COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,265: 16,271 10,968 759 1,027 883 674 3,444 377 1,788 3,514 1,957: 556 1,095
Old : 23,265: 16,271 10,968 759 1,027 883 674 3,444 377 1,788 3,514 1,957: 556 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,007: 675 607 -101 65 166 0 246 -27 170 -129 58: 66 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 47.1 3.3 4.4 3.8 2.9 14.8 1.6 7.7 15.1 8.4: 2.4 4.7
Old : 100.0: 69.9 47.1 3.3 4.4 3.8 2.9 14.8 1.6 7.7 15.1 8.4: 2.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 13 14 . . 5 . 5 . 4 5 8:
Old : 35: 13 14 . . 5 . 5 . 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 : 50.1 45.8 69.9 69.2 36.1 36.5 47.0 47.8
Old : 50.1 45.8 69.9 69.2 36.1 36.5 47.0 47.8
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,282: 16,257 17,202 90 1,903 5,980 3,161 549 1,679 890 998 2,907: 319 64
Old : 31,282: 16,257 17,202 90 1,903 5,980 3,161 549 1,679 890 998 2,907: 319 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -203: 803 168 -76 128 -332 119 190 -54 -192 465 -477: 5 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 55.0 0.3 6.1 19.1 10.1 1.8 5.4 2.8 3.2 9.3: 1.0 0.2
Old : 100.0: 52.0 55.0 0.3 6.1 19.1 10.1 1.8 5.4 2.8 3.2 9.3: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 25 26 . . . 4 . 6 6 6 12:
Old : 48: 25 26 . . . 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 : 48.7 49.6 70.3 67.8 19.1 20.4 23.7 25.3
Old : 48.7 49.6 70.3 67.8 19.1 20.4 23.7 25.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 38,058: 22,084 34,826 6,244 0 1,467 325 301 164 7,065 600 700: 9 0
Old : 38,058: 22,084 34,826 6,244 0 1,467 325 301 164 7,065 600 700: 9 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 817: -287 1,654 1,631 0 -1,087 250 140 -75 385 200 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 91.5 16.4 0.0 3.9 0.9 0.8 0.4 18.6 1.6 1.8: 0.0 0.0
Old : 100.0: 58.0 91.5 16.4 0.0 3.9 0.9 0.8 0.4 18.6 1.6 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 21 . 0 . . . . 4 4 4:
Old : 40: 24 21 . 0 . . . . 4 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 : 53.2 62.9 80.1 82.9 49.2 54.9 65.1 67.1
Old : 53.2 62.9 80.1 82.9 49.2 54.9 65.1 67.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 27,503: 20,514 24,381 491 563 1,324 250 0 50 4,075 450 725: 74 10
Old : 27,503: 20,514 24,381 491 563 1,324 250 0 50 4,075 450 725: 74 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,000: 225 875 25 80 0 150 0 0 550 0 50: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 88.6 1.8 2.0 4.8 0.9 0.0 0.2 14.8 1.6 2.6: 0.3 0.0
Old : 100.0: 74.6 88.6 1.8 2.0 4.8 0.9 0.0 0.2 14.8 1.6 2.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . . . 0 . . . .:
Old : 28: 15 13 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 75.5 82.4 88.8 61.0 70.7 77.0 81.6
Old : 61.0 75.5 82.4 88.8 61.0 70.7 77.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,039: 107,872 86,796 1,813 20,213 9,463 3,447 403 8,263 2,313 8,029 2,442: 426 430
Old : 136,039: 107,872 86,796 1,813 20,213 9,463 3,447 403 8,263 2,313 8,029 2,442: 426 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 774: 142 -983 136 293 932 195 291 -189 -313 390 -142: 13 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 63.8 1.3 14.9 7.0 2.5 0.3 6.1 1.7 5.9 1.8: 0.3 0.3
Old : 100.0: 79.3 63.8 1.3 14.9 7.0 2.5 0.3 6.1 1.7 5.9 1.8: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 29 31 . . 4 5 . 6 7 5 .:
Old : 58: 29 31 . . 4 5 . 6 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 : 51.6 40.7 67.8 60.4 36.6 26.2 41.5 37.4
Old : 51.6 40.7 67.8 60.4 36.6 26.2 41.5 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 73,090: 60,623 56,374 5,000 8,554 3,744 150 1,360 2,085 575 37 913: 0 24
Old : 73,090: 60,623 56,374 5,000 8,554 3,744 150 1,360 2,085 575 37 913: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,370: -2,565 -2,220 -250 -510 8 0 -171 -378 -163 -88 13: -35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 77.1 6.8 11.7 5.1 0.2 1.9 2.9 0.8 0.1 1.2: 0.0 0.0
Old : 100.0: 82.9 77.1 6.8 11.7 5.1 0.2 1.9 2.9 0.8 0.1 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 : 37: 19 21 . . . . 5 . . . 4:
Old : 37: 19 21 . . . . 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 : 62.3 70.4 83.0 85.4 62.1 62.0 69.7 68.6
Old : 62.3 70.4 83.0 85.4 62.1 62.0 69.7 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,892: 31,120 22,615 1,497 9,802 725 0 0 0 400 600 150: 0 0
Old : 33,892: 31,120 22,615 1,497 9,802 725 0 0 0 400 600 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,600: -1,220 -700 -183 -50 -100 0 0 0 125 -50 25: -247 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 66.7 4.4 28.9 2.1 0.0 0.0 0.0 1.2 1.8 0.4: 0.0 0.0
Old : 100.0: 91.8 66.7 4.4 28.9 2.1 0.0 0.0 0.0 1.2 1.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 88.6 83.1 96.9 94.1 79.9 71.8 83.9 81.0
Old : 88.6 83.1 96.9 94.1 79.9 71.8 83.9 81.0
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 67,878: 37,179 36,230 480 17,435 7,786 15,640 200 412 420 390 5,395: 566 30
Old : 67,878: 37,179 36,230 480 17,435 7,786 15,640 200 412 420 390 5,395: 566 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -180: -1,045 470 0 -1,065 515 152 -48 -102 0 50 0: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 53.4 0.7 25.7 11.5 23.0 0.3 0.6 0.6 0.6 7.9: 0.8 0.0
Old : 100.0: 54.8 53.4 0.7 25.7 11.5 23.0 0.3 0.6 0.6 0.6 7.9: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 . 4 5 4 . . . . .:
Old : 38: 21 21 . 4 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 49.8 74.5 71.3 46.4 38.7 52.7 51.1
Old : 52.5 49.8 74.5 71.3 46.4 38.7 52.7 51.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 85,373: 47,469 34,782 0 37,950 5,987 25,811 195 761 446 1,468 4,043: 856 187
Old : 85,373: 47,469 34,782 0 37,950 5,987 25,811 195 761 446 1,468 4,043: 856 187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 601: 140 188 0 -444 405 -50 5 -5 -29 415 41: 99 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 40.7 0.0 44.5 7.0 30.2 0.2 0.9 0.5 1.7 4.7: 1.0 0.2
Old : 100.0: 55.6 40.7 0.0 44.5 7.0 30.2 0.2 0.9 0.5 1.7 4.7: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 22 0 4 4 6 . 5 . . .:
Old : 44: 22 22 0 4 4 6 . 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 61.8 71.3 78.8 48.2 55.4 62.3 63.3
Old : 52.0 61.8 71.3 78.8 48.2 55.4 62.3 63.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,495: 56,192 53,702 12,326 18,958 1,863 1,600 25 0 2,093 376 1,498: 923 73
Old : 76,495: 56,192 53,702 12,326 18,958 1,863 1,600 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: November 5, 2019 :
: 994: 1,165 1,655 -225 -665 4 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 70.2 16.1 24.8 2.4 2.1 0.0 0.0 2.7 0.5 2.0: 1.2 0.1
Old : 100.0: 73.5 70.2 16.1 24.8 2.4 2.1 0.0 0.0 2.7 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 . 4 . . 0 . . .:
Old : 43: 22 22 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 : 45.6 74.6 66.9 84.5 44.1 74.6 62.0 80.6
Old : 45.6 74.6 66.9 84.5 44.1 74.6 62.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,605: 68,070 60,999 22,113 33,593 465 1,450 50 0 2,716 404 2,079: 712 15
Old : 97,605: 68,070 60,999 22,113 33,593 465 1,450 50 0 2,716 404 2,079: 712 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 120: 265 970 -225 -850 0 0 0 0 55 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 62.5 22.7 34.4 0.5 1.5 0.1 0.0 2.8 0.4 2.1: 0.7 0.0
Old : 100.0: 69.7 62.5 22.7 34.4 0.5 1.5 0.1 0.0 2.8 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 4 . 4:
Old : 45: 23 25 5 . 4 . . 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 : 45.1 70.8 67.4 84.2 44.8 70.7 65.5 81.8
Old : 45.1 70.8 67.4 84.2 44.8 70.7 65.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,638: 29,978 40,593 10,765 0 1,355 0 0 0 400 420 0: 140 270
Old : 42,638: 29,978 40,593 10,765 0 1,355 0 0 0 400 420 0: 140 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,957: -2,002 -1,952 30 0 0 0 0 0 0 0 0: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 95.2 25.2 0.0 3.2 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.6
Old : 100.0: 70.3 95.2 25.2 0.0 3.2 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 19 . 0 . 0 0 0 . . 0:
Old : 27: 17 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 : 68.9 84.7 87.1 93.8 64.3 83.6 78.8 87.9
