COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,086: 15,152 10,768 857 884 691 817 2,730 441 1,754 3,610 1,699: 675 1,263
Old : 22,086: 15,152 10,768 857 884 691 817 2,730 441 1,754 3,610 1,699: 675 1,263
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -256: 2,627 -347 -44 -408 10 208 520 0 -3,344 -641 314: -27 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 48.8 3.9 4.0 3.1 3.7 12.4 2.0 7.9 16.3 7.7: 3.1 5.7
Old : 100.0: 68.6 48.8 3.9 4.0 3.1 3.7 12.4 2.0 7.9 16.3 7.7: 3.1 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 : 35: 13 14 . . 5 . 4 4 4 5 8:
Old : 35: 13 14 . . 5 . 4 4 4 5 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 : 48.4 48.2 67.6 68.6 34.4 36.1 45.2 47.1
Old : 48.4 48.2 67.6 68.6 34.4 36.1 45.2 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,407: 16,447 18,302 21 2,937 5,978 3,556 37 1,904 1,461 145 3,719: 321 385
Old : 33,407: 16,447 18,302 21 2,937 5,978 3,556 37 1,904 1,461 145 3,719: 321 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -574: -507 -557 5 47 -307 33 11 0 274 -18 -72: 0 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 54.8 0.1 8.8 17.9 10.6 0.1 5.7 4.4 0.4 11.1: 1.0 1.2
Old : 100.0: 49.2 54.8 0.1 8.8 17.9 10.6 0.1 5.7 4.4 0.4 11.1: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 25 . . . 5 . 5 8 4 11:
Old : 47: 25 25 . . . 5 . 5 8 4 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 49.8 70.1 67.9 20.5 23.1 25.7 28.1
Old : 46.8 49.8 70.1 67.9 20.5 23.1 25.7 28.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,276: 24,387 34,712 3,982 0 3,229 114 125 425 7,165 685 965: 9 135
Old : 40,276: 24,387 34,712 3,982 0 3,229 114 125 425 7,165 685 965: 9 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 394: 640 380 200 0 -311 -250 0 0 -100 110 215: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 86.2 9.9 0.0 8.0 0.3 0.3 1.1 17.8 1.7 2.4: 0.0 0.3
Old : 100.0: 60.5 86.2 9.9 0.0 8.0 0.3 0.3 1.1 17.8 1.7 2.4: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 . 0 . . . . . 5 6:
Old : 37: 21 22 . 0 . . . . . 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 59.8 80.3 80.2 47.6 53.1 59.0 62.6
Old : 52.6 59.8 80.3 80.2 47.6 53.1 59.0 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,564: 22,643 24,831 291 444 1,649 125 0 50 3,100 950 625: 81 15
Old : 28,564: 22,643 24,831 291 444 1,649 125 0 50 3,100 950 625: 81 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 525: 225 510 0 -225 150 0 0 0 75 0 75: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 86.9 1.0 1.6 5.8 0.4 0.0 0.2 10.9 3.3 2.2: 0.3 0.1
Old : 100.0: 79.3 86.9 1.0 1.6 5.8 0.4 0.0 0.2 10.9 3.3 2.2: 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 : 28: 16 13 . . . . 0 . . . .:
Old : 28: 16 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 : 62.1 73.5 83.7 88.2 62.1 69.1 77.7 79.0
Old : 62.1 73.5 83.7 88.2 62.1 69.1 77.7 79.0
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,760: 114,457 92,378 1,985 21,919 7,506 3,455 405 8,354 2,580 8,060 2,025: 398 113
Old : 140,760: 114,457 92,378 1,985 21,919 7,506 3,455 405 8,354 2,580 8,060 2,025: 398 113
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,435: 2,360 4,000 -165 -1,567 1,163 111 -450 -5 -202 1 293: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 65.6 1.4 15.6 5.3 2.5 0.3 5.9 1.8 5.7 1.4: 0.3 0.1
Old : 100.0: 81.3 65.6 1.4 15.6 5.3 2.5 0.3 5.9 1.8 5.7 1.4: 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 : 60: 29 31 . . 5 5 . 5 8 6 4:
Old : 60: 29 31 . . 5 5 . 5 8 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 40.1 68.5 60.0 37.4 27.0 43.2 39.6
Old : 52.8 40.1 68.5 60.0 37.4 27.0 43.2 39.6
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,729: 61,392 56,767 5,250 8,704 3,911 150 2,020 2,353 848 125 825: 0 24
Old : 74,729: 61,392 56,767 5,250 8,704 3,911 150 2,020 2,353 848 125 825: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,793: 1,418 1,774 0 -127 108 0 -155 -72 65 -25 275: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 76.0 7.0 11.6 5.2 0.2 2.7 3.1 1.1 0.2 1.1: 0.0 0.0
Old : 100.0: 82.2 76.0 7.0 11.6 5.2 0.2 2.7 3.1 1.1 0.2 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 : 41: 19 21 . . . . 6 . 5 . 5:
Old : 41: 19 21 . . . . 6 . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 67.6 83.1 84.2 63.0 59.6 68.4 67.6
Old : 63.2 67.6 83.1 84.2 63.0 59.6 68.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,857: 30,902 23,305 1,680 8,977 800 0 0 0 300 600 175: 0 0
Old : 33,857: 30,902 23,305 1,680 8,977 800 0 0 0 300 600 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 645: 570 720 300 225 -300 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 68.8 5.0 26.5 2.4 0.0 0.0 0.0 0.9 1.8 0.5: 0.0 0.0
Old : 100.0: 91.3 68.8 5.0 26.5 2.4 0.0 0.0 0.0 0.9 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 12 . . . 0 0 0 . . .:
Old : 23: 7 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 : 88.4 82.9 97.0 93.7 80.1 70.9 84.7 80.8
Old : 88.4 82.9 97.0 93.7 80.1 70.9 84.7 80.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,758: 38,844 37,251 480 17,557 7,599 15,620 150 531 420 707 4,963: 301 0
Old : 68,758: 38,844 37,251 480 17,557 7,599 15,620 150 531 420 707 4,963: 301 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 394: 522 -49 0 508 -242 -57 0 57 0 3 117: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 54.2 0.7 25.5 11.1 22.7 0.2 0.8 0.6 1.0 7.2: 0.4 0.0
Old : 100.0: 56.5 54.2 0.7 25.5 11.1 22.7 0.2 0.8 0.6 1.0 7.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 . 4 5 4 . . . . .:
Old : 37: 21 22 . 4 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 50.6 73.2 70.9 45.8 38.2 51.3 49.3
Old : 51.3 50.6 73.2 70.9 45.8 38.2 51.3 49.3
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,097: 48,879 36,465 0 37,282 5,897 25,751 410 686 470 1,549 3,596: 818 212
Old : 86,097: 48,879 36,465 0 37,282 5,897 25,751 410 686 470 1,549 3,596: 818 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 505: 303 -509 0 1,002 36 54 -10 -39 25 -64 104: 22 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 42.4 0.0 43.3 6.8 29.9 0.5 0.8 0.5 1.8 4.2: 1.0 0.2
