 60.6 54.0
Old : 55.2 49.5 78.7 71.5 47.9 39.0 60.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,635: 44,185 49,353 5,048 0 2,642 0 0 0 525 320 100: 135 220
Old : 52,635: 44,185 49,353 5,048 0 2,642 0 0 0 525 320 100: 135 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -175: -175 -120 55 0 -55 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 93.8 9.6 0.0 5.0 0.0 0.0 0.0 1.0 0.6 0.2: 0.3 0.4
Old : 100.0: 83.9 93.8 9.6 0.0 5.0 0.0 0.0 0.0 1.0 0.6 0.2: 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 : 29: 18 18 . 0 . 0 0 0 . . .:
Old : 29: 18 18 . 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 : 62.1 83.0 85.1 93.6 57.5 79.8 74.6 83.2
Old : 62.1 83.0 85.1 93.6 57.5 79.8 74.6 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,588: 35,575 28,705 0 7,066 4,963 600 1,530 0 320 0 230: 900 94
Old : 42,588: 35,575 28,705 0 7,066 4,963 600 1,530 0 320 0 230: 900 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -77: 1 -32 0 20 -80 0 10 0 0 0 0: 2 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 67.4 0.0 16.6 11.7 1.4 3.6 0.0 0.8 0.0 0.5: 2.1 0.2
Old : 100.0: 83.5 67.4 0.0 16.6 11.7 1.4 3.6 0.0 0.8 0.0 0.5: 2.1 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 : 31: 21 20 0 . . . . 0 . 0 .:
Old : 31: 21 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 : 51.4 45.5 72.5 71.6 39.6 27.7 46.7 40.4
Old : 51.4 45.5 72.5 71.6 39.6 27.7 46.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,884: 50,734 60,044 6,982 905 1,560 0 0 0 3,165 200 0: 443 175
Old : 62,884: 50,734 60,044 6,982 905 1,560 0 0 0 3,165 200 0: 443 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 310: 308 310 -8 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 95.5 11.1 1.4 2.5 0.0 0.0 0.0 5.0 0.3 0.0: 0.7 0.3
Old : 100.0: 80.7 95.5 11.1 1.4 2.5 0.0 0.0 0.0 5.0 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 : 29: 19 15 . . . 0 0 0 . . 0:
Old : 29: 19 15 . . . 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 : 55.0 91.7 75.6 97.5 53.6 88.0 73.7 91.3
Old : 55.0 91.7 75.6 97.5 53.6 88.0 73.7 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,182: 56,572 60,597 6,549 2,755 2,060 0 0 0 3,810 3,700 60: 131 10
Old : 69,182: 56,572 60,597 6,549 2,755 2,060 0 0 0 3,810 3,700 60: 131 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 610: 579 610 65 0 0 0 0 0 -45 0 0: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 87.6 9.5 4.0 3.0 0.0 0.0 0.0 5.5 5.3 0.1: 0.2 0.0
Old : 100.0: 81.8 87.6 9.5 4.0 3.0 0.0 0.0 0.0 5.5 5.3 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 : 32: 21 16 . . . 0 0 0 . . .:
Old : 32: 21 16 . . . 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 : 54.7 82.7 76.2 96.0 52.3 78.9 71.5 88.5
Old : 54.7 82.7 76.2 96.0 52.3 78.9 71.5 88.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,913: 65,716 77,797 13,096 1,586 3,779 0 39 44 1,077 608 60: 141 0
Old : 83,913: 65,716 77,797 13,096 1,586 3,779 0 39 44 1,077 608 60: 141 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 945: 1,066 1,265 -405 0 55 0 -200 10 221 -175 -10: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 92.7 15.6 1.9 4.5 0.0 0.0 0.1 1.3 0.7 0.1: 0.2 0.0
Old : 100.0: 78.3 92.7 15.6 1.9 4.5 0.0 0.0 0.1 1.3 0.7 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 : 39: 20 25 4 . 4 0 . . . . .:
Old : 39: 20 25 4 . 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 : 60.3 55.1 75.9 77.8 59.3 52.3 72.5 69.7
Old : 60.3 55.1 75.9 77.8 59.3 52.3 72.5 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,444: 83,496 90,164 16,273 4,016 4,949 140 2,093 229 1,288 5,103 835: 234 55
Old : 107,444: 83,496 90,164 16,273 4,016 4,949 140 2,093 229 1,288 5,103 835: 234 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,732: 2,453 436 -539 141 69 0 182 -165 -228 967 141: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 83.9 15.1 3.7 4.6 0.1 1.9 0.2 1.2 4.7 0.8: 0.2 0.1
Old : 100.0: 77.7 83.9 15.1 3.7 4.6 0.1 1.9 0.2 1.2 4.7 0.8: 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 : 55: 22 28 5 . 4 . 8 . . 6 4:
Old : 55: 22 28 5 . 4 . 8 . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 51.2 71.7 72.6 51.7 44.2 65.9 60.3
Old : 53.8 51.2 71.7 72.6 51.7 44.2 65.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,688: 44,926 48,670 8,870 0 1,372 0 1,731 250 25 3,425 225: 20 15
Old : 55,688: 44,926 48,670 8,870 0 1,372 0 1,731 250 25 3,425 225: 20 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,266: 1,575 4,175 3,131 0 -490 0 6 25 -75 450 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 87.4 15.9 0.0 2.5 0.0 3.1 0.4 0.0 6.2 0.4: 0.0 0.0
Old : 100.0: 80.7 87.4 15.9 0.0 2.5 0.0 3.1 0.4 0.0 6.2 0.4: 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 : 29: 13 12 . 0 . 0 . . . . .:
Old : 29: 13 12 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 86.6 95.6 94.2 79.0 85.1 94.0 91.5
Old : 79.0 86.6 95.6 94.2 79.0 85.1 94.0 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 49,225: 41,883 47,300 6,847 0 480 0 0 0 0 1,430 15: 0 0
