COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 21,711: 11,637 11,850 984 721 899 609 2,216 411 5,374 3,659 1,113: 684 842
Old : 21,711: 11,637 11,850 984 721 899 609 2,216 411 5,374 3,659 1,113: 684 842
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -1,262: -501 -574 116 170 -486 -102 46 -57 159 34 -463: 72 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 54.6 4.5 3.3 4.1 2.8 10.2 1.9 24.8 16.9 5.1: 3.2 3.9
Old : 100.0: 53.6 54.6 4.5 3.3 4.1 2.8 10.2 1.9 24.8 16.9 5.1: 3.2 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 : 35: 12 14 4 . 4 . 4 . 4 7 6:
Old : 35: 12 14 4 . 4 . 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 : 44.4 50.7 67.5 69.5 32.9 34.8 41.6 44.1
Old : 44.4 50.7 67.5 69.5 32.9 34.8 41.6 44.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,032: 16,623 18,907 0 2,494 5,819 3,768 92 1,762 1,000 72 3,461: 598 425
Old : 33,032: 16,623 18,907 0 2,494 5,819 3,768 92 1,762 1,000 72 3,461: 598 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -517: -234 -354 0 296 -392 -20 -99 54 68 -29 6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 57.2 0.0 7.6 17.6 11.4 0.3 5.3 3.0 0.2 10.5: 1.8 1.3
Old : 100.0: 50.3 57.2 0.0 7.6 17.6 11.4 0.3 5.3 3.0 0.2 10.5: 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 : 45: 23 22 . . . . . 5 9 . 10:
Old : 45: 23 22 . . . . . 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 : 48.0 48.4 70.0 67.9 22.7 22.1 26.3 27.5
Old : 48.0 48.4 70.0 67.9 22.7 22.1 26.3 27.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 38,508: 23,040 32,903 3,738 0 3,616 374 304 440 6,725 550 575: 0 120
Old : 38,508: 23,040 32,903 3,738 0 3,616 374 304 440 6,725 550 575: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -2,611: -2,199 -2,580 -1,244 -759 888 44 -250 65 220 400 -375: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 85.4 9.7 0.0 9.4 1.0 0.8 1.1 17.5 1.4 1.5: 0.0 0.3
Old : 100.0: 59.8 85.4 9.7 0.0 9.4 1.0 0.8 1.1 17.5 1.4 1.5: 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: 20 22 . 0 . . . . 5 . 4:
Old : 39: 20 22 . 0 . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 61.6 80.8 82.2 46.4 54.7 58.5 62.5
Old : 51.3 61.6 80.8 82.2 46.4 54.7 58.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,264: 22,333 23,436 180 858 1,370 125 0 50 2,725 1,150 400: 81 0
Old : 27,264: 22,333 23,436 180 858 1,370 125 0 50 2,725 1,150 400: 81 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -1,977: -1,495 -2,185 45 413 -145 -75 0 0 150 400 -450: -7 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 86.0 0.7 3.1 5.0 0.5 0.0 0.2 10.0 4.2 1.5: 0.3 0.0
Old : 100.0: 81.9 86.0 0.7 3.1 5.0 0.5 0.0 0.2 10.0 4.2 1.5: 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 : 28: 16 15 . . . . 0 . . . .:
Old : 28: 16 15 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 73.6 85.5 89.5 64.0 68.6 80.0 80.6
Old : 64.0 73.6 85.5 89.5 64.0 68.6 80.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,116: 118,676 93,714 2,117 24,388 7,567 4,140 945 8,305 1,795 8,096 1,985: 531 116
Old : 145,116: 118,676 93,714 2,117 24,388 7,567 4,140 945 8,305 1,795 8,096 1,985: 531 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 5,418: 6,310 2,718 -13 500 -350 -1,793 -260 1,490 -22 1,511 -191: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 64.6 1.5 16.8 5.2 2.9 0.7 5.7 1.2 5.6 1.4: 0.4 0.1
Old : 100.0: 81.8 64.6 1.5 16.8 5.2 2.9 0.7 5.7 1.2 5.6 1.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 29 30 . . 5 5 . . 6 5 4:
Old : 56: 29 30 . . 5 5 . . 6 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.1 68.1 61.0 35.3 28.7 41.7 41.3
Old : 50.9 41.1 68.1 61.0 35.3 28.7 41.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,923: 59,910 55,481 5,502 8,928 3,778 350 2,182 2,395 1,278 450 710: 1 0
Old : 73,923: 59,910 55,481 5,502 8,928 3,778 350 2,182 2,395 1,278 450 710: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,945: 1,573 2,200 0 -408 58 0 55 103 150 -125 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 75.1 7.4 12.1 5.1 0.5 3.0 3.2 1.7 0.6 1.0: 0.0 0.0
Old : 100.0: 81.0 75.1 7.4 12.1 5.1 0.5 3.0 3.2 1.7 0.6 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 23 . . . . 6 . 4 . 4:
Old : 43: 21 23 . . . . 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 : 64.6 67.7 84.2 85.3 64.4 59.4 71.0 68.6
Old : 64.6 67.7 84.2 85.3 64.4 59.4 71.0 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,288: 29,983 23,501 1,690 8,082 1,140 0 0 0 375 450 100: 0 15
Old : 33,288: 29,983 23,501 1,690 8,082 1,140 0 0 0 375 450 100: 0 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 845: 795 820 25 0 0 0 0 0 0 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 70.6 5.1 24.3 3.4 0.0 0.0 0.0 1.1 1.4 0.3: 0.0 0.0
Old : 100.0: 90.1 70.6 5.1 24.3 3.4 0.0 0.0 0.0 1.1 1.4 0.3: 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: 9 14 . . . 0 0 0 . . .:
Old : 26: 9 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 : 87.3 81.1 97.3 94.2 79.7 68.8 84.5 81.1
Old : 87.3 81.1 97.3 94.2 79.7 68.8 84.5 81.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,275: 39,371 37,662 470 17,464 7,703 15,562 200 638 420 924 4,676: 435 8
Old : 69,275: 39,371 37,662 470 17,464 7,703 15,562 200 638 420 924 4,676: 435 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 396: -307 -167 -76 449 111 -3 0 3 0 -668 668: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 54.4 0.7 25.2 11.1 22.5 0.3 0.9 0.6 1.3 6.7: 0.6 0.0
Old : 100.0: 56.8 54.4 0.7 25.2 11.1 22.5 0.3 0.9 0.6 1.3 6.7: 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 . 4 5 4 . . . . .:
Old : 36: 21 22 . 4 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 52.3 73.2 69.9 45.0 40.5 50.6 50.2
Old : 50.7 52.3 73.2 69.9 45.0 40.5 50.6 50.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 89,870: 51,424 40,197 0 34,744 5,748 25,480 1,150 1,922 420 1,969 3,896: 980 244
Old : 89,870: 51,424 40,197 0 34,744 5,748 25,480 1,150 1,922 420 1,969 3,896: 980 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,003: 224 311 -4 931 -31 30 -210 10 0 -787 785: -11 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 44.7 0.0 38.7 6.4 28.4 1.3 2.1 0.5 2.2 4.3: 1.1 0.3