Old : 100.0: 56.8 42.4 0.0 43.3 6.8 29.9 0.5 0.8 0.5 1.8 4.2: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 23 0 4 4 6 . . . . .:
Old : 42: 22 23 0 4 4 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 60.4 70.0 76.3 47.7 53.2 61.6 61.0
Old : 51.4 60.4 70.0 76.3 47.7 53.2 61.6 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,415: 57,724 53,244 13,067 21,219 1,891 1,200 25 0 2,170 449 1,500: 863 87
Old : 78,415: 57,724 53,244 13,067 21,219 1,891 1,200 25 0 2,170 449 1,500: 863 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 719: 788 -25 -101 650 56 0 25 0 18 0 0: -42 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 67.9 16.7 27.1 2.4 1.5 0.0 0.0 2.8 0.6 1.9: 1.1 0.1
Old : 100.0: 73.6 67.9 16.7 27.1 2.4 1.5 0.0 0.0 2.8 0.6 1.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 21 5 . . . . 0 . . .:
Old : 43: 22 21 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 75.4 66.8 84.6 45.1 75.4 61.7 81.4
Old : 46.6 75.4 66.8 84.6 45.1 75.4 61.7 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,389: 71,165 61,700 23,900 37,597 492 1,200 100 0 2,604 428 2,025: 1,003 47
Old : 102,389: 71,165 61,700 23,900 37,597 492 1,200 100 0 2,604 428 2,025: 1,003 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 310: 647 -340 -300 650 0 0 0 0 -276 0 -32: 271 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 60.3 23.3 36.7 0.5 1.2 0.1 0.0 2.5 0.4 2.0: 1.0 0.0
Old : 100.0: 69.5 60.3 23.3 36.7 0.5 1.2 0.1 0.0 2.5 0.4 2.0: 1.0 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 : 46: 24 25 5 . 4 . . 0 . . .:
Old : 46: 24 25 5 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 72.3 66.4 84.4 45.4 72.2 64.4 82.4
Old : 45.8 72.3 66.4 84.4 45.4 72.2 64.4 82.4
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,340: 31,825 42,370 10,715 0 1,275 0 0 0 400 420 0: 125 275
Old : 44,340: 31,825 42,370 10,715 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 22, 2019 :
: 900: -220 900 1,120 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 95.6 24.2 0.0 2.9 0.0 0.0 0.0 0.9 0.9 0.0: 0.3 0.6
Old : 100.0: 71.8 95.6 24.2 0.0 2.9 0.0 0.0 0.0 0.9 0.9 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: 17 18 . 0 . 0 0 0 . . 0:
Old : 26: 17 18 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 86.3 86.4 94.3 64.3 83.6 77.9 86.5
Old : 68.5 86.3 86.4 94.3 64.3 83.6 77.9 86.5
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,406: 24,250 20,124 0 4,449 1,998 0 600 0 945 97 18: 195 120
Old : 27,406: 24,250 20,124 0 4,449 1,998 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 22, 2019 :
: 1,137: 1,142 -413 0 1,555 -5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 73.4 0.0 16.2 7.3 0.0 2.2 0.0 3.4 0.4 0.1: 0.7 0.4
Old : 100.0: 88.5 73.4 0.0 16.2 7.3 0.0 2.2 0.0 3.4 0.4 0.1: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 0 . . 0 . 0 . . .:
Old : 27: 17 16 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 67.3 78.8 87.4 51.6 58.5 64.7 68.3
Old : 59.0 67.3 78.8 87.4 51.6 58.5 64.7 68.3
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 76,084: 43,471 53,662 0 7,754 10,950 12,332 0 509 6,401 957 2,098: 324 155
Old : 76,084: 43,471 53,662 0 7,754 10,950 12,332 0 509 6,401 957 2,098: 324 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 998: 717 371 -380 783 -253 532 -26 -150 541 242 -9: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 70.5 0.0 10.2 14.4 16.2 0.0 0.7 8.4 1.3 2.8: 0.4 0.2
Old : 100.0: 57.1 70.5 0.0 10.2 14.4 16.2 0.0 0.7 8.4 1.3 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 : 53: 27 28 0 . . 9 0 4 9 . 8:
Old : 53: 27 28 0 . . 9 0 4 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 : 35.0 51.4 55.0 71.3 19.6 22.1 27.1 30.8
Old : 35.0 51.4 55.0 71.3 19.6 22.1 27.1 30.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,189: 16,332 20,488 0 3,143 2,241 3,850 0 100 3,675 165 700: 291 352
Old : 27,189: 16,332 20,488 0 3,143 2,241 3,850 0 100 3,675 165 700: 291 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -50: -50 -200 0 0 0 0 0 0 -150 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 75.4 0.0 11.6 8.2 14.2 0.0 0.4 13.5 0.6 2.6: 1.1 1.3
Old : 100.0: 60.1 75.4 0.0 11.6 8.2 14.2 0.0 0.4 13.5 0.6 2.6: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 18 0 . . . 0 . . . .:
Old : 31: 19 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 : 50.3 55.5 76.7 74.2 44.9 37.9 57.7 53.3
Old : 50.3 55.5 76.7 74.2 44.9 37.9 57.7 53.3
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 52,213: 41,573 49,395 7,752 0 2,183 0 0 0 500 345 75: 130 215
Old : 52,213: 41,573 49,395 7,752 0 2,183 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 22, 2019 :
: 1,345: 225 1,245 1,020 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 94.6 14.8 0.0 4.2 0.0 0.0 0.0 1.0 0.7 0.1: 0.2 0.4
Old : 100.0: 79.6 94.6 14.8 0.0 4.2 0.0 0.0 0.0 1.0 0.7 0.1: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 21 . 0 . 0 0 0 . . .:
Old : 31: 21 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 : 56.0 81.9 82.1 92.1 49.5 77.6 68.1 80.5
Old : 56.0 81.9 82.1 92.1 49.5 77.6 68.1 80.5
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,405: 33,924 27,212 0 7,252 5,124 450 1,410 0 900 191 134: 873 82
Old : 41,405: 33,924 27,212 0 7,252 5,124 450 1,410 0 900 191 134: 873 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,502: 1,406 556 0 876 70 0 0 0 0 -6 6: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 65.7 0.0 17.5 12.4 1.1 3.4 0.0 2.2 0.5 0.3: 2.1 0.2
Old : 100.0: 81.9 65.7 0.0 17.5 12.4 1.1 3.4 0.0 2.2 0.5 0.3: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 20 0 . . . . 0 . . .:
Old : 33: 21 20 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 46.2 71.5 68.9 32.0 27.2 40.4 39.1
Old : 52.2 46.2 71.5 68.9 32.0 27.2 40.4 39.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,373: 50,861 61,588 7,734 130 2,110 0 0 0 3,070 200 0: 598 345
Old : 64,373: 50,861 61,588 7,734 130 2,110 0 0 0 3,070 200 0: 598 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,310: 1,430 2,435 430 -660 535 0 0 0 -85 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 95.7 12.0 0.2 3.3 0.0 0.0 0.0 4.8 0.3 0.0: 0.9 0.5
