COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 22,190: 12,272 11,495 893 1,190 715 609 1,924 411 5,185 3,996 1,415: 690 1,044
Old : 22,190: 12,272 11,495 893 1,190 715 609 1,924 411 5,185 3,996 1,415: 690 1,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 37: 228 -555 -96 389 -16 0 -98 0 -232 230 148: 5 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 51.8 4.0 5.4 3.2 2.7 8.7 1.9 23.4 18.0 6.4: 3.1 4.7
Old : 100.0: 55.3 51.8 4.0 5.4 3.2 2.7 8.7 1.9 23.4 18.0 6.4: 3.1 4.7
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 : 33: 12 14 4 . 4 . . . 4 7 7:
Old : 33: 12 14 4 . 4 . . . 4 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.9 70.7 71.0 34.2 35.9 43.9 44.6
Old : 47.9 49.9 70.7 71.0 34.2 35.9 43.9 44.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 34,300: 17,102 19,069 18 3,060 6,123 3,513 31 1,926 1,643 52 3,655: 321 385
Old : 34,300: 17,102 19,069 18 3,060 6,123 3,513 31 1,926 1,643 52 3,655: 321 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,360: 720 576 4 356 385 40 -13 52 154 -1 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 55.6 0.1 8.9 17.8 10.2 0.1 5.6 4.8 0.2 10.7: 0.9 1.1
Old : 100.0: 49.9 55.6 0.1 8.9 17.8 10.2 0.1 5.6 4.8 0.2 10.7: 0.9 1.1
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 : 48: 25 26 . . . 5 . 5 9 . 12:
Old : 48: 25 26 . . . 5 . 5 9 . 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 51.0 71.0 69.2 20.1 22.8 25.1 27.7
Old : 48.2 51.0 71.0 69.2 20.1 22.8 25.1 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 39,897: 23,743 34,389 3,858 0 3,548 364 125 425 7,250 575 700: 9 135
Old : 39,897: 23,743 34,389 3,858 0 3,548 364 125 425 7,250 575 700: 9 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 645: 610 320 60 0 100 0 -25 0 -275 100 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 86.2 9.7 0.0 8.9 0.9 0.3 1.1 18.2 1.4 1.8: 0.0 0.3
Old : 100.0: 59.5 86.2 9.7 0.0 8.9 0.9 0.3 1.1 18.2 1.4 1.8: 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 : 37: 21 22 . 0 . . . . 4 . 5:
Old : 37: 21 22 . 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 : 51.5 62.0 80.3 82.3 46.4 54.7 58.0 62.4
Old : 51.5 62.0 80.3 82.3 46.4 54.7 58.0 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,739: 22,343 24,146 366 794 1,349 125 0 50 2,950 925 475: 81 0
Old : 27,739: 22,343 24,146 366 794 1,349 125 0 50 2,950 925 475: 81 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 60: -75 100 25 -75 35 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 87.0 1.3 2.9 4.9 0.5 0.0 0.2 10.6 3.3 1.7: 0.3 0.0
Old : 100.0: 80.5 87.0 1.3 2.9 4.9 0.5 0.0 0.2 10.6 3.3 1.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 . . . . 0 . . . .:
Old : 27: 15 14 . . . . 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 74.3 85.3 89.2 63.0 69.5 79.0 80.4
Old : 63.3 74.3 85.3 89.2 63.0 69.5 79.0 80.4
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,270: 112,318 87,743 2,399 24,613 6,081 3,517 956 8,228 2,535 7,847 1,691: 501 111
Old : 137,270: 112,318 87,743 2,399 24,613 6,081 3,517 956 8,228 2,535 7,847 1,691: 501 111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -700: -491 -513 42 46 194 57 46 -551 19 -70 173: -143 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 63.9 1.7 17.9 4.4 2.6 0.7 6.0 1.8 5.7 1.2: 0.4 0.1
Old : 100.0: 81.8 63.9 1.7 17.9 4.4 2.6 0.7 6.0 1.8 5.7 1.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 29 30 . . 5 5 4 4 7 6 5:
Old : 59: 29 30 . . 5 5 4 4 7 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 41.3 68.6 61.0 35.8 28.9 41.6 41.7
Old : 52.3 41.3 68.6 61.0 35.8 28.9 41.6 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,090: 59,386 53,927 5,250 9,284 3,572 150 2,145 2,353 703 125 675: 0 8
Old : 72,090: 59,386 53,927 5,250 9,284 3,572 150 2,145 2,353 703 125 675: 0 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,113: 2,043 2,264 0 -278 189 0 -215 -74 -295 -25 250: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 74.8 7.3 12.9 5.0 0.2 3.0 3.3 1.0 0.2 0.9: 0.0 0.0
Old : 100.0: 82.4 74.8 7.3 12.9 5.0 0.2 3.0 3.3 1.0 0.2 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 : 39: 20 21 . . . . 5 . 5 . .:
Old : 39: 20 21 . . . . 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 : 64.7 69.0 84.4 85.8 64.6 60.7 69.9 68.8
Old : 64.7 69.0 84.4 85.8 64.6 60.7 69.9 68.8
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 32,352: 29,447 22,200 1,380 8,127 1,125 0 0 0 225 725 175: 0 0
Old : 32,352: 29,447 22,200 1,380 8,127 1,125 0 0 0 225 725 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 25: 0 -50 0 0 0 0 0 0 25 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 68.6 4.3 25.1 3.5 0.0 0.0 0.0 0.7 2.2 0.5: 0.0 0.0
Old : 100.0: 91.0 68.6 4.3 25.1 3.5 0.0 0.0 0.0 0.7 2.2 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 : 24: 8 11 . . . 0 0 0 . . .:
Old : 24: 8 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 81.5 96.9 94.1 80.1 69.4 84.4 81.6
Old : 87.8 81.5 96.9 94.1 80.1 69.4 84.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 67,499: 37,943 36,770 480 16,486 7,959 15,542 150 509 420 1,277 4,348: 298 0
Old : 67,499: 37,943 36,770 480 16,486 7,959 15,542 150 509 420 1,277 4,348: 298 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -28: 80 -26 0 50 -35 -7 0 -17 0 50 -50: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 54.5 0.7 24.4 11.8 23.0 0.2 0.8 0.6 1.9 6.4: 0.4 0.0
Old : 100.0: 56.2 54.5 0.7 24.4 11.8 23.0 0.2 0.8 0.6 1.9 6.4: 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 : 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 : 51.0 49.3 72.9 70.1 45.5 37.6 50.5 47.9
Old : 51.0 49.3 72.9 70.1 45.5 37.6 50.5 47.9
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 85,519: 48,351 37,097 0 34,723 6,308 25,517 710 735 420 2,289 3,456: 732 201
Old : 85,519: 48,351 37,097 0 34,723 6,308 25,517 710 735 420 2,289 3,456: 732 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,584: 38 -70 0 5 -305 4 -50 -1,174 0 170 -150: 3 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 43.4 0.0 40.6 7.4 29.8 0.8 0.9 0.5 2.7 4.0: 0.9 0.2
Old : 100.0: 56.5 43.4 0.0 40.6 7.4 29.8 0.8 0.9 0.5 2.7 4.0: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 23 0 4 4 4 5 . . . .:
Old : 41: 21 23 0 4 4 4 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 59.1 70.6 75.1 48.8 51.0 61.6 59.4
Old : 52.2 59.1 70.6 75.1 48.8 51.0 61.6 59.4
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,827: 55,426 51,729 11,168 18,227 1,835 1,200 0 0 2,092 449 1,500: 606 87