Old : 49,225: 41,883 47,300 6,847 0 480 0 0 0 0 1,430 15: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,200: 525 2,100 1,575 0 -900 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 96.1 13.9 0.0 1.0 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.0
Old : 100.0: 85.1 96.1 13.9 0.0 1.0 0.0 0.0 0.0 0.0 2.9 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 : 22: 10 8 . 0 . 0 0 0 0 4 .:
Old : 22: 10 8 . 0 . 0 0 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 95.6 98.0 98.4 80.6 94.5 96.4 96.7
Old : 81.6 95.6 98.0 98.4 80.6 94.5 96.4 96.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,338: 48,132 57,654 10,164 0 2,319 650 50 200 443 1,658 1,315: 115 142
Old : 63,338: 48,132 57,654 10,164 0 2,319 650 50 200 443 1,658 1,315: 115 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 21: 404 29 -374 0 -11 0 0 0 12 10 -10: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 91.0 16.0 0.0 3.7 1.0 0.1 0.3 0.7 2.6 2.1: 0.2 0.2
Old : 100.0: 76.0 91.0 16.0 0.0 3.7 1.0 0.1 0.3 0.7 2.6 2.1: 0.2 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 : 31: 19 20 4 0 . . . . . . .:
Old : 31: 19 20 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 : 51.2 84.6 75.3 92.2 47.9 80.8 67.3 83.7
Old : 51.2 84.6 75.3 92.2 47.9 80.8 67.3 83.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,108: 47,305 59,928 12,264 431 778 901 450 3,350 870 751 2,273: 367 147
Old : 68,108: 47,305 59,928 12,264 431 778 901 450 3,350 870 751 2,273: 367 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 504: 650 581 -115 0 48 -18 10 -90 37 -39 -6: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 88.0 18.0 0.6 1.1 1.3 0.7 4.9 1.3 1.1 3.3: 0.5 0.2
Old : 100.0: 69.5 88.0 18.0 0.6 1.1 1.3 0.7 4.9 1.3 1.1 3.3: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 . . . 5 . . . . .:
Old : 35: 20 21 . . . 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 : 50.8 72.6 72.7 85.6 49.5 67.7 66.6 73.9
Old : 50.8 72.6 72.7 85.6 49.5 67.7 66.6 73.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,647: 15,962 28,983 12,471 0 154 0 333 80 875 0 0: 105 97
Old : 29,647: 15,962 28,983 12,471 0 154 0 333 80 875 0 0: 105 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,018: 930 1,023 30 0 -5 0 0 0 55 0 0: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 97.8 42.1 0.0 0.5 0.0 1.1 0.3 3.0 0.0 0.0: 0.4 0.3
Old : 100.0: 53.8 97.8 42.1 0.0 0.5 0.0 1.1 0.3 3.0 0.0 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 5 0 . 0 . . . 0 0:
Old : 24: 14 10 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 : 61.8 86.4 78.6 97.2 61.5 82.0 75.3 86.7
Old : 61.8 86.4 78.6 97.2 61.5 82.0 75.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 28,238: 15,300 27,905 11,901 0 113 0 140 0 720 0 0: 204 80
Old : 28,238: 15,300 27,905 11,901 0 113 0 140 0 720 0 0: 204 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 910: 850 910 0 0 0 0 0 0 55 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 98.8 42.1 0.0 0.4 0.0 0.5 0.0 2.5 0.0 0.0: 0.7 0.3
Old : 100.0: 54.2 98.8 42.1 0.0 0.4 0.0 0.5 0.0 2.5 0.0 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 : 24: 13 9 5 0 . 0 . 0 . 0 0:
Old : 24: 13 9 5 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 87.6 77.1 98.3 60.5 83.3 73.6 87.7
Old : 60.8 87.6 77.1 98.3 60.5 83.3 73.6 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,019: 27,574 27,143 3,618 1,380 758 0 1,741 2,183 0 943 868: 18 3
Old : 35,019: 27,574 27,143 3,618 1,380 758 0 1,741 2,183 0 943 868: 18 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 168: 192 165 2 0 -2 0 5 -25 0 10 15: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 77.5 10.3 3.9 2.2 0.0 5.0 6.2 0.0 2.7 2.5: 0.1 0.0
Old : 100.0: 78.7 77.5 10.3 3.9 2.2 0.0 5.0 6.2 0.0 2.7 2.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 20 . . . 0 . . 0 4 4:
Old : 36: 20 20 . . . 0 . . 0 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 52.4 82.6 71.8 56.0 46.7 68.6 58.7
Old : 64.8 52.4 82.6 71.8 56.0 46.7 68.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,770: 18,347 19,519 1,949 0 258 190 700 850 319 978 335: 522 130
Old : 22,770: 18,347 19,519 1,949 0 258 190 700 850 319 978 335: 522 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 39: 28 14 -4 0 0 0 0 0 -25 0 25: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 85.7 8.6 0.0 1.1 0.8 3.1 3.7 1.4 4.3 1.5: 2.3 0.6
Old : 100.0: 80.6 85.7 8.6 0.0 1.1 0.8 3.1 3.7 1.4 4.3 1.5: 2.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 16 . 0 . . . . . . .:
Old : 27: 12 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 68.8 91.5 83.0 76.2 67.8 84.6 80.1
Old : 76.7 68.8 91.5 83.0 76.2 67.8 84.6 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,134: 45,622 37,215 5,216 13,551 606 2,724 3,059 945 982 767 974: 65 17
Old : 57,134: 45,622 37,215 5,216 13,551 606 2,724 3,059 945 982 767 974: 65 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,825: 1,518 1,102 -22 310 41 -95 -240 0 143 341 269: -29 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 65.1 9.1 23.7 1.1 4.8 5.4 1.7 1.7 1.3 1.7: 0.1 0.0
Old : 100.0: 79.9 65.1 9.1 23.7 1.1 4.8 5.4 1.7 1.7 1.3 1.7: 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: 23 22 4 . 4 . . . 4 . 4:
Old : 41: 23 22 4 . 4 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 56.0 75.1 75.2 49.1 53.7 61.8 65.8
Old : 59.7 56.0 75.1 75.2 49.1 53.7 61.8 65.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,691: 32,156 18,557 3,063 14,485 849 0 1,056 490 0 1,398 736: 397 120
Old : 37,691: 32,156 18,557 3,063 14,485 849 0 1,056 490 0 1,398 736: 397 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,638: 1,131 199 -9 300 50 0 334 165 0 322 322: -21 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 49.2 8.1 38.4 2.3 0.0 2.8 1.3 0.0 3.7 2.0: 1.1 0.3
Old : 100.0: 85.3 49.2 8.1 38.4 2.3 0.0 2.8 1.3 0.0 3.7 2.0: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 17 4 . . 0 . . 0 . .:
Old : 33: 19 17 4 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 66.0 82.2 80.6 56.8 64.9 68.5 73.7
Old : 66.3 66.0 82.2 80.6 56.8 64.9 68.5 73.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,266: 11,491 18,087 5,296 0 2,589 785 225 0 600 25 325: 180 15
Old : 21,266: 11,491 18,087 5,296 0 2,589 785 225 0 600 25 325: 180 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 75: 50 -50 -105 0 100 30 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 85.1 24.9 0.0 12.2 3.7 1.1 0.0 2.8 0.1 1.5: 0.8 0.1
Old : 100.0: 54.0 85.1 24.9 0.0 12.2 3.7 1.1 0.0 2.8 0.1 1.5: 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 : 26: 14 14 . 0 . . . 0 . . .:
Old : 26: 14 14 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 78.6 86.7 88.5 49.5 69.3 68.5 74.5
Old : 63.3 78.6 86.7 88.5 49.5 69.3 68.5 74.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,370: 11,219 10,860 701 755 844 0 150 0 50 355 395: 161 11
Old : 13,370: 11,219 10,860 701 755 844 0 150 0 50 355 395: 161 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 11: 0 0 -30 0 0 0 0 0 0 0 0: 41 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 81.2 5.2 5.6 6.3 0.0 1.1 0.0 0.4 2.7 3.0: 1.2 0.1
Old : 100.0: 83.9 81.2 5.2 5.6 6.3 0.0 1.1 0.0 0.4 2.7 3.0: 1.2 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 : 23: 11 11 . . . 0 . 0 . . .:
Old : 23: 11 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 : 64.3 79.6 87.5 91.6 55.5 75.3 74.5 79.7
Old : 64.3 79.6 87.5 91.6 55.5 75.3 74.5 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,181: 12,087 11,130 908 705 696 0 575 0 50 755 320: 120 0
Old : 14,181: 12,087 11,130 908 705 696 0 575 0 50 755 320: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 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: 85.2 78.5 6.4 5.0 4.9 0.0 4.1 0.0 0.4 5.3 2.3: 0.8 0.0
Old : 100.0: 85.2 78.5 6.4 5.0 4.9 0.0 4.1 0.0 0.4 5.3 2.3: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . . . 0 . 0 . . .:
Old : 25: 11 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 : 62.4 75.5 86.2 89.5 53.0 73.2 74.2 80.3
Old : 62.4 75.5 86.2 89.5 53.0 73.2 74.2 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,752: 10,408 15,110 6,165 3,251 125 25 0 0 2,455 850 355: 219 61
Old : 19,752: 10,408 15,110 6,165 3,251 125 25 0 0 2,455 850 355: 219 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 900: 300 300 60 600 0 0 0 0 600 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 76.5 31.2 16.5 0.6 0.1 0.0 0.0 12.4 4.3 1.8: 1.1 0.3
Old : 100.0: 52.7 76.5 31.2 16.5 0.6 0.1 0.0 0.0 12.4 4.3 1.8: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 13 . . . . 0 0 . . .:
Old : 30: 13 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 64.7 85.7 84.2 61.7 59.3 79.0 74.9
Old : 64.0 64.7 85.7 84.2 61.7 59.3 79.0 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,199: 9,446 14,680 6,582 3,231 125 25 0 0 2,540 850 270: 211 43
Old : 19,199: 9,446 14,680 6,582 3,231 125 25 0 0 2,540 850 270: 211 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 900: 300 300 60 600 0 0 0 0 600 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 76.5 34.3 16.8 0.7 0.1 0.0 0.0 13.2 4.4 1.4: 1.1 0.2
Old : 100.0: 49.2 76.5 34.3 16.8 0.7 0.1 0.0 0.0 13.2 4.4 1.4: 1.1 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: 12 13 . . . . 0 0 . . .:
Old : 29: 12 13 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 62.5 86.4 84.3 64.1 56.3 79.6 73.6
Old : 66.0 62.5 86.4 84.3 64.1 56.3 79.6 73.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,490: 30,185 39,860 9,746 800 1,525 605 0 245 760 800 2,260: 164 0
Old : 45,490: 30,185 39,860 9,746 800 1,525 605 0 245 760 800 2,260: 164 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 260: 310 -50 -60 0 10 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 87.6 21.4 1.8 3.4 1.3 0.0 0.5 1.7 1.8 5.0: 0.4 0.0
Old : 100.0: 66.4 87.6 21.4 1.8 3.4 1.3 0.0 0.5 1.7 1.8 5.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 4 . . . 0 . . . .:
Old : 32: 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 : 63.5 76.9 82.3 92.2 59.4 69.4 71.6 79.8
Old : 63.5 76.9 82.3 92.2 59.4 69.4 71.6 79.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,318: 29,890 40,016 9,635 800 1,337 605 0 245 1,455 940 1,980: 171 0