Old : 100.0: 57.2 44.7 0.0 38.7 6.4 28.4 1.3 2.1 0.5 2.2 4.3: 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 23 0 4 4 . 5 . . . .:
Old : 39: 21 23 0 4 4 . 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 56.1 70.8 74.4 49.1 48.7 61.5 57.7
Old : 52.0 56.1 70.8 74.4 49.1 48.7 61.5 57.7
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,443: 56,171 51,917 10,494 18,487 1,430 1,650 50 0 1,824 75 1,347: 527 137
Old : 73,443: 56,171 51,917 10,494 18,487 1,430 1,650 50 0 1,824 75 1,347: 527 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,227: 928 1,027 -63 -75 200 100 0 0 62 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 70.7 14.3 25.2 1.9 2.2 0.1 0.0 2.5 0.1 1.8: 0.7 0.2
Old : 100.0: 76.5 70.7 14.3 25.2 1.9 2.2 0.1 0.0 2.5 0.1 1.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 21 4 . . . . 0 . . .:
Old : 41: 22 21 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 71.4 69.1 81.5 45.8 71.4 64.0 78.5
Old : 47.4 71.4 69.1 81.5 45.8 71.4 64.0 78.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,719: 67,790 60,627 22,826 34,431 608 1,650 125 0 2,337 0 1,848: 660 80
Old : 97,719: 67,790 60,627 22,826 34,431 608 1,650 125 0 2,337 0 1,848: 660 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 564: 190 91 210 425 50 100 0 0 -4 0 0: 18 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 62.0 23.4 35.2 0.6 1.7 0.1 0.0 2.4 0.0 1.9: 0.7 0.1
Old : 100.0: 69.4 62.0 23.4 35.2 0.6 1.7 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 66.5 67.5 81.2 47.5 66.5 65.9 78.8
Old : 48.0 66.5 67.5 81.2 47.5 66.5 65.9 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,670: 33,284 43,285 10,210 0 1,655 0 0 0 400 420 0: 121 310
Old : 45,670: 33,284 43,285 10,210 0 1,655 0 0 0 400 420 0: 121 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,175: 199 2,155 1,975 0 0 0 0 0 0 0 0: 1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 94.8 22.4 0.0 3.6 0.0 0.0 0.0 0.9 0.9 0.0: 0.3 0.7
Old : 100.0: 72.9 94.8 22.4 0.0 3.6 0.0 0.0 0.0 0.9 0.9 0.0: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.9 88.1 87.2 95.0 65.3 84.4 77.6 86.9
Old : 68.9 88.1 87.2 95.0 65.3 84.4 77.6 86.9
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,971: 23,808 20,604 0 2,919 2,603 0 600 0 340 100 20: 200 125
Old : 26,971: 23,808 20,604 0 2,919 2,603 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 24, 2019 :
: 563: 513 563 0 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 76.4 0.0 10.8 9.7 0.0 2.2 0.0 1.3 0.4 0.1: 0.7 0.5
Old : 100.0: 88.3 76.4 0.0 10.8 9.7 0.0 2.2 0.0 1.3 0.4 0.1: 0.7 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 : 56.0 65.3 79.5 84.1 51.5 53.0 64.9 64.6
Old : 56.0 65.3 79.5 84.1 51.5 53.0 64.9 64.6
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,167: 43,458 55,246 404 8,202 8,277 12,508 26 899 7,028 347 2,151: 442 19
Old : 75,167: 43,458 55,246 404 8,202 8,277 12,508 26 899 7,028 347 2,151: 442 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,714: 931 1,200 -661 -303 697 483 26 -51 11 20 182: 123 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 73.5 0.5 10.9 11.0 16.6 0.0 1.2 9.3 0.5 2.9: 0.6 0.0
Old : 100.0: 57.8 73.5 0.5 10.9 11.0 16.6 0.0 1.2 9.3 0.5 2.9: 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 : 56: 27 30 . . . 8 . 5 11 . 7:
Old : 56: 27 30 . . . 8 . 5 11 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 50.8 54.1 70.8 21.7 27.8 29.7 38.6
Old : 31.7 50.8 54.1 70.8 21.7 27.8 29.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,564: 17,297 20,199 180 4,702 866 4,275 0 275 3,425 220 950: 296 352
Old : 27,564: 17,297 20,199 180 4,702 866 4,275 0 275 3,425 220 950: 296 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,000: -52 478 -134 236 276 400 0 0 510 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 73.3 0.7 17.1 3.1 15.5 0.0 1.0 12.4 0.8 3.4: 1.1 1.3
Old : 100.0: 62.8 73.3 0.7 17.1 3.1 15.5 0.0 1.0 12.4 0.8 3.4: 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 : 52.0 49.5 76.2 71.9 44.8 38.2 57.8 54.9
Old : 52.0 49.5 76.2 71.9 44.8 38.2 57.8 54.9
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,965: 44,419 51,670 7,055 0 2,635 0 0 0 625 320 100: 131 240
Old : 54,965: 44,419 51,670 7,055 0 2,635 0 0 0 625 320 100: 131 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,330: 234 2,317 2,007 0 -7 0 0 0 100 0 0: -4 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 94.0 12.8 0.0 4.8 0.0 0.0 0.0 1.1 0.6 0.2: 0.2 0.4
Old : 100.0: 80.8 94.0 12.8 0.0 4.8 0.0 0.0 0.0 1.1 0.6 0.2: 0.2 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 : 30: 18 19 . 0 . 0 0 0 . . .:
Old : 30: 18 19 . 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 : 59.9 83.0 84.5 93.4 55.5 79.8 72.3 83.1
Old : 59.9 83.0 84.5 93.4 55.5 79.8 72.3 83.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,179: 35,241 28,371 0 7,098 4,866 625 1,410 0 320 100 230: 897 104
Old : 42,179: 35,241 28,371 0 7,098 4,866 625 1,410 0 320 100 230: 897 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -409: -334 -334 0 32 -97 25 -120 0 0 100 0: -3 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 67.3 0.0 16.8 11.5 1.5 3.3 0.0 0.8 0.2 0.5: 2.1 0.2
Old : 100.0: 83.6 67.3 0.0 16.8 11.5 1.5 3.3 0.0 0.8 0.2 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 : 33: 21 20 0 . . . . 0 . . .:
Old : 33: 21 20 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 45.8 73.5 72.3 38.3 28.9 45.1 41.7
Old : 52.3 45.8 73.5 72.3 38.3 28.9 45.1 41.7
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,294: 51,054 60,339 7,175 1,030 1,560 0 0 0 3,062 200 0: 443 165
Old : 63,294: 51,054 60,339 7,175 1,030 1,560 0 0 0 3,062 200 0: 443 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 410: 320 295 193 125 0 0 0 0 -103 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 95.3 11.3 1.6 2.5 0.0 0.0 0.0 4.8 0.3 0.0: 0.7 0.3
Old : 100.0: 80.7 95.3 11.3 1.6 2.5 0.0 0.0 0.0 4.8 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 : 55.2 91.9 75.7 97.6 53.9 88.2 73.8 91.3
Old : 55.2 91.9 75.7 97.6 53.9 88.2 73.8 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,531: 56,926 60,831 6,549 2,880 2,060 0 0 0 3,805 3,700 60: 131 0