Old : 73,827: 55,426 51,729 11,168 18,227 1,835 1,200 0 0 2,092 449 1,500: 606 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,163: 755 155 380 800 28 0 0 -100 100 280 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 70.1 15.1 24.7 2.5 1.6 0.0 0.0 2.8 0.6 2.0: 0.8 0.1
Old : 100.0: 75.1 70.1 15.1 24.7 2.5 1.6 0.0 0.0 2.8 0.6 2.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 21 5 . 4 . 0 0 . . .:
Old : 42: 22 21 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 : 45.4 74.1 66.5 83.5 43.8 74.1 61.1 80.6
Old : 45.4 74.1 66.5 83.5 43.8 74.1 61.1 80.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,734: 67,635 60,117 23,100 34,625 442 1,200 50 0 2,591 428 2,025: 741 47
Old : 97,734: 67,635 60,117 23,100 34,625 442 1,200 50 0 2,591 428 2,025: 741 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,536: 1,032 307 380 1,000 24 0 0 -100 200 305 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 61.5 23.6 35.4 0.5 1.2 0.1 0.0 2.7 0.4 2.1: 0.8 0.0
Old : 100.0: 69.2 61.5 23.6 35.4 0.5 1.2 0.1 0.0 2.7 0.4 2.1: 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 : 46: 24 25 5 . 4 . . 0 . . .:
Old : 46: 24 25 5 . 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 : 46.7 69.3 66.7 83.6 46.2 69.3 64.5 81.0
Old : 46.7 69.3 66.7 83.6 46.2 69.3 64.5 81.0
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,620: 32,125 41,340 9,395 0 1,575 0 0 0 400 420 0: 125 285
Old : 43,620: 32,125 41,340 9,395 0 1,575 0 0 0 400 420 0: 125 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 30: 55 30 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 94.8 21.5 0.0 3.6 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7
Old : 100.0: 73.6 94.8 21.5 0.0 3.6 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 . 0 . 0 0 0 . . 0:
Old : 26: 15 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 : 67.5 86.7 86.2 94.8 63.2 83.7 77.6 86.8
Old : 67.5 86.7 86.2 94.8 63.2 83.7 77.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,724: 23,008 20,392 0 2,939 2,558 0 600 0 945 97 18: 195 120
Old : 26,724: 23,008 20,392 0 2,939 2,558 0 600 0 945 97 18: 195 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 5: 5 5 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 76.3 0.0 11.0 9.6 0.0 2.2 0.0 3.5 0.4 0.1: 0.7 0.4
Old : 100.0: 86.1 76.3 0.0 11.0 9.6 0.0 2.2 0.0 3.5 0.4 0.1: 0.7 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 : 27: 17 16 0 . . 0 . 0 . . .:
Old : 27: 17 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 : 56.8 66.1 78.0 86.8 49.8 55.8 63.5 65.7
Old : 56.8 66.1 78.0 86.8 49.8 55.8 63.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 73,819: 41,942 53,753 672 6,004 10,865 11,704 26 483 5,931 655 1,918: 304 115
Old : 73,819: 41,942 53,753 672 6,004 10,865 11,704 26 483 5,931 655 1,918: 304 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 851: 222 588 -227 -725 928 319 0 -69 -321 100 28: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 72.8 0.9 8.1 14.7 15.9 0.0 0.7 8.0 0.9 2.6: 0.4 0.2
Old : 100.0: 56.8 72.8 0.9 8.1 14.7 15.9 0.0 0.7 8.0 0.9 2.6: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 27 29 . . . 9 . 4 10 . 8:
Old : 55: 27 29 . . . 9 . 4 10 . 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 : 35.9 51.6 56.0 71.7 19.2 22.8 27.1 31.8
Old : 35.9 51.6 56.0 71.7 19.2 22.8 27.1 31.8
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,427: 16,270 20,888 0 3,131 2,241 3,850 0 100 4,125 165 550: 291 352
Old : 27,427: 16,270 20,888 0 3,131 2,241 3,850 0 100 4,125 165 550: 291 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,416: -204 1,584 0 -1,788 1,620 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 76.2 0.0 11.4 8.2 14.0 0.0 0.4 15.0 0.6 2.0: 1.1 1.3
Old : 100.0: 59.3 76.2 0.0 11.4 8.2 14.0 0.0 0.4 15.0 0.6 2.0: 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 : 32: 18 18 0 . . . 0 . 4 . .:
Old : 32: 18 18 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 : 50.2 55.3 76.0 75.0 44.7 38.3 57.4 53.9
Old : 50.2 55.3 76.0 75.0 44.7 38.3 57.4 53.9
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,845: 41,275 47,967 6,632 0 2,233 0 0 0 500 345 75: 130 225
Old : 50,845: 41,275 47,967 6,632 0 2,233 0 0 0 500 345 75: 130 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -305: -240 -340 -95 0 35 0 0 0 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 94.3 13.0 0.0 4.4 0.0 0.0 0.0 1.0 0.7 0.1: 0.3 0.4
Old : 100.0: 81.2 94.3 13.0 0.0 4.4 0.0 0.0 0.0 1.0 0.7 0.1: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 21 . 0 . 0 0 0 . . .:
Old : 31: 20 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 82.9 82.1 93.6 51.5 78.7 68.8 82.1
Old : 57.5 82.9 82.1 93.6 51.5 78.7 68.8 82.1
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,178: 32,792 26,739 0 6,558 5,064 450 1,410 0 900 197 128: 844 82
Old : 40,178: 32,792 26,739 0 6,558 5,064 450 1,410 0 900 197 128: 844 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 86: -167 346 0 -538 278 -25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 66.6 0.0 16.3 12.6 1.1 3.5 0.0 2.2 0.5 0.3: 2.1 0.2
Old : 100.0: 81.6 66.6 0.0 16.3 12.6 1.1 3.5 0.0 2.2 0.5 0.3: 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 19 0 . . . . 0 . . .:
Old : 33: 21 19 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 45.7 72.1 69.1 33.2 27.0 41.0 39.8
Old : 50.8 45.7 72.1 69.1 33.2 27.0 41.0 39.8
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,618: 48,771 57,183 7,104 1,840 1,050 0 0 0 3,095 200 0: 598 345
Old : 60,618: 48,771 57,183 7,104 1,840 1,050 0 0 0 3,095 200 0: 598 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 230: 225 330 0 -100 0 0 0 0 5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 94.3 11.7 3.0 1.7 0.0 0.0 0.0 5.1 0.3 0.0: 1.0 0.6
Old : 100.0: 80.5 94.3 11.7 3.0 1.7 0.0 0.0 0.0 5.1 0.3 0.0: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 14 . . . 0 0 0 . . 0:
Old : 29: 19 14 . . . 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 : 54.4 91.3 75.9 97.3 53.1 88.1 74.0 91.8
Old : 54.4 91.3 75.9 97.3 53.1 88.1 74.0 91.8
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,873: 53,628 56,953 6,392 3,020 2,060 0 0 0 3,437 3,600 60: 296 180
Old : 65,873: 53,628 56,953 6,392 3,020 2,060 0 0 0 3,437 3,600 60: 296 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 244: 214 344 -5 -100 0 0 0 0 35 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 86.5 9.7 4.6 3.1 0.0 0.0 0.0 5.2 5.5 0.1: 0.4 0.3
Old : 100.0: 81.4 86.5 9.7 4.6 3.1 0.0 0.0 0.0 5.2 5.5 0.1: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 16 . . . 0 0 0 . . .:
Old : 32: 20 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 : 54.0 82.2 75.9 95.8 51.8 78.5 71.4 88.5
