COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,342: 12,525 11,115 901 1,292 681 609 2,210 441 5,098 4,251 1,385: 702 967
Old : 22,342: 12,525 11,115 901 1,292 681 609 2,210 441 5,098 4,251 1,385: 702 967
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 152: 253 -380 8 102 -34 0 286 30 -87 255 -30: 12 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 49.7 4.0 5.8 3.0 2.7 9.9 2.0 22.8 19.0 6.2: 3.1 4.3
Old : 100.0: 56.1 49.7 4.0 5.8 3.0 2.7 9.9 2.0 22.8 19.0 6.2: 3.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 12 14 . . 4 . 4 . 4 7 8:
Old : 35: 12 14 . . 4 . 4 . 4 7 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 : 48.0 49.7 69.4 70.6 33.6 36.7 43.9 45.6
Old : 48.0 49.7 69.4 70.6 33.6 36.7 43.9 45.6
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 33,982: 16,954 18,858 16 2,890 6,285 3,524 26 1,904 1,187 163 3,791: 321 64
Old : 33,982: 16,954 18,858 16 2,890 6,285 3,524 26 1,904 1,187 163 3,791: 321 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -318: -148 -210 -2 -170 163 11 -5 -22 -456 111 136: 0 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 55.5 0.0 8.5 18.5 10.4 0.1 5.6 3.5 0.5 11.2: 0.9 0.2
Old : 100.0: 49.9 55.5 0.0 8.5 18.5 10.4 0.1 5.6 3.5 0.5 11.2: 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 : 49: 26 27 . . . 5 . 5 7 5 12:
Old : 49: 26 27 . . . 5 . 5 7 5 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 : 48.5 50.7 70.8 68.9 20.6 22.3 25.1 26.9
Old : 48.5 50.7 70.8 68.9 20.6 22.3 25.1 26.9
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,882: 23,747 34,332 3,782 0 3,540 364 125 425 7,265 575 750: 9 135
Old : 39,882: 23,747 34,332 3,782 0 3,540 364 125 425 7,265 575 750: 9 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -15: 4 -57 -76 0 -8 0 0 0 15 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 86.1 9.5 0.0 8.9 0.9 0.3 1.1 18.2 1.4 1.9: 0.0 0.3
Old : 100.0: 59.5 86.1 9.5 0.0 8.9 0.9 0.3 1.1 18.2 1.4 1.9: 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 21 . 0 . . . . 4 . 5:
Old : 37: 21 21 . 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 : 51.8 61.6 80.4 82.1 46.6 54.7 58.2 62.6
Old : 51.8 61.6 80.4 82.1 46.6 54.7 58.2 62.6
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 28,039: 22,418 24,321 291 669 1,499 125 0 50 3,025 950 550: 81 0
Old : 28,039: 22,418 24,321 291 669 1,499 125 0 50 3,025 950 550: 81 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 300: 75 175 -75 -125 150 0 0 0 75 25 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 86.7 1.0 2.4 5.3 0.4 0.0 0.2 10.8 3.4 2.0: 0.3 0.0
Old : 100.0: 80.0 86.7 1.0 2.4 5.3 0.4 0.0 0.2 10.8 3.4 2.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 13 . . . . 0 . . . .:
Old : 27: 15 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 73.2 84.5 88.6 62.7 68.9 78.3 79.3
Old : 62.7 73.2 84.5 88.6 62.7 68.9 78.3 79.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,325: 112,097 88,378 2,150 23,486 6,343 3,344 855 8,359 2,782 8,059 1,732: 518 113
Old : 137,325: 112,097 88,378 2,150 23,486 6,343 3,344 855 8,359 2,782 8,059 1,732: 518 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 55: -221 635 -249 -1,127 262 -173 -101 131 247 212 41: 17 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 64.4 1.6 17.1 4.6 2.4 0.6 6.1 2.0 5.9 1.3: 0.4 0.1
Old : 100.0: 81.6 64.4 1.6 17.1 4.6 2.4 0.6 6.1 2.0 5.9 1.3: 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 : 58: 29 30 . . 5 4 4 5 7 5 5:
Old : 58: 29 30 . . 5 4 4 5 7 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 : 51.7 40.8 68.2 60.4 36.6 28.6 42.6 41.5
Old : 51.7 40.8 68.2 60.4 36.6 28.6 42.6 41.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,936: 59,974 54,994 5,250 8,831 3,804 150 2,174 2,425 783 150 550: 0 8
Old : 72,936: 59,974 54,994 5,250 8,831 3,804 150 2,174 2,425 783 150 550: 0 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 847: 588 1,067 0 -453 232 0 29 72 80 25 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 75.4 7.2 12.1 5.2 0.2 3.0 3.3 1.1 0.2 0.8: 0.0 0.0
Old : 100.0: 82.2 75.4 7.2 12.1 5.2 0.2 3.0 3.3 1.1 0.2 0.8: 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 : 41: 19 21 . . . . 6 . 5 . 4:
Old : 41: 19 21 . . . . 6 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 68.7 84.2 85.8 64.1 60.5 69.8 68.4
Old : 64.3 68.7 84.2 85.8 64.1 60.5 69.8 68.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,212: 30,332 22,585 1,380 8,752 1,100 0 0 0 225 600 175: 0 0
Old : 33,212: 30,332 22,585 1,380 8,752 1,100 0 0 0 225 600 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 860: 885 385 0 625 -25 0 0 0 0 -125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 68.0 4.2 26.4 3.3 0.0 0.0 0.0 0.7 1.8 0.5: 0.0 0.0
Old : 100.0: 91.3 68.0 4.2 26.4 3.3 0.0 0.0 0.0 0.7 1.8 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 : 23: 7 11 . . . 0 0 0 . . .:
Old : 23: 7 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 : 88.4 81.2 97.2 93.5 80.7 69.3 84.4 81.2
Old : 88.4 81.2 97.2 93.5 80.7 69.3 84.4 81.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 68,364: 38,322 37,300 480 17,049 7,841 15,677 150 474 420 704 4,846: 304 0
Old : 68,364: 38,322 37,300 480 17,049 7,841 15,677 150 474 420 704 4,846: 304 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 865: 379 530 0 563 -118 135 0 -35 0 -573 498: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 54.6 0.7 24.9 11.5 22.9 0.2 0.7 0.6 1.0 7.1: 0.4 0.0
Old : 100.0: 56.1 54.6 0.7 24.9 11.5 22.9 0.2 0.7 0.6 1.0 7.1: 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 : 37: 21 22 . 4 5 5 . . . . .:
Old : 37: 21 22 . 4 5 5 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 50.0 73.3 70.4 45.6 37.4 50.5 48.4
Old : 51.1 50.0 73.3 70.4 45.6 37.4 50.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,592: 48,576 36,974 0 36,280 5,861 25,697 420 725 445 1,613 3,492: 796 227
Old : 85,592: 48,576 36,974 0 36,280 5,861 25,697 420 725 445 1,613 3,492: 796 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 73: 225 -123 0 1,557 -447 180 -290 -10 25 -676 36: 64 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 43.2 0.0 42.4 6.8 30.0 0.5 0.8 0.5 1.9 4.1: 0.9 0.3
Old : 100.0: 56.8 43.2 0.0 42.4 6.8 30.0 0.5 0.8 0.5 1.9 4.1: 0.9 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 : 42: 21 23 0 4 4 5 4 . . . .:
Old : 42: 21 23 0 4 4 5 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 59.6 70.1 75.4 48.1 52.1 61.6 60.1
Old : 51.7 59.6 70.1 75.4 48.1 52.1 61.6 60.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,696: 56,936 53,269 13,168 20,569 1,835 1,200 0 0 2,152 449 1,500: 905 74
Old : 77,696: 56,936 53,269 13,168 20,569 1,835 1,200 0 0 2,152 449 1,500: 905 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,869: 1,510 1,540 2,000 2,342 0 0 0 0 60 0 0: 299 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 68.6 16.9 26.5 2.4 1.5 0.0 0.0 2.8 0.6 1.9: 1.2 0.1
Old : 100.0: 73.3 68.6 16.9 26.5 2.4 1.5 0.0 0.0 2.8 0.6 1.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.8 75.3 67.2 84.4 45.4 75.3 62.1 81.4
Old : 46.8 75.3 67.2 84.4 45.4 75.3 62.1 81.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,079: 70,518 62,040 24,200 36,947 492 1,200 100 0 2,880 428 2,057: 732 15
Old : 102,079: 70,518 62,040 24,200 36,947 492 1,200 100 0 2,880 428 2,057: 732 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,345: 2,883 1,923 1,100 2,322 50 0 50 0 289 0 32: -9 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 60.8 23.7 36.2 0.5 1.2 0.1 0.0 2.8 0.4 2.0: 0.7 0.0
Old : 100.0: 69.1 60.8 23.7 36.2 0.5 1.2 0.1 0.0 2.8 0.4 2.0: 0.7 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 : 47: 24 25 5 . 4 . . 0 . . .:
Old : 47: 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 : 46.0 72.2 66.3 84.8 45.6 72.2 64.2 83.0
Old : 46.0 72.2 66.3 84.8 45.6 72.2 64.2 83.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,440: 32,045 41,470 9,595 0 1,275 0 0 0 400 420 0: 125 275
Old : 43,440: 32,045 41,470 9,595 0 1,275 0 0 0 400 420 0: 125 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -180: -80 130 200 0 -300 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 95.5 22.1 0.0 2.9 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.6
Old : 100.0: 73.8 95.5 22.1 0.0 2.9 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . 0 . 0 0 0 . . 0:
Old : 26: 16 17 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 86.2 86.1 94.5 63.1 83.6 77.5 86.7
Old : 67.4 86.2 86.1 94.5 63.1 83.6 77.5 86.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,269: 23,108 20,537 0 2,894 2,003 0 600 0 945 97 18: 195 120
Old : 26,269: 23,108 20,537 0 2,894 2,003 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 15, 2019 :
: -455: 100 145 0 -45 -555 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 78.2 0.0 11.0 7.6 0.0 2.3 0.0 3.6 0.4 0.1: 0.7 0.5
Old : 100.0: 88.0 78.2 0.0 11.0 7.6 0.0 2.3 0.0 3.6 0.4 0.1: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.1 65.3 78.8 86.3 50.6 56.5 64.3 66.6
Old : 58.1 65.3 78.8 86.3 50.6 56.5 64.3 66.6
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 75,086: 42,754 53,291 380 6,971 11,203 11,801 26 659 5,860 715 2,107: 324 115
Old : 75,086: 42,754 53,291 380 6,971 11,203 11,801 26 659 5,860 715 2,107: 324 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,267: 811 -463 -292 967 338 97 0 176 -71 60 189: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 71.0 0.5 9.3 14.9 15.7 0.0 0.9 7.8 1.0 2.8: 0.4 0.2
Old : 100.0: 56.9 71.0 0.5 9.3 14.9 15.7 0.0 0.9 7.8 1.0 2.8: 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 28 . . . 9 . 5 9 . 8:
Old : 55: 27 28 . . . 9 . 5 9 . 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 : 36.2 51.2 56.0 70.7 19.7 22.4 27.2 31.8
Old : 36.2 51.2 56.0 70.7 19.7 22.4 27.2 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,239: 16,382 20,688 0 3,143 2,241 3,850 0 100 3,825 165 550: 291 352
Old : 27,239: 16,382 20,688 0 3,143 2,241 3,850 0 100 3,825 165 550: 291 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -188: 112 -200 0 12 0 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 75.9 0.0 11.5 8.2 14.1 0.0 0.4 14.0 0.6 2.0: 1.1 1.3
Old : 100.0: 60.1 75.9 0.0 11.5 8.2 14.1 0.0 0.4 14.0 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 : 31: 18 18 0 . . . 0 . . . .:
Old : 31: 18 18 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 56.1 76.9 74.8 46.1 38.9 58.9 54.3
Old : 50.9 56.1 76.9 74.8 46.1 38.9 58.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,868: 41,348 48,150 6,732 0 2,083 0 0 0 500 345 75: 130 215
Old : 50,868: 41,348 48,150 6,732 0 2,083 0 0 0 500 345 75: 130 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 23: 73 183 100 0 -150 0 0 0 0 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 94.7 13.2 0.0 4.1 0.0 0.0 0.0 1.0 0.7 0.1: 0.3 0.4
Old : 100.0: 81.3 94.7 13.2 0.0 4.1 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 82.4 82.1 92.7 50.9 78.0 68.2 81.4
Old : 57.5 82.4 82.1 92.7 50.9 78.0 68.2 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,903: 32,518 26,656 0 6,376 5,054 450 1,410 0 900 197 128: 853 82
Old : 39,903: 32,518 26,656 0 6,376 5,054 450 1,410 0 900 197 128: 853 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -274: -273 -82 0 -182 -10 0 0 0 0 0 0: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 66.8 0.0 16.0 12.7 1.1 3.5 0.0 2.3 0.5 0.3: 2.1 0.2
Old : 100.0: 81.5 66.8 0.0 16.0 12.7 1.1 3.5 0.0 2.3 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 20 0 . . . . 0 . . .:
Old : 33: 21 20 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 45.6 70.9 68.7 32.8 26.6 41.4 40.1
Old : 50.7 45.6 70.9 68.7 32.8 26.6 41.4 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,063: 49,431 59,153 7,304 790 1,575 0 0 0 3,155 200 0: 598 345
Old : 62,063: 49,431 59,153 7,304 790 1,575 0 0 0 3,155 200 0: 598 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,445: 660 1,970 200 -1,050 525 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 95.3 11.8 1.3 2.5 0.0 0.0 0.0 5.1 0.3 0.0: 1.0 0.6
Old : 100.0: 79.6 95.3 11.8 1.3 2.5 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 : 53.5 91.6 75.1 97.5 52.2 88.0 73.2 91.2
Old : 53.5 91.6 75.1 97.5 52.2 88.0 73.2 91.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,718: 54,138 58,598 6,542 2,120 2,160 0 0 0 3,522 3,600 60: 296 180
Old : 66,718: 54,138 58,598 6,542 2,120 2,160 0 0 0 3,522 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 15, 2019 :
: 845: 510 1,645 150 -900 100 0 0 0 85 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 87.8 9.8 3.2 3.2 0.0 0.0 0.0 5.3 5.4 0.1: 0.4 0.3