Old : 69,531: 56,926 60,831 6,549 2,880 2,060 0 0 0 3,805 3,700 60: 131 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 349: 354 234 0 125 0 0 0 0 -5 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 87.5 9.4 4.1 3.0 0.0 0.0 0.0 5.5 5.3 0.1: 0.2 0.0
Old : 100.0: 81.9 87.5 9.4 4.1 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 : 54.6 82.6 76.1 96.0 52.4 78.9 71.6 88.7
Old : 54.6 82.6 76.1 96.0 52.4 78.9 71.6 88.7
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,645: 66,195 78,529 13,433 1,591 3,769 0 39 44 1,002 613 60: 142 0
Old : 84,645: 66,195 78,529 13,433 1,591 3,769 0 39 44 1,002 613 60: 142 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 732: 479 732 337 5 -10 0 0 0 -75 5 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 92.8 15.9 1.9 4.5 0.0 0.0 0.1 1.2 0.7 0.1: 0.2 0.0
Old : 100.0: 78.2 92.8 15.9 1.9 4.5 0.0 0.0 0.1 1.2 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 : 60.2 55.4 76.3 78.1 59.2 52.6 73.0 70.1
Old : 60.2 55.4 76.3 78.1 59.2 52.6 73.0 70.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,601: 85,442 92,302 16,179 4,039 4,994 140 1,679 344 1,178 5,091 1,078: 245 73
Old : 109,601: 85,442 92,302 16,179 4,039 4,994 140 1,679 344 1,178 5,091 1,078: 245 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,157: 1,946 2,138 -94 23 45 0 -415 116 -110 -12 243: 11 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 84.2 14.8 3.7 4.6 0.1 1.5 0.3 1.1 4.6 1.0: 0.2 0.1
Old : 100.0: 78.0 84.2 14.8 3.7 4.6 0.1 1.5 0.3 1.1 4.6 1.0: 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 27 5 . 4 . 7 . . 7 4:
Old : 55: 22 27 5 . 4 . 7 . . 7 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 : 52.9 50.7 70.5 73.4 50.8 44.9 64.7 61.3
Old : 52.9 50.7 70.5 73.4 50.8 44.9 64.7 61.3
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 56,028: 45,321 48,960 8,765 0 1,372 0 1,731 250 50 3,450 250: 20 15
Old : 56,028: 45,321 48,960 8,765 0 1,372 0 1,731 250 50 3,450 250: 20 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 340: 395 290 -105 0 0 0 0 0 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 87.4 15.6 0.0 2.4 0.0 3.1 0.4 0.1 6.2 0.4: 0.0 0.0
Old : 100.0: 80.9 87.4 15.6 0.0 2.4 0.0 3.1 0.4 0.1 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 : 30: 13 12 . 0 . 0 . . . 4 .:
Old : 30: 13 12 . 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 : 78.5 86.1 95.6 93.6 78.5 84.6 94.0 90.9
Old : 78.5 86.1 95.6 93.6 78.5 84.6 94.0 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,185: 41,793 47,260 6,772 0 480 0 0 0 0 1,305 140: 0 0
Old : 49,185: 41,793 47,260 6,772 0 480 0 0 0 0 1,305 140: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -40: -90 -40 -75 0 0 0 0 0 0 -125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 96.1 13.8 0.0 1.0 0.0 0.0 0.0 0.0 2.7 0.3: 0.0 0.0
Old : 100.0: 85.0 96.1 13.8 0.0 1.0 0.0 0.0 0.0 0.0 2.7 0.3: 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 : 82.7 95.7 97.7 98.5 81.7 94.3 96.2 96.5
Old : 82.7 95.7 97.7 98.5 81.7 94.3 96.2 96.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,814: 48,507 57,945 10,026 0 2,507 650 150 200 494 1,555 1,315: 115 142
Old : 63,814: 48,507 57,945 10,026 0 2,507 650 150 200 494 1,555 1,315: 115 142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 476: 375 291 -138 0 188 0 100 0 51 -103 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 90.8 15.7 0.0 3.9 1.0 0.2 0.3 0.8 2.4 2.1: 0.2 0.2
Old : 100.0: 76.0 90.8 15.7 0.0 3.9 1.0 0.2 0.3 0.8 2.4 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 : 33: 19 20 4 0 . . . . . . .:
Old : 33: 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 : 51.5 83.5 75.2 91.2 48.3 79.5 66.1 82.5
Old : 51.5 83.5 75.2 91.2 48.3 79.5 66.1 82.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,625: 47,290 60,513 12,696 431 792 1,106 450 3,230 864 792 2,270: 377 147
Old : 68,625: 47,290 60,513 12,696 431 792 1,106 450 3,230 864 792 2,270: 377 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 517: -15 585 432 0 14 205 0 -120 -6 41 -3: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 88.2 18.5 0.6 1.2 1.6 0.7 4.7 1.3 1.2 3.3: 0.5 0.2
Old : 100.0: 68.9 88.2 18.5 0.6 1.2 1.6 0.7 4.7 1.3 1.2 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 : 37: 20 20 . . . 6 . . . . .:
Old : 37: 20 20 . . . 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 : 51.1 70.7 72.4 83.8 49.8 65.6 66.1 71.8
Old : 51.1 70.7 72.4 83.8 49.8 65.6 66.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 31,813: 18,022 30,864 12,567 0 154 0 583 80 875 0 0: 115 132
Old : 31,813: 18,022 30,864 12,567 0 154 0 583 80 875 0 0: 115 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,166: 2,060 1,881 96 0 0 0 250 0 0 0 0: 10 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 97.0 39.5 0.0 0.5 0.0 1.8 0.3 2.8 0.0 0.0: 0.4 0.4
Old : 100.0: 56.6 97.0 39.5 0.0 0.5 0.0 1.8 0.3 2.8 0.0 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.2 81.3 79.2 97.3 63.0 76.0 76.0 86.9
Old : 63.2 81.3 79.2 97.3 63.0 76.0 76.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,349: 17,315 30,016 11,997 0 113 0 140 0 720 0 0: 204 80
Old : 30,349: 17,315 30,016 11,997 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 24, 2019 :
: 2,111: 2,015 2,111 96 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 98.9 39.5 0.0 0.4 0.0 0.5 0.0 2.4 0.0 0.0: 0.7 0.3
Old : 100.0: 57.1 98.9 39.5 0.0 0.4 0.0 0.5 0.0 2.4 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 : 62.5 83.8 78.7 98.4 62.3 78.9 75.8 89.1
Old : 62.5 83.8 78.7 98.4 62.3 78.9 75.8 89.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,064: 28,339 27,652 3,737 1,380 838 50 2,120 2,164 0 991 916: 20 3
Old : 36,064: 28,339 27,652 3,737 1,380 838 50 2,120 2,164 0 991 916: 20 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,045: 765 509 119 0 80 50 379 -19 0 48 48: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 76.7 10.4 3.8 2.3 0.1 5.9 6.0 0.0 2.7 2.5: 0.1 0.0
Old : 100.0: 78.6 76.7 10.4 3.8 2.3 0.1 5.9 6.0 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 : 37: 20 20 . . . . . . 0 4 4:
Old : 37: 20 20 . . . . . . 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 : 64.6 55.4 82.0 73.3 56.3 49.1 69.1 61.2
Old : 64.6 55.4 82.0 73.3 56.3 49.1 69.1 61.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,030: 18,610 19,809 2,187 0 243 190 700 850 319 978 335: 296 115
Old : 23,030: 18,610 19,809 2,187 0 243 190 700 850 319 978 335: 296 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 260: 263 290 238 0 -15 0 0 0 0 0 0: -226 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 86.0 9.5 0.0 1.1 0.8 3.0 3.7 1.4 4.2 1.5: 1.3 0.5
Old : 100.0: 80.8 86.0 9.5 0.0 1.1 0.8 3.0 3.7 1.4 4.2 1.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 17 . 0 . . . . . . .:
Old : 28: 13 17 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 69.3 91.4 83.3 75.3 68.3 85.0 80.4
Old : 76.3 69.3 91.4 83.3 75.3 68.3 85.0 80.4
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,907: 47,157 40,878 5,470 13,961 606 3,628 2,889 645 2,061 641 270: 70 17
Old : 59,907: 47,157 40,878 5,470 13,961 606 3,628 2,889 645 2,061 641 270: 70 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 2,773: 1,535 3,663 254 410 0 904 -170 -300 1,079 -126 -704: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 68.2 9.1 23.3 1.0 6.1 4.8 1.1 3.4 1.1 0.5: 0.1 0.0
Old : 100.0: 78.7 68.2 9.1 23.3 1.0 6.1 4.8 1.1 3.4 1.1 0.5: 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 : 42: 23 22 4 . 4 . . . 5 . .:
Old : 42: 23 22 4 . 4 . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 59.3 75.4 77.8 49.0 57.0 63.3 68.5
Old : 59.8 59.3 75.4 77.8 49.0 57.0 63.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,641: 31,968 19,499 3,015 14,485 851 146 1,017 519 414 802 328: 400 140
Old : 37,641: 31,968 19,499 3,015 14,485 851 146 1,017 519 414 802 328: 400 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -50: -188 942 -48 0 2 146 -39 29 414 -596 -408: 3 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 51.8 8.0 38.5 2.3 0.4 2.7 1.4 1.1 2.1 0.9: 1.1 0.4
Old : 100.0: 84.9 51.8 8.0 38.5 2.3 0.4 2.7 1.4 1.1 2.1 0.9: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 16 4 . . . . . . . .:
Old : 32: 18 16 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 67.6 82.0 82.8 57.7 66.0 68.3 74.1
Old : 66.1 67.6 82.0 82.8 57.7 66.0 68.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,309: 11,071 17,538 5,007 0 2,356 760 225 0 775 0 150: 190 40
Old : 20,309: 11,071 17,538 5,007 0 2,356 760 225 0 775 0 150: 190 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -957: -420 -549 -289 0 -233 -25 0 0 175 -25 -175: 10 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 86.4 24.7 0.0 11.6 3.7 1.1 0.0 3.8 0.0 0.7: 0.9 0.2
Old : 100.0: 54.5 86.4 24.7 0.0 11.6 3.7 1.1 0.0 3.8 0.0 0.7: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 13 . 0 . . . 0 . 0 .:
Old : 24: 12 13 . 0 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 79.7 88.5 90.4 52.0 71.5 72.6 76.8
Old : 63.6 79.7 88.5 90.4 52.0 71.5 72.6 76.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,850: 11,699 11,340 701 755 844 0 150 0 50 355 395: 161 11
Old : 13,850: 11,699 11,340 701 755 844 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 24, 2019 :
: 480: 480 480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 81.9 5.1 5.5 6.1 0.0 1.1 0.0 0.4 2.6 2.9: 1.2 0.1
Old : 100.0: 84.5 81.9 5.1 5.5 6.1 0.0 1.1 0.0 0.4 2.6 2.9: 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 : 65.5 76.9 87.9 91.5 57.1 74.0 75.3 79.5
Old : 65.5 76.9 87.9 91.5 57.1 74.0 75.3 79.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,661: 12,567 11,610 908 705 696 0 575 0 50 755 320: 120 0
Old : 14,661: 12,567 11,610 908 705 696 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 24, 2019 :
: 480: 480 480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 79.2 6.2 4.8 4.7 0.0 3.9 0.0 0.3 5.1 2.2: 0.8 0.0
Old : 100.0: 85.7 79.2 6.2 4.8 4.7 0.0 3.9 0.0 0.3 5.1 2.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.7 73.5 86.7 89.0 54.5 70.8 75.0 80.2
Old : 63.7 73.5 86.7 89.0 54.5 70.8 75.0 80.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,976: 10,343 15,275 6,155 3,381 75 0 25 25 2,780 750 385: 213 60
Old : 19,976: 10,343 15,275 6,155 3,381 75 0 25 25 2,780 750 385: 213 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 224: -65 165 -10 130 -50 -25 25 25 325 -100 30: -6 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 76.5 30.8 16.9 0.4 0.0 0.1 0.1 13.9 3.8 1.9: 1.1 0.3
Old : 100.0: 51.8 76.5 30.8 16.9 0.4 0.0 0.1 0.1 13.9 3.8 1.9: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 15 . . . 0 . . . . .:
Old : 32: 14 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 63.6 86.4 82.8 61.0 58.5 79.7 73.9
Old : 63.3 63.6 86.4 82.8 61.0 58.5 79.7 73.9
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,439: 9,371 14,845 6,577 3,361 75 0 25 25 2,870 750 295: 226 63
Old : 19,439: 9,371 14,845 6,577 3,361 75 0 25 25 2,870 750 295: 226 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 240: -75 165 -5 130 -50 -25 25 25 330 -100 25: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 76.4 33.8 17.3 0.4 0.0 0.1 0.1 14.8 3.9 1.5: 1.2 0.3
Old : 100.0: 48.2 76.4 33.8 17.3 0.4 0.0 0.1 0.1 14.8 3.9 1.5: 1.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 15 . . . 0 . . . . .:
Old : 31: 13 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 61.3 87.1 82.8 63.2 55.4 80.3 72.6
Old : 65.1 61.3 87.1 82.8 63.2 55.4 80.3 72.6
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,565: 30,275 39,835 9,731 800 1,525 555 0 295 810 900 2,210: 164 0
Old : 45,565: 30,275 39,835 9,731 800 1,525 555 0 295 810 900 2,210: 164 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 75: 90 -25 -15 0 0 -50 0 50 50 100 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 87.4 21.4 1.8 3.3 1.2 0.0 0.6 1.8 2.0 4.9: 0.4 0.0
Old : 100.0: 66.4 87.4 21.4 1.8 3.3 1.2 0.0 0.6 1.8 2.0 4.9: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.4 76.7 82.3 92.1 59.3 69.3 71.6 79.6
Old : 63.4 76.7 82.3 92.1 59.3 69.3 71.6 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,443: 29,980 39,991 9,620 800 1,337 555 0 295 1,505 1,040 1,980: 171 0