Old : 54.0 82.2 75.9 95.8 51.8 78.5 71.4 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,287: 62,300 76,508 12,951 156 4,376 256 0 30 1,103 90 107: 164 20
Old : 81,287: 62,300 76,508 12,951 156 4,376 256 0 30 1,103 90 107: 164 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 420: 46 732 176 -20 -75 120 0 -2 173 -212 -18: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 94.1 15.9 0.2 5.4 0.3 0.0 0.0 1.4 0.1 0.1: 0.2 0.0
Old : 100.0: 76.6 94.1 15.9 0.2 5.4 0.3 0.0 0.0 1.4 0.1 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 : 38: 19 25 5 . 4 . 0 . . . .:
Old : 38: 19 25 5 . 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 : 60.7 58.3 76.9 78.8 58.7 56.0 72.1 73.6
Old : 60.7 58.3 76.9 78.8 58.7 56.0 72.1 73.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,720: 81,798 91,428 15,185 2,574 5,386 180 1,095 181 1,578 3,816 1,160: 252 80
Old : 105,720: 81,798 91,428 15,185 2,574 5,386 180 1,095 181 1,578 3,816 1,160: 252 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 501: 208 845 44 77 -13 39 -161 -96 412 -116 -75: -19 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 86.5 14.4 2.4 5.1 0.2 1.0 0.2 1.5 3.6 1.1: 0.2 0.1
Old : 100.0: 77.4 86.5 14.4 2.4 5.1 0.2 1.0 0.2 1.5 3.6 1.1: 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 . 8 . . 6 5:
Old : 55: 22 27 5 . 4 . 8 . . 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 51.4 70.1 76.9 50.1 47.3 64.2 64.2
Old : 51.7 51.4 70.1 76.9 50.1 47.3 64.2 64.2
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,948: 37,585 50,095 16,818 22 1,050 0 1,606 250 100 2,800 125: 20 0
Old : 55,948: 37,585 50,095 16,818 22 1,050 0 1,606 250 100 2,800 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,815: -3,210 2,415 5,025 -600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 89.5 30.1 0.0 1.9 0.0 2.9 0.4 0.2 5.0 0.2: 0.0 0.0
Old : 100.0: 67.2 89.5 30.1 0.0 1.9 0.0 2.9 0.4 0.2 5.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 12 . . . 0 . . . . .:
Old : 27: 10 12 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 86.9 95.2 94.2 74.7 85.4 91.6 90.1
Old : 74.7 86.9 95.2 94.2 74.7 85.4 91.6 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,220: 41,443 47,960 7,322 0 180 0 0 0 0 805 275: 0 0
Old : 49,220: 41,443 47,960 7,322 0 180 0 0 0 0 805 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 3,600: 2,700 3,600 900 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 97.4 14.9 0.0 0.4 0.0 0.0 0.0 0.0 1.6 0.6: 0.0 0.0
Old : 100.0: 84.2 97.4 14.9 0.0 0.4 0.0 0.0 0.0 0.0 1.6 0.6: 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 : 79.5 96.7 97.8 98.8 79.5 95.4 96.9 97.2
Old : 79.5 96.7 97.8 98.8 79.5 95.4 96.9 97.2
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,955: 46,294 56,280 10,386 0 2,342 825 150 150 516 1,572 1,337: 105 124
Old : 61,955: 46,294 56,280 10,386 0 2,342 825 150 150 516 1,572 1,337: 105 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 75: 27 79 -79 0 -5 125 0 0 -5 0 2: 10 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 90.8 16.8 0.0 3.8 1.3 0.2 0.2 0.8 2.5 2.2: 0.2 0.2
Old : 100.0: 74.7 90.8 16.8 0.0 3.8 1.3 0.2 0.2 0.8 2.5 2.2: 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 : 34: 19 19 4 0 . . . . . . .:
Old : 34: 19 19 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 84.4 74.7 92.7 49.2 80.6 66.7 83.7
Old : 51.7 84.4 74.7 92.7 49.2 80.6 66.7 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 65,712: 46,018 58,025 11,338 406 519 1,188 330 3,230 901 924 2,141: 377 137
Old : 65,712: 46,018 58,025 11,338 406 519 1,188 330 3,230 901 924 2,141: 377 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -198: 200 -225 -661 -25 52 182 0 0 22 0 0: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 88.3 17.3 0.6 0.8 1.8 0.5 4.9 1.4 1.4 3.3: 0.6 0.2
Old : 100.0: 70.0 88.3 17.3 0.6 0.8 1.8 0.5 4.9 1.4 1.4 3.3: 0.6 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 : 36: 19 19 . . . 6 . . . . .:
Old : 36: 19 19 . . . 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 : 50.1 71.8 72.1 85.0 49.3 66.3 65.9 72.9
Old : 50.1 71.8 72.1 85.0 49.3 66.3 65.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,881: 17,092 28,887 11,515 0 374 0 485 80 735 0 0: 85 55
Old : 29,881: 17,092 28,887 11,515 0 374 0 485 80 735 0 0: 85 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -5: -20 -100 -95 0 95 0 0 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 96.7 38.5 0.0 1.3 0.0 1.6 0.3 2.5 0.0 0.0: 0.3 0.2
Old : 100.0: 57.2 96.7 38.5 0.0 1.3 0.0 1.6 0.3 2.5 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 11 4 0 . 0 . . . 0 0:
Old : 24: 15 11 4 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 80.8 80.1 96.6 63.0 74.4 75.7 86.1
Old : 64.1 80.8 80.1 96.6 63.0 74.4 75.7 86.1
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 28,919: 16,425 28,471 11,368 0 288 0 80 0 640 0 0: 198 80
Old : 28,919: 16,425 28,471 11,368 0 288 0 80 0 640 0 0: 198 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 110: 110 60 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 98.5 39.3 0.0 1.0 0.0 0.3 0.0 2.2 0.0 0.0: 0.7 0.3
Old : 100.0: 56.8 98.5 39.3 0.0 1.0 0.0 0.3 0.0 2.2 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: 14 9 5 0 . 0 . 0 . 0 0:
Old : 24: 14 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 : 63.9 83.6 79.7 98.0 62.6 77.5 75.4 87.7
Old : 63.9 83.6 79.7 98.0 62.6 77.5 75.4 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,672: 27,248 26,249 3,867 3,570 758 260 809 455 0 488 864: 220 479
Old : 33,672: 27,248 26,249 3,867 3,570 758 260 809 455 0 488 864: 220 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -580: 570 325 -25 2,220 0 210 -1,610 -1,395 0 -426 60: 0 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 78.0 11.5 10.6 2.3 0.8 2.4 1.4 0.0 1.4 2.6: 0.7 1.4
Old : 100.0: 80.9 78.0 11.5 10.6 2.3 0.8 2.4 1.4 0.0 1.4 2.6: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 19 . . . . . . 0 . .:
Old : 33: 16 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 : 66.3 55.0 83.7 73.7 57.6 53.4 72.5 66.3
Old : 66.3 55.0 83.7 73.7 57.6 53.4 72.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,042: 17,722 17,969 2,310 0 120 0 1,425 0 175 948 425: 290 155
Old : 21,042: 17,722 17,969 2,310 0 120 0 1,425 0 175 948 425: 290 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -85: 95 -45 0 0 0 0 80 -180 0 -5 0: 0 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 85.4 11.0 0.0 0.6 0.0 6.8 0.0 0.8 4.5 2.0: 1.4 0.7
Old : 100.0: 84.2 85.4 11.0 0.0 0.6 0.0 6.8 0.0 0.8 4.5 2.0: 1.4 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 : 25: 12 16 . 0 . 0 . 0 . . .:
Old : 25: 12 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 : 78.6 71.8 92.2 85.5 78.0 70.8 88.2 82.6
Old : 78.6 71.8 92.2 85.5 78.0 70.8 88.2 82.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,241: 46,475 39,832 8,110 13,875 358 374 2,690 595 2,033 671 204: 92 16
Old : 58,241: 46,475 39,832 8,110 13,875 358 374 2,690 595 2,033 671 204: 92 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 270: 976 -34 2,374 208 16 -3,055 23 5 -45 55 14: -15 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 68.4 13.9 23.8 0.6 0.6 4.6 1.0 3.5 1.2 0.4: 0.2 0.0
Old : 100.0: 79.8 68.4 13.9 23.8 0.6 0.6 4.6 1.0 3.5 1.2 0.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 23 5 . 5 . . . 4 . .:
Old : 42: 22 23 5 . 5 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 59.7 73.4 78.3 50.9 57.2 62.5 68.1
Old : 61.2 59.7 73.4 78.3 50.9 57.2 62.5 68.1
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,764: 30,806 18,896 3,099 14,154 851 111 1,036 552 578 780 375: 392 120
Old : 36,764: 30,806 18,896 3,099 14,154 851 111 1,036 552 578 780 375: 392 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 237: 58 224 51 30 -10 0 0 -17 165 10 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 51.4 8.4 38.5 2.3 0.3 2.8 1.5 1.6 2.1 1.0: 1.1 0.3
Old : 100.0: 83.8 51.4 8.4 38.5 2.3 0.3 2.8 1.5 1.6 2.1 1.0: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 17 4 . . . . . . . .:
Old : 33: 20 17 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 : 66.0 67.7 81.5 82.9 58.8 65.4 69.5 74.0
Old : 66.0 67.7 81.5 82.9 58.8 65.4 69.5 74.0
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,429: 10,806 17,573 5,357 0 2,391 760 300 0 800 0 150: 165 15
Old : 20,429: 10,806 17,573 5,357 0 2,391 760 300 0 800 0 150: 165 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 60: 60 35 -25 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 86.0 26.2 0.0 11.7 3.7 1.5 0.0 3.9 0.0 0.7: 0.8 0.1
Old : 100.0: 52.9 86.0 26.2 0.0 11.7 3.7 1.5 0.0 3.9 0.0 0.7: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 . 0 . . . 0 . 0 .:
Old : 24: 13 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 : 65.2 79.5 88.1 90.3 53.5 71.7 72.2 77.1
Old : 65.2 79.5 88.1 90.3 53.5 71.7 72.2 77.1
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,765: 10,636 10,300 659 710 844 0 150 0 50 405 345: 231 11
Old : 12,765: 10,636 10,300 659 710 844 0 150 0 50 405 345: 231 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 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: 83.3 80.7 5.2 5.6 6.6 0.0 1.2 0.0 0.4 3.2 2.7: 1.8 0.1
Old : 100.0: 83.3 80.7 5.2 5.6 6.6 0.0 1.2 0.0 0.4 3.2 2.7: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . . . 0 . 0 . . .:
Old : 22: 10 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 : 65.4 77.2 87.9 91.3 55.6 72.5 74.2 78.2
Old : 65.4 77.2 87.9 91.3 55.6 72.5 74.2 78.2
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,046: 11,137 10,420 778 710 691 0 150 0 50 805 270: 120 0
Old : 13,046: 11,137 10,420 778 710 691 0 150 0 50 805 270: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 79.9 6.0 5.4 5.3 0.0 1.1 0.0 0.4 6.2 2.1: 0.9 0.0
Old : 100.0: 85.4 79.9 6.0 5.4 5.3 0.0 1.1 0.0 0.4 6.2 2.1: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 62.8 76.0 86.9 91.6 52.7 73.9 73.8 79.6
Old : 62.8 76.0 86.9 91.6 52.7 73.9 73.8 79.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,918: 9,301 14,400 5,528 2,477 141 0 125 0 2,450 275 485: 13 15
Old : 17,918: 9,301 14,400 5,528 2,477 141 0 125 0 2,450 275 485: 13 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 46: -50 150 108 -100 66 0 50 0 0 -200 100: -178 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 80.4 30.9 13.8 0.8 0.0 0.7 0.0 13.7 1.5 2.7: 0.1 0.1
Old : 100.0: 51.9 80.4 30.9 13.8 0.8 0.0 0.7 0.0 13.7 1.5 2.7: 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 : 32: 14 15 . . . 0 . 0 . . .:
Old : 32: 14 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 64.8 85.5 83.3 60.1 58.6 78.0 72.3
Old : 61.6 64.8 85.5 83.3 60.1 58.6 78.0 72.3
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,635: 8,521 14,085 5,924 2,462 133 0 125 0 2,505 275 540: 12 15
Old : 17,635: 8,521 14,085 5,924 2,462 133 0 125 0 2,505 275 540: 12 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 35: -50 150 120 -100 58 0 50 0 0 -200 100: -193 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 79.9 33.6 14.0 0.8 0.0 0.7 0.0 14.2 1.6 3.1: 0.1 0.1
Old : 100.0: 48.3 79.9 33.6 14.0 0.8 0.0 0.7 0.0 14.2 1.6 3.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 15 . . . 0 . 0 . . .:
Old : 32: 14 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 63.1 86.6 82.7 61.5 55.9 78.0 71.3
Old : 63.9 63.1 86.6 82.7 61.5 55.9 78.0 71.3
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,394: 28,584 37,714 9,328 600 1,200 60 45 150 1,820 1,500 1,185: 67 0
Old : 42,394: 28,584 37,714 9,328 600 1,200 60 45 150 1,820 1,500 1,185: 67 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 390: 655 275 -260 0 40 -40 0 0 175 175 -100: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 89.0 22.0 1.4 2.8 0.1 0.1 0.4 4.3 3.5 2.8: 0.2 0.0
Old : 100.0: 67.4 89.0 22.0 1.4 2.8 0.1 0.1 0.4 4.3 3.5 2.8: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 11 4 . . . . . 5 . .:
Old : 37: 19 11 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 : 64.6 77.5 82.1 91.1 58.5 70.1 72.8 81.1
Old : 64.6 77.5 82.1 91.1 58.5 70.1 72.8 81.1
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,807: 28,519 38,035 9,079 600 1,167 60 45 150 2,505 1,555 1,255: 72 0
Old : 42,807: 28,519 38,035 9,079 600 1,167 60 45 150 2,505 1,555 1,255: 72 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 580: 660 280 -260 0 0 -40 0 0 175 175 125: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 88.9 21.2 1.4 2.7 0.1 0.1 0.4 5.9 3.6 2.9: 0.2 0.0
Old : 100.0: 66.6 88.9 21.2 1.4 2.7 0.1 0.1 0.4 5.9 3.6 2.9: 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 : 38: 19 12 4 . . . . . 5 . .:
Old : 38: 19 12 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 : 65.0 78.5 81.1 90.3 58.9 71.1 72.5 80.8
Old : 65.0 78.5 81.1 90.3 58.9 71.1 72.5 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,883: 88,178 81,681 23,937 20,416 1,577 680 1,005 215 1,821 11,501 463: 12 25
Old : 116,883: 88,178 81,681 23,937 20,416 1,577 680 1,005 215 1,821 11,501 463: 12 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 295: 514 131 -100 -160 244 85 50 -290 -58 425 -100: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 69.9 20.5 17.5 1.3 0.6 0.9 0.2 1.6 9.8 0.4: 0.0 0.0