Old : 100.0: 81.1 87.8 9.8 3.2 3.2 0.0 0.0 0.0 5.3 5.4 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 : 53.6 83.5 75.8 95.9 51.5 79.8 71.3 88.5
Old : 53.6 83.5 75.8 95.9 51.5 79.8 71.3 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,797: 63,840 77,756 12,935 156 4,376 336 0 30 904 351 108: 268 20
Old : 82,797: 63,840 77,756 12,935 156 4,376 336 0 30 904 351 108: 268 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,510: 1,540 1,248 -16 0 0 80 0 0 -199 261 1: 104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 93.9 15.6 0.2 5.3 0.4 0.0 0.0 1.1 0.4 0.1: 0.3 0.0
Old : 100.0: 77.1 93.9 15.6 0.2 5.3 0.4 0.0 0.0 1.1 0.4 0.1: 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 : 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 : 60.5 57.7 76.9 79.2 58.6 55.3 72.2 73.9
Old : 60.5 57.7 76.9 79.2 58.6 55.3 72.2 73.9
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 107,974: 84,163 93,702 15,186 2,386 5,667 180 1,281 128 1,382 3,837 918: 350 55
Old : 107,974: 84,163 93,702 15,186 2,386 5,667 180 1,281 128 1,382 3,837 918: 350 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,254: 2,365 2,273 1 -188 281 0 186 -53 -196 21 -242: 98 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 86.8 14.1 2.2 5.2 0.2 1.2 0.1 1.3 3.6 0.9: 0.3 0.1
Old : 100.0: 77.9 86.8 14.1 2.2 5.2 0.2 1.2 0.1 1.3 3.6 0.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 22 27 5 . 4 . 8 . . 8 5:
Old : 56: 22 27 5 . 4 . 8 . . 8 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 : 51.6 50.3 70.3 77.3 50.2 47.1 64.3 64.5
Old : 51.6 50.3 70.3 77.3 50.2 47.1 64.3 64.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 56,273: 37,960 50,240 16,758 142 1,110 0 1,606 250 50 2,800 125: 20 0
Old : 56,273: 37,960 50,240 16,758 142 1,110 0 1,606 250 50 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 15, 2019 :
: 325: 375 145 -60 120 60 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 89.3 29.8 0.3 2.0 0.0 2.9 0.4 0.1 5.0 0.2: 0.0 0.0
Old : 100.0: 67.5 89.3 29.8 0.3 2.0 0.0 2.9 0.4 0.1 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 : 74.6 86.6 95.2 94.1 74.5 84.8 91.4 89.5
Old : 74.6 86.6 95.2 94.1 74.5 84.8 91.4 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,210: 41,543 47,960 7,322 0 180 0 0 0 0 905 165: 0 0
Old : 49,210: 41,543 47,960 7,322 0 180 0 0 0 0 905 165: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -10: 100 0 0 0 0 0 0 0 0 100 -110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 97.5 14.9 0.0 0.4 0.0 0.0 0.0 0.0 1.8 0.3: 0.0 0.0
Old : 100.0: 84.4 97.5 14.9 0.0 0.4 0.0 0.0 0.0 0.0 1.8 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 8 . 0 . 0 0 0 0 4 .:
Old : 23: 11 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 : 79.4 96.7 97.7 98.8 79.4 95.4 96.8 97.4
Old : 79.4 96.7 97.7 98.8 79.4 95.4 96.8 97.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 62,230: 45,885 56,484 10,906 0 2,427 825 150 150 516 1,507 1,402: 119 110
Old : 62,230: 45,885 56,484 10,906 0 2,427 825 150 150 516 1,507 1,402: 119 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 275: -409 204 520 0 85 0 0 0 0 -65 65: 14 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 90.8 17.5 0.0 3.9 1.3 0.2 0.2 0.8 2.4 2.3: 0.2 0.2
Old : 100.0: 73.7 90.8 17.5 0.0 3.9 1.3 0.2 0.2 0.8 2.4 2.3: 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 20 4 0 . . . . . . .:
Old : 34: 19 20 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 83.8 75.4 92.1 50.1 79.7 67.1 82.9
Old : 52.5 83.8 75.4 92.1 50.1 79.7 67.1 82.9
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,404: 46,178 57,672 10,711 406 564 1,188 330 3,230 926 863 2,208: 399 131
Old : 65,404: 46,178 57,672 10,711 406 564 1,188 330 3,230 926 863 2,208: 399 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -308: 160 -353 -627 0 45 0 0 0 25 -61 67: 22 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 88.2 16.4 0.6 0.9 1.8 0.5 4.9 1.4 1.3 3.4: 0.6 0.2
Old : 100.0: 70.6 88.2 16.4 0.6 0.9 1.8 0.5 4.9 1.4 1.3 3.4: 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: 20 20 . . . 6 . . . . .:
Old : 36: 20 20 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 71.1 72.0 84.5 48.6 65.6 65.5 72.2
Old : 49.6 71.1 72.0 84.5 48.6 65.6 65.5 72.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,156: 17,227 29,012 11,455 0 524 0 485 80 785 0 0: 85 55
Old : 30,156: 17,227 29,012 11,455 0 524 0 485 80 785 0 0: 85 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 275: 135 125 -60 0 150 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 96.2 38.0 0.0 1.7 0.0 1.6 0.3 2.6 0.0 0.0: 0.3 0.2
Old : 100.0: 57.1 96.2 38.0 0.0 1.7 0.0 1.6 0.3 2.6 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 : 63.8 80.5 79.7 96.1 62.3 73.8 75.0 85.4
Old : 63.8 80.5 79.7 96.1 62.3 73.8 75.0 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 29,544: 16,930 29,096 11,488 0 288 0 80 0 640 0 0: 198 80
Old : 29,544: 16,930 29,096 11,488 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 15, 2019 :
: 625: 505 625 120 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 98.5 38.9 0.0 1.0 0.0 0.3 0.0 2.2 0.0 0.0: 0.7 0.3
Old : 100.0: 57.3 98.5 38.9 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 : 63.0 84.0 78.4 98.0 61.7 76.3 74.2 86.2
Old : 63.0 84.0 78.4 98.0 61.7 76.3 74.2 86.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,431: 27,468 27,119 3,857 3,030 1,298 260 699 455 0 478 873: 220 479
Old : 34,431: 27,468 27,119 3,857 3,030 1,298 260 699 455 0 478 873: 220 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 759: 220 870 -10 -540 540 0 -110 0 0 -10 9: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 78.8 11.2 8.8 3.8 0.8 2.0 1.3 0.0 1.4 2.5: 0.6 1.4
Old : 100.0: 79.8 78.8 11.2 8.8 3.8 0.8 2.0 1.3 0.0 1.4 2.5: 0.6 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 : 65.3 56.3 82.3 74.6 56.9 54.8 71.4 65.4
Old : 65.3 56.3 82.3 74.6 56.9 54.8 71.4 65.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,242: 17,922 18,069 2,310 0 120 0 1,425 0 70 943 530: 290 155
Old : 21,242: 17,922 18,069 2,310 0 120 0 1,425 0 70 943 530: 290 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 200: 200 100 0 0 0 0 0 0 -105 -5 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 85.1 10.9 0.0 0.6 0.0 6.7 0.0 0.3 4.4 2.5: 1.4 0.7
