COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,258: 15,596 10,361 860 962 717 674 3,198 404 1,618 3,643 1,899: 490 1,074
Old : 22,258: 15,596 10,361 860 962 717 674 3,198 404 1,618 3,643 1,899: 490 1,074
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 172: 444 -407 3 78 26 -143 468 -37 -136 33 200: -185 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 46.5 3.9 4.3 3.2 3.0 14.4 1.8 7.3 16.4 8.5: 2.2 4.8
Old : 100.0: 70.1 46.5 3.9 4.3 3.2 3.0 14.4 1.8 7.3 16.4 8.5: 2.2 4.8
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 : 35: 13 14 . . 5 . 5 4 4 5 8:
Old : 35: 13 14 . . 5 . 5 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 : 49.9 47.6 68.6 70.3 34.5 37.6 45.5 48.6
Old : 49.9 47.6 68.6 70.3 34.5 37.6 45.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,485: 15,453 17,034 166 1,775 6,312 3,042 359 1,733 1,081 533 3,384: 314 355
Old : 31,485: 15,453 17,034 166 1,775 6,312 3,042 359 1,733 1,081 533 3,384: 314 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,922: -993 -1,268 145 -1,162 334 -514 322 -172 -380 388 -335: -7 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 54.1 0.5 5.6 20.0 9.7 1.1 5.5 3.4 1.7 10.7: 1.0 1.1
Old : 100.0: 49.1 54.1 0.5 5.6 20.0 9.7 1.1 5.5 3.4 1.7 10.7: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 25 . . . 4 . 6 6 6 12:
Old : 47: 25 25 . . . 4 . 6 6 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 49.6 70.5 67.9 20.5 19.9 25.2 24.8
Old : 47.7 49.6 70.5 67.9 20.5 19.9 25.2 24.8
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,241: 22,371 33,172 4,613 0 2,554 75 161 239 6,680 400 700: 9 15
Old : 37,241: 22,371 33,172 4,613 0 2,554 75 161 239 6,680 400 700: 9 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -3,035: -2,016 -1,540 631 0 -675 -39 36 -186 -485 -285 -265: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 89.1 12.4 0.0 6.9 0.2 0.4 0.6 17.9 1.1 1.9: 0.0 0.0
Old : 100.0: 60.1 89.1 12.4 0.0 6.9 0.2 0.4 0.6 17.9 1.1 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 21 . 0 . . . . 5 . 6:
Old : 37: 21 21 . 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 : 52.7 61.1 80.6 82.1 47.5 53.0 60.1 63.8
Old : 52.7 61.1 80.6 82.1 47.5 53.0 60.1 63.8
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,503: 20,289 23,506 466 483 1,324 100 0 50 3,525 450 675: 74 15
Old : 26,503: 20,289 23,506 466 483 1,324 100 0 50 3,525 450 675: 74 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,061: -2,354 -1,325 175 39 -325 -25 0 0 425 -500 50: -7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 88.7 1.8 1.8 5.0 0.4 0.0 0.2 13.3 1.7 2.5: 0.3 0.1
Old : 100.0: 76.6 88.7 1.8 1.8 5.0 0.4 0.0 0.2 13.3 1.7 2.5: 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 : 27: 14 13 . . . . 0 . . . .:
Old : 27: 14 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 : 62.2 75.6 84.3 89.1 62.2 70.9 78.9 81.7
Old : 62.2 75.6 84.3 89.1 62.2 70.9 78.9 81.7
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,265: 107,730 87,779 1,677 19,920 8,531 3,252 112 8,452 2,626 7,639 2,584: 413 248
Old : 135,265: 107,730 87,779 1,677 19,920 8,531 3,252 112 8,452 2,626 7,639 2,584: 413 248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -5,495: -6,727 -4,599 -308 -1,999 1,025 -203 -293 98 46 -421 559: 15 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 64.9 1.2 14.7 6.3 2.4 0.1 6.2 1.9 5.6 1.9: 0.3 0.2
Old : 100.0: 79.6 64.9 1.2 14.7 6.3 2.4 0.1 6.2 1.9 5.6 1.9: 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 : 58: 29 31 . 4 5 5 . 5 7 5 .:
Old : 58: 29 31 . 4 5 5 . 5 7 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 39.7 67.4 59.1 36.2 25.4 41.6 37.4
Old : 52.3 39.7 67.4 59.1 36.2 25.4 41.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,460: 63,188 58,593 5,250 9,063 3,736 150 1,531 2,463 738 125 900: 35 49
Old : 76,460: 63,188 58,593 5,250 9,063 3,736 150 1,531 2,463 738 125 900: 35 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,731: 1,796 1,826 0 359 -175 0 -489 110 -110 0 75: 35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 76.6 6.9 11.9 4.9 0.2 2.0 3.2 1.0 0.2 1.2: 0.0 0.1
Old : 100.0: 82.6 76.6 6.9 11.9 4.9 0.2 2.0 3.2 1.0 0.2 1.2: 0.0 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 : 40: 18 21 . . . . 6 . 5 . 4:
Old : 40: 18 21 . . . . 6 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 67.6 83.5 83.6 63.4 59.6 69.4 67.6
Old : 63.6 67.6 83.5 83.6 63.4 59.6 69.4 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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,492: 32,340 23,315 1,680 9,852 825 0 0 0 275 650 125: 247 725
Old : 35,492: 32,340 23,315 1,680 9,852 825 0 0 0 275 650 125: 247 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,635: 1,438 10 0 875 25 0 0 0 -25 50 -50: 247 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 65.7 4.7 27.8 2.3 0.0 0.0 0.0 0.8 1.8 0.4: 0.7 2.0
Old : 100.0: 91.1 65.7 4.7 27.8 2.3 0.0 0.0 0.0 0.8 1.8 0.4: 0.7 2.0
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 13 . . . 0 0 0 . . .:
Old : 23: 7 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 : 87.9 80.4 96.7 91.5 80.1 69.3 84.2 78.8
Old : 87.9 80.4 96.7 91.5 80.1 69.3 84.2 78.8
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,058: 38,224 35,760 480 18,500 7,271 15,488 248 514 420 340 5,395: 266 30
Old : 68,058: 38,224 35,760 480 18,500 7,271 15,488 248 514 420 340 5,395: 266 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -700: -620 -1,491 0 943 -328 -132 98 -17 0 -367 432: -35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 52.5 0.7 27.2 10.7 22.8 0.4 0.8 0.6 0.5 7.9: 0.4 0.0
Old : 100.0: 56.2 52.5 0.7 27.2 10.7 22.8 0.4 0.8 0.6 0.5 7.9: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 . 4 5 . . . . . .:
Old : 38: 21 21 . 4 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 51.8 74.7 72.0 46.9 40.5 53.6 51.3
Old : 52.2 51.8 74.7 72.0 46.9 40.5 53.6 51.3
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,772: 47,329 34,594 0 38,394 5,582 25,861 190 766 475 1,053 4,002: 757 191
Old : 84,772: 47,329 34,594 0 38,394 5,582 25,861 190 766 475 1,053 4,002: 757 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,325: -1,550 -1,871 0 1,112 -315 110 -220 80 5 -496 406: -61 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 40.8 0.0 45.3 6.6 30.5 0.2 0.9 0.6 1.2 4.7: 0.9 0.2