Old : 100.0: 75.4 69.9 20.5 17.5 1.3 0.6 0.9 0.2 1.6 9.8 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 : 58: 31 24 . 4 . . . . 6 6 4:
Old : 58: 31 24 . 4 . . . . 6 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 50.7 60.4 76.6 30.5 49.2 50.9 65.4
Old : 37.0 50.7 60.4 76.6 30.5 49.2 50.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,701: 95,200 91,282 26,445 21,156 1,682 455 867 155 2,109 10,904 640: 15 15
Old : 126,701: 95,200 91,282 26,445 21,156 1,682 455 867 155 2,109 10,904 640: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 685: 1,274 1,028 -100 -315 43 185 102 -340 -125 422 -255: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 72.0 20.9 16.7 1.3 0.4 0.7 0.1 1.7 8.6 0.5: 0.0 0.0
Old : 100.0: 75.1 72.0 20.9 16.7 1.3 0.4 0.7 0.1 1.7 8.6 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 : 63: 33 29 . 4 5 . . . 6 6 4:
Old : 63: 33 29 . 4 5 . . . 6 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 51.7 58.2 76.8 30.8 48.6 50.0 62.7
Old : 32.9 51.7 58.2 76.8 30.8 48.6 50.0 62.7
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 504,360: 286,608 305,149 32,512 3,455 102,631 15,807 25,207 32,775 7,547 8,223 25,936: 543 983
Old : 504,360: 286,608 305,149 32,512 3,455 102,631 15,807 25,207 32,775 7,547 8,223 25,936: 543 983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -413: 1,375 225 707 -325 1,351 -482 42 -2,837 -808 609 615: -335 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 60.5 6.4 0.7 20.3 3.1 5.0 6.5 1.5 1.6 5.1: 0.1 0.2
Old : 100.0: 56.8 60.5 6.4 0.7 20.3 3.1 5.0 6.5 1.5 1.6 5.1: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 83: 35 33 5 . 6 7 10 9 13 8 13:
Old : 83: 35 33 5 . 6 7 10 9 13 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 39.8 63.5 63.2 14.7 14.4 19.6 20.6
Old : 43.9 39.8 63.5 63.2 14.7 14.4 19.6 20.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,338: 9,927 15,883 2,505 800 605 635 0 0 3,435 0 0: 231 50
Old : 17,338: 9,927 15,883 2,505 800 605 635 0 0 3,435 0 0: 231 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 300: 0 350 0 -30 0 100 0 0 250 0 -50: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 91.6 14.4 4.6 3.5 3.7 0.0 0.0 19.8 0.0 0.0: 1.3 0.3
Old : 100.0: 57.3 91.6 14.4 4.6 3.5 3.7 0.0 0.0 19.8 0.0 0.0: 1.3 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 : 27: 15 8 . . . . 0 0 . 0 0:
Old : 27: 15 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 : 55.8 92.5 75.8 99.3 54.8 88.2 74.8 94.1
Old : 55.8 92.5 75.8 99.3 54.8 88.2 74.8 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,852: 9,267 15,385 2,399 0 1,037 150 310 60 3,480 0 0: 459 60
Old : 16,852: 9,267 15,385 2,399 0 1,037 150 310 60 3,480 0 0: 459 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 350: 0 350 30 0 -30 50 -50 50 250 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 91.3 14.2 0.0 6.2 0.9 1.8 0.4 20.7 0.0 0.0: 2.7 0.4
Old : 100.0: 55.0 91.3 14.2 0.0 6.2 0.9 1.8 0.4 20.7 0.0 0.0: 2.7 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 : 25: 14 7 . 0 . . . . . 0 0:
Old : 25: 14 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 : 58.0 91.4 78.5 99.2 56.9 86.9 75.4 90.7
Old : 58.0 91.4 78.5 99.2 56.9 86.9 75.4 90.7
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,134: 35,738 40,251 12,261 7,120 85 62 0 1,763 0 450 0: 8,225 8,465
Old : 58,134: 35,738 40,251 12,261 7,120 85 62 0 1,763 0 450 0: 8,225 8,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,027: -499 1,117 2,016 180 85 62 -18 -82 0 300 0: 445 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 69.2 21.1 12.2 0.1 0.1 0.0 3.0 0.0 0.8 0.0: 14.1 14.6
Old : 100.0: 61.5 69.2 21.1 12.2 0.1 0.1 0.0 3.0 0.0 0.8 0.0: 14.1 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 18 . . . . 0 . 0 . 0:
Old : 26: 17 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 : 69.7 54.2 80.6 72.1 63.8 53.4 68.9 65.8
Old : 69.7 54.2 80.6 72.1 63.8 53.4 68.9 65.8
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,955: 31,686 32,722 10,821 7,580 0 0 2,205 345 0 0 0: 7,103 7,103
Old : 49,955: 31,686 32,722 10,821 7,580 0 0 2,205 345 0 0 0: 7,103 7,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 3,037: 386 1,162 2,016 1,260 0 0 -20 0 0 0 0: 635 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 65.5 21.7 15.2 0.0 0.0 4.4 0.7 0.0 0.0 0.0: 14.2 14.2
Old : 100.0: 63.4 65.5 21.7 15.2 0.0 0.0 4.4 0.7 0.0 0.0 0.0: 14.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 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 : 73.2 51.8 80.8 70.9 69.3 51.0 71.9 66.4
Old : 73.2 51.8 80.8 70.9 69.3 51.0 71.9 66.4
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,540: 6,332 17,715 12,798 1,385 1,337 175 2,160 0 2,160 0 75: 2,663 2,868
Old : 25,540: 6,332 17,715 12,798 1,385 1,337 175 2,160 0 2,160 0 75: 2,663 2,868
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -500: 0 -500 -500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 69.4 50.1 5.4 5.2 0.7 8.5 0.0 8.5 0.0 0.3: 10.4 11.2
Old : 100.0: 24.8 69.4 50.1 5.4 5.2 0.7 8.5 0.0 8.5 0.0 0.3: 10.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 12 . . . . . 0 . 0 .:
Old : 22: 9 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 : 71.7 52.1 85.0 75.4 65.6 50.0 73.3 69.3
Old : 71.7 52.1 85.0 75.4 65.6 50.0 73.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,320: 4,490 16,790 11,840 0 1,550 175 1,680 140 2,005 0 0: 2,120 2,160
Old : 22,320: 4,490 16,790 11,840 0 1,550 175 1,680 140 2,005 0 0: 2,120 2,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 15: -300 0 300 0 -285 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 75.2 53.0 0.0 6.9 0.8 7.5 0.6 9.0 0.0 0.0: 9.5 9.7
Old : 100.0: 20.1 75.2 53.0 0.0 6.9 0.8 7.5 0.6 9.0 0.0 0.0: 9.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 15 . 0 . . . . . 0 0:
Old : 23: 8 15 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 50.2 86.9 73.7 64.4 50.2 68.5 64.7
Old : 74.1 50.2 86.9 73.7 64.4 50.2 68.5 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,570: 19,043 20,662 5,080 17,386 432 14,315 0 3,160 0 785 250: 3,290 2,895
Old : 45,570: 19,043 20,662 5,080 17,386 432 14,315 0 3,160 0 785 250: 3,290 2,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 5,575: 2,009 1,759 100 3,680 0 3,080 0 0 0 -250 250: 136 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 45.3 11.1 38.2 0.9 31.4 0.0 6.9 0.0 1.7 0.5: 7.2 6.4
Old : 100.0: 41.8 45.3 11.1 38.2 0.9 31.4 0.0 6.9 0.0 1.7 0.5: 7.2 6.4
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 : 25: 14 19 . . . . 0 . 0 . .:
Old : 25: 14 19 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 67.2 77.8 79.6 49.0 53.9 57.2 61.2