Old : 68.9 84.7 87.1 93.8 64.3 83.6 78.8 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,788: 23,092 19,226 0 3,665 2,067 0 600 0 350 97 13: 266 120
Old : 25,788: 23,092 19,226 0 3,665 2,067 0 600 0 350 97 13: 266 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,646: -866 -776 0 -614 -251 0 0 0 -595 0 -5: 71 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 74.6 0.0 14.2 8.0 0.0 2.3 0.0 1.4 0.4 0.1: 1.0 0.5
Old : 100.0: 89.5 74.6 0.0 14.2 8.0 0.0 2.3 0.0 1.4 0.4 0.1: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . 0 . 0 . . .:
Old : 26: 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 : 61.1 66.2 80.8 86.4 52.0 57.7 64.2 66.3
Old : 61.1 66.2 80.8 86.4 52.0 57.7 64.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,872: 42,207 56,227 320 8,404 10,267 13,206 0 549 9,305 605 1,686: 333 135
Old : 77,872: 42,207 56,227 320 8,404 10,267 13,206 0 549 9,305 605 1,686: 333 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,407: -2,105 -1,394 0 235 -296 351 0 12 185 -421 -543: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 72.2 0.4 10.8 13.2 17.0 0.0 0.7 11.9 0.8 2.2: 0.4 0.2
Old : 100.0: 54.2 72.2 0.4 10.8 13.2 17.0 0.0 0.7 11.9 0.8 2.2: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 28 29 . . . 10 0 4 9 . 6:
Old : 55: 28 29 . . . 10 0 4 9 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 50.3 53.5 72.5 19.2 21.1 28.0 32.5
Old : 34.2 50.3 53.5 72.5 19.2 21.1 28.0 32.5
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,880: 15,642 22,444 0 2,968 2,266 3,700 0 100 6,236 110 650: 286 342
Old : 28,880: 15,642 22,444 0 2,968 2,266 3,700 0 100 6,236 110 650: 286 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,165: -1,030 -900 0 -175 25 -150 0 0 45 -55 -50: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 77.7 0.0 10.3 7.8 12.8 0.0 0.3 21.6 0.4 2.3: 1.0 1.2
Old : 100.0: 54.2 77.7 0.0 10.3 7.8 12.8 0.0 0.3 21.6 0.4 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 : 46.4 60.1 75.0 76.0 44.0 43.7 60.6 56.6
Old : 46.4 60.1 75.0 76.0 44.0 43.7 60.6 56.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,661: 38,541 46,101 7,595 0 1,930 0 0 0 400 370 50: 145 210
Old : 48,661: 38,541 46,101 7,595 0 1,930 0 0 0 400 370 50: 145 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,527: -3,102 -3,244 -37 0 -278 0 0 0 -100 25 -25: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 94.7 15.6 0.0 4.0 0.0 0.0 0.0 0.8 0.8 0.1: 0.3 0.4
Old : 100.0: 79.2 94.7 15.6 0.0 4.0 0.0 0.0 0.0 0.8 0.8 0.1: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 22 . 0 . 0 0 0 . . .:
Old : 31: 18 22 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 83.0 81.8 92.4 48.4 79.4 68.6 82.6
Old : 53.9 83.0 81.8 92.4 48.4 79.4 68.6 82.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 39,932: 32,077 26,046 0 6,026 6,211 300 1,435 0 305 0 120: 919 94
Old : 39,932: 32,077 26,046 0 6,026 6,211 300 1,435 0 305 0 120: 919 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,799: -1,857 -1,277 0 -1,141 787 -185 25 0 -595 -190 -15: 66 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 65.2 0.0 15.1 15.6 0.8 3.6 0.0 0.8 0.0 0.3: 2.3 0.2
Old : 100.0: 80.3 65.2 0.0 15.1 15.6 0.8 3.6 0.0 0.8 0.0 0.3: 2.3 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 : 29: 19 19 0 . . . 4 0 . 0 .:
Old : 29: 19 19 0 . . . 4 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 46.4 75.5 70.3 34.6 25.9 42.1 39.6
Old : 56.8 46.4 75.5 70.3 34.6 25.9 42.1 39.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,178: 48,848 59,743 8,065 130 1,760 0 0 0 2,932 200 0: 573 345
Old : 62,178: 48,848 59,743 8,065 130 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: November 5, 2019 :
: 520: 270 520 250 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 96.1 13.0 0.2 2.8 0.0 0.0 0.0 4.7 0.3 0.0: 0.9 0.6
Old : 100.0: 78.6 96.1 13.0 0.2 2.8 0.0 0.0 0.0 4.7 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 : 50.6 92.3 72.2 97.3 48.9 88.1 69.9 90.8
Old : 50.6 92.3 72.2 97.3 48.9 88.1 69.9 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,139: 52,856 58,079 5,964 800 2,720 0 0 0 3,259 3,300 60: 280 180
Old : 65,139: 52,856 58,079 5,964 800 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: November 5, 2019 :