Old : 45,318: 29,890 40,016 9,635 800 1,337 605 0 245 1,455 940 1,980: 171 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 265: 315 -50 -65 0 15 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 88.3 21.3 1.8 3.0 1.3 0.0 0.5 3.2 2.1 4.4: 0.4 0.0
Old : 100.0: 66.0 88.3 21.3 1.8 3.0 1.3 0.0 0.5 3.2 2.1 4.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 12 4 . . . 0 . . . .:
Old : 33: 16 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 : 63.9 78.4 81.9 91.2 60.0 71.5 71.9 80.6
Old : 63.9 78.4 81.9 91.2 60.0 71.5 71.9 80.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,322: 92,012 87,122 25,305 21,349 1,488 480 1,310 600 1,618 9,703 750: 69 0
Old : 122,322: 92,012 87,122 25,305 21,349 1,488 480 1,310 600 1,618 9,703 750: 69 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,907: 2,439 2,970 0 -211 98 70 100 0 300 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 71.2 20.7 17.5 1.2 0.4 1.1 0.5 1.3 7.9 0.6: 0.1 0.0
Old : 100.0: 75.2 71.2 20.7 17.5 1.2 0.4 1.1 0.5 1.3 7.9 0.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 25 . 4 . . . . 4 5 5:
Old : 55: 31 25 . 4 . . . . 4 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 : 36.5 51.3 62.0 76.5 30.5 49.8 50.4 65.9
Old : 36.5 51.3 62.0 76.5 30.5 49.8 50.4 65.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,667: 99,433 96,503 27,430 22,678 2,142 670 1,160 595 2,052 9,319 1,270: 75 0
Old : 133,667: 99,433 96,503 27,430 22,678 2,142 670 1,160 595 2,052 9,319 1,270: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,309: 2,972 2,717 0 272 -10 0 30 0 347 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 72.2 20.5 17.0 1.6 0.5 0.9 0.4 1.5 7.0 1.0: 0.1 0.0
Old : 100.0: 74.4 72.2 20.5 17.0 1.6 0.5 0.9 0.4 1.5 7.0 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 32 29 . 4 5 . . . 5 6 5:
Old : 59: 32 29 . 4 5 . . . 5 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 51.3 60.1 76.2 33.1 49.3 51.3 63.6
Old : 34.4 51.3 60.1 76.2 33.1 49.3 51.3 63.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 501,236: 289,633 304,313 21,998 3,713 100,801 15,012 21,055 37,040 8,881 6,406 27,075: 796 832
Old : 501,236: 289,633 304,313 21,998 3,713 100,801 15,012 21,055 37,040 8,881 6,406 27,075: 796 832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 13,986: 7,493 3,828 -1,991 269 5,568 1,089 1,006 2,255 -1,467 422 702: 336 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 60.7 4.4 0.7 20.1 3.0 4.2 7.4 1.8 1.3 5.4: 0.2 0.2
Old : 100.0: 57.8 60.7 4.4 0.7 20.1 3.0 4.2 7.4 1.8 1.3 5.4: 0.2 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 : 91: 38 36 6 . 7 7 9 8 15 9 13:
Old : 91: 38 36 6 . 7 7 9 8 15 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 38.4 61.0 63.0 12.5 14.5 17.4 20.3
Old : 40.9 38.4 61.0 63.0 12.5 14.5 17.4 20.3
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,014: 10,605 16,434 2,510 850 605 500 25 0 3,465 0 75: 254 25
Old : 18,014: 10,605 16,434 2,510 850 605 500 25 0 3,465 0 75: 254 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 50: -10 30 0 0 0 -70 0 0 110 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 91.2 13.9 4.7 3.4 2.8 0.1 0.0 19.2 0.0 0.4: 1.4 0.1
Old : 100.0: 58.9 91.2 13.9 4.7 3.4 2.8 0.1 0.0 19.2 0.0 0.4: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 6 . . . . . 0 . 0 .:
Old : 25: 15 6 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 92.5 75.2 99.3 53.1 89.3 74.0 94.0
Old : 54.4 92.5 75.2 99.3 53.1 89.3 74.0 94.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,252: 9,809 15,652 2,366 0 1,075 0 460 10 3,615 0 25: 352 30
Old : 17,252: 9,809 15,652 2,366 0 1,075 0 460 10 3,615 0 25: 352 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 130: -10 30 0 0 0 0 70 0 110 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 90.7 13.7 0.0 6.2 0.0 2.7 0.1 21.0 0.0 0.1: 2.0 0.2
Old : 100.0: 56.9 90.7 13.7 0.0 6.2 0.0 2.7 0.1 21.0 0.0 0.1: 2.0 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: 14 6 . 0 . 0 . . . 0 .:
Old : 24: 14 6 . 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 93.0 78.5 99.5 56.0 89.3 75.4 91.6
Old : 57.0 93.0 78.5 99.5 56.0 89.3 75.4 91.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,615: 2,970 1,910 0 50 0 0 665 0 110 585 45: 490 360
Old : 3,615: 2,970 1,910 0 50 0 0 665 0 110 585 45: 490 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -950: 70 -435 -295 50 -125 -25 -75 -115 -40 -45 -255: -165 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 52.8 0.0 1.4 0.0 0.0 18.4 0.0 3.0 16.2 1.2: 13.6 10.0
Old : 100.0: 82.2 52.8 0.0 1.4 0.0 0.0 18.4 0.0 3.0 16.2 1.2: 13.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 18 0 . 0 0 4 0 . 5 .:
Old : 38: 18 18 0 . 0 0 4 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 37.3 58.9 58.5 37.2 37.3 54.4 58.5
Old : 39.6 37.3 58.9 58.5 37.2 37.3 54.4 58.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,995: 35,235 36,472 8,635 6,385 15 0 863 1,515 0 150 0: 7,595 7,595
Old : 52,995: 35,235 36,472 8,635 6,385 15 0 863 1,515 0 150 0: 7,595 7,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -460: -250 245 445 -100 0 0 50 -75 0 0 0: -580 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 68.8 16.3 12.0 0.0 0.0 1.6 2.9 0.0 0.3 0.0: 14.3 14.3