Old : 61.6 67.2 77.8 79.6 49.0 53.9 57.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,760: 9,774 12,484 4,580 8,690 18 7,080 0 3,795 0 410 300: 2,213 2,063
Old : 27,760: 9,774 12,484 4,580 8,690 18 7,080 0 3,795 0 410 300: 2,213 2,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 45.0 16.5 31.3 0.1 25.5 0.0 13.7 0.0 1.5 1.1: 8.0 7.4
Old : 100.0: 35.2 45.0 16.5 31.3 0.1 25.5 0.0 13.7 0.0 1.5 1.1: 8.0 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 : 20: 12 14 . . . . 0 . 0 . .:
Old : 20: 12 14 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 72.9 81.5 83.7 54.3 60.1 61.2 63.6
Old : 66.8 72.9 81.5 83.7 54.3 60.1 61.2 63.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,040: 17,485 9,830 4,035 800 770 460 11,740 2,185 0 0 0: 1,105 715
Old : 26,040: 17,485 9,830 4,035 800 770 460 11,740 2,185 0 0 0: 1,105 715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 37.7 15.5 3.1 3.0 1.8 45.1 8.4 0.0 0.0 0.0: 4.2 2.7
Old : 100.0: 67.1 37.7 15.5 3.1 3.0 1.8 45.1 8.4 0.0 0.0 0.0: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . . . . 0 0 0:
Old : 21: 13 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 : 62.1 80.5 83.6 90.4 44.3 52.5 52.2 55.9
Old : 62.1 80.5 83.6 90.4 44.3 52.5 52.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,413: 42,773 32,978 13,148 31,570 3,260 6,245 2,310 2,150 5,630 375 1,265: 16,942 17,505
Old : 91,413: 42,773 32,978 13,148 31,570 3,260 6,245 2,310 2,150 5,630 375 1,265: 16,942 17,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,010: 670 -5 275 880 0 -250 25 50 205 0 -20: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 36.1 14.4 34.5 3.6 6.8 2.5 2.4 6.2 0.4 1.4: 18.5 19.1
Old : 100.0: 46.8 36.1 14.4 34.5 3.6 6.8 2.5 2.4 6.2 0.4 1.4: 18.5 19.1
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: 17 20 . . . . . . . . .:
Old : 30: 17 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 43.3 73.4 59.3 46.9 42.2 61.0 54.3
Old : 53.9 43.3 73.4 59.3 46.9 42.2 61.0 54.3
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,091: 39,935 30,529 14,120 30,550 3,260 7,470 1,885 1,975 2,140 100 1,205: 15,986 16,587
Old : 86,091: 39,935 30,529 14,120 30,550 3,260 7,470 1,885 1,975 2,140 100 1,205: 15,986 16,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,045: 670 195 275 880 0 -50 25 -25 205 0 -105: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 35.5 16.4 35.5 3.8 8.7 2.2 2.3 2.5 0.1 1.4: 18.6 19.3
Old : 100.0: 46.4 35.5 16.4 35.5 3.8 8.7 2.2 2.3 2.5 0.1 1.4: 18.6 19.3
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: 17 20 . . . . . . . . .:
Old : 29: 17 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.1 72.2 60.8 49.3 42.3 58.3 53.6
Old : 56.1 45.1 72.2 60.8 49.3 42.3 58.3 53.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,447: 10,787 7,175 1,600 2,027 1,131 1,300 4,800 275 1,345 2,335 470: 4,539 3,234
Old : 21,447: 10,787 7,175 1,600 2,027 1,131 1,300 4,800 275 1,345 2,335 470: 4,539 3,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 210: 75 0 0 50 0 -25 0 0 0 240 -80: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 33.5 7.5 9.5 5.3 6.1 22.4 1.3 6.3 10.9 2.2: 21.2 15.1
Old : 100.0: 50.3 33.5 7.5 9.5 5.3 6.1 22.4 1.3 6.3 10.9 2.2: 21.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . . . . . . .:
Old : 24: 13 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 : 34.5 56.7 56.5 79.7 32.3 49.9 51.9 68.5
Old : 34.5 56.7 56.5 79.7 32.3 49.9 51.9 68.5
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,122: 10,372 7,350 1,440 2,327 938 1,300 7,350 275 2,460 50 865: 4,472 2,967
Old : 22,122: 10,372 7,350 1,440 2,327 938 1,300 7,350 275 2,460 50 865: 4,472 2,967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 190: 75 0 0 50 0 -25 0 0 -240 0 140: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 33.2 6.5 10.5 4.2 5.9 33.2 1.2 11.1 0.2 3.9: 20.2 13.4
Old : 100.0: 46.9 33.2 6.5 10.5 4.2 5.9 33.2 1.2 11.1 0.2 3.9: 20.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . . . . . . . . .:
Old : 23: 12 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 : 34.8 62.7 58.9 81.3 31.5 58.7 51.4 69.6
Old : 34.8 62.7 58.9 81.3 31.5 58.7 51.4 69.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,713: 12,693 7,810 0 9,028 569 9,540 75 400 0 5,675 75: 3,436 3,081
Old : 26,713: 12,693 7,810 0 9,028 569 9,540 75 400 0 5,675 75: 3,436 3,081
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 150: 0 150 0 -225 150 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 29.2 0.0 33.8 2.1 35.7 0.3 1.5 0.0 21.2 0.3: 12.9 11.5
Old : 100.0: 47.5 29.2 0.0 33.8 2.1 35.7 0.3 1.5 0.0 21.2 0.3: 12.9 11.5
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 6 0 . . . . . 0 . .:
Old : 21: 13 6 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 74.5 82.8 86.7 67.9 71.5 79.0 80.6
Old : 69.2 74.5 82.8 86.7 67.9 71.5 79.0 80.6
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,936: 12,272 8,160 0 8,617 521 9,540 75 400 50 5,360 75: 3,078 2,728
Old : 25,936: 12,272 8,160 0 8,617 521 9,540 75 400 50 5,360 75: 3,078 2,728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 150: 0 100 0 -325 80 0 0 0 0 225 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 31.5 0.0 33.2 2.0 36.8 0.3 1.5 0.2 20.7 0.3: 11.9 10.5
Old : 100.0: 47.3 31.5 0.0 33.2 2.0 36.8 0.3 1.5 0.2 20.7 0.3: 11.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 6 0 . . . . . . . .:
Old : 21: 12 6 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 75.5 83.1 87.9 68.0 72.2 79.5 81.7
Old : 69.3 75.5 83.1 87.9 68.0 72.2 79.5 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,948: 15,054 36,674 5,982 8,040 35 14,345 0 0 9,480 0 0: 4,052 4,199
Old : 48,948: 15,054 36,674 5,982 8,040 35 14,345 0 0 9,480 0 0: 4,052 4,199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 250: 0 250 -25 0 0 250 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 74.9 12.2 16.4 0.1 29.3 0.0 0.0 19.4 0.0 0.0: 8.3 8.6
Old : 100.0: 30.8 74.9 12.2 16.4 0.1 29.3 0.0 0.0 19.4 0.0 0.0: 8.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 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 : 62.5 81.5 84.7 88.7 61.8 81.4 81.8 87.0
Old : 62.5 81.5 84.7 88.7 61.8 81.4 81.8 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,654: 16,701 34,107 5,360 10,950 35 14,220 0 0 9,030 0 0: 4,308 4,562
Old : 49,654: 16,701 34,107 5,360 10,950 35 14,220 0 0 9,030 0 0: 4,308 4,562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 150: 0 150 0 0 0 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 68.7 10.8 22.1 0.1 28.6 0.0 0.0 18.2 0.0 0.0: 8.7 9.2