Old : 100.0: 55.8 40.8 0.0 45.3 6.6 30.5 0.2 0.9 0.6 1.2 4.7: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 23 0 4 4 8 . 5 . . .:
Old : 42: 21 23 0 4 4 8 . 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 61.9 71.4 78.6 49.2 55.4 63.0 63.7
Old : 52.8 61.9 71.4 78.6 49.2 55.4 63.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,501: 55,027 52,047 12,551 19,623 1,859 1,550 25 0 2,093 376 1,498: 923 73
Old : 75,501: 55,027 52,047 12,551 19,623 1,859 1,550 25 0 2,093 376 1,498: 923 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,914: -2,697 -1,197 -516 -1,596 -32 350 0 0 -77 -73 -2: 60 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 68.9 16.6 26.0 2.5 2.1 0.0 0.0 2.8 0.5 2.0: 1.2 0.1
Old : 100.0: 72.9 68.9 16.6 26.0 2.5 2.1 0.0 0.0 2.8 0.5 2.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 22 5 . . . . 0 . . .:
Old : 43: 22 22 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 : 46.5 74.4 66.1 84.3 45.0 74.4 60.5 80.3
Old : 46.5 74.4 66.1 84.3 45.0 74.4 60.5 80.3
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 97,485: 67,805 60,029 22,338 34,443 465 1,450 50 0 2,661 429 2,054: 712 15
Old : 97,485: 67,805 60,029 22,338 34,443 465 1,450 50 0 2,661 429 2,054: 712 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -4,904: -3,360 -1,671 -1,562 -3,154 -27 250 -50 0 57 1 29: -291 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 61.6 22.9 35.3 0.5 1.5 0.1 0.0 2.7 0.4 2.1: 0.7 0.0
Old : 100.0: 69.6 61.6 22.9 35.3 0.5 1.5 0.1 0.0 2.7 0.4 2.1: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 25 5 . 4 . . 0 . . .:
Old : 45: 23 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 : 45.3 71.8 66.4 84.5 44.9 71.7 64.6 82.4
Old : 45.3 71.8 66.4 84.5 44.9 71.7 64.6 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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,595: 31,980 42,545 10,735 0 1,355 0 0 0 400 420 0: 125 275
Old : 44,595: 31,980 42,545 10,735 0 1,355 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 29, 2019 :
: 255: 155 175 20 0 80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 95.4 24.1 0.0 3.0 0.0 0.0 0.0 0.9 0.9 0.0: 0.3 0.6
Old : 100.0: 71.7 95.4 24.1 0.0 3.0 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 : 68.3 86.2 86.0 94.2 63.9 82.8 76.7 85.7
Old : 68.3 86.2 86.0 94.2 63.9 82.8 76.7 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,434: 23,958 20,002 0 4,279 2,318 0 600 0 945 97 18: 195 120
Old : 27,434: 23,958 20,002 0 4,279 2,318 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 29, 2019 :
: 28: -292 -122 0 -170 320 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 72.9 0.0 15.6 8.4 0.0 2.2 0.0 3.4 0.4 0.1: 0.7 0.4
Old : 100.0: 87.3 72.9 0.0 15.6 8.4 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 : 58.2 65.1 77.4 85.2 49.3 55.0 61.6 64.9
Old : 58.2 65.1 77.4 85.2 49.3 55.0 61.6 64.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,279: 44,312 57,621 320 8,169 10,563 12,855 0 537 9,120 1,026 2,229: 344 135
Old : 80,279: 44,312 57,621 320 8,169 10,563 12,855 0 537 9,120 1,026 2,229: 344 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 4,195: 841 3,959 320 416 -387 523 0 28 2,720 69 131: 20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 71.8 0.4 10.2 13.2 16.0 0.0 0.7 11.4 1.3 2.8: 0.4 0.2
Old : 100.0: 55.2 71.8 0.4 10.2 13.2 16.0 0.0 0.7 11.4 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 : 56: 27 28 . . . 10 0 4 10 . 8:
Old : 56: 27 28 . . . 10 0 4 10 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 48.4 52.1 70.3 18.5 20.0 27.0 31.0
Old : 33.4 48.4 52.1 70.3 18.5 20.0 27.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,045: 16,672 23,344 0 3,143 2,241 3,850 0 100 6,191 165 700: 291 352
Old : 30,045: 16,672 23,344 0 3,143 2,241 3,850 0 100 6,191 165 700: 291 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,856: 340 2,856 0 0 0 0 0 0 2,516 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 77.7 0.0 10.5 7.5 12.8 0.0 0.3 20.6 0.5 2.3: 1.0 1.2
Old : 100.0: 55.5 77.7 0.0 10.5 7.5 12.8 0.0 0.3 20.6 0.5 2.3: 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 : 32: 19 19 0 . . . 0 . 4 . .:
Old : 32: 19 19 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 : 45.5 59.6 73.5 76.2 42.2 43.5 59.6 55.5
Old : 45.5 59.6 73.5 76.2 42.2 43.5 59.6 55.5
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,188: 41,643 49,345 7,632 0 2,208 0 0 0 500 345 75: 130 215
Old : 52,188: 41,643 49,345 7,632 0 2,208 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 29, 2019 :
: -25: 70 -50 -120 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 94.6 14.6 0.0 4.2 0.0 0.0 0.0 1.0 0.7 0.1: 0.2 0.4
Old : 100.0: 79.8 94.6 14.6 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 : 55.8 82.3 81.7 92.5 49.4 78.1 67.6 80.8
Old : 55.8 82.3 81.7 92.5 49.4 78.1 67.6 80.8
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,731: 33,934 27,323 0 7,167 5,424 485 1,410 0 900 190 135: 853 82
Old : 41,731: 33,934 27,323 0 7,167 5,424 485 1,410 0 900 190 135: 853 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 326: 10 111 0 -85 300 35 0 0 0 -1 1: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 65.5 0.0 17.2 13.0 1.2 3.4 0.0 2.2 0.5 0.3: 2.0 0.2
Old : 100.0: 81.3 65.5 0.0 17.2 13.0 1.2 3.4 0.0 2.2 0.5 0.3: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 0 . . . . 0 . . .:
Old : 34: 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 : 52.9 45.7 71.6 69.2 32.6 26.7 41.0 38.7
Old : 52.9 45.7 71.6 69.2 32.6 26.7 41.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,658: 48,578 59,223 7,815 130 1,760 0 0 0 2,932 200 0: 573 345
Old : 61,658: 48,578 59,223 7,815 130 1,760 0 0 0 2,932 200 0: 573 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,715: -2,283 -2,365 81 0 -350 0 0 0 -138 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 96.1 12.7 0.2 2.9 0.0 0.0 0.0 4.8 0.3 0.0: 0.9 0.6
Old : 100.0: 78.8 96.1 12.7 0.2 2.9 0.0 0.0 0.0 4.8 0.3 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 4 . . 0 0 0 . . 0:
Old : 29: 19 15 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 : 50.8 92.4 72.5 97.5 49.8 88.4 70.4 91.1
Old : 50.8 92.4 72.5 97.5 49.8 88.4 70.4 91.1
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,279: 52,221 57,219 5,739 800 2,720 0 0 0 3,259 3,300 60: 280 180
Old : 64,279: 52,221 57,219 5,739 800 2,720 0 0 0 3,259 3,300 60: 280 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -4,059: -3,025 -3,574 -843 -220 35 0 0 0 -210 -300 0: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 89.0 8.9 1.2 4.2 0.0 0.0 0.0 5.1 5.1 0.1: 0.4 0.3