Old : 100.0: 79.0 95.7 12.0 0.2 3.3 0.0 0.0 0.0 4.8 0.3 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 14 4 . . 0 0 0 . . 0:
Old : 29: 19 14 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 : 51.7 92.1 73.2 97.6 50.4 88.2 71.3 90.9
Old : 51.7 92.1 73.2 97.6 50.4 88.2 71.3 90.9
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,338: 55,246 60,793 6,582 1,020 2,685 0 0 0 3,469 3,600 60: 296 180
Old : 68,338: 55,246 60,793 6,582 1,020 2,685 0 0 0 3,469 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 22, 2019 :
: 1,620: 1,108 2,195 40 -1,100 525 0 0 0 -53 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 89.0 9.6 1.5 3.9 0.0 0.0 0.0 5.1 5.3 0.1: 0.4 0.3
Old : 100.0: 80.8 89.0 9.6 1.5 3.9 0.0 0.0 0.0 5.1 5.3 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 : 52.4 83.9 74.1 96.0 50.4 80.4 69.8 88.1
Old : 52.4 83.9 74.1 96.0 50.4 80.4 69.8 88.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 83,549: 64,631 78,150 13,032 186 4,391 111 0 87 904 591 124: 269 20
Old : 83,549: 64,631 78,150 13,032 186 4,391 111 0 87 904 591 124: 269 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 752: 791 394 97 30 15 -225 0 57 0 240 16: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 93.5 15.6 0.2 5.3 0.1 0.0 0.1 1.1 0.7 0.1: 0.3 0.0
Old : 100.0: 77.4 93.5 15.6 0.2 5.3 0.1 0.0 0.1 1.1 0.7 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 : 39: 19 25 5 . 4 . 0 . . . .:
Old : 39: 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 : 60.4 56.9 76.9 78.9 58.5 54.6 72.2 73.8
Old : 60.4 56.9 76.9 78.9 58.5 54.6 72.2 73.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 109,502: 85,640 94,727 15,182 2,490 5,748 140 1,282 139 1,497 4,297 778: 377 40
Old : 109,502: 85,640 94,727 15,182 2,490 5,748 140 1,282 139 1,497 4,297 778: 377 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,528: 1,478 1,026 -4 104 81 -40 1 11 115 460 -139: 27 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 86.5 13.9 2.3 5.2 0.1 1.2 0.1 1.4 3.9 0.7: 0.3 0.0
Old : 100.0: 78.2 86.5 13.9 2.3 5.2 0.1 1.2 0.1 1.4 3.9 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 22 27 5 . 4 . 8 . . 8 .:
Old : 58: 22 27 5 . 4 . 8 . . 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 : 51.2 49.0 69.9 76.5 49.7 46.9 64.0 63.8
Old : 51.2 49.0 69.9 76.5 49.7 46.9 64.0 63.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,858: 39,545 51,500 16,758 442 1,110 0 1,631 250 50 2,800 125: 20 0
Old : 57,858: 39,545 51,500 16,758 442 1,110 0 1,631 250 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 22, 2019 :
: 1,585: 1,585 1,260 0 300 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 89.0 29.0 0.8 1.9 0.0 2.8 0.4 0.1 4.8 0.2: 0.0 0.0
Old : 100.0: 68.3 89.0 29.0 0.8 1.9 0.0 2.8 0.4 0.1 4.8 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 : 28: 11 13 . . . 0 . . . . .:
Old : 28: 11 13 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 86.4 95.4 94.1 74.9 84.5 91.4 89.1
Old : 75.1 86.4 95.4 94.1 74.9 84.5 91.4 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,765: 41,243 48,635 8,297 0 60 0 0 0 0 905 165: 0 0
Old : 49,765: 41,243 48,635 8,297 0 60 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 22, 2019 :
: 555: -300 675 975 0 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 97.7 16.7 0.0 0.1 0.0 0.0 0.0 0.0 1.8 0.3: 0.0 0.0
Old : 100.0: 82.9 97.7 16.7 0.0 0.1 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 : 78.9 97.0 97.8 99.1 78.8 95.7 97.1 97.7
Old : 78.9 97.0 97.8 99.1 78.8 95.7 97.1 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,091: 45,666 56,738 11,239 0 2,119 825 100 200 516 1,422 1,402: 124 110
Old : 62,091: 45,666 56,738 11,239 0 2,119 825 100 200 516 1,422 1,402: 124 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -139: -219 254 333 0 -308 0 -50 50 0 -85 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 91.4 18.1 0.0 3.4 1.3 0.2 0.3 0.8 2.3 2.3: 0.2 0.2
Old : 100.0: 73.5 91.4 18.1 0.0 3.4 1.3 0.2 0.3 0.8 2.3 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 21 4 0 . . . . . . .:
Old : 34: 19 21 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 83.8 74.8 92.7 49.5 80.3 66.6 83.2
Old : 51.4 83.8 74.8 92.7 49.5 80.3 66.6 83.2
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,112: 45,851 57,344 10,668 406 653 1,188 330 3,230 911 804 2,214: 397 131
Old : 65,112: 45,851 57,344 10,668 406 653 1,188 330 3,230 911 804 2,214: 397 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -292: -327 -328 -43 0 89 0 0 0 -15 -59 6: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 88.1 16.4 0.6 1.0 1.8 0.5 5.0 1.4 1.2 3.4: 0.6 0.2
Old : 100.0: 70.4 88.1 16.4 0.6 1.0 1.8 0.5 5.0 1.4 1.2 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 : 37: 21 20 . . . 6 . . . . .:
Old : 37: 21 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 : 49.9 70.6 72.2 84.1 48.7 65.0 65.1 71.6
Old : 49.9 70.6 72.2 84.1 48.7 65.0 65.1 71.6
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,164: 17,227 29,009 11,455 0 524 0 485 80 785 0 0: 93 66
Old : 30,164: 17,227 29,009 11,455 0 524 0 485 80 785 0 0: 93 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 8: 0 -3 0 0 0 0 0 0 0 0 0: 8 11
: : :
: : 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 80.4 79.7 96.0 62.3 73.7 75.0 85.3
Old : 63.8 80.4 79.7 96.0 62.3 73.7 75.0 85.3
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,546: 16,930 29,096 11,488 0 288 0 80 0 640 0 0: 200 82
Old : 29,546: 16,930 29,096 11,488 0 288 0 80 0 640 0 0: 200 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2: 0 0 0 0 0 0 0 0 0 0 0: 2 2
: : :
: : 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,476: 27,583 27,314 3,842 3,030 1,298 220 699 435 59 402 819: 220 479
Old : 34,476: 27,583 27,314 3,842 3,030 1,298 220 699 435 59 402 819: 220 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 45: 115 195 -15 0 0 -40 0 -20 59 -76 -54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 79.2 11.1 8.8 3.8 0.6 2.0 1.3 0.2 1.2 2.4: 0.6 1.4