Old : 100.0: 66.5 68.8 16.3 12.0 0.0 0.0 1.6 2.9 0.0 0.3 0.0: 14.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . . . 0 . . 0 . 0:
Old : 28: 17 19 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 53.7 80.7 72.2 64.3 52.6 70.3 67.2
Old : 69.7 53.7 80.7 72.2 64.3 52.6 70.3 67.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,575: 31,667 31,480 7,935 5,815 0 0 2,290 550 0 0 0: 6,423 6,440
Old : 46,575: 31,667 31,480 7,935 5,815 0 0 2,290 550 0 0 0: 6,423 6,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -150: -178 170 325 0 0 0 -25 -25 0 0 0: -272 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 67.6 17.0 12.5 0.0 0.0 4.9 1.2 0.0 0.0 0.0: 13.8 13.8
Old : 100.0: 68.0 67.6 17.0 12.5 0.0 0.0 4.9 1.2 0.0 0.0 0.0: 13.8 13.8
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 : 24: 14 18 . . 0 0 . . 0 0 0:
Old : 24: 14 18 . . 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 : 72.6 51.0 81.9 70.2 68.3 49.8 71.4 66.6
Old : 72.6 51.0 81.9 70.2 68.3 49.8 71.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,204: 7,216 19,780 13,829 1,455 1,180 175 2,165 75 2,185 0 100: 2,444 2,449
Old : 27,204: 7,216 19,780 13,829 1,455 1,180 175 2,165 75 2,185 0 100: 2,444 2,449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -360: 70 55 0 -60 25 0 -50 0 0 0 0: -455 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 72.7 50.8 5.3 4.3 0.6 8.0 0.3 8.0 0.0 0.4: 9.0 9.0
Old : 100.0: 26.5 72.7 50.8 5.3 4.3 0.6 8.0 0.3 8.0 0.0 0.4: 9.0 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 13 . . . . . . . 0 .:
Old : 23: 11 13 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 53.8 85.5 76.9 67.6 51.4 70.9 66.9
Old : 73.3 53.8 85.5 76.9 67.6 51.4 70.9 66.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,825: 5,095 17,295 11,680 0 1,955 225 1,585 245 2,005 0 0: 1,620 1,745
Old : 22,825: 5,095 17,295 11,680 0 1,955 225 1,585 245 2,005 0 0: 1,620 1,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -195: 50 35 60 0 -25 0 -50 0 0 0 0: -280 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 75.8 51.2 0.0 8.6 1.0 6.9 1.1 8.8 0.0 0.0: 7.1 7.6
Old : 100.0: 22.3 75.8 51.2 0.0 8.6 1.0 6.9 1.1 8.8 0.0 0.0: 7.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 14 . 0 . . . . . 0 0:
Old : 22: 8 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 : 77.5 51.6 89.1 76.7 65.1 51.4 68.2 63.9
Old : 77.5 51.6 89.1 76.7 65.1 51.4 68.2 63.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,381: 15,578 14,794 4,972 16,266 726 11,475 0 3,505 0 1,360 0: 3,125 2,730
Old : 39,381: 15,578 14,794 4,972 16,266 726 11,475 0 3,505 0 1,360 0: 3,125 2,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -375: -680 -455 135 0 -23 -30 0 35 0 0 0: 188 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 37.6 12.6 41.3 1.8 29.1 0.0 8.9 0.0 3.5 0.0: 7.9 6.9
Old : 100.0: 39.6 37.6 12.6 41.3 1.8 29.1 0.0 8.9 0.0 3.5 0.0: 7.9 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 : 23: 13 17 . . . . 0 . 0 . 0:
Old : 23: 13 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 71.9 78.0 81.7 49.0 61.8 59.0 66.8
Old : 60.1 71.9 78.0 81.7 49.0 61.8 59.0 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,270: 18,975 9,820 1,780 1,265 740 85 10,270 1,575 125 0 0: 990 600
Old : 24,270: 18,975 9,820 1,780 1,265 740 85 10,270 1,575 125 0 0: 990 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 320: -115 300 0 -65 0 0 -330 340 0 0 0: 95 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 40.5 7.3 5.2 3.0 0.4 42.3 6.5 0.5 0.0 0.0: 4.1 2.5
Old : 100.0: 78.2 40.5 7.3 5.2 3.0 0.4 42.3 6.5 0.5 0.0 0.0: 4.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . . . . . . 0 0:
Old : 21: 13 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 78.8 87.2 89.5 47.2 53.4 53.0 56.6
Old : 69.6 78.8 87.2 89.5 47.2 53.4 53.0 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_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,382: 39,522 33,102 15,018 30,335 3,260 6,860 2,245 2,390 4,970 275 1,730: 15,632 16,045
Old : 89,382: 39,522 33,102 15,018 30,335 3,260 6,860 2,245 2,390 4,970 275 1,730: 15,632 16,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,410: 560 535 -725 1,400 0 2,530 325 -1,565 -80 25 -100: 790 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 37.0 16.8 33.9 3.6 7.7 2.5 2.7 5.6 0.3 1.9: 17.5 18.0
Old : 100.0: 44.2 37.0 16.8 33.9 3.6 7.7 2.5 2.7 5.6 0.3 1.9: 17.5 18.0
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 19 . . . . . . . . .:
Old : 29: 15 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 : 58.5 43.0 76.1 58.7 51.0 43.0 62.5 54.7
Old : 58.5 43.0 76.1 58.7 51.0 43.0 62.5 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,367: 37,586 30,105 15,930 29,600 3,260 7,435 1,855 2,205 1,250 0 1,975: 14,726 15,367
Old : 84,367: 37,586 30,105 15,930 29,600 3,260 7,435 1,855 2,205 1,250 0 1,975: 14,726 15,367
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,205: 635 760 -625 1,400 0 2,530 300 -1,165 -80 0 -20: 930 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 35.7 18.9 35.1 3.9 8.8 2.2 2.6 1.5 0.0 2.3: 17.5 18.2