Old : 45,443: 29,980 39,991 9,620 800 1,337 555 0 295 1,505 1,040 1,980: 171 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 125: 90 -25 -15 0 0 -50 0 50 50 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 88.0 21.2 1.8 2.9 1.2 0.0 0.6 3.3 2.3 4.4: 0.4 0.0
Old : 100.0: 66.0 88.0 21.2 1.8 2.9 1.2 0.0 0.6 3.3 2.3 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 : 63.8 78.2 82.0 91.1 59.8 71.2 72.0 80.3
Old : 63.8 78.2 82.0 91.1 59.8 71.2 72.0 80.3
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,984: 93,634 88,078 25,242 21,566 1,488 525 1,355 655 1,845 10,244 583: 12 15
Old : 123,984: 93,634 88,078 25,242 21,566 1,488 525 1,355 655 1,845 10,244 583: 12 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,662: 1,622 956 -63 217 0 45 45 55 227 541 -167: -57 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 71.0 20.4 17.4 1.2 0.4 1.1 0.5 1.5 8.3 0.5: 0.0 0.0
Old : 100.0: 75.5 71.0 20.4 17.4 1.2 0.4 1.1 0.5 1.5 8.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 24 . 4 . . . . 6 5 5:
Old : 57: 32 24 . 4 . . . . 6 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 51.0 61.0 76.3 30.2 49.4 49.5 65.8
Old : 36.0 51.0 61.0 76.3 30.2 49.4 49.5 65.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 135,098: 100,789 97,512 27,430 22,738 2,122 730 1,235 620 2,182 9,676 1,195: 30 0
Old : 135,098: 100,789 97,512 27,430 22,738 2,122 730 1,235 620 2,182 9,676 1,195: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,431: 1,356 1,009 0 60 -20 60 75 25 130 357 -75: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 72.2 20.3 16.8 1.6 0.5 0.9 0.5 1.6 7.2 0.9: 0.0 0.0
Old : 100.0: 74.6 72.2 20.3 16.8 1.6 0.5 0.9 0.5 1.6 7.2 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 : 60: 33 29 . 4 5 . . . 5 6 6:
Old : 60: 33 29 . 4 5 . . . 5 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 51.5 59.1 76.0 32.2 49.7 50.3 63.6
Old : 33.7 51.5 59.1 76.0 32.2 49.7 50.3 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 511,940: 295,809 310,522 26,415 3,833 103,623 15,133 23,287 35,453 7,782 7,456 27,115: 610 652
Old : 511,940: 295,809 310,522 26,415 3,833 103,623 15,133 23,287 35,453 7,782 7,456 27,115: 610 652
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 10,704: 6,176 6,209 4,417 120 2,822 121 2,232 -1,588 -1,099 1,050 40: -186 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 60.7 5.2 0.7 20.2 3.0 4.5 6.9 1.5 1.5 5.3: 0.1 0.1
Old : 100.0: 57.8 60.7 5.2 0.7 20.2 3.0 4.5 6.9 1.5 1.5 5.3: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 91: 37 36 6 . 6 9 9 9 11 12 14:
Old : 91: 37 36 6 . 6 9 9 9 11 12 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 38.9 61.6 63.4 13.6 14.2 18.1 20.2
Old : 42.4 38.9 61.6 63.4 13.6 14.2 18.1 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,011: 10,602 16,461 2,590 850 605 500 0 0 3,385 0 75: 254 20
Old : 18,011: 10,602 16,461 2,590 850 605 500 0 0 3,385 0 75: 254 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -3: -3 27 80 0 0 0 -25 0 -80 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 91.4 14.4 4.7 3.4 2.8 0.0 0.0 18.8 0.0 0.4: 1.4 0.1
Old : 100.0: 58.9 91.4 14.4 4.7 3.4 2.8 0.0 0.0 18.8 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 7 . . . . 0 0 . 0 .:
Old : 25: 15 7 . . . . 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 : 54.8 92.6 75.7 99.3 53.6 89.4 74.4 94.0
Old : 54.8 92.6 75.7 99.3 53.6 89.4 74.4 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 2,446 0 1,075 0 460 10 3,535 0 25: 352 30
Old : 17,252: 9,809 15,652 2,446 0 1,075 0 460 10 3,535 0 25: 352 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 0: 0 0 80 0 0 0 0 0 -80 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 90.7 14.2 0.0 6.2 0.0 2.7 0.1 20.5 0.0 0.1: 2.0 0.2
Old : 100.0: 56.9 90.7 14.2 0.0 6.2 0.0 2.7 0.1 20.5 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 : 57.5 93.0 79.0 99.5 56.5 89.3 75.9 91.6
Old : 57.5 93.0 79.0 99.5 56.5 89.3 75.9 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,825: 2,795 2,055 165 0 190 0 445 0 0 715 130: 545 290
Old : 3,825: 2,795 2,055 165 0 190 0 445 0 0 715 130: 545 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 210: -175 145 165 -50 190 0 -220 0 -110 130 85: 55 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 53.7 4.3 0.0 5.0 0.0 11.6 0.0 0.0 18.7 3.4: 14.2 7.6
Old : 100.0: 73.1 53.7 4.3 0.0 5.0 0.0 11.6 0.0 0.0 18.7 3.4: 14.2 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 : 37: 16 18 . 0 . 0 . 0 0 10 5:
Old : 37: 16 18 . 0 . 0 . 0 0 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 : 43.9 30.3 67.3 49.5 35.6 26.1 49.3 40.7
Old : 43.9 30.3 67.3 49.5 35.6 26.1 49.3 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,050: 37,150 39,307 9,055 6,685 15 0 63 2,115 0 150 0: 7,715 7,715
Old : 56,050: 37,150 39,307 9,055 6,685 15 0 63 2,115 0 150 0: 7,715 7,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 3,055: 1,915 2,835 420 300 0 0 -800 600 0 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 70.1 16.2 11.9 0.0 0.0 0.1 3.8 0.0 0.3 0.0: 13.8 13.8
Old : 100.0: 66.3 70.1 16.2 11.9 0.0 0.0 0.1 3.8 0.0 0.3 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 : 28: 17 20 . . . 0 . . 0 . 0:
Old : 28: 17 20 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 53.6 80.9 72.7 62.4 52.5 69.0 66.5
Old : 68.7 53.6 80.9 72.7 62.4 52.5 69.0 66.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,930: 32,142 31,750 7,815 6,115 0 0 2,090 550 0 0 0: 6,423 6,425
Old : 46,930: 32,142 31,750 7,815 6,115 0 0 2,090 550 0 0 0: 6,423 6,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 355: 475 270 -120 300 0 0 -200 0 0 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 67.7 16.7 13.0 0.0 0.0 4.5 1.2 0.0 0.0 0.0: 13.7 13.7
Old : 100.0: 68.5 67.7 16.7 13.0 0.0 0.0 4.5 1.2 0.0 0.0 0.0: 13.7 13.7
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 : 25: 14 19 . . 0 0 . . 0 0 0:
Old : 25: 14 19 . . 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 : 71.8 51.8 81.1 70.9 67.5 50.7 71.3 66.8
Old : 71.8 51.8 81.1 70.9 67.5 50.7 71.3 66.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,061: 7,216 19,480 13,529 1,465 1,337 175 2,155 75 2,185 0 100: 2,444 2,449