Old : 100.0: 81.2 89.0 8.9 1.2 4.2 0.0 0.0 0.0 5.1 5.1 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 15 . . . 0 0 0 . . .:
Old : 32: 20 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 84.2 73.8 96.0 50.9 80.3 69.4 87.5
Old : 52.8 84.2 73.8 96.0 50.9 80.3 69.4 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 84,817: 64,416 79,025 13,432 186 4,371 188 0 45 1,058 68 314: 993 808
Old : 84,817: 64,416 79,025 13,432 186 4,371 188 0 45 1,058 68 314: 993 808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,268: -215 875 400 0 -20 77 0 -42 154 -523 190: 724 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 93.2 15.8 0.2 5.2 0.2 0.0 0.1 1.2 0.1 0.4: 1.2 1.0
Old : 100.0: 75.9 93.2 15.8 0.2 5.2 0.2 0.0 0.1 1.2 0.1 0.4: 1.2 1.0
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 24 5 . 4 . 0 . . . .:
Old : 39: 19 24 5 . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 55.0 77.7 79.1 59.1 52.4 72.8 73.3
Old : 60.5 55.0 77.7 79.1 59.1 52.4 72.8 73.3
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,380: 83,106 94,735 15,121 1,983 5,842 140 1,231 125 1,850 3,592 735: 1,461 136
Old : 108,380: 83,106 94,735 15,121 1,983 5,842 140 1,231 125 1,850 3,592 735: 1,461 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,122: -2,535 8 -61 -507 94 0 -51 -14 353 -705 -43: 1,084 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 87.4 14.0 1.8 5.4 0.1 1.1 0.1 1.7 3.3 0.7: 1.3 0.1
Old : 100.0: 76.7 87.4 14.0 1.8 5.4 0.1 1.1 0.1 1.7 3.3 0.7: 1.3 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 : 59: 24 28 5 . 4 . 8 . 4 6 4:
Old : 59: 24 28 5 . 4 . 8 . 4 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 : 52.4 48.6 71.5 76.3 50.9 47.3 64.1 63.9
Old : 52.4 48.6 71.5 76.3 50.9 47.3 64.1 63.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,283: 39,630 49,950 16,758 567 960 0 1,631 250 50 2,500 125: 510 2,300
Old : 58,283: 39,630 49,950 16,758 567 960 0 1,631 250 50 2,500 125: 510 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 425: 85 -1,550 0 125 -150 0 0 0 0 -300 0: 490 2,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 85.7 28.8 1.0 1.6 0.0 2.8 0.4 0.1 4.3 0.2: 0.9 3.9
Old : 100.0: 68.0 85.7 28.8 1.0 1.6 0.0 2.8 0.4 0.1 4.3 0.2: 0.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.4 83.1 94.4 90.7 75.2 81.2 90.9 85.8
Old : 75.4 83.1 94.4 90.7 75.2 81.2 90.9 85.8
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,265: 41,177 50,135 9,197 0 60 0 0 0 0 470 465: 366 135
Old : 51,265: 41,177 50,135 9,197 0 60 0 0 0 0 470 465: 366 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,500: -66 1,500 900 0 0 0 0 0 0 -435 300: 366 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 97.8 17.9 0.0 0.1 0.0 0.0 0.0 0.0 0.9 0.9: 0.7 0.3
Old : 100.0: 80.3 97.8 17.9 0.0 0.1 0.0 0.0 0.0 0.0 0.9 0.9: 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 : 23: 11 8 . 0 . 0 0 0 0 . .:
Old : 23: 11 8 . 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 : 80.1 97.0 96.5 98.8 80.0 95.7 95.9 97.2
Old : 80.1 97.0 96.5 98.8 80.0 95.7 95.9 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,138: 46,880 56,842 10,514 0 1,734 925 0 100 504 1,956 1,407: 74 99
Old : 62,138: 46,880 56,842 10,514 0 1,734 925 0 100 504 1,956 1,407: 74 99
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 47: 1,214 104 -725 0 -385 100 -100 -100 -12 534 5: -50 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 91.5 16.9 0.0 2.8 1.5 0.0 0.2 0.8 3.1 2.3: 0.1 0.2
Old : 100.0: 75.4 91.5 16.9 0.0 2.8 1.5 0.0 0.2 0.8 3.1 2.3: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 21 4 0 . 4 0 . . . .:
Old : 33: 19 21 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 : 48.7 84.9 74.5 94.2 47.5 82.2 69.0 85.2
Old : 48.7 84.9 74.5 94.2 47.5 82.2 69.0 85.2
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,998: 45,797 55,924 9,722 401 634 1,087 110 3,230 946 1,391 2,211: 371 97
Old : 63,998: 45,797 55,924 9,722 401 634 1,087 110 3,230 946 1,391 2,211: 371 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,114: -54 -1,420 -946 -5 -19 -101 -220 0 35 587 -3: -26 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 87.4 15.2 0.6 1.0 1.7 0.2 5.0 1.5 2.2 3.5: 0.6 0.2
Old : 100.0: 71.6 87.4 15.2 0.6 1.0 1.7 0.2 5.0 1.5 2.2 3.5: 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 : 38: 21 21 . . . 7 . . . . .:
Old : 38: 21 21 . . . 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 : 49.2 73.9 73.6 86.0 47.9 67.7 65.9 73.8
Old : 49.2 73.9 73.6 86.0 47.9 67.7 65.9 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,325: 15,805 27,220 11,066 0 519 0 450 80 690 0 0: 165 56
Old : 28,325: 15,805 27,220 11,066 0 519 0 450 80 690 0 0: 165 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,839: -1,422 -1,789 -389 0 -5 0 -35 0 -95 0 0: 72 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 96.1 39.1 0.0 1.8 0.0 1.6 0.3 2.4 0.0 0.0: 0.6 0.2
Old : 100.0: 55.8 96.1 39.1 0.0 1.8 0.0 1.6 0.3 2.4 0.0 0.0: 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 : 23: 14 11 4 0 . 0 . . . 0 0:
Old : 23: 14 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 : 65.7 81.0 81.9 96.3 64.1 73.9 78.1 87.0
Old : 65.7 81.0 81.9 96.3 64.1 73.9 78.1 87.0
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 28,160: 16,120 27,771 10,979 0 287 0 0 0 575 0 0: 199 102
Old : 28,160: 16,120 27,771 10,979 0 287 0 0 0 575 0 0: 199 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,386: -810 -1,325 -509 0 -1 0 -80 0 -65 0 0: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 98.6 39.0 0.0 1.0 0.0 0.0 0.0 2.0 0.0 0.0: 0.7 0.4
Old : 100.0: 57.2 98.6 39.0 0.0 1.0 0.0 0.0 0.0 2.0 0.0 0.0: 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 : 23: 14 9 5 0 . 0 0 0 . 0 0:
Old : 23: 14 9 5 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 84.5 79.2 98.2 62.4 75.2 74.0 85.6
Old : 63.9 84.5 79.2 98.2 62.4 75.2 74.0 85.6
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,878: 26,418 26,228 3,833 3,000 1,200 365 865 194 184 719 670: 14 2
Old : 32,878: 26,418 26,228 3,833 3,000 1,200 365 865 194 184 719 670: 14 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,598: -1,165 -1,086 -9 -30 -98 145 166 -241 125 317 -149: -206 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.8 11.7 9.1 3.6 1.1 2.6 0.6 0.6 2.2 2.0: 0.0 0.0