Old : 100.0: 44.6 35.7 18.9 35.1 3.9 8.8 2.2 2.6 1.5 0.0 2.3: 17.5 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . . . . . 0 .:
Old : 27: 17 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 44.5 74.6 60.3 52.6 42.7 59.0 53.7
Old : 60.0 44.5 74.6 60.3 52.6 42.7 59.0 53.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,171: 11,618 7,350 2,370 1,443 1,299 1,295 5,650 305 1,145 2,590 550: 3,589 2,984
Old : 22,171: 11,618 7,350 2,370 1,443 1,299 1,295 5,650 305 1,145 2,590 550: 3,589 2,984
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -200: -100 -250 -160 0 0 0 0 0 0 0 0: 60 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 33.2 10.7 6.5 5.9 5.8 25.5 1.4 5.2 11.7 2.5: 16.2 13.5
Old : 100.0: 52.4 33.2 10.7 6.5 5.9 5.8 25.5 1.4 5.2 11.7 2.5: 16.2 13.5
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: 15 9 . . . . . . . . .:
Old : 27: 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 : 39.8 59.2 60.6 81.4 36.9 52.4 57.2 69.2
Old : 39.8 59.2 60.6 81.4 36.9 52.4 57.2 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,596: 11,043 7,450 2,140 1,648 898 1,300 8,200 300 2,105 75 1,130: 3,680 2,895
Old : 22,596: 11,043 7,450 2,140 1,648 898 1,300 8,200 300 2,105 75 1,130: 3,680 2,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 795: 50 -250 -160 300 0 0 1,350 0 735 -765 130: 40 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 33.0 9.5 7.3 4.0 5.8 36.3 1.3 9.3 0.3 5.0: 16.3 12.8
Old : 100.0: 48.9 33.0 9.5 7.3 4.0 5.8 36.3 1.3 9.3 0.3 5.0: 16.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 8 . . . . . . . . .:
Old : 25: 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 : 37.8 63.2 63.3 82.5 34.9 58.9 55.7 69.4
Old : 37.8 63.2 63.3 82.5 34.9 58.9 55.7 69.4
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,517: 13,237 7,950 0 9,737 419 9,790 100 375 25 5,630 120: 3,551 3,186
Old : 27,517: 13,237 7,950 0 9,737 419 9,790 100 375 25 5,630 120: 3,551 3,186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 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: 48.1 28.9 0.0 35.4 1.5 35.6 0.4 1.4 0.1 20.5 0.4: 12.9 11.6
Old : 100.0: 48.1 28.9 0.0 35.4 1.5 35.6 0.4 1.4 0.1 20.5 0.4: 12.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.7 74.7 82.2 87.1 68.4 72.5 79.9 82.1
Old : 69.7 74.7 82.2 87.1 68.4 72.5 79.9 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,619: 12,545 8,280 0 9,290 520 9,790 100 375 85 5,110 120: 3,184 2,824
Old : 26,619: 12,545 8,280 0 9,290 520 9,790 100 375 85 5,110 120: 3,184 2,824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 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: 47.1 31.1 0.0 34.9 2.0 36.8 0.4 1.4 0.3 19.2 0.5: 12.0 10.6
Old : 100.0: 47.1 31.1 0.0 34.9 2.0 36.8 0.4 1.4 0.3 19.2 0.5: 12.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.8 75.6 82.7 88.4 68.4 73.5 80.4 82.9
Old : 69.8 75.6 82.7 88.4 68.4 73.5 80.4 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,607: 15,829 37,544 6,232 8,460 35 14,085 0 0 9,985 0 0: 4,441 4,568
Old : 50,607: 15,829 37,544 6,232 8,460 35 14,085 0 0 9,985 0 0: 4,441 4,568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 50: -15 35 0 0 0 25 0 0 25 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 74.2 12.3 16.7 0.1 27.8 0.0 0.0 19.7 0.0 0.0: 8.8 9.0
Old : 100.0: 31.3 74.2 12.3 16.7 0.1 27.8 0.0 0.0 19.7 0.0 0.0: 8.8 9.0
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: 13 13 . . . . 0 0 . 0 0:
Old : 23: 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 : 61.6 80.5 83.7 88.3 60.9 80.4 80.5 86.1
Old : 61.6 80.5 83.7 88.3 60.9 80.4 80.5 86.1
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,294: 17,151 35,027 5,575 11,245 35 14,335 0 0 9,460 0 0: 4,738 4,987
Old : 51,294: 17,151 35,027 5,575 11,245 35 14,335 0 0 9,460 0 0: 4,738 4,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 10: 0 10 10 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 68.3 10.9 21.9 0.1 27.9 0.0 0.0 18.4 0.0 0.0: 9.2 9.7
Old : 100.0: 33.4 68.3 10.9 21.9 0.1 27.9 0.0 0.0 18.4 0.0 0.0: 9.2 9.7
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 : 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 : 59.6 82.8 85.1 88.5 59.0 82.6 83.6 87.5
Old : 59.6 82.8 85.1 88.5 59.0 82.6 83.6 87.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,170: 21,375 52,110 1,545 2,895 1,920 7,970 0 1,505 24,000 75 175: 3,680 3,490
Old : 62,170: 21,375 52,110 1,545 2,895 1,920 7,970 0 1,505 24,000 75 175: 3,680 3,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,990: 425 2,725 600 1,800 -600 200 0 0 3,300 0 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 83.8 2.5 4.7 3.1 12.8 0.0 2.4 38.6 0.1 0.3: 5.9 5.6
Old : 100.0: 34.4 83.8 2.5 4.7 3.1 12.8 0.0 2.4 38.6 0.1 0.3: 5.9 5.6
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 : 34: 17 11 . . . 5 0 . 4 . .:
Old : 34: 17 11 . . . 5 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 : 58.1 77.6 77.8 89.3 55.9 76.4 73.7 83.6
Old : 58.1 77.6 77.8 89.3 55.9 76.4 73.7 83.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,880: 21,345 51,335 1,055 2,895 2,165 7,370 0 1,855 24,260 0 100: 3,730 3,530