Old : 27,061: 7,216 19,480 13,529 1,465 1,337 175 2,155 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 24, 2019 :
: -143: 0 -300 -300 10 157 0 -10 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 72.0 50.0 5.4 4.9 0.6 8.0 0.3 8.1 0.0 0.4: 9.0 9.0
Old : 100.0: 26.7 72.0 50.0 5.4 4.9 0.6 8.0 0.3 8.1 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 : 73.1 53.0 85.4 76.2 66.9 50.6 70.2 66.1
Old : 73.1 53.0 85.4 76.2 66.9 50.6 70.2 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11,670 0 1,965 225 1,575 245 2,005 0 0: 1,620 1,745
Old : 22,825: 5,095 17,295 11,670 0 1,965 225 1,575 245 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 24, 2019 :
: 0: 0 0 -10 0 10 0 -10 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 75.8 51.1 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 51.1 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 51.8 89.1 76.8 65.1 51.6 68.2 63.9
Old : 77.5 51.8 89.1 76.8 65.1 51.6 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,570: 16,072 18,198 5,272 13,566 432 11,085 0 3,395 0 1,060 0: 3,314 2,919
Old : 39,570: 16,072 18,198 5,272 13,566 432 11,085 0 3,395 0 1,060 0: 3,314 2,919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 189: 494 3,404 300 -2,700 -294 -390 0 -110 0 -300 0: 189 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 46.0 13.3 34.3 1.1 28.0 0.0 8.6 0.0 2.7 0.0: 8.4 7.4
Old : 100.0: 40.6 46.0 13.3 34.3 1.1 28.0 0.0 8.6 0.0 2.7 0.0: 8.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 18 . . . . 0 . 0 . 0:
Old : 24: 14 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 68.3 76.2 79.0 46.0 53.1 54.1 59.4
Old : 60.0 68.3 76.2 79.0 46.0 53.1 54.1 59.4
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,275: 18,195 9,890 1,780 1,265 740 735 10,070 1,710 125 0 0: 990 600
Old : 24,275: 18,195 9,890 1,780 1,265 740 735 10,070 1,710 125 0 0: 990 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 5: -780 70 0 0 0 650 -200 135 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 40.7 7.3 5.2 3.0 3.0 41.5 7.0 0.5 0.0 0.0: 4.1 2.5
Old : 100.0: 75.0 40.7 7.3 5.2 3.0 3.0 41.5 7.0 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 13 . . . . . . . 0 0:
Old : 21: 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 : 66.6 78.8 85.0 89.5 43.9 52.6 51.5 55.8
Old : 66.6 78.8 85.0 89.5 43.9 52.6 51.5 55.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,767: 40,647 33,682 14,128 30,440 3,260 7,310 2,245 2,190 4,970 275 1,730: 16,532 16,945
Old : 90,767: 40,647 33,682 14,128 30,440 3,260 7,310 2,245 2,190 4,970 275 1,730: 16,532 16,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,385: 1,125 580 -890 105 0 450 0 -200 0 0 0: 900 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 37.1 15.6 33.5 3.6 8.1 2.5 2.4 5.5 0.3 1.9: 18.2 18.7
Old : 100.0: 44.8 37.1 15.6 33.5 3.6 8.1 2.5 2.4 5.5 0.3 1.9: 18.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 56.9 43.1 74.9 58.5 49.7 43.1 61.2 54.4
Old : 56.9 43.1 74.9 58.5 49.7 43.1 61.2 54.4
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 85,682: 38,366 30,585 15,030 29,650 3,260 7,985 1,805 2,255 1,300 0 1,925: 15,561 16,202
Old : 85,682: 38,366 30,585 15,030 29,650 3,260 7,985 1,805 2,255 1,300 0 1,925: 15,561 16,202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,315: 780 480 -900 50 0 550 -50 50 50 0 -50: 835 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 35.7 17.5 34.6 3.8 9.3 2.1 2.6 1.5 0.0 2.2: 18.2 18.9
Old : 100.0: 44.8 35.7 17.5 34.6 3.8 9.3 2.1 2.6 1.5 0.0 2.2: 18.2 18.9
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 : 27: 16 18 . . . . . . . 0 .:
Old : 27: 16 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 : 58.7 43.8 73.8 59.8 51.4 42.5 57.8 53.2
Old : 58.7 43.8 73.8 59.8 51.4 42.5 57.8 53.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,158: 12,458 7,450 2,045 2,258 1,131 1,320 5,650 280 1,370 2,440 550: 4,004 3,399
Old : 23,158: 12,458 7,450 2,045 2,258 1,131 1,320 5,650 280 1,370 2,440 550: 4,004 3,399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 987: 840 100 -325 815 -168 25 0 -25 225 -150 0: 415 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 32.2 8.8 9.8 4.9 5.7 24.4 1.2 5.9 10.5 2.4: 17.3 14.7
Old : 100.0: 53.8 32.2 8.8 9.8 4.9 5.7 24.4 1.2 5.9 10.5 2.4: 17.3 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 35.9 58.8 57.3 80.0 32.8 52.1 53.0 69.1
Old : 35.9 58.8 57.3 80.0 32.8 52.1 53.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,638: 11,883 7,550 1,815 2,463 938 1,325 8,200 275 2,480 75 995: 3,927 3,142
Old : 23,638: 11,883 7,550 1,815 2,463 938 1,325 8,200 275 2,480 75 995: 3,927 3,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,042: 840 100 -325 815 40 25 0 -25 375 0 -135: 247 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 31.9 7.7 10.4 4.0 5.6 34.7 1.2 10.5 0.3 4.2: 16.6 13.3
Old : 100.0: 50.3 31.9 7.7 10.4 4.0 5.6 34.7 1.2 10.5 0.3 4.2: 16.6 13.3
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 : 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 : 35.5 63.7 59.5 81.7 32.2 59.7 52.2 69.8
Old : 35.5 63.7 59.5 81.7 32.2 59.7 52.2 69.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,727: 15,849 38,619 6,232 8,485 35 15,135 0 0 10,035 0 0: 4,441 4,588
Old : 51,727: 15,849 38,619 6,232 8,485 35 15,135 0 0 10,035 0 0: 4,441 4,588
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,120: 20 1,075 0 25 0 1,050 0 0 50 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 74.7 12.0 16.4 0.1 29.3 0.0 0.0 19.4 0.0 0.0: 8.6 8.9
Old : 100.0: 30.6 74.7 12.0 16.4 0.1 29.3 0.0 0.0 19.4 0.0 0.0: 8.6 8.9
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 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 : 62.3 80.9 83.9 88.5 61.6 80.8 80.8 86.3
Old : 62.3 80.9 83.9 88.5 61.6 80.8 80.8 86.3
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,244: 17,201 35,977 5,575 11,245 35 15,235 0 0 9,460 0 0: 4,738 4,987
Old : 52,244: 17,201 35,977 5,575 11,245 35 15,235 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 24, 2019 :