Old : 100.0: 80.4 79.8 11.7 9.1 3.6 1.1 2.6 0.6 0.6 2.2 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 20 . . . . . . . . .:
Old : 34: 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 : 65.7 57.9 82.7 77.4 57.3 56.2 72.0 68.3
Old : 65.7 57.9 82.7 77.4 57.3 56.2 72.0 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,176: 17,454 18,170 2,662 0 120 0 1,270 0 46 967 554: 340 95
Old : 21,176: 17,454 18,170 2,662 0 120 0 1,270 0 46 967 554: 340 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -226: -618 -79 352 0 0 0 -105 0 21 34 -21: 40 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 85.8 12.6 0.0 0.6 0.0 6.0 0.0 0.2 4.6 2.6: 1.6 0.4
Old : 100.0: 82.4 85.8 12.6 0.0 0.6 0.0 6.0 0.0 0.2 4.6 2.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 15 . 0 . 0 . 0 . . .:
Old : 24: 12 15 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 73.2 91.6 85.6 77.1 71.4 86.8 82.2
Old : 77.6 73.2 91.6 85.6 77.1 71.4 86.8 82.2
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,913: 45,771 37,499 7,890 15,126 344 0 2,141 859 1,734 662 219: 96 63
Old : 56,913: 45,771 37,499 7,890 15,126 344 0 2,141 859 1,734 662 219: 96 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,659: -1,822 -2,671 -553 -12 -10 -364 -119 139 -125 -49 67: 9 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 65.9 13.9 26.6 0.6 0.0 3.8 1.5 3.0 1.2 0.4: 0.2 0.1
Old : 100.0: 80.4 65.9 13.9 26.6 0.6 0.0 3.8 1.5 3.0 1.2 0.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 23 6 . 5 0 . . 4 . 4:
Old : 42: 24 23 6 . 5 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 : 61.2 63.9 73.7 80.9 51.0 59.0 62.7 69.3
Old : 61.2 63.9 73.7 80.9 51.0 59.0 62.7 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,515: 33,714 19,059 3,030 16,620 831 84 1,036 579 433 797 473: 371 120
Old : 39,515: 33,714 19,059 3,030 16,620 831 84 1,036 579 433 797 473: 371 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -844: -675 -1,118 -140 197 0 -27 0 27 -51 2 48: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 48.2 7.7 42.1 2.1 0.2 2.6 1.5 1.1 2.0 1.2: 0.9 0.3
Old : 100.0: 85.3 48.2 7.7 42.1 2.1 0.2 2.6 1.5 1.1 2.0 1.2: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 16 5 . . . . . . . .:
Old : 34: 19 16 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 70.0 81.6 84.7 58.1 66.4 68.6 74.5
Old : 66.8 70.0 81.6 84.7 58.1 66.4 68.6 74.5
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,122: 10,659 18,788 6,854 0 1,919 340 300 100 1,100 0 0: 150 15
Old : 21,122: 10,659 18,788 6,854 0 1,919 340 300 100 1,100 0 0: 150 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 473: -367 1,045 1,572 0 -522 -420 0 100 275 0 -150: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 88.9 32.4 0.0 9.1 1.6 1.4 0.5 5.2 0.0 0.0: 0.7 0.1
Old : 100.0: 50.5 88.9 32.4 0.0 9.1 1.6 1.4 0.5 5.2 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 . 0 . . . . . 0 0:
Old : 24: 14 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 : 68.2 79.9 89.8 90.9 59.1 74.7 76.9 79.3
Old : 68.2 79.9 89.8 90.9 59.1 74.7 76.9 79.3
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,299: 10,462 9,460 463 640 844 0 100 0 50 970 280: 200 5
Old : 12,299: 10,462 9,460 463 640 844 0 100 0 50 970 280: 200 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,016: -774 -865 -196 -70 0 0 -25 0 0 -35 -15: -31 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 76.9 3.8 5.2 6.9 0.0 0.8 0.0 0.4 7.9 2.3: 1.6 0.0
Old : 100.0: 85.1 76.9 3.8 5.2 6.9 0.0 0.8 0.0 0.4 7.9 2.3: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 67.5 77.0 88.3 92.8 57.3 73.1 74.4 78.9
Old : 67.5 77.0 88.3 92.8 57.3 73.1 74.4 78.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,466: 10,791 9,460 609 640 691 0 100 0 50 1,370 205: 120 0
Old : 12,466: 10,791 9,460 609 640 691 0 100 0 50 1,370 205: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,010: -826 -865 -169 -70 0 0 -25 0 0 -35 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 75.9 4.9 5.1 5.5 0.0 0.8 0.0 0.4 11.0 1.6: 1.0 0.0
Old : 100.0: 86.6 75.9 4.9 5.1 5.5 0.0 0.8 0.0 0.4 11.0 1.6: 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 : 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 : 64.6 77.4 87.3 93.0 55.5 75.3 74.5 81.1
Old : 64.6 77.4 87.3 93.0 55.5 75.3 74.5 81.1
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,398: 8,559 13,695 4,890 1,603 195 0 100 0 2,090 275 485: 179 45
Old : 16,398: 8,559 13,695 4,890 1,603 195 0 100 0 2,090 275 485: 179 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,615: -747 -880 -530 -674 0 0 -50 0 -335 0 0: -3 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 83.5 29.8 9.8 1.2 0.0 0.6 0.0 12.7 1.7 3.0: 1.1 0.3
Old : 100.0: 52.2 83.5 29.8 9.8 1.2 0.0 0.6 0.0 12.7 1.7 3.0: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . . 0 . 0 . . .:
Old : 28: 14 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 67.3 85.1 84.1 59.7 58.6 75.8 70.7
Old : 60.3 67.3 85.1 84.1 59.7 58.6 75.8 70.7
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,206: 7,756 13,460 5,211 1,593 195 0 100 0 2,160 275 540: 344 43
Old : 16,206: 7,756 13,460 5,211 1,593 195 0 100 0 2,160 275 540: 344 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,524: -770 -800 -593 -669 0 0 -50 0 -320 0 0: 159 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 83.1 32.2 9.8 1.2 0.0 0.6 0.0 13.3 1.7 3.3: 2.1 0.3
Old : 100.0: 47.9 83.1 32.2 9.8 1.2 0.0 0.6 0.0 13.3 1.7 3.3: 2.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 13 . . . 0 . 0 . . .:
Old : 27: 13 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 66.6 85.9 83.5 60.5 56.1 76.0 70.3
Old : 63.2 66.6 85.9 83.5 60.5 56.1 76.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,473: 28,248 37,008 8,335 400 1,160 0 225 0 1,530 525 2,135: 65 20
Old : 41,473: 28,248 37,008 8,335 400 1,160 0 225 0 1,530 525 2,135: 65 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,541: -1,766 -2,171 -643 -200 -90 0 -95 0 -30 0 -5: -7 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 89.2 20.1 1.0 2.8 0.0 0.5 0.0 3.7 1.3 5.1: 0.2 0.0
Old : 100.0: 68.1 89.2 20.1 1.0 2.8 0.0 0.5 0.0 3.7 1.3 5.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 12 4 . . 0 . 0 6 . .:
Old : 36: 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 : 65.7 75.1 80.8 90.3 59.2 67.5 70.8 78.7
Old : 65.7 75.1 80.8 90.3 59.2 67.5 70.8 78.7