Old : 61,880: 21,345 51,335 1,055 2,895 2,165 7,370 0 1,855 24,260 0 100: 3,730 3,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,020: 375 2,725 600 1,800 -600 200 0 0 3,350 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 83.0 1.7 4.7 3.5 11.9 0.0 3.0 39.2 0.0 0.2: 6.0 5.7
Old : 100.0: 34.5 83.0 1.7 4.7 3.5 11.9 0.0 3.0 39.2 0.0 0.2: 6.0 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 : 32: 17 9 . . . 4 0 . 5 0 .:
Old : 32: 17 9 . . . 4 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 : 58.4 76.6 78.0 89.3 55.7 75.6 73.8 82.9
Old : 58.4 76.6 78.0 89.3 55.7 75.6 73.8 82.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,440: 9,390 6,455 1,050 45 1,405 25 5,515 0 1,530 400 535: 1,505 1,085
Old : 15,440: 9,390 6,455 1,050 45 1,405 25 5,515 0 1,530 400 535: 1,505 1,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 15: -35 -35 0 0 0 25 0 0 25 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 41.8 6.8 0.3 9.1 0.2 35.7 0.0 9.9 2.6 3.5: 9.7 7.0
Old : 100.0: 60.8 41.8 6.8 0.3 9.1 0.2 35.7 0.0 9.9 2.6 3.5: 9.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . . . . . 0 . . .:
Old : 23: 13 7 . . . . . 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 59.8 79.7 85.8 49.6 59.7 69.5 76.4
Old : 55.2 59.8 79.7 85.8 49.6 59.7 69.5 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,895: 8,440 6,295 1,395 0 1,110 25 5,640 0 1,855 400 415: 1,655 1,035
Old : 14,895: 8,440 6,295 1,395 0 1,110 25 5,640 0 1,855 400 415: 1,655 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 15: 25 -35 0 0 0 25 0 0 25 50 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 42.3 9.4 0.0 7.5 0.2 37.9 0.0 12.5 2.7 2.8: 11.1 6.9
Old : 100.0: 56.7 42.3 9.4 0.0 7.5 0.2 37.9 0.0 12.5 2.7 2.8: 11.1 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 : 22: 11 7 . 0 . . . 0 . . .:
Old : 22: 11 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 62.9 82.0 86.2 51.2 62.7 70.6 79.7
Old : 56.6 62.9 82.0 86.2 51.2 62.7 70.6 79.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,645: 34,095 31,205 800 2,145 3,175 2,715 19,770 1,045 16,550 1,175 835: 4,430 4,295
Old : 63,645: 34,095 31,205 800 2,145 3,175 2,715 19,770 1,045 16,550 1,175 835: 4,430 4,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -480: 3,485 1,330 0 1,505 -500 0 -3,050 560 -3,700 0 0: -325 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 49.0 1.3 3.4 5.0 4.3 31.1 1.6 26.0 1.8 1.3: 7.0 6.7
Old : 100.0: 53.6 49.0 1.3 3.4 5.0 4.3 31.1 1.6 26.0 1.8 1.3: 7.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 12 . . . . . . 4 . 4:
Old : 31: 14 12 . . . . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 67.7 70.7 86.1 55.4 66.0 69.6 80.2
Old : 56.4 67.7 70.7 86.1 55.4 66.0 69.6 80.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,660: 33,420 30,375 1,710 590 3,245 2,700 19,770 1,055 13,955 1,175 1,045: 4,530 4,405
Old : 61,660: 33,420 30,375 1,710 590 3,245 2,700 19,770 1,055 13,955 1,175 1,045: 4,530 4,405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -650: 3,905 1,350 -1,300 105 630 0 -3,050 560 -3,700 0 0: -745 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 49.3 2.8 1.0 5.3 4.4 32.1 1.7 22.6 1.9 1.7: 7.3 7.1
Old : 100.0: 54.2 49.3 2.8 1.0 5.3 4.4 32.1 1.7 22.6 1.9 1.7: 7.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 12 . . . . . . 4 . .:
Old : 30: 13 12 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 67.9 69.7 85.1 53.9 66.0 66.8 79.8
Old : 55.2 67.9 69.7 85.1 53.9 66.0 66.8 79.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,388: 35,062 20,020 0 14,372 2,665 14,665 0 1,625 75 15,770 15: 2,281 1,921
Old : 56,388: 35,062 20,020 0 14,372 2,665 14,665 0 1,625 75 15,770 15: 2,281 1,921
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,390: 1,505 105 0 550 100 -180 -25 25 0 490 0: -60 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 35.5 0.0 25.5 4.7 26.0 0.0 2.9 0.1 28.0 0.0: 4.0 3.4
Old : 100.0: 62.2 35.5 0.0 25.5 4.7 26.0 0.0 2.9 0.1 28.0 0.0: 4.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 9 0 . . . 0 . . . .:
Old : 29: 19 9 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 76.0 77.1 91.6 52.7 72.2 71.9 82.0
Old : 55.4 76.0 77.1 91.6 52.7 72.2 71.9 82.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,824: 30,834 17,955 0 11,244 2,240 9,115 0 1,700 150 11,070 530: 1,255 1,085
Old : 45,824: 30,834 17,955 0 11,244 2,240 9,115 0 1,700 150 11,070 530: 1,255 1,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 900: 1,525 290 0 375 -186 -805 -25 100 0 -35 210: 56 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 39.2 0.0 24.5 4.9 19.9 0.0 3.7 0.3 24.2 1.2: 2.7 2.4
Old : 100.0: 67.3 39.2 0.0 24.5 4.9 19.9 0.0 3.7 0.3 24.2 1.2: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 10 0 . . . 0 . . . .:
Old : 30: 20 10 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 : 59.3 71.2 77.2 91.2 56.0 66.7 71.1 81.1
Old : 59.3 71.2 77.2 91.2 56.0 66.7 71.1 81.1
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,319: 101,853 94,462 21,407 2,120 6,380 0 14,976 4,639 1,325 13,040 2,310: 18,405 18,392