Old : 100.0: 33.6 68.7 10.8 22.1 0.1 28.6 0.0 0.0 18.2 0.0 0.0: 8.7 9.2
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 : 21: 11 12 . . . . 0 0 . 0 0:
Old : 21: 11 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 83.6 85.7 89.0 59.5 83.5 84.1 88.0
Old : 60.2 83.6 85.7 89.0 59.5 83.5 84.1 88.0
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,550: 22,170 51,770 1,655 4,440 2,210 7,705 0 1,530 24,500 0 75: 3,705 3,525
Old : 63,550: 22,170 51,770 1,655 4,440 2,210 7,705 0 1,530 24,500 0 75: 3,705 3,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 460: 335 360 -150 -100 150 -75 0 100 150 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 81.5 2.6 7.0 3.5 12.1 0.0 2.4 38.6 0.0 0.1: 5.8 5.5
Old : 100.0: 34.9 81.5 2.6 7.0 3.5 12.1 0.0 2.4 38.6 0.0 0.1: 5.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 11 . . . 5 0 . 4 0 .:
Old : 33: 18 11 . . . 5 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 77.1 78.0 89.3 55.5 76.1 73.4 83.8
Old : 57.6 77.1 78.0 89.3 55.5 76.1 73.4 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,885: 22,005 50,675 1,225 4,440 2,445 7,205 0 1,830 24,500 0 0: 3,675 3,495
Old : 62,885: 22,005 50,675 1,225 4,440 2,445 7,205 0 1,830 24,500 0 0: 3,675 3,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 455: 395 320 -150 -100 150 -75 0 100 50 0 -25: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 80.6 1.9 7.1 3.9 11.5 0.0 2.9 39.0 0.0 0.0: 5.8 5.6
Old : 100.0: 35.0 80.6 1.9 7.1 3.9 11.5 0.0 2.9 39.0 0.0 0.0: 5.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 9 . . . 4 0 . 4 0 0:
Old : 32: 18 9 . . . 4 0 . 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 : 57.7 76.3 78.2 89.5 55.1 75.4 73.6 83.3
Old : 57.7 76.3 78.2 89.5 55.1 75.4 73.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,860: 9,285 5,720 220 0 2,140 125 5,310 0 1,595 640 540: 1,955 1,510
Old : 15,860: 9,285 5,720 220 0 2,140 125 5,310 0 1,595 640 540: 1,955 1,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 270: 250 150 -100 0 100 0 0 0 -120 0 20: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 36.1 1.4 0.0 13.5 0.8 33.5 0.0 10.1 4.0 3.4: 12.3 9.5
Old : 100.0: 58.5 36.1 1.4 0.0 13.5 0.8 33.5 0.0 10.1 4.0 3.4: 12.3 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: 10 6 . 0 . . . 0 . . .:
Old : 22: 10 6 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 56.7 77.3 82.7 47.4 56.5 63.6 70.9
Old : 54.0 56.7 77.3 82.7 47.4 56.5 63.6 70.9
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,245: 8,325 5,685 510 0 1,770 125 5,310 0 2,045 640 400: 2,070 1,440
Old : 15,245: 8,325 5,685 510 0 1,770 125 5,310 0 2,045 640 400: 2,070 1,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 250: 250 150 -100 0 100 0 0 0 -120 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 37.3 3.3 0.0 11.6 0.8 34.8 0.0 13.4 4.2 2.6: 13.6 9.4
Old : 100.0: 54.6 37.3 3.3 0.0 11.6 0.8 34.8 0.0 13.4 4.2 2.6: 13.6 9.4
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 : 21: 9 6 . 0 . . . 0 . . .:
Old : 21: 9 6 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 58.9 79.4 83.6 49.7 58.8 65.7 73.7
Old : 55.2 58.9 79.4 83.6 49.7 58.8 65.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,705: 33,500 33,560 600 1,295 3,460 2,525 18,955 1,000 18,215 1,150 905: 4,500 4,380
Old : 64,705: 33,500 33,560 600 1,295 3,460 2,525 18,955 1,000 18,215 1,150 905: 4,500 4,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,255: 420 2,195 0 -100 -70 75 0 0 1,600 0 75: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 51.9 0.9 2.0 5.3 3.9 29.3 1.5 28.2 1.8 1.4: 7.0 6.8
Old : 100.0: 51.8 51.9 0.9 2.0 5.3 3.9 29.3 1.5 28.2 1.8 1.4: 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 : 32: 12 13 . . . . . . 5 . .:
Old : 32: 12 13 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 63.8 72.9 81.8 57.4 62.3 71.8 77.7
Old : 58.3 63.8 72.9 81.8 57.4 62.3 71.8 77.7
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,000: 32,740 31,660 1,420 465 3,490 2,495 18,955 995 15,455 1,150 1,090: 4,315 4,195
Old : 62,000: 32,740 31,660 1,420 465 3,490 2,495 18,955 995 15,455 1,150 1,090: 4,315 4,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,415: 770 2,195 -250 0 205 75 0 0 1,600 0 70: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 51.1 2.3 0.8 5.6 4.0 30.6 1.6 24.9 1.9 1.8: 7.0 6.8
Old : 100.0: 52.8 51.1 2.3 0.8 5.6 4.0 30.6 1.6 24.9 1.9 1.8: 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 : 32: 12 14 . . . . . . 5 . .:
Old : 32: 12 14 . . . . . . 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 : 57.8 64.8 73.0 81.8 56.5 63.0 69.5 78.4
Old : 57.8 64.8 73.0 81.8 56.5 63.0 69.5 78.4
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,773: 34,475 20,340 785 14,225 2,470 12,735 155 1,915 50 13,670 15: 2,328 1,983
Old : 54,773: 34,475 20,340 785 14,225 2,470 12,735 155 1,915 50 13,670 15: 2,328 1,983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -935: 270 -655 100 120 0 -1,650 150 275 0 -895 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 37.1 1.4 26.0 4.5 23.3 0.3 3.5 0.1 25.0 0.0: 4.3 3.6
Old : 100.0: 62.9 37.1 1.4 26.0 4.5 23.3 0.3 3.5 0.1 25.0 0.0: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 11 . . . . . . . . .:
Old : 32: 20 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 73.3 76.9 89.7 50.2 69.5 70.1 81.3
Old : 53.7 73.3 76.9 89.7 50.2 69.5 70.1 81.3
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,274: 30,649 18,355 0 10,634 2,820 8,735 150 1,990 125 10,520 655: 1,300 1,150
Old : 46,274: 30,649 18,355 0 10,634 2,820 8,735 150 1,990 125 10,520 655: 1,300 1,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 310: 335 -440 0 -30 100 -200 150 275 0 455 -250: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 39.7 0.0 23.0 6.1 18.9 0.3 4.3 0.3 22.7 1.4: 2.8 2.5
Old : 100.0: 66.2 39.7 0.0 23.0 6.1 18.9 0.3 4.3 0.3 22.7 1.4: 2.8 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 : 33: 21 12 0 . . . . . . . .:
Old : 33: 21 12 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 68.7 77.0 89.4 53.2 63.7 69.5 77.9
Old : 57.4 68.7 77.0 89.4 53.2 63.7 69.5 77.9
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 158,367: 102,384 92,513 22,685 495 6,110 0 14,066 4,549 1,150 19,145 1,355: 20,134 20,134
Old : 158,367: 102,384 92,513 22,685 495 6,110 0 14,066 4,549 1,150 19,145 1,355: 20,134 20,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,548: 1,300 1,750 330 0 125 0 -2,055 710 -50 1,885 -25: 158 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 58.4 14.3 0.3 3.9 0.0 8.9 2.9 0.7 12.1 0.9: 12.7 12.7