: 950: 50 950 0 0 0 900 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 68.9 10.7 21.5 0.1 29.2 0.0 0.0 18.1 0.0 0.0: 9.1 9.5
Old : 100.0: 32.9 68.9 10.7 21.5 0.1 29.2 0.0 0.0 18.1 0.0 0.0: 9.1 9.5
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 : 22: 11 13 . . . . 0 0 . 0 0:
Old : 22: 11 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 83.1 85.2 88.7 59.7 83.0 83.8 87.8
Old : 60.4 83.1 85.2 88.7 59.7 83.0 83.8 87.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,290: 22,725 53,390 2,120 5,435 1,845 8,095 0 1,455 25,770 75 175: 4,105 3,915
Old : 66,290: 22,725 53,390 2,120 5,435 1,845 8,095 0 1,455 25,770 75 175: 4,105 3,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,120: 1,350 1,280 575 2,540 -75 125 0 -50 1,770 0 0: 425 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 80.5 3.2 8.2 2.8 12.2 0.0 2.2 38.9 0.1 0.3: 6.2 5.9
Old : 100.0: 34.3 80.5 3.2 8.2 2.8 12.2 0.0 2.2 38.9 0.1 0.3: 6.2 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 : 35: 18 12 . . . 5 0 . 4 . .:
Old : 35: 18 12 . . . 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 : 57.5 77.5 77.9 88.6 55.5 76.4 73.6 83.5
Old : 57.5 77.5 77.9 88.6 55.5 76.4 73.6 83.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,890: 22,590 52,510 1,630 5,435 2,080 7,495 0 1,805 26,030 0 100: 4,160 3,960
Old : 65,890: 22,590 52,510 1,630 5,435 2,080 7,495 0 1,805 26,030 0 100: 4,160 3,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,010: 1,245 1,175 575 2,540 -85 125 0 -50 1,770 0 0: 430 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 79.7 2.5 8.2 3.2 11.4 0.0 2.7 39.5 0.0 0.2: 6.3 6.0
Old : 100.0: 34.3 79.7 2.5 8.2 3.2 11.4 0.0 2.7 39.5 0.0 0.2: 6.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 10 . . . 4 0 . 5 0 .:
Old : 33: 18 10 . . . 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 : 57.8 76.7 77.4 88.8 55.2 75.8 73.4 82.9
Old : 57.8 76.7 77.4 88.8 55.2 75.8 73.4 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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,690: 9,365 5,955 1,050 70 1,380 25 5,515 0 1,380 625 535: 1,955 1,610
Old : 15,690: 9,365 5,955 1,050 70 1,380 25 5,515 0 1,380 625 535: 1,955 1,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 250: -25 -500 0 25 -25 0 0 0 -150 225 0: 450 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 38.0 6.7 0.4 8.8 0.2 35.1 0.0 8.8 4.0 3.4: 12.5 10.3
Old : 100.0: 59.7 38.0 6.7 0.4 8.8 0.2 35.1 0.0 8.8 4.0 3.4: 12.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 7 . . . . . 0 . . .:
Old : 23: 12 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 : 53.3 58.9 77.3 84.3 47.8 58.7 67.5 73.6
Old : 53.3 58.9 77.3 84.3 47.8 58.7 67.5 73.6
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,145: 8,415 5,795 1,220 0 1,110 25 5,640 0 1,855 625 415: 2,105 1,560
Old : 15,145: 8,415 5,795 1,220 0 1,110 25 5,640 0 1,855 625 415: 2,105 1,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 250: -25 -500 -175 0 0 0 0 0 0 225 0: 450 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 38.3 8.1 0.0 7.3 0.2 37.2 0.0 12.2 4.1 2.7: 13.9 10.3
Old : 100.0: 55.6 38.3 8.1 0.0 7.3 0.2 37.2 0.0 12.2 4.1 2.7: 13.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 7 . 0 . . . 0 . . .:
Old : 22: 10 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 61.8 79.5 85.1 50.4 61.7 69.4 76.8
Old : 54.7 61.8 79.5 85.1 50.4 61.7 69.4 76.8
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,165: 34,530 31,755 800 2,165 3,235 2,590 19,595 1,010 16,635 1,175 855: 4,510 4,375
Old : 64,165: 34,530 31,755 800 2,165 3,235 2,590 19,595 1,010 16,635 1,175 855: 4,510 4,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 520: 435 550 0 20 60 -125 -175 -35 85 0 20: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 49.5 1.2 3.4 5.0 4.0 30.5 1.6 25.9 1.8 1.3: 7.0 6.8
Old : 100.0: 53.8 49.5 1.2 3.4 5.0 4.0 30.5 1.6 25.9 1.8 1.3: 7.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 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 : 56.5 66.8 70.8 86.1 55.5 65.2 69.6 79.7
Old : 56.5 66.8 70.8 86.1 55.5 65.2 69.6 79.7
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,860: 33,805 30,575 1,640 840 3,205 2,575 19,595 1,020 14,040 1,175 1,045: 4,530 4,405
Old : 61,860: 33,805 30,575 1,640 840 3,205 2,575 19,595 1,020 14,040 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 24, 2019 :
: 200: 385 200 -70 250 -40 -125 -175 -35 85 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 49.4 2.7 1.4 5.2 4.2 31.7 1.6 22.7 1.9 1.7: 7.3 7.1
Old : 100.0: 54.6 49.4 2.7 1.4 5.2 4.2 31.7 1.6 22.7 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 : 55.6 67.2 70.0 85.3 54.4 65.4 67.1 80.1
Old : 55.6 67.2 70.0 85.3 54.4 65.4 67.1 80.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,193: 34,952 20,635 180 14,557 2,905 15,115 0 1,650 75 15,490 15: 2,301 1,941
Old : 57,193: 34,952 20,635 180 14,557 2,905 15,115 0 1,650 75 15,490 15: 2,301 1,941
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 805: -110 615 180 185 240 450 0 25 0 -280 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 36.1 0.3 25.5 5.1 26.4 0.0 2.9 0.1 27.1 0.0: 4.0 3.4
Old : 100.0: 61.1 36.1 0.3 25.5 5.1 26.4 0.0 2.9 0.1 27.1 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 . . . .:
Old : 29: 19 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 75.5 77.6 91.1 52.8 71.7 71.8 81.9
Old : 55.4 75.5 77.6 91.1 52.8 71.7 71.8 81.9
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,914: 30,774 18,560 0 11,309 2,645 9,565 0 1,725 150 10,790 780: 1,275 1,105
Old : 46,914: 30,774 18,560 0 11,309 2,645 9,565 0 1,725 150 10,790 780: 1,275 1,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,090: -60 605 0 65 405 450 0 25 0 -280 250: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 39.6 0.0 24.1 5.6 20.4 0.0 3.7 0.3 23.0 1.7: 2.7 2.4
Old : 100.0: 65.6 39.6 0.0 24.1 5.6 20.4 0.0 3.7 0.3 23.0 1.7: 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 : 58.7 70.8 77.2 90.4 55.6 65.9 70.5 79.5
Old : 58.7 70.8 77.2 90.4 55.6 65.9 70.5 79.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,419: 104,893 96,997 23,637 120 5,985 0 16,526 4,114 1,325 16,225 1,430: 19,035 19,022