: 860: 635 860 225 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 89.2 9.2 1.2 4.2 0.0 0.0 0.0 5.0 5.1 0.1: 0.4 0.3
Old : 100.0: 81.1 89.2 9.2 1.2 4.2 0.0 0.0 0.0 5.0 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 : 52.1 83.7 73.4 95.7 49.9 79.7 68.8 87.2
Old : 52.1 83.7 73.4 95.7 49.9 79.7 68.8 87.2
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 81,058: 62,594 75,792 12,461 61 4,295 123 0 45 941 531 334: 265 0
Old : 81,058: 62,594 75,792 12,461 61 4,295 123 0 45 941 531 334: 265 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,759: -1,822 -3,233 -971 -125 -76 -65 0 0 -117 463 20: -728 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 93.5 15.4 0.1 5.3 0.2 0.0 0.1 1.2 0.7 0.4: 0.3 0.0
Old : 100.0: 77.2 93.5 15.4 0.1 5.3 0.2 0.0 0.1 1.2 0.7 0.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 23 5 . 4 . 0 . . . .:
Old : 40: 21 23 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 : 61.7 53.8 79.3 79.1 60.2 52.5 74.0 74.0
Old : 61.7 53.8 79.3 79.1 60.2 52.5 74.0 74.0
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,225: 80,322 89,500 14,187 1,982 5,834 140 1,284 76 1,778 3,995 537: 350 16
Old : 103,225: 80,322 89,500 14,187 1,982 5,834 140 1,284 76 1,778 3,995 537: 350 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,155: -2,783 -5,235 -934 -1 -8 0 52 -48 -72 402 -198: -1,111 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 86.7 13.7 1.9 5.7 0.1 1.2 0.1 1.7 3.9 0.5: 0.3 0.0
Old : 100.0: 77.8 86.7 13.7 1.9 5.7 0.1 1.2 0.1 1.7 3.9 0.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 25 27 5 . 4 . 8 . 4 6 .:
Old : 60: 25 27 5 . 4 . 8 . 4 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 47.2 72.0 75.6 52.5 46.6 65.7 63.7
Old : 53.4 47.2 72.0 75.6 52.5 46.6 65.7 63.7
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,863: 37,385 50,255 17,513 982 570 0 1,256 150 100 2,525 125: 20 0
Old : 55,863: 37,385 50,255 17,513 982 570 0 1,256 150 100 2,525 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,420: -2,245 305 755 415 -390 0 -375 -100 50 25 0: -490 -2,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 90.0 31.3 1.8 1.0 0.0 2.2 0.3 0.2 4.5 0.2: 0.0 0.0
Old : 100.0: 66.9 90.0 31.3 1.8 1.0 0.0 2.2 0.3 0.2 4.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 14 . . . 0 . . . . .:
Old : 27: 11 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 87.7 95.8 95.2 76.6 85.7 92.4 90.8
Old : 76.8 87.7 95.8 95.2 76.6 85.7 92.4 90.8
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 49,980: 38,947 49,035 10,508 0 60 0 0 0 50 470 415: 0 0
Old : 49,980: 38,947 49,035 10,508 0 60 0 0 0 50 470 415: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,285: -2,230 -1,100 1,311 0 0 0 0 0 50 0 -50: -366 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 98.1 21.0 0.0 0.1 0.0 0.0 0.0 0.1 0.9 0.8: 0.0 0.0
Old : 100.0: 77.9 98.1 21.0 0.0 0.1 0.0 0.0 0.0 0.1 0.9 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 8 . 0 . 0 0 0 . . .:
Old : 23: 11 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 : 81.5 97.7 97.5 99.2 81.4 96.3 96.8 97.6
Old : 81.5 97.7 97.5 99.2 81.4 96.3 96.8 97.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,527: 47,584 57,036 10,078 0 1,876 925 0 100 505 1,956 1,407: 52 152
Old : 62,527: 47,584 57,036 10,078 0 1,876 925 0 100 505 1,956 1,407: 52 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 389: 704 194 -436 0 142 0 0 0 1 0 0: -22 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 91.2 16.1 0.0 3.0 1.5 0.0 0.2 0.8 3.1 2.3: 0.1 0.2
Old : 100.0: 76.1 91.2 16.1 0.0 3.0 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 : 48.5 84.4 74.0 93.6 47.1 81.1 68.5 83.9
Old : 48.5 84.4 74.0 93.6 47.1 81.1 68.5 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,657: 45,659 55,723 9,623 376 539 1,087 70 3,230 995 1,427 2,174: 350 118
Old : 63,657: 45,659 55,723 9,623 376 539 1,087 70 3,230 995 1,427 2,174: 350 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -341: -138 -201 -99 -25 -95 0 -40 0 49 36 -37: -21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 87.5 15.1 0.6 0.8 1.7 0.1 5.1 1.6 2.2 3.4: 0.5 0.2
Old : 100.0: 71.7 87.5 15.1 0.6 0.8 1.7 0.1 5.1 1.6 2.2 3.4: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.3 73.9 73.5 85.7 47.8 67.5 65.3 73.6