Old : 100.0: 64.6 58.4 14.3 0.3 3.9 0.0 8.9 2.9 0.7 12.1 0.9: 12.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 27 . . . 0 4 . . 5 .:
Old : 44: 25 27 . . . 0 4 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 39.2 73.9 56.2 59.4 37.7 67.4 51.0
Old : 62.7 39.2 73.9 56.2 59.4 37.7 67.4 51.0
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,069: 90,041 86,108 25,738 0 3,830 0 7,071 6,814 1,000 23,600 1,285: 13,361 13,361
Old : 142,069: 90,041 86,108 25,738 0 3,830 0 7,071 6,814 1,000 23,600 1,285: 13,361 13,361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,748: 1,180 2,520 1,145 0 25 0 -505 660 -50 260 25: -237 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 60.6 18.1 0.0 2.7 0.0 5.0 4.8 0.7 16.6 0.9: 9.4 9.4
Old : 100.0: 63.4 60.6 18.1 0.0 2.7 0.0 5.0 4.8 0.7 16.6 0.9: 9.4 9.4
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 : 42: 21 26 . 0 . 0 4 . . 4 .:
Old : 42: 21 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 : 63.1 44.7 77.6 61.9 60.1 43.1 70.3 57.5
Old : 63.1 44.7 77.6 61.9 60.1 43.1 70.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,355: 28,385 26,300 16,966 8,361 2,859 240 1,295 2,385 0 9,460 0: 4,520 4,695
Old : 55,355: 28,385 26,300 16,966 8,361 2,859 240 1,295 2,385 0 9,460 0: 4,520 4,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 770: 150 470 1,270 0 -240 -80 100 80 0 50 -50: -360 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 47.5 30.6 15.1 5.2 0.4 2.3 4.3 0.0 17.1 0.0: 8.2 8.5
Old : 100.0: 51.3 47.5 30.6 15.1 5.2 0.4 2.3 4.3 0.0 17.1 0.0: 8.2 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 : 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 : 62.3 50.0 79.3 70.6 57.6 47.4 68.5 60.1
Old : 62.3 50.0 79.3 70.6 57.6 47.4 68.5 60.1
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,040: 22,755 21,890 14,541 5,971 3,374 335 990 3,085 0 8,510 200: 3,750 4,020
Old : 48,040: 22,755 21,890 14,541 5,971 3,374 335 990 3,085 0 8,510 200: 3,750 4,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 281: -315 5 820 50 -109 -30 -350 130 0 50 -50: -165 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 45.6 30.3 12.4 7.0 0.7 2.1 6.4 0.0 17.7 0.4: 7.8 8.4
Old : 100.0: 47.4 45.6 30.3 12.4 7.0 0.7 2.1 6.4 0.0 17.7 0.4: 7.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 . . . . . . 0 . .:
Old : 24: 14 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 51.8 72.8 72.7 52.2 45.2 62.0 56.3
Old : 57.3 51.8 72.8 72.7 52.2 45.2 62.0 56.3
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,185: 17,305 20,315 0 15,250 1,685 15,290 75 470 2,700 0 300: 1,435 1,090
Old : 39,185: 17,305 20,315 0 15,250 1,685 15,290 75 470 2,700 0 300: 1,435 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 1,085: 380 110 0 1,180 -175 960 0 0 -50 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 51.8 0.0 38.9 4.3 39.0 0.2 1.2 6.9 0.0 0.8: 3.7 2.8
Old : 100.0: 44.2 51.8 0.0 38.9 4.3 39.0 0.2 1.2 6.9 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 : 25: 12 16 0 . . . . . . 0 .:
Old : 25: 12 16 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 70.9 80.7 87.4 63.0 62.0 75.4 77.9
Old : 64.8 70.9 80.7 87.4 63.0 62.0 75.4 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,950: 12,985 27,805 0 14,005 2,485 26,020 0 1,120 2,700 0 300: 1,340 1,235
Old : 46,950: 12,985 27,805 0 14,005 2,485 26,020 0 1,120 2,700 0 300: 1,340 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 59.2 0.0 29.8 5.3 55.4 0.0 2.4 5.8 0.0 0.6: 2.9 2.6
Old : 100.0: 27.7 59.2 0.0 29.8 5.3 55.4 0.0 2.4 5.8 0.0 0.6: 2.9 2.6
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: 10 11 0 . . . 0 . . 0 .:
Old : 20: 10 11 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 76.1 92.6 93.0 76.8 66.9 82.5 82.2
Old : 78.4 76.1 92.6 93.0 76.8 66.9 82.5 82.2
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,789: 71,232 58,527 1,075 11,160 11,200 1,665 12,195 3,825 7,850 0 0: 18,942 18,882
Old : 115,789: 71,232 58,527 1,075 11,160 11,200 1,665 12,195 3,825 7,850 0 0: 18,942 18,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -177: 3 -912 -290 70 145 300 780 -395 -75 0 0: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 50.5 0.9 9.6 9.7 1.4 10.5 3.3 6.8 0.0 0.0: 16.4 16.3
Old : 100.0: 61.5 50.5 0.9 9.6 9.7 1.4 10.5 3.3 6.8 0.0 0.0: 16.4 16.3
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 : 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 : 33.1 44.5 51.1 62.5 30.1 33.6 39.0 42.0
Old : 33.1 44.5 51.1 62.5 30.1 33.6 39.0 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, October 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,414: 56,825 38,184 0 20,021 7,829 0 5,845 8,150 7,080 0 0: 13,530 13,385
Old : 93,414: 56,825 38,184 0 20,021 7,829 0 5,845 8,150 7,080 0 0: 13,530 13,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 2,184: 2,210 515 0 -285 704 0 1,980 -630 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 40.9 0.0 21.4 8.4 0.0 6.3 8.7 7.6 0.0 0.0: 14.5 14.3
Old : 100.0: 60.8 40.9 0.0 21.4 8.4 0.0 6.3 8.7 7.6 0.0 0.0: 14.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 24 0 . . 0 . . . 0 0:
Old : 33: 23 24 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 : 45.0 47.8 65.8 65.5 36.6 33.8 43.8 43.3
Old : 45.0 47.8 65.8 65.5 36.6 33.8 43.8 43.3
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,315: 22,640 16,885 0 11,580 1,280 4,820 300 0 1,240 0 645: 2,690 2,625
Old : 33,315: 22,640 16,885 0 11,580 1,280 4,820 300 0 1,240 0 645: 2,690 2,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 100: 100 0 0 0 0 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 50.7 0.0 34.8 3.8 14.5 0.9 0.0 3.7 0.0 1.9: 8.1 7.9
Old : 100.0: 68.0 50.7 0.0 34.8 3.8 14.5 0.9 0.0 3.7 0.0 1.9: 8.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.6 72.9 81.6 85.9 63.6 69.1 75.2 77.2
Old : 63.6 72.9 81.6 85.9 63.6 69.1 75.2 77.2
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 15, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,100: 22,970 15,905 0 11,155 1,710 3,545 530 30 1,060 0 475: 2,310 2,295
Old : 32,100: 22,970 15,905 0 11,155 1,710 3,545 530 30 1,060 0 475: 2,310 2,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 100: 100 0 0 0 0 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 49.5 0.0 34.8 5.3 11.0 1.7 0.1 3.3 0.0 1.5: 7.2 7.1
Old : 100.0: 71.6 49.5 0.0 34.8 5.3 11.0 1.7 0.1 3.3 0.0 1.5: 7.2 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 : 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 : 64.6 72.3 81.3 86.5 64.5 66.9 75.8 76.7
Old : 64.6 72.3 81.3 86.5 64.5 66.9 75.8 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2019