Old : 100.0: 84.4 85.1 10.9 0.0 0.6 0.0 6.7 0.0 0.3 4.4 2.5: 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 : 78.8 71.6 92.3 85.2 78.2 70.6 87.8 82.3
Old : 78.8 71.6 92.3 85.2 78.2 70.6 87.8 82.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,909: 46,976 39,720 8,251 14,708 384 244 2,489 725 2,028 661 204: 97 18
Old : 58,909: 46,976 39,720 8,251 14,708 384 244 2,489 725 2,028 661 204: 97 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 668: 501 -112 141 833 26 -130 -201 130 -5 -10 0: 5 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 67.4 14.0 25.0 0.7 0.4 4.2 1.2 3.4 1.1 0.3: 0.2 0.0
Old : 100.0: 79.7 67.4 14.0 25.0 0.7 0.4 4.2 1.2 3.4 1.1 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 23 5 . 5 . . . 4 . .:
Old : 42: 23 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 : 61.0 61.3 73.1 79.4 51.8 58.9 63.4 69.3
Old : 61.0 61.3 73.1 79.4 51.8 58.9 63.4 69.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,455: 33,482 19,627 3,124 16,124 831 111 1,036 552 578 790 375: 402 120
Old : 39,455: 33,482 19,627 3,124 16,124 831 111 1,036 552 578 790 375: 402 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,691: 2,676 731 25 1,970 -20 0 0 0 0 10 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 49.7 7.9 40.9 2.1 0.3 2.6 1.4 1.5 2.0 1.0: 1.0 0.3
Old : 100.0: 84.9 49.7 7.9 40.9 2.1 0.3 2.6 1.4 1.5 2.0 1.0: 1.0 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 : 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 : 66.6 68.7 81.9 83.6 57.6 65.9 68.1 74.1
Old : 66.6 68.7 81.9 83.6 57.6 65.9 68.1 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,474: 10,851 17,618 5,357 0 2,391 760 300 0 800 0 150: 165 15
Old : 20,474: 10,851 17,618 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 15, 2019 :
: 45: 45 45 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 86.1 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: 53.0 86.1 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 : 65.1 79.6 88.0 90.3 53.4 71.7 72.2 77.0
Old : 65.1 79.6 88.0 90.3 53.4 71.7 72.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,315: 11,236 10,325 659 710 844 0 125 0 50 1,005 295: 231 11
Old : 13,315: 11,236 10,325 659 710 844 0 125 0 50 1,005 295: 231 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 550: 600 25 0 0 0 0 -25 0 0 600 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 77.5 4.9 5.3 6.3 0.0 0.9 0.0 0.4 7.5 2.2: 1.7 0.1
Old : 100.0: 84.4 77.5 4.9 5.3 6.3 0.0 0.9 0.0 0.4 7.5 2.2: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.2 76.7 88.8 91.9 57.8 73.5 75.7 79.5
Old : 67.2 76.7 88.8 91.9 57.8 73.5 75.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,476: 11,617 10,325 778 710 691 0 125 0 50 1,405 220: 120 0
Old : 13,476: 11,617 10,325 778 710 691 0 125 0 50 1,405 220: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 430: 480 -95 0 0 0 0 -25 0 0 600 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 76.6 5.8 5.3 5.1 0.0 0.9 0.0 0.4 10.4 1.6: 0.9 0.0
Old : 100.0: 86.2 76.6 5.8 5.3 5.1 0.0 0.9 0.0 0.4 10.4 1.6: 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 : 64.4 77.2 87.7 92.1 55.4 75.6 75.9 81.5
Old : 64.4 77.2 87.7 92.1 55.4 75.6 75.9 81.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 5,420 2,477 75 0 150 0 2,450 275 485: 187 56
Old : 17,918: 9,301 14,400 5,420 2,477 75 0 150 0 2,450 275 485: 187 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 0: 0 0 -108 0 -66 0 25 0 0 0 0: 174 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 80.4 30.2 13.8 0.4 0.0 0.8 0.0 13.7 1.5 2.7: 1.0 0.3
Old : 100.0: 51.9 80.4 30.2 13.8 0.4 0.0 0.8 0.0 13.7 1.5 2.7: 1.0 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 : 31: 14 15 . . . 0 . 0 . . .:
Old : 31: 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 5,804 2,462 75 0 150 0 2,505 275 540: 190 48
Old : 17,635: 8,521 14,085 5,804 2,462 75 0 150 0 2,505 275 540: 190 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 0: 0 0 -120 0 -58 0 25 0 0 0 0: 178 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 79.9 32.9 14.0 0.4 0.0 0.9 0.0 14.2 1.6 3.1: 1.1 0.3
Old : 100.0: 48.3 79.9 32.9 14.0 0.4 0.0 0.9 0.0 14.2 1.6 3.1: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 15 . . . 0 . 0 . . .:
Old : 31: 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,359: 30,014 39,754 9,278 600 1,250 0 320 0 1,835 525 1,910: 72 0
Old : 44,359: 30,014 39,754 9,278 600 1,250 0 320 0 1,835 525 1,910: 72 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,965: 1,430 2,040 -50 0 50 -60 275 -150 15 -975 725: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 89.6 20.9 1.4 2.8 0.0 0.7 0.0 4.1 1.2 4.3: 0.2 0.0
Old : 100.0: 67.7 89.6 20.9 1.4 2.8 0.0 0.7 0.0 4.1 1.2 4.3: 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 . . 0 . 0 6 . .:
Old : 37: 19 11 4 . . 0 . 0 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 : 63.9 76.6 81.1 90.3 58.6 69.5 72.1 80.0
Old : 63.9 76.6 81.1 90.3 58.6 69.5 72.1 80.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,722: 29,949 40,075 9,029 600 1,217 0 320 0 2,470 530 1,980: 77 0
Old : 44,722: 29,949 40,075 9,029 600 1,217 0 320 0 2,470 530 1,980: 77 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,915: 1,430 2,040 -50 0 50 -60 275 -150 -35 -1,025 725: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 89.6 20.2 1.3 2.7 0.0 0.7 0.0 5.5 1.2 4.4: 0.2 0.0
Old : 100.0: 67.0 89.6 20.2 1.3 2.7 0.0 0.7 0.0 5.5 1.2 4.4: 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 : 38: 19 12 4 . . 0 . 0 6 . .:
Old : 38: 19 12 4 . . 0 . 0 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 : 64.4 77.6 80.2 89.7 58.9 70.5 71.9 79.4
Old : 64.4 77.6 80.2 89.7 58.9 70.5 71.9 79.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,701: 86,658 80,211 23,937 19,900 1,922 1,015 1,005 105 730 11,218 1,322: 12 18
Old : 115,701: 86,658 80,211 23,937 19,900 1,922 1,015 1,005 105 730 11,218 1,322: 12 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,182: -1,520 -1,470 0 -516 345 335 0 -110 -1,091 -283 859: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 69.3 20.7 17.2 1.7 0.9 0.9 0.1 0.6 9.7 1.1: 0.0 0.0
Old : 100.0: 74.9 69.3 20.7 17.2 1.7 0.9 0.9 0.1 0.6 9.7 1.1: 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 25 . 4 . . . . 4 7 6:
Old : 58: 31 25 . 4 . . . . 4 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 50.7 60.7 75.5 33.9 49.1 56.8 67.4
Old : 37.7 50.7 60.7 75.5 33.9 49.1 56.8 67.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,994: 93,477 89,573 26,395 20,487 1,685 790 867 45 940 10,675 1,647: 15 15
Old : 124,994: 93,477 89,573 26,395 20,487 1,685 790 867 45 940 10,675 1,647: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,707: -1,723 -1,709 -50 -669 3 335 0 -110 -1,169 -229 1,007: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 71.7 21.1 16.4 1.3 0.6 0.7 0.0 0.8 8.5 1.3: 0.0 0.0
Old : 100.0: 74.8 71.7 21.1 16.4 1.3 0.6 0.7 0.0 0.8 8.5 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 33 29 . 4 5 . . . 4 9 6:
Old : 64: 33 29 . 4 5 . . . 4 9 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 50.5 57.5 74.2 30.5 48.9 50.6 66.1
Old : 33.7 50.5 57.5 74.2 30.5 48.9 50.6 66.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 500,998: 282,644 304,384 33,534 3,311 102,302 14,564 23,395 34,149 8,369 8,497 24,651: 786 309
Old : 500,998: 282,644 304,384 33,534 3,311 102,302 14,564 23,395 34,149 8,369 8,497 24,651: 786 309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -3,362: -3,965 -765 1,022 -144 -329 -1,243 -1,812 1,374 822 274 -1,285: 243 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 60.8 6.7 0.7 20.4 2.9 4.7 6.8 1.7 1.7 4.9: 0.2 0.1
Old : 100.0: 56.4 60.8 6.7 0.7 20.4 2.9 4.7 6.8 1.7 1.7 4.9: 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 : 88: 36 32 6 . 6 8 10 10 13 11 13:
Old : 88: 36 32 6 . 6 8 10 10 13 11 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 : 44.0 40.0 63.7 63.7 14.4 14.6 19.4 20.6
Old : 44.0 40.0 63.7 63.7 14.4 14.6 19.4 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,363: 9,977 15,873 2,505 865 625 635 0 0 3,410 0 0: 211 0
Old : 17,363: 9,977 15,873 2,505 865 625 635 0 0 3,410 0 0: 211 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 25: 50 -10 0 65 20 0 0 0 -25 0 0: -20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 91.4 14.4 5.0 3.6 3.7 0.0 0.0 19.6 0.0 0.0: 1.2 0.0
Old : 100.0: 57.5 91.4 14.4 5.0 3.6 3.7 0.0 0.0 19.6 0.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 8 . . . . 0 0 . 0 0:
Old : 28: 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 : 55.5 92.3 75.6 99.2 54.5 87.7 74.6 93.8
Old : 55.5 92.3 75.6 99.2 54.5 87.7 74.6 93.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,857: 9,317 15,355 2,399 72 1,060 150 310 60 3,435 0 0: 436 0
Old : 16,857: 9,317 15,355 2,399 72 1,060 150 310 60 3,435 0 0: 436 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5: 50 -30 0 72 23 0 0 0 -45 0 0: -23 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 91.1 14.2 0.4 6.3 0.9 1.8 0.4 20.4 0.0 0.0: 2.6 0.0
Old : 100.0: 55.3 91.1 14.2 0.4 6.3 0.9 1.8 0.4 20.4 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 7 . . . . . . . 0 0:
Old : 26: 14 7 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 91.2 78.4 99.0 56.8 86.3 75.2 90.5
Old : 57.8 91.2 78.4 99.0 56.8 86.3 75.2 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,898: 39,697 44,210 12,276 7,120 85 0 253 1,455 0 450 0: 8,385 8,325
Old : 61,898: 39,697 44,210 12,276 7,120 85 0 253 1,455 0 450 0: 8,385 8,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,764: 3,959 3,959 15 0 0 -62 253 -308 0 0 0: 160 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 71.4 19.8 11.5 0.1 0.0 0.4 2.4 0.0 0.7 0.0: 13.5 13.4
Old : 100.0: 64.1 71.4 19.8 11.5 0.1 0.0 0.4 2.4 0.0 0.7 0.0: 13.5 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 : 27: 18 19 . . . 0 . . 0 . 0:
Old : 27: 18 19 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 53.9 80.3 73.3 63.4 53.2 70.3 67.8
Old : 69.7 53.9 80.3 73.3 63.4 53.2 70.3 67.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,422: 35,668 35,929 10,236 7,580 0 0 2,395 135 0 0 0: 7,383 7,383
Old : 53,422: 35,668 35,929 10,236 7,580 0 0 2,395 135 0 0 0: 7,383 7,383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 3,467: 3,982 3,207 -585 0 0 0 190 -210 0 0 0: 280 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 67.3 19.2 14.2 0.0 0.0 4.5 0.3 0.0 0.0 0.0: 13.8 13.8
Old : 100.0: 66.8 67.3 19.2 14.2 0.0 0.0 4.5 0.3 0.0 0.0 0.0: 13.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 20 . . 0 0 . . 0 0 0:
Old : 26: 15 20 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 51.6 81.3 72.2 67.7 50.8 70.5 67.0
Old : 72.4 51.6 81.3 72.2 67.7 50.8 70.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,305: 7,642 17,615 11,998 1,975 1,487 155 2,160 0 2,160 0 75: 2,788 2,993
Old : 26,305: 7,642 17,615 11,998 1,975 1,487 155 2,160 0 2,160 0 75: 2,788 2,993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 765: 1,310 -100 -800 590 150 -20 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 67.0 45.6 7.5 5.7 0.6 8.2 0.0 8.2 0.0 0.3: 10.6 11.4
Old : 100.0: 29.1 67.0 45.6 7.5 5.7 0.6 8.2 0.0 8.2 0.0 0.3: 10.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 69.0 52.2 85.0 74.9 61.0 48.8 70.3 69.1
Old : 69.0 52.2 85.0 74.9 61.0 48.8 70.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,895: 5,690 16,790 10,930 290 1,795 175 1,680 140 2,005 0 0: 2,160 2,200
Old : 22,895: 5,690 16,790 10,930 290 1,795 175 1,680 140 2,005 0 0: 2,160 2,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 575: 1,200 0 -910 290 245 0 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 73.3 47.7 1.3 7.8 0.8 7.3 0.6 8.8 0.0 0.0: 9.4 9.6
Old : 100.0: 24.9 73.3 47.7 1.3 7.8 0.8 7.3 0.6 8.8 0.0 0.0: 9.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 15 . . . . . . . 0 0:
Old : 23: 8 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 : 71.0 50.1 87.0 74.2 60.9 48.9 65.4 62.1
Old : 71.0 50.1 87.0 74.2 60.9 48.9 65.4 62.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,520: 19,618 20,092 5,080 18,386 432 14,010 0 3,520 0 685 350: 3,510 3,055
Old : 46,520: 19,618 20,092 5,080 18,386 432 14,010 0 3,520 0 685 350: 3,510 3,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 950: 575 -570 0 1,000 0 -305 0 360 0 -100 100: 220 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 43.2 10.9 39.5 0.9 30.1 0.0 7.6 0.0 1.5 0.8: 7.5 6.6
Old : 100.0: 42.2 43.2 10.9 39.5 0.9 30.1 0.0 7.6 0.0 1.5 0.8: 7.5 6.6
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 : 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 : 59.7 66.8 77.7 79.1 48.0 53.4 56.5 60.3