Old : 49.3 73.9 73.5 85.7 47.8 67.5 65.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,425: 15,780 27,320 10,884 0 519 0 450 80 990 0 0: 172 56
Old : 28,425: 15,780 27,320 10,884 0 519 0 450 80 990 0 0: 172 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 100: -25 100 -182 0 0 0 0 0 300 0 0: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 96.1 38.3 0.0 1.8 0.0 1.6 0.3 3.5 0.0 0.0: 0.6 0.2
Old : 100.0: 55.5 96.1 38.3 0.0 1.8 0.0 1.6 0.3 3.5 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 : 65.1 81.1 81.5 96.4 63.5 74.9 78.2 87.2
Old : 65.1 81.1 81.5 96.4 63.5 74.9 78.2 87.2
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,225: 16,058 27,831 10,794 0 292 0 0 0 875 0 0: 206 102
Old : 28,225: 16,058 27,831 10,794 0 292 0 0 0 875 0 0: 206 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 65: -62 60 -185 0 5 0 0 0 300 0 0: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 98.6 38.2 0.0 1.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.4
Old : 100.0: 56.9 98.6 38.2 0.0 1.0 0.0 0.0 0.0 3.1 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 : 63.4 84.6 78.4 98.1 61.9 76.3 74.1 85.8
Old : 63.4 84.6 78.4 98.1 61.9 76.3 74.1 85.8
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,187: 26,682 26,489 3,828 3,000 1,200 365 915 194 234 719 670: 14 0
Old : 33,187: 26,682 26,489 3,828 3,000 1,200 365 915 194 234 719 670: 14 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 309: 264 261 -5 0 0 0 50 0 50 0 0: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.8 11.5 9.0 3.6 1.1 2.8 0.6 0.7 2.2 2.0: 0.0 0.0
Old : 100.0: 80.4 79.8 11.5 9.0 3.6 1.1 2.8 0.6 0.7 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: 16 20 . . . . . . . . .:
Old : 34: 16 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 : 66.4 57.7 83.1 77.2 58.0 56.0 72.5 69.1
Old : 66.4 57.7 83.1 77.2 58.0 56.0 72.5 69.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,115: 18,072 18,978 2,982 0 120 0 1,570 0 325 1,072 275: 341 100
Old : 22,115: 18,072 18,978 2,982 0 120 0 1,570 0 325 1,072 275: 341 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 939: 618 808 320 0 0 0 300 0 279 105 -279: 1 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 85.8 13.5 0.0 0.5 0.0 7.1 0.0 1.5 4.8 1.2: 1.5 0.5
Old : 100.0: 81.7 85.8 13.5 0.0 0.5 0.0 7.1 0.0 1.5 4.8 1.2: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.3 73.0 91.7 87.3 77.7 71.4 88.4 83.7
Old : 78.3 73.0 91.7 87.3 77.7 71.4 88.4 83.7
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,967: 46,360 38,357 8,063 15,247 324 65 2,320 801 2,040 642 243: 71 33
Old : 57,967: 46,360 38,357 8,063 15,247 324 65 2,320 801 2,040 642 243: 71 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,054: 589 858 173 121 -20 65 179 -58 306 -20 24: -25 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 66.2 13.9 26.3 0.6 0.1 4.0 1.4 3.5 1.1 0.4: 0.1 0.1
Old : 100.0: 80.0 66.2 13.9 26.3 0.6 0.1 4.0 1.4 3.5 1.1 0.4: 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 : 44: 24 23 6 . 5 . . . 4 . 4:
Old : 44: 24 23 6 . 5 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 64.3 73.6 81.0 49.7 58.3 61.2 68.2
Old : 61.8 64.3 73.6 81.0 49.7 58.3 61.2 68.2
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,566: 33,751 19,065 3,057 16,607 811 84 1,122 571 433 783 487: 372 120
Old : 39,566: 33,751 19,065 3,057 16,607 811 84 1,122 571 433 783 487: 372 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 51: 37 6 27 -13 -20 0 86 -8 0 -14 14: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 48.2 7.7 42.0 2.0 0.2 2.8 1.4 1.1 2.0 1.2: 0.9 0.3
Old : 100.0: 85.3 48.2 7.7 42.0 2.0 0.2 2.8 1.4 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 : 66.7 69.9 81.4 84.7 58.6 66.3 69.1 74.5
Old : 66.7 69.9 81.4 84.7 58.6 66.3 69.1 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,252: 10,589 19,068 6,979 0 1,769 565 300 100 1,100 0 0: 150 15
Old : 21,252: 10,589 19,068 6,979 0 1,769 565 300 100 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: November 5, 2019 :
: 130: -70 280 125 0 -150 225 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 89.7 32.8 0.0 8.3 2.7 1.4 0.5 5.2 0.0 0.0: 0.7 0.1