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,401: 28,333 37,174 7,773 400 1,017 0 225 0 2,150 525 2,060: 68 0
Old : 41,401: 28,333 37,174 7,773 400 1,017 0 225 0 2,150 525 2,060: 68 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -2,736: -1,791 -2,201 -656 -200 -200 0 -95 0 -45 -5 -35: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 89.8 18.8 1.0 2.5 0.0 0.5 0.0 5.2 1.3 5.0: 0.2 0.0
Old : 100.0: 68.4 89.8 18.8 1.0 2.5 0.0 0.5 0.0 5.2 1.3 5.0: 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 13 4 . . 0 . 0 7 . 4:
Old : 37: 19 13 4 . . 0 . 0 7 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 76.9 79.6 90.2 58.9 69.3 70.6 78.9
Old : 65.5 76.9 79.6 90.2 58.9 69.3 70.6 78.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,747: 83,240 75,380 22,720 20,072 1,955 740 1,350 60 870 10,724 1,127: 35 79
Old : 110,747: 83,240 75,380 22,720 20,072 1,955 740 1,350 60 870 10,724 1,127: 35 79
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -5,657: -4,238 -5,423 -1,217 -43 128 -200 245 -45 140 -334 -245: 20 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 68.1 20.5 18.1 1.8 0.7 1.2 0.1 0.8 9.7 1.0: 0.0 0.1
Old : 100.0: 75.2 68.1 20.5 18.1 1.8 0.7 1.2 0.1 0.8 9.7 1.0: 0.0 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 : 57: 32 26 . 4 . . . . . 7 5:
Old : 57: 32 26 . 4 . . . . . 7 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 : 37.5 50.2 60.6 75.6 34.2 48.7 57.4 67.9
Old : 37.5 50.2 60.6 75.6 34.2 48.7 57.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,767: 89,972 85,936 25,510 20,084 1,255 545 1,102 90 955 9,875 1,425: 15 0
Old : 119,767: 89,972 85,936 25,510 20,084 1,255 545 1,102 90 955 9,875 1,425: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -6,996: -5,249 -5,470 -885 -394 -405 -145 135 45 -35 -570 -322: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 71.8 21.3 16.8 1.0 0.5 0.9 0.1 0.8 8.2 1.2: 0.0 0.0
Old : 100.0: 75.1 71.8 21.3 16.8 1.0 0.5 0.9 0.1 0.8 8.2 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 : 63: 32 28 . 4 5 . . . 5 9 6:
Old : 63: 32 28 . 4 5 . . . 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 : 33.4 51.2 57.0 74.7 30.4 48.9 51.4 67.6
Old : 33.4 51.2 57.0 74.7 30.4 48.9 51.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 503,163: 276,414 305,437 36,953 3,449 103,900 14,206 21,813 35,008 10,983 7,798 25,433: 266 325
Old : 503,163: 276,414 305,437 36,953 3,449 103,900 14,206 21,813 35,008 10,983 7,798 25,433: 266 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -3,291: -2,066 -3,346 -5,191 68 617 -651 -2,149 1,115 2,341 -564 807: -262 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 60.7 7.3 0.7 20.6 2.8 4.3 7.0 2.2 1.5 5.1: 0.1 0.1
Old : 100.0: 54.9 60.7 7.3 0.7 20.6 2.8 4.3 7.0 2.2 1.5 5.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 33 32 5 . 7 9 9 9 11 11 14:
Old : 87: 33 32 5 . 7 9 9 9 11 11 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 : 43.6 40.1 63.2 63.1 14.7 15.2 19.6 21.2
Old : 43.6 40.1 63.2 63.1 14.7 15.2 19.6 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,281: 9,222 14,977 2,655 829 475 570 0 0 3,345 0 0: 14 0
Old : 16,281: 9,222 14,977 2,655 829 475 570 0 0 3,345 0 0: 14 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -1,032: -705 -796 150 -86 -150 -65 0 0 -65 0 0: -197 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 92.0 16.3 5.1 2.9 3.5 0.0 0.0 20.5 0.0 0.0: 0.1 0.0
Old : 100.0: 56.6 92.0 16.3 5.1 2.9 3.5 0.0 0.0 20.5 0.0 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 : 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 : 57.1 92.8 76.8 99.3 57.0 89.0 76.6 95.3
Old : 57.1 92.8 76.8 99.3 57.0 89.0 76.6 95.3
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,913: 8,606 14,720 2,608 73 850 150 210 60 3,425 0 0: 214 0
Old : 15,913: 8,606 14,720 2,608 73 850 150 210 60 3,425 0 0: 214 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -924: -691 -565 259 1 -260 0 -100 0 -10 0 0: -222 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 92.5 16.4 0.5 5.3 0.9 1.3 0.4 21.5 0.0 0.0: 1.3 0.0
Old : 100.0: 54.1 92.5 16.4 0.5 5.3 0.9 1.3 0.4 21.5 0.0 0.0: 1.3 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 : 26: 15 7 . . . . . . . 0 0:
Old : 26: 15 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 : 59.1 92.6 79.5 99.3 59.0 88.7 77.1 92.6
Old : 59.1 92.6 79.5 99.3 59.0 88.7 77.1 92.6
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,606: 2,201 3,381 600 25 0 200 0 0 600 200 0: 5 0
Old : 3,606: 2,201 3,381 600 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 29, 2019 :
: 250: -350 250 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 93.8 16.6 0.7 0.0 5.5 0.0 0.0 16.6 5.5 0.0: 0.1 0.0
Old : 100.0: 61.0 93.8 16.6 0.7 0.0 5.5 0.0 0.0 16.6 5.5 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 : 26: 10 14 . . 0 . 0 0 . . 0:
Old : 26: 10 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 : 52.7 62.4 83.2 84.6 51.9 62.4 79.6 81.1
Old : 52.7 62.4 83.2 84.6 51.9 62.4 79.6 81.1
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,296: 42,287 46,278 12,724 7,850 85 0 433 995 0 450 0: 9,205 9,205
Old : 65,296: 42,287 46,278 12,724 7,850 85 0 433 995 0 450 0: 9,205 9,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,410: 360 730 320 250 0 0 -300 0 0 0 0: 730 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 70.9 19.5 12.0 0.1 0.0 0.7 1.5 0.0 0.7 0.0: 14.1 14.1
Old : 100.0: 64.8 70.9 19.5 12.0 0.1 0.0 0.7 1.5 0.0 0.7 0.0: 14.1 14.1
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 : 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 : 70.6 53.6 80.9 72.1 65.0 53.0 71.1 67.9
Old : 70.6 53.6 80.9 72.1 65.0 53.0 71.1 67.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,382: 38,078 38,564 10,536 8,240 0 0 1,795 375 0 0 0: 8,393 8,408
Old : 57,382: 38,078 38,564 10,536 8,240 0 0 1,795 375 0 0 0: 8,393 8,408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,615: 340 785 240 180 0 0 -400 185 0 0 0: 850 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 67.2 18.4 14.4 0.0 0.0 3.1 0.7 0.0 0.0 0.0: 14.6 14.7
Old : 100.0: 66.4 67.2 18.4 14.4 0.0 0.0 3.1 0.7 0.0 0.0 0.0: 14.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 19 . . 0 0 . . 0 0 0:
Old : 25: 15 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 52.8 80.5 72.4 68.0 51.9 71.5 66.9