Old : 160,419: 104,893 96,997 23,637 120 5,985 0 16,526 4,114 1,325 16,225 1,430: 19,035 19,022
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,100: 3,040 2,535 2,230 -2,000 -395 0 1,550 -525 0 3,185 -880: 630 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 60.5 14.7 0.1 3.7 0.0 10.3 2.6 0.8 10.1 0.9: 11.9 11.9
Old : 100.0: 65.4 60.5 14.7 0.1 3.7 0.0 10.3 2.6 0.8 10.1 0.9: 11.9 11.9
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 : 44: 25 28 . . . 0 4 . . 5 .:
Old : 44: 25 28 . . . 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 : 65.6 38.5 75.0 57.0 62.9 36.4 70.4 52.7
Old : 65.6 38.5 75.0 57.0 62.9 36.4 70.4 52.7
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,471: 92,485 88,406 25,387 0 3,655 0 7,671 6,634 1,125 22,920 1,260: 13,925 13,925
Old : 144,471: 92,485 88,406 25,387 0 3,655 0 7,671 6,634 1,125 22,920 1,260: 13,925 13,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,215: 1,675 1,555 4,765 0 -1,935 -549 1,001 24 0 3,335 0: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 61.2 17.6 0.0 2.5 0.0 5.3 4.6 0.8 15.9 0.9: 9.6 9.6
Old : 100.0: 64.0 61.2 17.6 0.0 2.5 0.0 5.3 4.6 0.8 15.9 0.9: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 26 . 0 . 0 4 . . 4 .:
Old : 42: 20 26 . 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 42.4 78.3 61.8 61.9 40.9 71.9 58.2
Old : 64.8 42.4 78.3 61.8 61.9 40.9 71.9 58.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,880: 25,875 23,360 15,160 8,255 1,225 810 1,535 2,155 0 9,260 0: 3,655 3,090
Old : 48,880: 25,875 23,360 15,160 8,255 1,225 810 1,535 2,155 0 9,260 0: 3,655 3,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,570: 1,480 185 -195 725 50 300 100 40 0 575 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 47.8 31.0 16.9 2.5 1.7 3.1 4.4 0.0 18.9 0.0: 7.5 6.3
Old : 100.0: 52.9 47.8 31.0 16.9 2.5 1.7 3.1 4.4 0.0 18.9 0.0: 7.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.4 55.3 77.5 76.3 61.0 53.8 73.1 67.2
Old : 61.4 55.3 77.5 76.3 61.0 53.8 73.1 67.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,740: 20,855 21,010 14,200 5,850 2,450 885 1,375 3,045 0 8,185 225: 3,080 2,600
Old : 44,740: 20,855 21,010 14,200 5,850 2,450 885 1,375 3,045 0 8,185 225: 3,080 2,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 830: 480 160 -270 75 60 300 -50 120 0 325 150: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 47.0 31.7 13.1 5.5 2.0 3.1 6.8 0.0 18.3 0.5: 6.9 5.8
Old : 100.0: 46.6 47.0 31.7 13.1 5.5 2.0 3.1 6.8 0.0 18.3 0.5: 6.9 5.8
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 . .:
Old : 24: 14 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 53.9 73.5 75.6 54.8 47.9 64.8 60.3
Old : 57.6 53.9 73.5 75.6 54.8 47.9 64.8 60.3
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,395: 17,035 20,105 0 14,185 1,895 14,290 75 745 2,700 0 300: 1,430 1,090
Old : 38,395: 17,035 20,105 0 14,185 1,895 14,290 75 745 2,700 0 300: 1,430 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 330: 680 280 0 300 0 -500 0 130 0 0 0: 20 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 52.4 0.0 36.9 4.9 37.2 0.2 1.9 7.0 0.0 0.8: 3.7 2.8
Old : 100.0: 44.4 52.4 0.0 36.9 4.9 37.2 0.2 1.9 7.0 0.0 0.8: 3.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.2 70.8 81.5 87.6 61.6 60.6 73.6 77.2
Old : 64.2 70.8 81.5 87.6 61.6 60.6 73.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,480: 72,261 60,986 1,470 10,465 11,555 1,315 11,405 4,785 7,750 0 0: 18,344 18,284
Old : 117,480: 72,261 60,986 1,470 10,465 11,555 1,315 11,405 4,785 7,750 0 0: 18,344 18,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 5,980: 5,700 5,520 25 -240 695 25 -275 175 -345 0 -75: -220 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 51.9 1.3 8.9 9.8 1.1 9.7 4.1 6.6 0.0 0.0: 15.6 15.6
Old : 100.0: 61.5 51.9 1.3 8.9 9.8 1.1 9.7 4.1 6.6 0.0 0.0: 15.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 25 . . . . . . . 0 0:
Old : 38: 26 25 . . . . . . . 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 : 34.3 45.7 52.5 62.7 30.9 33.8 40.4 42.1
Old : 34.3 45.7 52.5 62.7 30.9 33.8 40.4 42.1
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,774: 55,444 39,083 0 19,796 7,250 25 3,525 9,575 6,780 0 125: 13,575 13,420
Old : 92,774: 55,444 39,083 0 19,796 7,250 25 3,525 9,575 6,780 0 125: 13,575 13,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,285: 4,320 3,470 0 130 555 0 -375 380 -695 0 125: -400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 42.1 0.0 21.3 7.8 0.0 3.8 10.3 7.3 0.0 0.1: 14.6 14.5
Old : 100.0: 59.8 42.1 0.0 21.3 7.8 0.0 3.8 10.3 7.3 0.0 0.1: 14.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 23 0 . . . . . . 0 .:
Old : 33: 24 23 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 46.9 65.5 65.9 34.0 32.2 41.6 40.5
Old : 44.8 46.9 65.5 65.9 34.0 32.2 41.6 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,395: 22,220 16,175 0 12,180 1,300 4,975 300 0 1,425 0 610: 2,865 2,830
Old : 33,395: 22,220 16,175 0 12,180 1,300 4,975 300 0 1,425 0 610: 2,865 2,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 48.4 0.0 36.5 3.9 14.9 0.9 0.0 4.3 0.0 1.8: 8.6 8.5
Old : 100.0: 66.5 48.4 0.0 36.5 3.9 14.9 0.9 0.0 4.3 0.0 1.8: 8.6 8.5
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 : 20: 11 10 0 . . . . 0 . 0 .:
Old : 20: 11 10 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 70.7 81.0 84.8 63.2 66.8 74.3 75.9
Old : 64.6 70.7 81.0 84.8 63.2 66.8 74.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,990: 22,485 15,235 0 11,600 1,750 3,525 565 95 1,385 0 325: 2,425 2,420
Old : 31,990: 22,485 15,235 0 11,600 1,750 3,525 565 95 1,385 0 325: 2,425 2,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 47.6 0.0 36.3 5.5 11.0 1.8 0.3 4.3 0.0 1.0: 7.6 7.6
Old : 100.0: 70.3 47.6 0.0 36.3 5.5 11.0 1.8 0.3 4.3 0.0 1.0: 7.6 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 : 20: 11 9 0 . . . . . . 0 .:
Old : 20: 11 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 69.8 80.9 86.0 63.6 64.3 75.3 75.9
Old : 64.4 69.8 80.9 86.0 63.6 64.3 75.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 04, 2019