Old : 100.0: 49.8 89.7 32.8 0.0 8.3 2.7 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 : 67.9 80.1 89.4 90.6 59.5 74.9 77.5 79.9
Old : 67.9 80.1 89.4 90.6 59.5 74.9 77.5 79.9
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,489: 10,652 9,545 383 465 924 0 250 0 50 1,020 280: 200 5
Old : 12,489: 10,652 9,545 383 465 924 0 250 0 50 1,020 280: 200 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 190: 190 85 -80 -175 80 0 150 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 76.4 3.1 3.7 7.4 0.0 2.0 0.0 0.4 8.2 2.2: 1.6 0.0
Old : 100.0: 85.3 76.4 3.1 3.7 7.4 0.0 2.0 0.0 0.4 8.2 2.2: 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 : 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 : 66.6 75.9 87.1 91.3 56.6 70.6 73.2 77.7
Old : 66.6 75.9 87.1 91.3 56.6 70.6 73.2 77.7
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,656: 10,996 9,545 514 465 771 0 250 0 50 1,420 205: 120 0
Old : 12,656: 10,996 9,545 514 465 771 0 250 0 50 1,420 205: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 190: 205 85 -95 -175 80 0 150 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 75.4 4.1 3.7 6.1 0.0 2.0 0.0 0.4 11.2 1.6: 0.9 0.0
Old : 100.0: 86.9 75.4 4.1 3.7 6.1 0.0 2.0 0.0 0.4 11.2 1.6: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 . . . 0 . 0 . . .:
Old : 24: 12 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 : 63.7 76.2 86.0 91.4 54.9 72.8 72.9 79.8
Old : 63.7 76.2 86.0 91.4 54.9 72.8 72.9 79.8
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,478: 8,634 13,765 4,860 1,603 195 0 100 0 2,095 275 515: 179 25
Old : 16,478: 8,634 13,765 4,860 1,603 195 0 100 0 2,095 275 515: 179 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 80: 75 70 -30 0 0 0 0 0 5 0 30: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 83.5 29.5 9.7 1.2 0.0 0.6 0.0 12.7 1.7 3.1: 1.1 0.2
Old : 100.0: 52.4 83.5 29.5 9.7 1.2 0.0 0.6 0.0 12.7 1.7 3.1: 1.1 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 : 29: 15 13 . . . 0 . 0 . . .:
Old : 29: 15 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 : 60.1 67.4 84.3 84.1 59.1 58.7 74.8 70.7
Old : 60.1 67.4 84.3 84.1 59.1 58.7 74.8 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,296: 7,831 13,530 5,181 1,593 195 0 100 0 2,165 275 570: 354 33
Old : 16,296: 7,831 13,530 5,181 1,593 195 0 100 0 2,165 275 570: 354 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 90: 75 70 -30 0 0 0 0 0 5 0 30: 10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 83.0 31.8 9.8 1.2 0.0 0.6 0.0 13.3 1.7 3.5: 2.2 0.2
Old : 100.0: 48.1 83.0 31.8 9.8 1.2 0.0 0.6 0.0 13.3 1.7 3.5: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.9 66.7 85.0 83.5 59.7 56.2 75.0 70.3
Old : 62.9 66.7 85.0 83.5 59.7 56.2 75.0 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,278: 28,973 36,733 8,355 400 1,245 0 225 0 685 700 2,955: 65 20
Old : 42,278: 28,973 36,733 8,355 400 1,245 0 225 0 685 700 2,955: 65 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 805: 725 -275 20 0 85 0 0 0 -845 175 820: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 86.9 19.8 0.9 2.9 0.0 0.5 0.0 1.6 1.7 7.0: 0.2 0.0
Old : 100.0: 68.5 86.9 19.8 0.9 2.9 0.0 0.5 0.0 1.6 1.7 7.0: 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 : 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 : 64.7 73.0 79.5 90.0 58.1 65.5 69.2 76.9
Old : 64.7 73.0 79.5 90.0 58.1 65.5 69.2 76.9
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,981: 29,113 36,899 7,763 400 1,122 0 225 0 1,280 700 2,635: 68 0
Old : 41,981: 29,113 36,899 7,763 400 1,122 0 225 0 1,280 700 2,635: 68 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 580: 780 -275 -10 0 105 0 0 0 -870 175 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 87.9 18.5 1.0 2.7 0.0 0.5 0.0 3.0 1.7 6.3: 0.2 0.0
Old : 100.0: 69.3 87.9 18.5 1.0 2.7 0.0 0.5 0.0 3.0 1.7 6.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 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 : 64.1 75.1 78.1 89.6 56.9 67.6 67.7 77.5
Old : 64.1 75.1 78.1 89.6 56.9 67.6 67.7 77.5
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,649: 82,460 76,016 22,540 19,867 2,115 1,090 1,400 60 1,045 9,832 1,319: 20 40