Old : 59.7 66.8 77.7 79.1 48.0 53.4 56.5 60.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,800: 10,484 12,064 4,580 9,050 18 6,220 70 3,825 0 310 400: 2,273 2,063
Old : 27,800: 10,484 12,064 4,580 9,050 18 6,220 70 3,825 0 310 400: 2,273 2,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 40: 710 -420 0 360 0 -860 70 30 0 -100 100: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 43.4 16.5 32.6 0.1 22.4 0.3 13.8 0.0 1.1 1.4: 8.2 7.4
Old : 100.0: 37.7 43.4 16.5 32.6 0.1 22.4 0.3 13.8 0.0 1.1 1.4: 8.2 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 . .:
Old : 20: 12 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 : 67.1 72.7 81.2 83.5 53.9 59.6 60.7 62.7
Old : 67.1 72.7 81.2 83.5 53.9 59.6 60.7 62.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,050: 17,495 9,840 4,035 800 770 460 11,740 2,185 0 0 0: 1,105 715
Old : 26,050: 17,495 9,840 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 15, 2019 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 37.8 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: 67.2 37.8 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 : 62.0 80.5 83.6 90.4 44.3 52.5 52.3 56.0
Old : 62.0 80.5 83.6 90.4 44.3 52.5 52.3 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 92,813: 43,893 33,928 12,198 31,420 3,260 6,950 2,335 1,610 5,630 425 1,315: 17,957 18,520
Old : 92,813: 43,893 33,928 12,198 31,420 3,260 6,950 2,335 1,610 5,630 425 1,315: 17,957 18,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,400: 1,120 950 -950 -150 0 705 25 -540 0 50 50: 1,015 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 36.6 13.1 33.9 3.5 7.5 2.5 1.7 6.1 0.5 1.4: 19.3 20.0
Old : 100.0: 47.3 36.6 13.1 33.9 3.5 7.5 2.5 1.7 6.1 0.5 1.4: 19.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 52.6 43.5 71.7 59.3 46.1 42.2 60.2 53.7
Old : 52.6 43.5 71.7 59.3 46.1 42.2 60.2 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 87,526: 41,040 31,314 13,470 30,800 3,260 8,175 1,910 1,510 2,040 100 1,305: 16,726 17,327
Old : 87,526: 41,040 31,314 13,470 30,800 3,260 8,175 1,910 1,510 2,040 100 1,305: 16,726 17,327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,435: 1,105 785 -650 250 0 705 25 -465 -100 0 100: 740 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 35.8 15.4 35.2 3.7 9.3 2.2 1.7 2.3 0.1 1.5: 19.1 19.8
Old : 100.0: 46.9 35.8 15.4 35.2 3.7 9.3 2.2 1.7 2.3 0.1 1.5: 19.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 55.0 44.6 71.1 60.7 48.8 42.3 57.6 53.2
Old : 55.0 44.6 71.1 60.7 48.8 42.3 57.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,846: 14,234 9,122 2,700 1,652 1,904 2,250 6,945 300 1,120 3,410 345: 3,993 3,168
Old : 26,846: 14,234 9,122 2,700 1,652 1,904 2,250 6,945 300 1,120 3,410 345: 3,993 3,168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,399: 3,447 1,947 1,100 -375 773 950 2,145 25 -225 1,075 -125: -546 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 34.0 10.1 6.2 7.1 8.4 25.9 1.1 4.2 12.7 1.3: 14.9 11.8
Old : 100.0: 53.0 34.0 10.1 6.2 7.1 8.4 25.9 1.1 4.2 12.7 1.3: 14.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 10 . . . . . . . . .:
Old : 26: 16 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 55.8 56.9 77.6 34.2 49.1 52.4 62.2
Old : 35.9 55.8 56.9 77.6 34.2 49.1 52.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,071: 13,189 9,297 2,540 1,952 1,446 2,250 9,495 300 1,320 60 1,395: 4,631 3,126
Old : 27,071: 13,189 9,297 2,540 1,952 1,446 2,250 9,495 300 1,320 60 1,395: 4,631 3,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,949: 2,817 1,947 1,100 -375 508 950 2,145 25 -1,140 10 530: 159 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 34.3 9.4 7.2 5.3 8.3 35.1 1.1 4.9 0.2 5.2: 17.1 11.5
Old : 100.0: 48.7 34.3 9.4 7.2 5.3 8.3 35.1 1.1 4.9 0.2 5.2: 17.1 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 : 24: 14 10 . . . . . . . . .:
Old : 24: 14 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 57.6 56.1 77.3 33.9 52.8 51.9 60.9
Old : 35.5 57.6 56.1 77.3 33.9 52.8 51.9 60.9
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,894: 12,713 7,810 22 8,800 693 9,540 75 400 0 5,965 75: 3,451 3,076
Old : 26,894: 12,713 7,810 22 8,800 693 9,540 75 400 0 5,965 75: 3,451 3,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 181: 20 0 22 -228 124 0 0 0 0 290 0: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 29.0 0.1 32.7 2.6 35.5 0.3 1.5 0.0 22.2 0.3: 12.8 11.4
Old : 100.0: 47.3 29.0 0.1 32.7 2.6 35.5 0.3 1.5 0.0 22.2 0.3: 12.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 6 . . . . . . 0 . .:
Old : 21: 13 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 : 68.7 75.0 82.8 86.8 67.4 72.1 78.5 80.6
Old : 68.7 75.0 82.8 86.8 67.4 72.1 78.5 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,076: 12,362 8,160 0 8,617 621 9,540 75 400 50 5,400 75: 3,028 2,728
Old : 26,076: 12,362 8,160 0 8,617 621 9,540 75 400 50 5,400 75: 3,028 2,728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 140: 90 0 0 0 100 0 0 0 0 40 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 31.3 0.0 33.0 2.4 36.6 0.3 1.5 0.2 20.7 0.3: 11.6 10.5
Old : 100.0: 47.4 31.3 0.0 33.0 2.4 36.6 0.3 1.5 0.2 20.7 0.3: 11.6 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 : 22: 13 6 0 . . . . . . . .:
Old : 22: 13 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 : 69.0 75.2 83.1 87.9 67.6 72.0 79.1 81.4
Old : 69.0 75.2 83.1 87.9 67.6 72.0 79.1 81.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,503: 15,001 39,151 6,512 8,040 0 15,695 0 0 10,130 0 0: 4,165 4,312
Old : 51,503: 15,001 39,151 6,512 8,040 0 15,695 0 0 10,130 0 0: 4,165 4,312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,555: -53 2,477 530 0 -35 1,350 0 0 650 0 0: 113 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 76.0 12.6 15.6 0.0 30.5 0.0 0.0 19.7 0.0 0.0: 8.1 8.4
Old : 100.0: 29.1 76.0 12.6 15.6 0.0 30.5 0.0 0.0 19.7 0.0 0.0: 8.1 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 : 23: 13 14 . . 0 . 0 0 . 0 0:
Old : 23: 13 14 . . 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 : 64.1 80.6 85.1 88.7 63.6 80.5 81.9 87.0
Old : 64.1 80.6 85.1 88.7 63.6 80.5 81.9 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,284: 16,651 36,662 6,065 10,950 0 15,520 0 0 9,630 0 0: 4,418 4,672