Old : 156,319: 101,853 94,462 21,407 2,120 6,380 0 14,976 4,639 1,325 13,040 2,310: 18,405 18,392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,028: 2,297 5,005 2,900 1,060 -692 0 2,340 -2,235 0 -3,195 1,100: -342 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 60.4 13.7 1.4 4.1 0.0 9.6 3.0 0.8 8.3 1.5: 11.8 11.8
Old : 100.0: 65.2 60.4 13.7 1.4 4.1 0.0 9.6 3.0 0.8 8.3 1.5: 11.8 11.8
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 : 44: 25 27 . . . 0 4 . . 5 .:
Old : 44: 25 27 . . . 0 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 : 65.2 37.0 74.5 55.0 62.1 35.2 68.5 50.6
Old : 65.2 37.0 74.5 55.0 62.1 35.2 68.5 50.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,256: 90,810 86,851 20,622 0 5,590 549 6,670 6,610 1,125 19,585 1,260: 13,690 13,690
Old : 140,256: 90,810 86,851 20,622 0 5,590 549 6,670 6,610 1,125 19,585 1,260: 13,690 13,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,185: 1,780 4,160 1,625 0 -637 -970 -605 160 0 -1,120 0: -773 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 61.9 14.7 0.0 4.0 0.4 4.8 4.7 0.8 14.0 0.9: 9.8 9.8
Old : 100.0: 64.7 61.9 14.7 0.0 4.0 0.4 4.8 4.7 0.8 14.0 0.9: 9.8 9.8
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 : 42: 20 25 . 0 . . . . . 4 .:
Old : 42: 20 25 . 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 : 64.9 40.5 78.0 59.1 60.9 38.9 69.4 56.1
Old : 64.9 40.5 78.0 59.1 60.9 38.9 69.4 56.1
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,310: 24,395 23,175 15,355 7,530 1,175 510 1,435 2,115 0 8,685 0: 3,760 3,195
Old : 47,310: 24,395 23,175 15,355 7,530 1,175 510 1,435 2,115 0 8,685 0: 3,760 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,425: 1,065 1,160 2,365 -230 60 175 5 -280 0 2,690 -25: 65 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 49.0 32.5 15.9 2.5 1.1 3.0 4.5 0.0 18.4 0.0: 7.9 6.8
Old : 100.0: 51.6 49.0 32.5 15.9 2.5 1.1 3.0 4.5 0.0 18.4 0.0: 7.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . . . 0 . 0:
Old : 26: 14 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 54.7 78.7 77.4 63.5 53.6 75.1 69.2
Old : 63.7 54.7 78.7 77.4 63.5 53.6 75.1 69.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,910: 20,375 20,850 14,470 5,775 2,390 585 1,425 2,925 0 7,860 75: 3,090 2,610
Old : 43,910: 20,375 20,850 14,470 5,775 2,390 585 1,425 2,925 0 7,860 75: 3,090 2,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,745: 1,245 1,265 2,450 -245 300 175 180 -455 0 2,690 75: -45 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 47.5 33.0 13.2 5.4 1.3 3.2 6.7 0.0 17.9 0.2: 7.0 5.9
Old : 100.0: 46.4 47.5 33.0 13.2 5.4 1.3 3.2 6.7 0.0 17.9 0.2: 7.0 5.9
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 . .:
Old : 25: 14 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 54.1 74.4 76.3 56.5 48.5 65.1 62.4
Old : 59.3 54.1 74.4 76.3 56.5 48.5 65.1 62.4
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,065: 16,355 19,825 0 13,885 1,895 14,790 75 615 2,700 0 300: 1,410 1,470
Old : 38,065: 16,355 19,825 0 13,885 1,895 14,790 75 615 2,700 0 300: 1,410 1,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,150: 320 395 0 1,500 0 1,975 0 -75 0 0 0: -70 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 52.1 0.0 36.5 5.0 38.9 0.2 1.6 7.1 0.0 0.8: 3.7 3.9
Old : 100.0: 43.0 52.1 0.0 36.5 5.0 38.9 0.2 1.6 7.1 0.0 0.8: 3.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 0 . . . . . . 0 .:
Old : 23: 11 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 : 65.9 70.9 81.0 86.7 63.4 62.7 75.6 78.4
Old : 65.9 70.9 81.0 86.7 63.4 62.7 75.6 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,500: 66,561 55,466 1,445 10,705 10,860 1,290 11,680 4,610 8,095 0 75: 18,564 18,104
Old : 111,500: 66,561 55,466 1,445 10,705 10,860 1,290 11,680 4,610 8,095 0 75: 18,564 18,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,395: -305 430 -100 -280 490 -290 2,170 -590 2,615 0 50: 525 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 49.7 1.3 9.6 9.7 1.2 10.5 4.1 7.3 0.0 0.1: 16.6 16.2
Old : 100.0: 59.7 49.7 1.3 9.6 9.7 1.2 10.5 4.1 7.3 0.0 0.1: 16.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 24 . . . . . 4 . 0 .:
Old : 38: 26 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 : 34.9 46.1 52.3 63.2 30.7 34.4 41.5 42.0
Old : 34.9 46.1 52.3 63.2 30.7 34.4 41.5 42.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,489: 51,124 35,613 0 19,666 6,695 25 3,900 9,195 7,475 0 0: 13,975 13,420
Old : 88,489: 51,124 35,613 0 19,666 6,695 25 3,900 9,195 7,475 0 0: 13,975 13,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,120: -255 -170 0 300 375 -300 2,345 -430 2,690 0 -60: 100 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 40.2 0.0 22.2 7.6 0.0 4.4 10.4 8.4 0.0 0.0: 15.8 15.2
Old : 100.0: 57.8 40.2 0.0 22.2 7.6 0.0 4.4 10.4 8.4 0.0 0.0: 15.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 23 0 . . . . . . 0 0:
Old : 34: 24 23 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 47.7 65.9 66.8 33.8 34.2 42.4 43.8
Old : 45.6 47.7 65.9 66.8 33.8 34.2 42.4 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2019