Old : 72.2 52.8 80.5 72.4 68.0 51.9 71.5 66.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 29, 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: 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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 29, 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: 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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,890: 21,125 20,559 5,385 18,316 498 12,530 0 4,385 0 685 350: 3,617 3,097
Old : 47,890: 21,125 20,559 5,385 18,316 498 12,530 0 4,385 0 685 350: 3,617 3,097
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 375: 197 172 255 -70 66 -355 0 225 0 0 0: -13 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 42.9 11.2 38.2 1.0 26.2 0.0 9.2 0.0 1.4 0.7: 7.6 6.5
Old : 100.0: 44.1 42.9 11.2 38.2 1.0 26.2 0.0 9.2 0.0 1.4 0.7: 7.6 6.5
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 : 25: 15 19 . . . . 0 . 0 . .:
Old : 25: 15 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 : 59.9 64.9 77.4 78.0 44.9 48.5 53.0 55.1
Old : 59.9 64.9 77.4 78.0 44.9 48.5 53.0 55.1
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,495: 10,099 10,354 4,795 9,050 0 5,120 470 3,675 0 410 400: 2,406 2,136
Old : 26,495: 10,099 10,354 4,795 9,050 0 5,120 470 3,675 0 410 400: 2,406 2,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -260: -190 -375 215 0 -18 -300 0 0 0 100 0: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 39.1 18.1 34.2 0.0 19.3 1.8 13.9 0.0 1.5 1.5: 9.1 8.1
Old : 100.0: 38.1 39.1 18.1 34.2 0.0 19.3 1.8 13.9 0.0 1.5 1.5: 9.1 8.1
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: 12 14 . . 0 . . . 0 . .:
Old : 20: 12 14 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 68.6 80.2 81.5 50.7 53.9 57.9 59.3
Old : 64.3 68.6 80.2 81.5 50.7 53.9 57.9 59.3
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,185: 17,640 9,975 4,035 700 770 460 11,850 2,075 0 0 0: 1,205 815
Old : 26,185: 17,640 9,975 4,035 700 770 460 11,850 2,075 0 0 0: 1,205 815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 80: 120 80 0 -80 0 0 120 -120 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 38.1 15.4 2.7 2.9 1.8 45.3 7.9 0.0 0.0 0.0: 4.6 3.1
Old : 100.0: 67.4 38.1 15.4 2.7 2.9 1.8 45.3 7.9 0.0 0.0 0.0: 4.6 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 : 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 : 61.3 79.8 83.0 90.1 44.0 52.6 52.2 55.9
Old : 61.3 79.8 83.0 90.1 44.0 52.6 52.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,133: 48,085 34,458 11,153 32,895 3,260 8,425 2,435 2,060 3,080 425 1,315: 19,755 20,285
Old : 97,133: 48,085 34,458 11,153 32,895 3,260 8,425 2,435 2,060 3,080 425 1,315: 19,755 20,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,975: 2,007 1,850 -590 300 0 3,150 50 -150 -2,400 0 0: 958 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 35.5 11.5 33.9 3.4 8.7 2.5 2.1 3.2 0.4 1.4: 20.3 20.9
Old : 100.0: 49.5 35.5 11.5 33.9 3.4 8.7 2.5 2.1 3.2 0.4 1.4: 20.3 20.9
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 : 32: 19 22 . . . . . . . . .:
Old : 32: 19 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.3 68.0 59.8 45.0 44.1 55.8 53.3
Old : 51.7 45.3 68.0 59.8 45.0 44.1 55.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 92,516: 45,184 32,404 12,415 31,725 3,260 9,750 2,010 1,900 0 610 1,570: 18,437 19,037
Old : 92,516: 45,184 32,404 12,415 31,725 3,260 9,750 2,010 1,900 0 610 1,570: 18,437 19,037
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 4,005: 2,269 2,020 -650 300 0 3,150 50 -50 -1,890 510 265: 911 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 35.0 13.4 34.3 3.5 10.5 2.2 2.1 0.0 0.7 1.7: 19.9 20.6
Old : 100.0: 48.8 35.0 13.4 34.3 3.5 10.5 2.2 2.1 0.0 0.7 1.7: 19.9 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 : 31: 19 21 . . . . . . 0 . .:
Old : 31: 19 21 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 44.9 68.4 60.6 47.5 43.5 56.4 52.7
Old : 53.9 44.9 68.4 60.6 47.5 43.5 56.4 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,886: 13,577 8,285 2,900 2,037 1,904 2,280 7,315 550 955 3,140 345: 4,375 3,310
Old : 26,886: 13,577 8,285 2,900 2,037 1,904 2,280 7,315 550 955 3,140 345: 4,375 3,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 105: -207 -397 150 310 0 0 395 50 -150 -275 0: 262 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 30.8 10.8 7.6 7.1 8.5 27.2 2.0 3.6 11.7 1.3: 16.3 12.3
Old : 100.0: 50.5 30.8 10.8 7.6 7.1 8.5 27.2 2.0 3.6 11.7 1.3: 16.3 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 9 . . . . . . . . .:
Old : 26: 16 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 57.9 58.2 77.6 35.3 50.6 53.1 62.1
Old : 36.9 57.9 58.2 77.6 35.3 50.6 53.1 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,936: 12,532 8,460 2,740 2,337 1,446 2,280 10,465 550 2,015 50 1,360: 5,013 3,268
Old : 27,936: 12,532 8,460 2,740 2,337 1,446 2,280 10,465 550 2,015 50 1,360: 5,013 3,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 930: -207 -397 150 310 0 0 995 50 710 -15 -35: 262 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 30.3 9.8 8.4 5.2 8.2 37.5 2.0 7.2 0.2 4.9: 17.9 11.7
Old : 100.0: 44.9 30.3 9.8 8.4 5.2 8.2 37.5 2.0 7.2 0.2 4.9: 17.9 11.7
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 : 24: 14 9 . . . . . . . . .:
Old : 24: 14 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 60.1 58.8 78.0 34.0 53.6 51.4 62.7
Old : 36.7 60.1 58.8 78.0 34.0 53.6 51.4 62.7
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,269: 13,073 8,255 37 8,775 850 9,540 75 400 0 5,925 70: 3,299 2,919
Old : 27,269: 13,073 8,255 37 8,775 850 9,540 75 400 0 5,925 70: 3,299 2,919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 150: 0 100 37 -113 113 0 0 0 0 55 -5: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 30.3 0.1 32.2 3.1 35.0 0.3 1.5 0.0 21.7 0.3: 12.1 10.7
Old : 100.0: 47.9 30.3 0.1 32.2 3.1 35.0 0.3 1.5 0.0 21.7 0.3: 12.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 6 . . . . . . 0 . .:
Old : 21: 13 6 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 74.0 84.2 86.7 67.6 70.3 78.3 80.0
Old : 68.9 74.0 84.2 86.7 67.6 70.3 78.3 80.0
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,531: 12,607 8,260 218 8,575 613 9,540 75 400 50 5,810 70: 3,033 2,728