Old : 52,284: 16,651 36,662 6,065 10,950 0 15,520 0 0 9,630 0 0: 4,418 4,672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,630: -50 2,555 705 0 -35 1,300 0 0 600 0 0: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 70.1 11.6 20.9 0.0 29.7 0.0 0.0 18.4 0.0 0.0: 8.5 8.9
Old : 100.0: 31.8 70.1 11.6 20.9 0.0 29.7 0.0 0.0 18.4 0.0 0.0: 8.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 13 . . 0 . 0 0 . 0 0:
Old : 21: 11 13 . . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 82.7 86.2 88.9 61.5 82.6 84.3 88.0
Old : 62.0 82.7 86.2 88.9 61.5 82.6 84.3 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,995: 22,435 51,985 1,410 4,190 2,385 7,630 0 1,530 24,520 0 135: 3,950 3,770
Old : 63,995: 22,435 51,985 1,410 4,190 2,385 7,630 0 1,530 24,520 0 135: 3,950 3,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 445: 265 215 -245 -250 175 -75 0 0 20 0 60: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 81.2 2.2 6.5 3.7 11.9 0.0 2.4 38.3 0.0 0.2: 6.2 5.9
Old : 100.0: 35.1 81.2 2.2 6.5 3.7 11.9 0.0 2.4 38.3 0.0 0.2: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.3 76.3 77.4 88.8 55.2 75.4 73.0 83.1
Old : 57.3 76.3 77.4 88.8 55.2 75.4 73.0 83.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,190: 22,435 50,755 780 4,190 2,820 7,130 0 1,830 24,420 0 60: 3,715 3,535
Old : 63,190: 22,435 50,755 780 4,190 2,820 7,130 0 1,830 24,420 0 60: 3,715 3,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 305: 430 80 -445 -250 375 -75 0 0 -80 0 60: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 80.3 1.2 6.6 4.5 11.3 0.0 2.9 38.6 0.0 0.1: 5.9 5.6
Old : 100.0: 35.5 80.3 1.2 6.6 4.5 11.3 0.0 2.9 38.6 0.0 0.1: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 9 . . . 4 0 . 4 0 .:
Old : 32: 18 9 . . . 4 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 : 57.4 75.7 77.8 89.4 54.7 74.5 73.2 82.3
Old : 57.4 75.7 77.8 89.4 54.7 74.5 73.2 82.3
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,365: 11,165 7,150 80 0 3,530 125 5,910 0 2,075 465 260: 1,130 1,050
Old : 18,365: 11,165 7,150 80 0 3,530 125 5,910 0 2,075 465 260: 1,130 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,505: 1,880 1,430 -140 0 1,390 0 600 0 480 -175 -280: -825 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 38.9 0.4 0.0 19.2 0.7 32.2 0.0 11.3 2.5 1.4: 6.2 5.7
Old : 100.0: 60.8 38.9 0.4 0.0 19.2 0.7 32.2 0.0 11.3 2.5 1.4: 6.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 7 . 0 . . . 0 . . .:
Old : 23: 12 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 59.9 79.6 87.8 48.4 57.0 63.7 70.1
Old : 58.9 59.9 79.6 87.8 48.4 57.0 63.7 70.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,875: 9,525 7,115 370 0 3,160 125 5,910 0 2,525 465 205: 1,965 1,020
Old : 17,875: 9,525 7,115 370 0 3,160 125 5,910 0 2,525 465 205: 1,965 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,630: 1,200 1,430 -140 0 1,390 0 600 0 480 -175 -195: -105 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 39.8 2.1 0.0 17.7 0.7 33.1 0.0 14.1 2.6 1.1: 11.0 5.7
Old : 100.0: 53.3 39.8 2.1 0.0 17.7 0.7 33.1 0.0 14.1 2.6 1.1: 11.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 7 . 0 . . . 0 . . .:
Old : 22: 11 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 59.4 80.5 88.2 49.6 58.5 61.8 72.0
Old : 60.1 59.4 80.5 88.2 49.6 58.5 61.8 72.0
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,450: 36,375 38,000 600 895 3,460 2,425 18,905 1,050 19,430 1,150 955: 5,155 5,035
Old : 69,450: 36,375 38,000 600 895 3,460 2,425 18,905 1,050 19,430 1,150 955: 5,155 5,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,745: 2,875 4,440 0 -400 0 -100 -50 50 1,215 0 50: 655 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 54.7 0.9 1.3 5.0 3.5 27.2 1.5 28.0 1.7 1.4: 7.4 7.2
Old : 100.0: 52.4 54.7 0.9 1.3 5.0 3.5 27.2 1.5 28.0 1.7 1.4: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.7 64.0 74.1 81.7 58.8 62.5 73.0 78.5
Old : 59.7 64.0 74.1 81.7 58.8 62.5 73.0 78.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,425: 35,325 35,810 1,820 465 3,090 2,395 18,905 1,045 16,670 1,150 1,140: 4,940 4,820
Old : 66,425: 35,325 35,810 1,820 465 3,090 2,395 18,905 1,045 16,670 1,150 1,140: 4,940 4,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 4,425: 2,585 4,150 400 0 -400 -100 -50 50 1,215 0 50: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 53.9 2.7 0.7 4.7 3.6 28.5 1.6 25.1 1.7 1.7: 7.4 7.3
Old : 100.0: 53.2 53.9 2.7 0.7 4.7 3.6 28.5 1.6 25.1 1.7 1.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.6 65.2 74.4 82.1 58.3 63.5 71.3 78.7
Old : 59.6 65.2 74.4 82.1 58.3 63.5 71.3 78.7
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,673: 34,525 20,040 785 14,125 2,470 12,585 255 1,915 50 13,870 15: 2,328 1,983
Old : 54,673: 34,525 20,040 785 14,125 2,470 12,585 255 1,915 50 13,870 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 15, 2019 :
: -100: 50 -300 0 -100 0 -150 100 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 36.7 1.4 25.8 4.5 23.0 0.5 3.5 0.1 25.4 0.0: 4.3 3.6
Old : 100.0: 63.1 36.7 1.4 25.8 4.5 23.0 0.5 3.5 0.1 25.4 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 12 . . . . . . . . .:
Old : 32: 20 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 : 53.6 72.8 76.9 89.5 50.1 69.0 70.1 81.0
Old : 53.6 72.8 76.9 89.5 50.1 69.0 70.1 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,109: 30,759 18,115 0 10,634 2,820 8,735 250 1,990 125 10,770 455: 1,225 1,075
Old : 46,109: 30,759 18,115 0 10,634 2,820 8,735 250 1,990 125 10,770 455: 1,225 1,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -165: 110 -240 0 0 0 0 100 0 0 250 -200: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 39.3 0.0 23.1 6.1 18.9 0.5 4.3 0.3 23.4 1.0: 2.7 2.3
Old : 100.0: 66.7 39.3 0.0 23.1 6.1 18.9 0.5 4.3 0.3 23.4 1.0: 2.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 13 0 . . . . . . . .:
Old : 33: 21 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 68.3 77.3 89.3 53.5 63.4 69.9 77.9
Old : 57.7 68.3 77.3 89.3 53.5 63.4 69.9 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 160,705: 102,302 92,036 20,935 1,875 5,959 0 11,851 7,539 1,150 18,625 1,425: 21,395 21,395