Old : 110,649: 82,460 76,016 22,540 19,867 2,115 1,090 1,400 60 1,045 9,832 1,319: 20 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -98: -780 636 -180 -205 160 350 50 0 175 -892 192: -15 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 68.7 20.4 18.0 1.9 1.0 1.3 0.1 0.9 8.9 1.2: 0.0 0.0
Old : 100.0: 74.5 68.7 20.4 18.0 1.9 1.0 1.3 0.1 0.9 8.9 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 32 29 . 4 . . . . . 7 5:
Old : 59: 32 29 . 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 : 36.6 48.5 59.7 72.4 33.1 46.2 56.1 63.7
Old : 36.6 48.5 59.7 72.4 33.1 46.2 56.1 63.7
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,459: 90,157 91,319 25,485 16,227 3,950 845 1,102 90 1,130 8,984 1,787: 15 0
Old : 123,459: 90,157 91,319 25,485 16,227 3,950 845 1,102 90 1,130 8,984 1,787: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 3,692: 185 5,383 -25 -3,857 2,695 300 0 0 175 -891 362: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 74.0 20.6 13.1 3.2 0.7 0.9 0.1 0.9 7.3 1.4: 0.0 0.0
Old : 100.0: 73.0 74.0 20.6 13.1 3.2 0.7 0.9 0.1 0.9 7.3 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 33 29 . 4 5 . . . 5 9 6:
Old : 64: 33 29 . 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 : 31.7 48.4 54.6 71.0 28.5 43.3 47.2 59.9
Old : 31.7 48.4 54.6 71.0 28.5 43.3 47.2 59.9
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 510,627: 287,025 307,819 32,877 3,787 108,241 12,445 22,640 33,008 8,301 6,706 28,011: 718 415
Old : 510,627: 287,025 307,819 32,877 3,787 108,241 12,445 22,640 33,008 8,301 6,706 28,011: 718 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 7,464: 10,611 2,382 -4,076 338 4,341 -1,761 827 -2,000 -2,682 -1,092 2,578: 452 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 60.3 6.4 0.7 21.2 2.4 4.4 6.5 1.6 1.3 5.5: 0.1 0.1
Old : 100.0: 56.2 60.3 6.4 0.7 21.2 2.4 4.4 6.5 1.6 1.3 5.5: 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: 34 34 4 4 6 8 11 7 12 9 12:
Old : 87: 34 34 4 4 6 8 11 7 12 9 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 39.8 62.9 63.2 15.5 15.7 19.8 21.1
Old : 43.7 39.8 62.9 63.2 15.5 15.7 19.8 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 5, 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: 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 92.5 76.8 99.3 57.0 88.7 76.6 95.3
Old : 57.1 92.5 76.8 99.3 57.0 88.7 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 2,658 123 800 150 210 60 3,425 0 0: 214 0
Old : 15,913: 8,606 14,720 2,658 123 800 150 210 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: November 5, 2019 :
: 0: 0 0 50 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 92.5 16.7 0.8 5.0 0.9 1.3 0.4 21.5 0.0 0.0: 1.3 0.0
Old : 100.0: 54.1 92.5 16.7 0.8 5.0 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 92.3 79.5 99.3 59.0 88.7 77.1 92.9
Old : 59.1 92.3 79.5 99.3 59.0 88.7 77.1 92.9
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,107: 1,700 2,882 600 25 0 200 0 0 600 200 0: 7 0
Old : 3,107: 1,700 2,882 600 25 0 200 0 0 600 200 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -499: -501 -499 0 0 0 0 0 0 0 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 92.8 19.3 0.8 0.0 6.4 0.0 0.0 19.3 6.4 0.0: 0.2 0.0
Old : 100.0: 54.7 92.8 19.3 0.8 0.0 6.4 0.0 0.0 19.3 6.4 0.0: 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 : 25: 9 12 . . 0 . 0 0 . . 0:
Old : 25: 9 12 . . 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 62.8 80.5 87.0 48.3 62.8 76.3 82.1
Old : 48.3 62.8 80.5 87.0 48.3 62.8 76.3 82.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,936: 42,917 44,803 13,344 10,095 85 0 833 495 0 550 0: 9,095 9,075
Old : 65,936: 42,917 44,803 13,344 10,095 85 0 833 495 0 550 0: 9,095 9,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 640: 630 -1,475 620 2,245 0 0 400 -500 0 100 0: -110 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 67.9 20.2 15.3 0.1 0.0 1.3 0.8 0.0 0.8 0.0: 13.8 13.8
Old : 100.0: 65.1 67.9 20.2 15.3 0.1 0.0 1.3 0.8 0.0 0.8 0.0: 13.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 18 . . . 0 . . 0 . 0:
Old : 26: 15 18 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 52.8 81.9 73.1 67.5 52.3 72.5 66.9