Old : 100.0: 80.0 79.2 11.1 8.8 3.8 0.6 2.0 1.3 0.2 1.2 2.4: 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 . . . . . . . . .:
Old : 33: 16 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 56.4 82.2 75.1 56.9 54.8 71.3 65.8
Old : 65.2 56.4 82.2 75.1 56.9 54.8 71.3 65.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,402: 18,072 18,249 2,310 0 120 0 1,375 0 25 933 575: 300 150
Old : 21,402: 18,072 18,249 2,310 0 120 0 1,375 0 25 933 575: 300 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 160: 150 180 0 0 0 0 -50 0 -45 -10 45: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 85.3 10.8 0.0 0.6 0.0 6.4 0.0 0.1 4.4 2.7: 1.4 0.7
Old : 100.0: 84.4 85.3 10.8 0.0 0.6 0.0 6.4 0.0 0.1 4.4 2.7: 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 : 78.3 71.7 91.9 85.0 77.7 70.6 87.3 81.8
Old : 78.3 71.7 91.9 85.0 77.7 70.6 87.3 81.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 59,572: 47,593 40,170 8,443 15,138 354 364 2,260 720 1,859 711 152: 87 67
Old : 59,572: 47,593 40,170 8,443 15,138 354 364 2,260 720 1,859 711 152: 87 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 663: 617 450 192 430 -30 120 -229 -5 -169 50 -52: -10 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 67.4 14.2 25.4 0.6 0.6 3.8 1.2 3.1 1.2 0.3: 0.1 0.1
Old : 100.0: 79.9 67.4 14.2 25.4 0.6 0.6 3.8 1.2 3.1 1.2 0.3: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 24 6 . 5 . . . 4 . 4:
Old : 43: 24 24 6 . 5 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 62.4 73.3 80.2 51.3 59.0 62.8 69.1
Old : 61.1 62.4 73.3 80.2 51.3 59.0 62.8 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,359: 34,389 20,177 3,170 16,423 831 111 1,036 552 484 795 425: 397 120
Old : 40,359: 34,389 20,177 3,170 16,423 831 111 1,036 552 484 795 425: 397 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 904: 907 550 46 299 0 0 0 0 -94 5 50: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 50.0 7.9 40.7 2.1 0.3 2.6 1.4 1.2 2.0 1.1: 1.0 0.3
Old : 100.0: 85.2 50.0 7.9 40.7 2.1 0.3 2.6 1.4 1.2 2.0 1.1: 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 : 34: 20 17 5 . . . . . . . .:
Old : 34: 20 17 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 : 66.8 69.2 81.8 83.9 58.3 65.8 68.5 73.9
Old : 66.8 69.2 81.8 83.9 58.3 65.8 68.5 73.9
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,649: 11,026 17,743 5,282 0 2,441 760 300 0 825 0 150: 165 15
Old : 20,649: 11,026 17,743 5,282 0 2,441 760 300 0 825 0 150: 165 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 175: 175 125 -75 0 50 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 85.9 25.6 0.0 11.8 3.7 1.5 0.0 4.0 0.0 0.7: 0.8 0.1
Old : 100.0: 53.4 85.9 25.6 0.0 11.8 3.7 1.5 0.0 4.0 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 : 65.0 79.8 87.9 90.4 53.2 71.7 71.9 77.0
Old : 65.0 79.8 87.9 90.4 53.2 71.7 71.9 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,013: 9,306 14,575 5,420 2,277 195 0 150 0 2,425 275 485: 182 56
Old : 18,013: 9,306 14,575 5,420 2,277 195 0 150 0 2,425 275 485: 182 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 95: 5 175 0 -200 120 0 0 0 -25 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 80.9 30.1 12.6 1.1 0.0 0.8 0.0 13.5 1.5 2.7: 1.0 0.3
Old : 100.0: 51.7 80.9 30.1 12.6 1.1 0.0 0.8 0.0 13.5 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 : 61.1 65.0 85.0 83.3 59.6 58.2 77.5 71.8
Old : 61.1 65.0 85.0 83.3 59.6 58.2 77.5 71.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,730: 8,526 14,260 5,804 2,262 195 0 150 0 2,480 275 540: 185 48
Old : 17,730: 8,526 14,260 5,804 2,262 195 0 150 0 2,480 275 540: 185 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 95: 5 175 0 -200 120 0 0 0 -25 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 80.4 32.7 12.8 1.1 0.0 0.8 0.0 14.0 1.6 3.0: 1.0 0.3
Old : 100.0: 48.1 80.4 32.7 12.8 1.1 0.0 0.8 0.0 14.0 1.6 3.0: 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 : 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 : 63.5 63.7 86.0 82.8 60.9 55.5 77.5 70.8
Old : 63.5 63.7 86.0 82.8 60.9 55.5 77.5 70.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,014: 30,014 39,179 8,978 600 1,250 0 320 0 1,560 525 2,140: 72 0
Old : 44,014: 30,014 39,179 8,978 600 1,250 0 320 0 1,560 525 2,140: 72 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -345: 0 -575 -300 0 0 0 0 0 -275 0 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 89.0 20.4 1.4 2.8 0.0 0.7 0.0 3.5 1.2 4.9: 0.2 0.0
Old : 100.0: 68.2 89.0 20.4 1.4 2.8 0.0 0.7 0.0 3.5 1.2 4.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.3 75.8 80.9 90.2 58.9 68.7 71.4 79.3
Old : 64.3 75.8 80.9 90.2 58.9 68.7 71.4 79.3
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,137: 30,124 39,375 8,429 600 1,217 0 320 0 2,195 530 2,095: 77 0
Old : 44,137: 30,124 39,375 8,429 600 1,217 0 320 0 2,195 530 2,095: 77 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -585: 175 -700 -600 0 0 0 0 0 -275 0 115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 89.2 19.1 1.4 2.8 0.0 0.7 0.0 5.0 1.2 4.7: 0.2 0.0
Old : 100.0: 68.3 89.2 19.1 1.4 2.8 0.0 0.7 0.0 5.0 1.2 4.7: 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 : 64.2 77.3 79.6 89.8 58.4 70.1 70.9 79.1
Old : 64.2 77.3 79.6 89.8 58.4 70.1 70.9 79.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,404: 87,478 80,803 23,937 20,115 1,827 940 1,105 105 730 11,058 1,372: 15 19
Old : 116,404: 87,478 80,803 23,937 20,115 1,827 940 1,105 105 730 11,058 1,372: 15 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 703: 820 592 0 215 -95 -75 100 0 0 -160 50: 3 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 69.4 20.6 17.3 1.6 0.8 0.9 0.1 0.6 9.5 1.2: 0.0 0.0
Old : 100.0: 75.2 69.4 20.6 17.3 1.6 0.8 0.9 0.1 0.6 9.5 1.2: 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 : 59: 32 25 . 4 . . . . 4 7 6:
Old : 59: 32 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 : 37.9 50.6 60.8 75.1 34.1 49.1 57.0 67.2
Old : 37.9 50.6 60.8 75.1 34.1 49.1 57.0 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 126,763: 95,221 91,406 26,395 20,478 1,660 690 967 45 990 10,445 1,747: 15 15