Old : 26,531: 12,607 8,260 218 8,575 613 9,540 75 400 50 5,810 70: 3,033 2,728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 150: 0 100 150 0 0 0 0 0 0 55 -5: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 31.1 0.8 32.3 2.3 36.0 0.3 1.5 0.2 21.9 0.3: 11.4 10.3
Old : 100.0: 47.5 31.1 0.8 32.3 2.3 36.0 0.3 1.5 0.2 21.9 0.3: 11.4 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 : 68.9 75.6 83.6 88.1 67.6 72.4 78.9 81.9
Old : 68.9 75.6 83.6 88.1 67.6 72.4 78.9 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,148: 15,661 42,811 6,597 8,440 140 18,515 0 0 10,625 0 0: 4,610 4,757
Old : 56,148: 15,661 42,811 6,597 8,440 140 18,515 0 0 10,625 0 0: 4,610 4,757
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 905: 395 520 -315 0 0 320 0 0 120 0 0: 385 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 76.2 11.7 15.0 0.2 33.0 0.0 0.0 18.9 0.0 0.0: 8.2 8.5
Old : 100.0: 27.9 76.2 11.7 15.0 0.2 33.0 0.0 0.0 18.9 0.0 0.0: 8.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 14 . . . . 0 0 . 0 0:
Old : 24: 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 : 64.9 79.4 85.6 88.2 64.1 79.3 81.8 86.4
Old : 64.9 79.4 85.6 88.2 64.1 79.3 81.8 86.4
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,870: 17,432 40,583 6,170 11,350 140 18,340 0 0 10,105 0 0: 4,683 4,797
Old : 56,870: 17,432 40,583 6,170 11,350 140 18,340 0 0 10,105 0 0: 4,683 4,797
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 881: 406 531 -295 0 0 320 0 0 100 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 71.4 10.8 20.0 0.2 32.2 0.0 0.0 17.8 0.0 0.0: 8.2 8.4
Old : 100.0: 30.7 71.4 10.8 20.0 0.2 32.2 0.0 0.0 17.8 0.0 0.0: 8.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 14 . . . . 0 0 . 0 0:
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 : 63.1 81.3 86.7 88.3 62.3 81.2 84.1 87.4
Old : 63.1 81.3 86.7 88.3 62.3 81.2 84.1 87.4
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,680: 23,370 53,320 760 4,465 2,260 7,880 0 1,355 25,595 0 135: 4,325 4,145
Old : 65,680: 23,370 53,320 760 4,465 2,260 7,880 0 1,355 25,595 0 135: 4,325 4,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,115: 700 1,000 -350 175 -60 225 0 -200 600 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 81.2 1.2 6.8 3.4 12.0 0.0 2.1 39.0 0.0 0.2: 6.6 6.3
Old : 100.0: 35.6 81.2 1.2 6.8 3.4 12.0 0.0 2.1 39.0 0.0 0.2: 6.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.5 76.2 76.3 88.5 55.3 75.4 73.1 83.5
Old : 57.5 76.2 76.3 88.5 55.3 75.4 73.1 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,030: 23,580 52,050 0 4,585 2,815 7,380 0 1,655 25,495 0 60: 4,045 3,865
Old : 65,030: 23,580 52,050 0 4,585 2,815 7,380 0 1,655 25,495 0 60: 4,045 3,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,250: 900 950 -480 295 60 225 0 -200 600 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 80.0 0.0 7.1 4.3 11.3 0.0 2.5 39.2 0.0 0.1: 6.2 5.9
Old : 100.0: 36.3 80.0 0.0 7.1 4.3 11.3 0.0 2.5 39.2 0.0 0.1: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 10 0 . . 4 0 . 4 0 .:
Old : 32: 18 10 0 . . 4 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 75.1 76.5 88.9 54.7 74.2 73.1 82.3
Old : 57.4 75.1 76.5 88.9 54.7 74.2 73.1 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,995: 11,575 7,415 330 300 3,530 50 5,910 25 2,040 450 330: 1,115 1,035
Old : 18,995: 11,575 7,415 330 300 3,530 50 5,910 25 2,040 450 330: 1,115 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 45: 0 0 250 0 0 -50 0 0 -200 0 70: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 39.0 1.7 1.6 18.6 0.3 31.1 0.1 10.7 2.4 1.7: 5.9 5.4
Old : 100.0: 60.9 39.0 1.7 1.6 18.6 0.3 31.1 0.1 10.7 2.4 1.7: 5.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 58.7 58.8 79.2 87.3 47.4 56.0 61.6 69.9
Old : 58.7 58.8 79.2 87.3 47.4 56.0 61.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,460: 9,935 7,380 295 300 3,160 50 5,910 25 2,815 450 205: 1,975 1,030
Old : 18,460: 9,935 7,380 295 300 3,160 50 5,910 25 2,815 450 205: 1,975 1,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -10: 0 0 25 0 0 -50 0 0 25 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 40.0 1.6 1.6 17.1 0.3 32.0 0.1 15.2 2.4 1.1: 10.7 5.6
Old : 100.0: 53.8 40.0 1.6 1.6 17.1 0.3 32.0 0.1 15.2 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 : 59.6 58.5 79.4 87.9 49.8 57.6 61.1 71.9
Old : 59.6 58.5 79.4 87.9 49.8 57.6 61.1 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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,580: 36,980 38,545 600 1,085 3,410 2,350 19,005 1,050 19,735 1,150 1,185: 5,270 5,150
Old : 70,580: 36,980 38,545 600 1,085 3,410 2,350 19,005 1,050 19,735 1,150 1,185: 5,270 5,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,055: 605 495 0 190 -50 -75 100 0 255 0 205: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 54.6 0.9 1.5 4.8 3.3 26.9 1.5 28.0 1.6 1.7: 7.5 7.3
Old : 100.0: 52.4 54.6 0.9 1.5 4.8 3.3 26.9 1.5 28.0 1.6 1.7: 7.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 12 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 : 60.2 63.8 74.1 81.7 58.9 62.3 72.8 78.0
Old : 60.2 63.8 74.1 81.7 58.9 62.3 72.8 78.0
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,605: 36,005 36,430 1,470 305 3,320 2,320 19,005 1,045 16,975 1,150 1,360: 5,110 4,990
Old : 67,605: 36,005 36,430 1,470 305 3,320 2,320 19,005 1,045 16,975 1,150 1,360: 5,110 4,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,105: 680 570 -350 -160 230 -75 100 0 255 0 195: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 53.9 2.2 0.5 4.9 3.4 28.1 1.5 25.1 1.7 2.0: 7.6 7.4
Old : 100.0: 53.3 53.9 2.2 0.5 4.9 3.4 28.1 1.5 25.1 1.7 2.0: 7.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 13 15 . . . . . . 5 . .:
Old : 32: 13 15 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 65.0 74.2 81.4 58.4 63.3 71.0 78.1
Old : 60.0 65.0 74.2 81.4 58.4 63.3 71.0 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,518: 35,380 20,510 1,285 15,095 2,450 12,470 305 2,365 50 13,620 15: 2,503 2,158
Old : 56,518: 35,380 20,510 1,285 15,095 2,450 12,470 305 2,365 50 13,620 15: 2,503 2,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 450: 115 30 100 570 -70 235 50 0 0 -200 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 36.3 2.3 26.7 4.3 22.1 0.5 4.2 0.1 24.1 0.0: 4.4 3.8
Old : 100.0: 62.6 36.3 2.3 26.7 4.3 22.1 0.5 4.2 0.1 24.1 0.0: 4.4 3.8
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 : 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 71.5 77.0 88.9 48.8 67.6 68.4 79.5