Old : 160,705: 102,302 92,036 20,935 1,875 5,959 0 11,851 7,539 1,150 18,625 1,425: 21,395 21,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,338: -82 -477 -1,750 1,380 -151 0 -2,215 2,990 0 -520 70: 1,261 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 57.3 13.0 1.2 3.7 0.0 7.4 4.7 0.7 11.6 0.9: 13.3 13.3
Old : 100.0: 63.7 57.3 13.0 1.2 3.7 0.0 7.4 4.7 0.7 11.6 0.9: 13.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.0 37.8 72.8 54.7 57.3 36.1 65.3 49.8
Old : 60.0 37.8 72.8 54.7 57.3 36.1 65.3 49.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 144,214: 89,676 84,188 21,798 0 5,570 1,274 6,230 8,500 1,000 23,330 1,345: 15,051 15,051
Old : 144,214: 89,676 84,188 21,798 0 5,570 1,274 6,230 8,500 1,000 23,330 1,345: 15,051 15,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 2,145: -365 -1,920 -3,940 0 1,740 1,274 -841 1,686 0 -270 60: 1,690 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 58.4 15.1 0.0 3.9 0.9 4.3 5.9 0.7 16.2 0.9: 10.4 10.4
Old : 100.0: 62.2 58.4 15.1 0.0 3.9 0.9 4.3 5.9 0.7 16.2 0.9: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 26 . 0 . . . . . 4 .:
Old : 42: 21 26 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 42.5 76.1 61.1 55.4 40.7 66.0 56.1
Old : 60.8 42.5 76.1 61.1 55.4 40.7 66.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,440: 28,200 26,345 17,116 8,311 2,869 120 1,045 2,570 0 9,560 0: 4,565 4,740
Old : 55,440: 28,200 26,345 17,116 8,311 2,869 120 1,045 2,570 0 9,560 0: 4,565 4,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 85: -185 45 150 -50 10 -120 -250 185 0 100 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 47.5 30.9 15.0 5.2 0.2 1.9 4.6 0.0 17.2 0.0: 8.2 8.5
Old : 100.0: 50.9 47.5 30.9 15.0 5.2 0.2 1.9 4.6 0.0 17.2 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 : 62.5 50.1 79.1 70.1 57.7 47.3 68.1 60.0
Old : 62.5 50.1 79.1 70.1 57.7 47.3 68.1 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,825: 22,470 21,880 14,641 5,871 3,374 260 740 3,220 0 8,610 100: 3,760 4,030
Old : 47,825: 22,470 21,880 14,641 5,871 3,374 260 740 3,220 0 8,610 100: 3,760 4,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -215: -285 -10 100 -100 0 -75 -250 135 0 100 -100: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 45.8 30.6 12.3 7.1 0.5 1.5 6.7 0.0 18.0 0.2: 7.9 8.4
Old : 100.0: 47.0 45.8 30.6 12.3 7.1 0.5 1.5 6.7 0.0 18.0 0.2: 7.9 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 : 57.7 51.8 73.7 72.3 52.6 45.6 61.9 56.2
Old : 57.7 51.8 73.7 72.3 52.6 45.6 61.9 56.2
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,560: 18,335 20,215 0 15,450 1,675 14,360 75 695 2,700 0 300: 1,495 1,150
Old : 39,560: 18,335 20,215 0 15,450 1,675 14,360 75 695 2,700 0 300: 1,495 1,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 375: 1,030 -100 0 200 -10 -930 0 225 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 51.1 0.0 39.1 4.2 36.3 0.2 1.8 6.8 0.0 0.8: 3.8 2.9
Old : 100.0: 46.3 51.1 0.0 39.1 4.2 36.3 0.2 1.8 6.8 0.0 0.8: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 62.3 70.7 80.8 86.7 59.8 59.3 72.3 74.8
Old : 62.3 70.7 80.8 86.7 59.8 59.3 72.3 74.8
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,650: 14,235 28,005 0 14,380 2,385 25,345 0 1,345 2,700 0 300: 1,340 1,235
Old : 47,650: 14,235 28,005 0 14,380 2,385 25,345 0 1,345 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 15, 2019 :
: 700: 1,250 200 0 375 -100 -675 0 225 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 58.8 0.0 30.2 5.0 53.2 0.0 2.8 5.7 0.0 0.6: 2.8 2.6
Old : 100.0: 29.9 58.8 0.0 30.2 5.0 53.2 0.0 2.8 5.7 0.0 0.6: 2.8 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 12 0 . . . 0 . . 0 .:
Old : 20: 10 12 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 : 76.7 75.5 92.3 92.4 73.4 64.0 79.5 79.1
Old : 76.7 75.5 92.3 92.4 73.4 64.0 79.5 79.1
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 117,464: 72,892 60,977 675 10,445 11,750 1,490 11,695 3,665 8,000 0 0: 18,992 18,932
Old : 117,464: 72,892 60,977 675 10,445 11,750 1,490 11,695 3,665 8,000 0 0: 18,992 18,932
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,675: 1,660 2,450 -400 -715 550 -175 -500 -160 150 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 51.9 0.6 8.9 10.0 1.3 10.0 3.1 6.8 0.0 0.0: 16.2 16.1
Old : 100.0: 62.1 51.9 0.6 8.9 10.0 1.3 10.0 3.1 6.8 0.0 0.0: 16.2 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 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 : 33.7 44.4 51.6 62.3 29.8 33.5 38.9 42.0
Old : 33.7 44.4 51.6 62.3 29.8 33.5 38.9 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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,169: 56,165 40,984 0 17,311 9,674 0 5,195 8,000 7,180 0 0: 14,150 14,005
Old : 95,169: 56,165 40,984 0 17,311 9,674 0 5,195 8,000 7,180 0 0: 14,150 14,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,755: -660 2,800 0 -2,710 1,845 0 -650 -150 100 0 0: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 43.1 0.0 18.2 10.2 0.0 5.5 8.4 7.5 0.0 0.0: 14.9 14.7
Old : 100.0: 59.0 43.1 0.0 18.2 10.2 0.0 5.5 8.4 7.5 0.0 0.0: 14.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 42.5 45.5 63.4 64.4 34.2 30.8 41.3 40.4
Old : 42.5 45.5 63.4 64.4 34.2 30.8 41.3 40.4
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,615: 22,940 17,185 0 11,580 1,280 4,820 300 0 1,240 0 645: 2,690 2,625
Old : 33,615: 22,940 17,185 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 15, 2019 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 51.1 0.0 34.4 3.8 14.3 0.9 0.0 3.7 0.0 1.9: 8.0 7.8
Old : 100.0: 68.2 51.1 0.0 34.4 3.8 14.3 0.9 0.0 3.7 0.0 1.9: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5
Old : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5
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 22, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,400: 23,270 16,205 0 11,155 1,710 3,545 530 30 1,060 0 475: 2,310 2,295
Old : 32,400: 23,270 16,205 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 15, 2019 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 50.0 0.0 34.4 5.3 10.9 1.6 0.1 3.3 0.0 1.5: 7.1 7.1
Old : 100.0: 71.8 50.0 0.0 34.4 5.3 10.9 1.6 0.1 3.3 0.0 1.5: 7.1 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 : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0
Old : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019