Old : 126,763: 95,221 91,406 26,395 20,478 1,660 690 967 45 990 10,445 1,747: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,769: 1,744 1,833 0 -9 -25 -100 100 0 50 -230 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 72.1 20.8 16.2 1.3 0.5 0.8 0.0 0.8 8.2 1.4: 0.0 0.0
Old : 100.0: 75.1 72.1 20.8 16.2 1.3 0.5 0.8 0.0 0.8 8.2 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 33 28 . 4 5 . 4 . 5 9 6:
Old : 64: 33 28 . 4 5 . 4 . 5 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 : 33.6 50.2 57.1 73.1 30.5 48.4 49.8 65.8
Old : 33.6 50.2 57.1 73.1 30.5 48.4 49.8 65.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 506,454: 278,481 308,783 42,144 3,381 103,283 14,857 23,962 33,892 8,643 8,362 24,625: 528 164
Old : 506,454: 278,481 308,783 42,144 3,381 103,283 14,857 23,962 33,892 8,643 8,362 24,625: 528 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 5,456: -4,163 4,399 8,611 70 982 293 567 -257 274 -135 -26: -258 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 61.0 8.3 0.7 20.4 2.9 4.7 6.7 1.7 1.7 4.9: 0.1 0.0
Old : 100.0: 55.0 61.0 8.3 0.7 20.4 2.9 4.7 6.7 1.7 1.7 4.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 35 34 5 . 6 9 9 10 12 13 14:
Old : 89: 35 34 5 . 6 9 9 10 12 13 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 39.9 64.3 63.2 16.3 14.9 21.4 21.1
Old : 44.5 39.9 64.3 63.2 16.3 14.9 21.4 21.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,313: 9,927 15,773 2,505 915 625 635 0 0 3,410 0 0: 211 0
Old : 17,313: 9,927 15,773 2,505 915 625 635 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 22, 2019 :
: -50: -50 -100 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 91.1 14.5 5.3 3.6 3.7 0.0 0.0 19.7 0.0 0.0: 1.2 0.0
Old : 100.0: 57.3 91.1 14.5 5.3 3.6 3.7 0.0 0.0 19.7 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 : 55.7 92.3 75.8 99.2 54.7 87.7 74.8 93.8
Old : 55.7 92.3 75.8 99.2 54.7 87.7 74.8 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,837: 9,297 15,285 2,349 72 1,110 150 310 60 3,435 0 0: 436 0
Old : 16,837: 9,297 15,285 2,349 72 1,110 150 310 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 22, 2019 :
: -20: -20 -70 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 90.8 14.0 0.4 6.6 0.9 1.8 0.4 20.4 0.0 0.0: 2.6 0.0
Old : 100.0: 55.2 90.8 14.0 0.4 6.6 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 : 57.9 91.6 78.5 99.0 56.9 86.5 75.3 90.0
Old : 57.9 91.6 78.5 99.0 56.9 86.5 75.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,356: 2,551 3,131 0 25 0 200 0 0 600 200 0: 5 0
Old : 3,356: 2,551 3,131 0 25 0 200 0 0 600 200 0: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 93.3 0.0 0.7 0.0 6.0 0.0 0.0 17.9 6.0 0.0: 0.1 0.0
Old : 100.0: 76.0 93.3 0.0 0.7 0.0 6.0 0.0 0.0 17.9 6.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 13 0 . 0 . 0 0 . . 0:
Old : 24: 10 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 : 61.1 64.1 90.9 87.9 61.1 59.6 87.0 81.2
Old : 61.1 64.1 90.9 87.9 61.1 59.6 87.0 81.2
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,886: 41,927 45,548 12,404 7,600 85 0 733 995 0 450 0: 8,475 8,475
Old : 63,886: 41,927 45,548 12,404 7,600 85 0 733 995 0 450 0: 8,475 8,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,988: 2,230 1,338 128 480 0 0 480 -460 0 0 0: 90 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 71.3 19.4 11.9 0.1 0.0 1.1 1.6 0.0 0.7 0.0: 13.3 13.3
Old : 100.0: 65.6 71.3 19.4 11.9 0.1 0.0 1.1 1.6 0.0 0.7 0.0: 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 : 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 : 71.4 53.9 81.5 73.3 65.4 53.2 71.9 68.4
Old : 71.4 53.9 81.5 73.3 65.4 53.2 71.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,767: 37,738 37,779 10,296 8,060 0 0 2,195 190 0 0 0: 7,543 7,543
Old : 55,767: 37,738 37,779 10,296 8,060 0 0 2,195 190 0 0 0: 7,543 7,543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,345: 2,070 1,850 60 480 0 0 -200 55 0 0 0: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 67.7 18.5 14.5 0.0 0.0 3.9 0.3 0.0 0.0 0.0: 13.5 13.5
Old : 100.0: 67.7 67.7 18.5 14.5 0.0 0.0 3.9 0.3 0.0 0.0 0.0: 13.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.3 52.7 81.7 72.9 68.9 52.0 71.8 67.8
Old : 73.3 52.7 81.7 72.9 68.9 52.0 71.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,505: 8,842 18,815 11,998 1,975 1,487 155 2,160 0 2,160 0 75: 2,788 2,993
Old : 27,505: 8,842 18,815 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 22, 2019 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 68.4 43.6 7.2 5.4 0.6 7.9 0.0 7.9 0.0 0.3: 10.1 10.9
Old : 100.0: 32.1 68.4 43.6 7.2 5.4 0.6 7.9 0.0 7.9 0.0 0.3: 10.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 12 . . . . . 0 . 0 .:
Old : 22: 10 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 : 68.2 50.3 83.5 76.0 60.5 47.1 69.4 68.3
Old : 68.2 50.3 83.5 76.0 60.5 47.1 69.4 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,095: 6,890 17,990 10,930 290 1,795 175 1,680 140 2,005 0 0: 2,160 2,200
Old : 24,095: 6,890 17,990 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 22, 2019 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 74.7 45.4 1.2 7.4 0.7 7.0 0.6 8.3 0.0 0.0: 9.0 9.1
Old : 100.0: 28.6 74.7 45.4 1.2 7.4 0.7 7.0 0.6 8.3 0.0 0.0: 9.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 15 . . . . . . . 0 0:
Old : 23: 9 15 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 48.7 86.4 73.7 58.2 46.0 64.2 61.5
Old : 69.7 48.7 86.4 73.7 58.2 46.0 64.2 61.5
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,515: 20,928 20,387 5,130 18,386 432 12,885 0 4,160 0 685 350: 3,630 3,115
Old : 47,515: 20,928 20,387 5,130 18,386 432 12,885 0 4,160 0 685 350: 3,630 3,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 995: 1,310 295 50 0 0 -1,125 0 640 0 0 0: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 42.9 10.8 38.7 0.9 27.1 0.0 8.8 0.0 1.4 0.7: 7.6 6.6
Old : 100.0: 44.0 42.9 10.8 38.7 0.9 27.1 0.0 8.8 0.0 1.4 0.7: 7.6 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 : 59.8 65.4 77.6 78.5 45.6 49.3 53.8 56.3
Old : 59.8 65.4 77.6 78.5 45.6 49.3 53.8 56.3