Old : 52.9 71.5 77.0 88.9 48.8 67.6 68.4 79.5
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,624: 31,339 18,560 80 10,934 3,220 8,520 300 2,440 125 10,420 505: 1,395 1,245
Old : 47,624: 31,339 18,560 80 10,934 3,220 8,520 300 2,440 125 10,420 505: 1,395 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 400: 115 -20 80 550 -50 185 50 0 0 -200 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 39.0 0.2 23.0 6.8 17.9 0.6 5.1 0.3 21.9 1.1: 2.9 2.6
Old : 100.0: 65.8 39.0 0.2 23.0 6.8 17.9 0.6 5.1 0.3 21.9 1.1: 2.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.8 66.7 77.2 88.7 50.9 61.6 67.8 75.9
Old : 55.8 66.7 77.2 88.7 50.9 61.6 67.8 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,275: 103,596 91,435 23,130 2,285 6,480 0 14,091 5,614 1,150 20,065 1,515: 23,790 23,790
Old : 165,275: 103,596 91,435 23,130 2,285 6,480 0 14,091 5,614 1,150 20,065 1,515: 23,790 23,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,785: -446 -926 1,335 835 -45 0 35 275 0 945 75: 591 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 55.3 14.0 1.4 3.9 0.0 8.5 3.4 0.7 12.1 0.9: 14.4 14.4
Old : 100.0: 62.7 55.3 14.0 1.4 3.9 0.0 8.5 3.4 0.7 12.1 0.9: 14.4 14.4
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 : 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 : 59.0 37.2 70.7 53.6 56.1 35.7 63.0 48.5
Old : 59.0 37.2 70.7 53.6 56.1 35.7 63.0 48.5
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,429: 91,222 84,239 23,938 0 6,050 0 6,596 8,434 1,000 25,325 1,400: 17,385 17,385
Old : 149,429: 91,222 84,239 23,938 0 6,050 0 6,596 8,434 1,000 25,325 1,400: 17,385 17,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,725: -279 -519 895 0 380 0 -615 875 0 1,750 55: 799 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 56.4 16.0 0.0 4.0 0.0 4.4 5.6 0.7 16.9 0.9: 11.6 11.6
Old : 100.0: 61.0 56.4 16.0 0.0 4.0 0.0 4.4 5.6 0.7 16.9 0.9: 11.6 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.2 42.7 73.3 60.0 54.3 40.9 63.2 54.7
Old : 58.2 42.7 73.3 60.0 54.3 40.9 63.2 54.7
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,810: 29,500 28,580 17,646 7,876 2,929 60 1,895 2,275 0 8,860 0: 4,400 4,395
Old : 56,810: 29,500 28,580 17,646 7,876 2,929 60 1,895 2,275 0 8,860 0: 4,400 4,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 710: 1,000 1,155 380 115 -330 -60 750 -295 0 -700 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 50.3 31.1 13.9 5.2 0.1 3.3 4.0 0.0 15.6 0.0: 7.7 7.7
Old : 100.0: 51.9 50.3 31.1 13.9 5.2 0.1 3.3 4.0 0.0 15.6 0.0: 7.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 63.9 48.5 80.5 69.1 60.0 45.4 69.5 59.2
Old : 63.9 48.5 80.5 69.1 60.0 45.4 69.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,019: 24,010 23,645 15,171 6,026 3,333 175 1,650 2,640 0 8,050 0: 3,690 3,675
Old : 49,019: 24,010 23,645 15,171 6,026 3,333 175 1,650 2,640 0 8,050 0: 3,690 3,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 594: 975 1,075 530 105 -41 -60 810 -580 0 -560 -100: -130 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 48.2 30.9 12.3 6.8 0.4 3.4 5.4 0.0 16.4 0.0: 7.5 7.5
Old : 100.0: 49.0 48.2 30.9 12.3 6.8 0.4 3.4 5.4 0.0 16.4 0.0: 7.5 7.5
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 : 25: 15 18 . . . . . . 0 . 0:
Old : 25: 15 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 : 59.0 50.3 74.8 71.7 55.1 44.0 64.1 55.8
Old : 59.0 50.3 74.8 71.7 55.1 44.0 64.1 55.8
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,585: 17,975 18,455 0 14,880 1,675 12,740 75 645 2,350 0 650: 1,550 1,205
Old : 37,585: 17,975 18,455 0 14,880 1,675 12,740 75 645 2,350 0 650: 1,550 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 100: -460 340 0 -570 0 580 0 -50 -350 0 350: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 49.1 0.0 39.6 4.5 33.9 0.2 1.7 6.3 0.0 1.7: 4.1 3.2
Old : 100.0: 47.8 49.1 0.0 39.6 4.5 33.9 0.2 1.7 6.3 0.0 1.7: 4.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 59.7 73.7 79.0 85.8 56.0 61.9 69.3 72.8
Old : 59.7 73.7 79.0 85.8 56.0 61.9 69.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,075: 13,755 26,425 0 13,085 2,385 23,300 0 1,270 2,350 0 650: 1,365 1,260
Old : 45,075: 13,755 26,425 0 13,085 2,385 23,300 0 1,270 2,350 0 650: 1,365 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -260: -330 720 0 -1,270 0 130 0 -60 -350 0 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 58.6 0.0 29.0 5.3 51.7 0.0 2.8 5.2 0.0 1.4: 3.0 2.8
Old : 100.0: 30.5 58.6 0.0 29.0 5.3 51.7 0.0 2.8 5.2 0.0 1.4: 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 : 74.9 77.2 91.4 91.8 70.5 66.3 77.7 78.0
Old : 74.9 77.2 91.4 91.8 70.5 66.3 77.7 78.0
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,724: 77,754 65,904 920 10,930 11,345 1,490 11,140 3,900 7,750 0 0: 20,565 20,505
Old : 123,724: 77,754 65,904 920 10,930 11,345 1,490 11,140 3,900 7,750 0 0: 20,565 20,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,150: 737 -778 395 -10 -665 0 1,670 -55 -250 0 0: 988 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 53.3 0.7 8.8 9.2 1.2 9.0 3.2 6.3 0.0 0.0: 16.6 16.6
Old : 100.0: 62.8 53.3 0.7 8.8 9.2 1.2 9.0 3.2 6.3 0.0 0.0: 16.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 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 : 34.7 41.8 52.5 58.8 28.0 30.7 37.1 38.6
Old : 34.7 41.8 52.5 58.8 28.0 30.7 37.1 38.6
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,719: 57,115 42,154 1,315 17,556 9,874 0 5,865 8,050 6,970 0 0: 15,395 15,220
Old : 98,719: 57,115 42,154 1,315 17,556 9,874 0 5,865 8,050 6,970 0 0: 15,395 15,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,995: 735 -495 1,315 -355 200 0 2,720 -500 -210 0 0: 455 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 42.7 1.3 17.8 10.0 0.0 5.9 8.2 7.1 0.0 0.0: 15.6 15.4
Old : 100.0: 57.9 42.7 1.3 17.8 10.0 0.0 5.9 8.2 7.1 0.0 0.0: 15.6 15.4
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: 23 25 . . . 0 . . . 0 0:
Old : 33: 23 25 . . . 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 : 41.0 43.2 61.9 61.6 32.2 29.4 39.0 38.9
Old : 41.0 43.2 61.9 61.6 32.2 29.4 39.0 38.9
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 29, 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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 29, 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 08, 2019