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,755: 10,289 10,729 4,580 9,050 18 5,420 470 3,675 0 310 400: 2,373 2,103
Old : 26,755: 10,289 10,729 4,580 9,050 18 5,420 470 3,675 0 310 400: 2,373 2,103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -1,045: -195 -1,335 0 0 0 -800 400 -150 0 0 0: 100 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 40.1 17.1 33.8 0.1 20.3 1.8 13.7 0.0 1.2 1.5: 8.9 7.9
Old : 100.0: 38.5 40.1 17.1 33.8 0.1 20.3 1.8 13.7 0.0 1.2 1.5: 8.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 64.4 69.5 80.4 81.9 50.9 54.6 58.0 59.4
Old : 64.4 69.5 80.4 81.9 50.9 54.6 58.0 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,105: 17,520 9,895 4,035 780 770 460 11,730 2,195 0 0 0: 1,125 735
Old : 26,105: 17,520 9,895 4,035 780 770 460 11,730 2,195 0 0 0: 1,125 735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 55: 25 55 0 -20 0 0 -10 10 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 37.9 15.5 3.0 2.9 1.8 44.9 8.4 0.0 0.0 0.0: 4.3 2.8
Old : 100.0: 67.1 37.9 15.5 3.0 2.9 1.8 44.9 8.4 0.0 0.0 0.0: 4.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 13 . . . . . . 0 0 0:
Old : 21: 14 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 : 61.9 80.4 83.5 90.4 44.2 52.3 52.2 55.8
Old : 61.9 80.4 83.5 90.4 44.2 52.3 52.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,158: 46,078 32,608 11,743 32,595 3,260 5,275 2,385 2,210 5,480 425 1,315: 18,797 19,360
Old : 94,158: 46,078 32,608 11,743 32,595 3,260 5,275 2,385 2,210 5,480 425 1,315: 18,797 19,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,345: 2,185 -1,320 -455 1,175 0 -1,675 50 600 -150 0 0: 840 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 34.6 12.5 34.6 3.5 5.6 2.5 2.3 5.8 0.5 1.4: 20.0 20.6
Old : 100.0: 48.9 34.6 12.5 34.6 3.5 5.6 2.5 2.3 5.8 0.5 1.4: 20.0 20.6
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 : 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 : 50.2 44.7 69.3 59.6 43.6 43.2 57.4 52.7
Old : 50.2 44.7 69.3 59.6 43.6 43.2 57.4 52.7
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 88,511: 42,915 30,384 13,065 31,425 3,260 6,600 1,960 1,950 1,890 100 1,305: 17,526 18,127
Old : 88,511: 42,915 30,384 13,065 31,425 3,260 6,600 1,960 1,950 1,890 100 1,305: 17,526 18,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 985: 1,875 -930 -405 625 0 -1,575 50 440 -150 0 0: 800 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 34.3 14.8 35.5 3.7 7.5 2.2 2.2 2.1 0.1 1.5: 19.8 20.5
Old : 100.0: 48.5 34.3 14.8 35.5 3.7 7.5 2.2 2.2 2.1 0.1 1.5: 19.8 20.5
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 : 29: 17 19 . . . . . . . . .:
Old : 29: 17 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 44.7 69.9 61.0 46.3 42.9 57.1 52.5
Old : 52.9 44.7 69.9 61.0 46.3 42.9 57.1 52.5
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,781: 13,784 8,682 2,750 1,727 1,904 2,280 6,920 500 1,105 3,415 345: 4,113 3,288
Old : 26,781: 13,784 8,682 2,750 1,727 1,904 2,280 6,920 500 1,105 3,415 345: 4,113 3,288
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -65: -450 -440 50 75 0 30 -25 200 -15 5 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 32.4 10.3 6.4 7.1 8.5 25.8 1.9 4.1 12.8 1.3: 15.4 12.3
Old : 100.0: 51.5 32.4 10.3 6.4 7.1 8.5 25.8 1.9 4.1 12.8 1.3: 15.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 36.5 56.9 57.9 77.1 34.9 49.5 53.3 60.4
Old : 36.5 56.9 57.9 77.1 34.9 49.5 53.3 60.4
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,006: 12,739 8,857 2,590 2,027 1,446 2,280 9,470 500 1,305 65 1,395: 4,751 3,246
Old : 27,006: 12,739 8,857 2,590 2,027 1,446 2,280 9,470 500 1,305 65 1,395: 4,751 3,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -65: -450 -440 50 75 0 30 -25 200 -15 5 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 32.8 9.6 7.5 5.4 8.4 35.1 1.9 4.8 0.2 5.2: 17.6 12.0
Old : 100.0: 47.2 32.8 9.6 7.5 5.4 8.4 35.1 1.9 4.8 0.2 5.2: 17.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 36.2 58.1 56.8 76.8 34.6 51.0 52.6 59.9
Old : 36.2 58.1 56.8 76.8 34.6 51.0 52.6 59.9
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,119: 13,073 8,155 0 8,888 737 9,540 75 400 0 5,870 75: 3,294 2,919
Old : 27,119: 13,073 8,155 0 8,888 737 9,540 75 400 0 5,870 75: 3,294 2,919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 225: 360 345 -22 88 44 0 0 0 0 -95 0: -157 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 30.1 0.0 32.8 2.7 35.2 0.3 1.5 0.0 21.6 0.3: 12.1 10.8
Old : 100.0: 48.2 30.1 0.0 32.8 2.7 35.2 0.3 1.5 0.0 21.6 0.3: 12.1 10.8
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 : 21: 13 6 0 . . . . . 0 . .:
Old : 21: 13 6 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 73.9 84.1 86.6 68.0 70.2 78.7 79.9
Old : 69.2 73.9 84.1 86.6 68.0 70.2 78.7 79.9
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,381: 12,607 8,160 68 8,575 613 9,540 75 400 50 5,755 75: 3,028 2,728
Old : 26,381: 12,607 8,160 68 8,575 613 9,540 75 400 50 5,755 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 22, 2019 :
: 305: 245 0 68 -42 -8 0 0 0 0 355 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 30.9 0.3 32.5 2.3 36.2 0.3 1.5 0.2 21.8 0.3: 11.5 10.3
Old : 100.0: 47.8 30.9 0.3 32.5 2.3 36.2 0.3 1.5 0.2 21.8 0.3: 11.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 6 . . . . . . . . .:
Old : 22: 13 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 : 69.3 75.5 83.5 88.1 68.0 72.3 79.3 81.7
Old : 69.3 75.5 83.5 88.1 68.0 72.3 79.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,243: 15,266 42,291 6,912 8,440 140 18,195 0 0 10,505 0 0: 4,225 4,372
Old : 55,243: 15,266 42,291 6,912 8,440 140 18,195 0 0 10,505 0 0: 4,225 4,372
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,740: 265 3,140 400 400 140 2,500 0 0 375 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 76.6 12.5 15.3 0.3 32.9 0.0 0.0 19.0 0.0 0.0: 7.6 7.9
Old : 100.0: 27.6 76.6 12.5 15.3 0.3 32.9 0.0 0.0 19.0 0.0 0.0: 7.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 14 . . . . 0 0 . 0 0:
Old : 23: 13 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 : 66.0 80.6 86.1 88.8 65.2 80.5 83.0 87.6
Old : 66.0 80.6 86.1 88.8 65.2 80.5 83.0 87.6
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,989: 17,026 40,052 6,465 11,350 140 18,020 0 0 10,005 0 0: 4,333 4,447
Old : 55,989: 17,026 40,052 6,465 11,350 140 18,020 0 0 10,005 0 0: 4,333 4,447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,705: 375 3,390 400 400 140 2,500 0 0 375 0 0: -85 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 71.5 11.5 20.3 0.3 32.2 0.0 0.0 17.9 0.0 0.0: 7.7 7.9
Old : 100.0: 30.4 71.5 11.5 20.3 0.3 32.2 0.0 0.0 17.9 0.0 0.0: 7.7 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 14 . . . . 0 0 . 0 0:
Old : 22: 12 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 : 64.0 82.5 87.2 89.3 63.3 82.4 85.2 88.6
Old : 64.0 82.5 87.2 89.3 63.3 82.4 85.2 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,565: 22,670 52,320 1,110 4,290 2,320 7,655 0 1,555 24,995 0 135: 4,125 3,945
Old : 64,565: 22,670 52,320 1,110 4,290 2,320 7,655 0 1,555 24,995 0 135: 4,125 3,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 570: 235 335 -300 100 -65 25 0 25 475 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 81.0 1.7 6.6 3.6 11.9 0.0 2.4 38.7 0.0 0.2: 6.4 6.1
Old : 100.0: 35.1 81.0 1.7 6.6 3.6 11.9 0.0 2.4 38.7 0.0 0.2: 6.4 6.1
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 : 33: 18 12 . . . 5 0 . 4 0 .:
Old : 33: 18 12 . . . 5 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 75.6 77.1 88.1 55.4 74.8 73.2 83.0
Old : 57.6 75.6 77.1 88.1 55.4 74.8 73.2 83.0
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,780: 22,680 51,100 480 4,290 2,755 7,155 0 1,855 24,895 0 60: 3,900 3,720
Old : 63,780: 22,680 51,100 480 4,290 2,755 7,155 0 1,855 24,895 0 60: 3,900 3,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 590: 245 345 -300 100 -65 25 0 25 475 0 0: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 80.1 0.8 6.7 4.3 11.2 0.0 2.9 39.0 0.0 0.1: 6.1 5.8
Old : 100.0: 35.6 80.1 0.8 6.7 4.3 11.2 0.0 2.9 39.0 0.0 0.1: 6.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 10 . . . 4 0 . 4 0 .:
Old : 32: 18 10 . . . 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 : 57.6 74.9 77.5 88.7 54.9 73.9 73.3 82.2
Old : 57.6 74.9 77.5 88.7 54.9 73.9 73.3 82.2
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,950: 11,575 7,415 80 300 3,530 100 5,910 25 2,240 450 260: 1,140 1,060
Old : 18,950: 11,575 7,415 80 300 3,530 100 5,910 25 2,240 450 260: 1,140 1,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 585: 410 265 0 300 0 -25 0 25 165 -15 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 39.1 0.4 1.6 18.6 0.5 31.2 0.1 11.8 2.4 1.4: 6.0 5.6
Old : 100.0: 61.1 39.1 0.4 1.6 18.6 0.5 31.2 0.1 11.8 2.4 1.4: 6.0 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 : 24: 13 7 . . . . . . . . .:
Old : 24: 13 7 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 58.9 78.8 87.5 48.6 56.1 62.8 70.1
Old : 58.2 58.9 78.8 87.5 48.6 56.1 62.8 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,470: 9,935 7,380 270 300 3,160 100 5,910 25 2,790 450 205: 1,985 1,040
Old : 18,470: 9,935 7,380 270 300 3,160 100 5,910 25 2,790 450 205: 1,985 1,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 595: 410 265 -100 300 0 -25 0 25 265 -15 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 40.0 1.5 1.6 17.1 0.5 32.0 0.1 15.1 2.4 1.1: 10.7 5.6
Old : 100.0: 53.8 40.0 1.5 1.6 17.1 0.5 32.0 0.1 15.1 2.4 1.1: 10.7 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 : 23: 12 7 . . . . . . . . .:
Old : 23: 12 7 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 58.5 79.1 87.8 49.7 57.6 61.0 71.9
Old : 59.3 58.5 79.1 87.8 49.7 57.6 61.0 71.9
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,525: 36,375 38,050 600 895 3,460 2,425 18,905 1,050 19,480 1,150 980: 5,155 5,035
Old : 69,525: 36,375 38,050 600 895 3,460 2,425 18,905 1,050 19,480 1,150 980: 5,155 5,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 75: 0 50 0 0 0 0 0 0 50 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 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: 52.3 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 : 59.8 64.0 74.2 81.7 58.8 62.5 73.0 78.5
Old : 59.8 64.0 74.2 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,500: 35,325 35,860 1,820 465 3,090 2,395 18,905 1,045 16,720 1,150 1,165: 4,940 4,820
Old : 66,500: 35,325 35,860 1,820 465 3,090 2,395 18,905 1,045 16,720 1,150 1,165: 4,940 4,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 75: 0 50 0 0 0 0 0 0 50 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 53.9 2.7 0.7 4.6 3.6 28.4 1.6 25.1 1.7 1.8: 7.4 7.2
Old : 100.0: 53.1 53.9 2.7 0.7 4.6 3.6 28.4 1.6 25.1 1.7 1.8: 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 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 : 59.7 65.2 74.4 82.1 58.3 63.5 71.3 78.6
Old : 59.7 65.2 74.4 82.1 58.3 63.5 71.3 78.6
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,068: 35,265 20,480 1,185 14,525 2,520 12,235 255 2,365 50 13,820 15: 2,433 2,088
Old : 56,068: 35,265 20,480 1,185 14,525 2,520 12,235 255 2,365 50 13,820 15: 2,433 2,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,395: 740 440 400 400 50 -350 0 450 0 -50 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 36.5 2.1 25.9 4.5 21.8 0.5 4.2 0.1 24.6 0.0: 4.3 3.7
Old : 100.0: 62.9 36.5 2.1 25.9 4.5 21.8 0.5 4.2 0.1 24.6 0.0: 4.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 13 . . . . . . . . .:
Old : 33: 21 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 : 52.9 71.4 76.9 89.0 48.7 67.3 68.4 79.4
Old : 52.9 71.4 76.9 89.0 48.7 67.3 68.4 79.4
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,224: 31,224 18,580 0 10,384 3,270 8,335 250 2,440 125 10,620 505: 1,325 1,175
Old : 47,224: 31,224 18,580 0 10,384 3,270 8,335 250 2,440 125 10,620 505: 1,325 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,115: 465 465 0 -250 450 -400 0 450 0 -150 50: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 39.3 0.0 22.0 6.9 17.6 0.5 5.2 0.3 22.5 1.1: 2.8 2.5
Old : 100.0: 66.1 39.3 0.0 22.0 6.9 17.6 0.5 5.2 0.3 22.5 1.1: 2.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 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 : 56.3 66.6 77.0 88.8 51.3 61.3 67.5 75.7
Old : 56.3 66.6 77.0 88.8 51.3 61.3 67.5 75.7
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,490: 104,042 92,361 21,795 1,450 6,525 0 14,056 5,339 1,150 19,120 1,440: 23,199 23,199
Old : 163,490: 104,042 92,361 21,795 1,450 6,525 0 14,056 5,339 1,150 19,120 1,440: 23,199 23,199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,785: 1,740 325 860 -425 566 0 2,205 -2,200 0 495 15: 1,804 1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 56.5 13.3 0.9 4.0 0.0 8.6 3.3 0.7 11.7 0.9: 14.2 14.2
Old : 100.0: 63.6 56.5 13.3 0.9 4.0 0.0 8.6 3.3 0.7 11.7 0.9: 14.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 27 . . . 0 4 . . 5 .:
Old : 44: 26 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 : 59.7 37.5 71.2 53.9 57.0 36.0 64.0 49.1
Old : 59.7 37.5 71.2 53.9 57.0 36.0 64.0 49.1
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,704: 91,501 84,758 23,043 0 5,670 0 7,211 7,559 1,000 23,575 1,345: 16,586 16,586
Old : 146,704: 91,501 84,758 23,043 0 5,670 0 7,211 7,559 1,000 23,575 1,345: 16,586 16,586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,490: 1,825 570 1,245 0 100 -1,274 981 -941 0 245 0: 1,535 1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 57.8 15.7 0.0 3.9 0.0 4.9 5.2 0.7 16.1 0.9: 11.3 11.3
Old : 100.0: 62.4 57.8 15.7 0.0 3.9 0.0 4.9 5.2 0.7 16.1 0.9: 11.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 26 . 0 . 0 4 . . 4 .:
Old : 42: 22 26 . 0 . 0 4 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 42.5 74.0 60.4 55.3 40.7 64.9 55.2
Old : 58.4 42.5 74.0 60.4 55.3 40.7 64.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,100: 28,500 27,425 17,266 7,761 3,259 120 1,145 2,570 0 9,560 0: 4,385 4,380
Old : 56,100: 28,500 27,425 17,266 7,761 3,259 120 1,145 2,570 0 9,560 0: 4,385 4,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 660: 300 1,080 150 -550 390 0 100 0 0 0 0: -180 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 48.9 30.8 13.8 5.8 0.2 2.0 4.6 0.0 17.0 0.0: 7.8 7.8
Old : 100.0: 50.8 48.9 30.8 13.8 5.8 0.2 2.0 4.6 0.0 17.0 0.0: 7.8 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 : 27: 14 15 . . . . . . 0 . 0:
Old : 27: 14 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 49.7 79.0 69.6 57.5 46.9 67.8 59.5
Old : 62.0 49.7 79.0 69.6 57.5 46.9 67.8 59.5
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,425: 23,035 22,570 14,641 5,921 3,374 235 840 3,220 0 8,610 100: 3,820 3,790
Old : 48,425: 23,035 22,570 14,641 5,921 3,374 235 840 3,220 0 8,610 100: 3,820 3,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 600: 565 690 0 50 0 -25 100 0 0 0 0: 60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 46.6 30.2 12.2 7.0 0.5 1.7 6.6 0.0 17.8 0.2: 7.9 7.8
Old : 100.0: 47.6 46.6 30.2 12.2 7.0 0.5 1.7 6.6 0.0 17.8 0.2: 7.9 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 : 25: 15 18 . . . . . . 0 . .:
Old : 25: 15 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 51.3 72.3 71.7 51.7 44.9 61.5 55.3
Old : 56.5 51.3 72.3 71.7 51.7 44.9 61.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,485: 18,435 18,115 0 15,450 1,675 12,160 75 695 2,700 0 300: 1,520 1,175
Old : 37,485: 18,435 18,115 0 15,450 1,675 12,160 75 695 2,700 0 300: 1,520 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -2,075: 100 -2,100 0 0 0 -2,200 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 48.3 0.0 41.2 4.5 32.4 0.2 1.9 7.2 0.0 0.8: 4.1 3.1
Old : 100.0: 49.2 48.3 0.0 41.2 4.5 32.4 0.2 1.9 7.2 0.0 0.8: 4.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 59.9 75.0 79.4 86.8 57.2 63.0 70.5 73.6
Old : 59.9 75.0 79.4 86.8 57.2 63.0 70.5 73.6
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,335: 14,085 25,705 0 14,355 2,385 23,170 0 1,330 2,700 0 300: 1,365 1,260
Old : 45,335: 14,085 25,705 0 14,355 2,385 23,170 0 1,330 2,700 0 300: 1,365 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -2,315: -150 -2,300 0 -25 0 -2,175 0 -15 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 56.7 0.0 31.7 5.3 51.1 0.0 2.9 6.0 0.0 0.7: 3.0 2.8
Old : 100.0: 31.1 56.7 0.0 31.7 5.3 51.1 0.0 2.9 6.0 0.0 0.7: 3.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.5 78.7 91.9 93.0 72.3 66.9 78.8 79.1
Old : 75.5 78.7 91.9 93.0 72.3 66.9 78.8 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,574: 77,017 66,682 525 10,940 12,010 1,490 9,470 3,955 8,000 0 0: 19,577 19,517
Old : 122,574: 77,017 66,682 525 10,940 12,010 1,490 9,470 3,955 8,000 0 0: 19,577 19,517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 5,110: 4,125 5,705 -150 495 260 0 -2,225 290 0 0 0: 585 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 54.4 0.4 8.9 9.8 1.2 7.7 3.2 6.5 0.0 0.0: 16.0 15.9
Old : 100.0: 62.8 54.4 0.4 8.9 9.8 1.2 7.7 3.2 6.5 0.0 0.0: 16.0 15.9
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 : 38: 26 26 . . . . . . . 0 0:
Old : 38: 26 26 . . . . . . . 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 : 35.1 41.3 53.6 58.7 28.4 30.8 38.6 39.8
Old : 35.1 41.3 53.6 58.7 28.4 30.8 38.6 39.8
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,724: 56,380 42,649 0 17,911 9,674 0 3,145 8,550 7,180 0 0: 14,940 14,795
Old : 96,724: 56,380 42,649 0 17,911 9,674 0 3,145 8,550 7,180 0 0: 14,940 14,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,555: 215 1,665 0 600 0 0 -2,050 550 0 0 0: 790 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 44.1 0.0 18.5 10.0 0.0 3.3 8.8 7.4 0.0 0.0: 15.4 15.3
Old : 100.0: 58.3 44.1 0.0 18.5 10.0 0.0 3.3 8.8 7.4 0.0 0.0: 15.4 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 25 0 . . 0 . . . 0 0:
Old : 33: 23 25 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 : 41.6 42.8 63.3 62.2 34.0 30.3 42.0 39.4
Old : 41.6 42.8 63.3 62.2 34.0 30.3 42.0 39.4
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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 29, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 November 01, 2019