Old : 72.1 52.8 81.9 73.1 67.5 52.3 72.5 66.9
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,411: 37,370 36,366 10,826 10,055 0 0 1,780 305 0 0 0: 7,910 7,905
Old : 56,411: 37,370 36,366 10,826 10,055 0 0 1,780 305 0 0 0: 7,910 7,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -971: -708 -2,198 290 1,815 0 0 -15 -70 0 0 0: -483 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 64.5 19.2 17.8 0.0 0.0 3.2 0.5 0.0 0.0 0.0: 14.0 14.0
Old : 100.0: 66.2 64.5 19.2 17.8 0.0 0.0 3.2 0.5 0.0 0.0 0.0: 14.0 14.0
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: 15 17 . . 0 0 . . 0 0 0:
Old : 23: 15 17 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 54.3 81.3 73.2 71.9 53.4 75.3 67.8
Old : 74.0 54.3 81.3 73.2 71.9 53.4 75.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,665: 8,038 18,495 12,342 2,090 1,443 155 2,050 0 2,135 0 50: 2,502 2,537
Old : 26,665: 8,038 18,495 12,342 2,090 1,443 155 2,050 0 2,135 0 50: 2,502 2,537
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -840: -804 -320 344 115 -44 0 -110 0 -25 0 -25: -286 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 69.4 46.3 7.8 5.4 0.6 7.7 0.0 8.0 0.0 0.2: 9.4 9.5
Old : 100.0: 30.1 69.4 46.3 7.8 5.4 0.6 7.7 0.0 8.0 0.0 0.2: 9.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 13 . . . . . 0 . 0 .:
Old : 23: 10 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 : 71.3 51.0 84.4 76.4 62.9 47.6 70.3 68.6
Old : 71.3 51.0 84.4 76.4 62.9 47.6 70.3 68.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,145: 6,280 17,275 10,770 250 1,795 175 1,670 110 2,005 0 0: 2,010 2,045
Old : 23,145: 6,280 17,275 10,770 250 1,795 175 1,670 110 2,005 0 0: 2,010 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -950: -610 -715 -160 -40 0 0 -10 -30 0 0 0: -150 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 74.6 46.5 1.1 7.8 0.8 7.2 0.5 8.7 0.0 0.0: 8.7 8.8
Old : 100.0: 27.1 74.6 46.5 1.1 7.8 0.8 7.2 0.5 8.7 0.0 0.0: 8.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 71.9 48.7 87.2 74.2 59.4 45.8 63.9 61.7
Old : 71.9 48.7 87.2 74.2 59.4 45.8 63.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,632: 20,319 19,761 5,338 18,226 498 12,495 0 4,275 0 685 350: 3,357 2,837
Old : 46,632: 20,319 19,761 5,338 18,226 498 12,495 0 4,275 0 685 350: 3,357 2,837
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,258: -806 -798 -47 -90 0 -35 0 -110 0 0 0: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 42.4 11.4 39.1 1.1 26.8 0.0 9.2 0.0 1.5 0.8: 7.2 6.1
Old : 100.0: 43.6 42.4 11.4 39.1 1.1 26.8 0.0 9.2 0.0 1.5 0.8: 7.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.2 66.6 77.6 79.9 46.1 49.9 53.7 55.6
Old : 61.2 66.6 77.6 79.9 46.1 49.9 53.7 55.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,835: 9,646 10,029 5,068 9,020 0 4,670 195 3,685 0 410 400: 2,366 2,096
Old : 25,835: 9,646 10,029 5,068 9,020 0 4,670 195 3,685 0 410 400: 2,366 2,096
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -660: -453 -325 273 -30 0 -450 -275 10 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 38.8 19.6 34.9 0.0 18.1 0.8 14.3 0.0 1.6 1.5: 9.2 8.1
Old : 100.0: 37.3 38.8 19.6 34.9 0.0 18.1 0.8 14.3 0.0 1.6 1.5: 9.2 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 : 64.1 70.0 80.0 81.6 49.0 54.0 56.8 58.3
Old : 64.1 70.0 80.0 81.6 49.0 54.0 56.8 58.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,765: 17,530 9,825 4,070 565 735 260 11,800 2,075 0 0 0: 1,095 765
Old : 25,765: 17,530 9,825 4,070 565 735 260 11,800 2,075 0 0 0: 1,095 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -420: -110 -150 35 -135 -35 -200 -50 0 0 0 0: -110 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 38.1 15.8 2.2 2.9 1.0 45.8 8.1 0.0 0.0 0.0: 4.2 3.0
Old : 100.0: 68.0 38.1 15.8 2.2 2.9 1.0 45.8 8.1 0.0 0.0 0.0: 4.2 3.0
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: 15 13 . . . . . . 0 0 0:
Old : 22: 15 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 80.4 83.9 90.7 44.6 52.8 52.6 56.1
Old : 62.0 80.4 83.9 90.7 44.6 52.8 52.6 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 93,236: 46,103 32,401 10,618 33,435 3,260 9,355 2,435 920 2,985 300 1,315: 18,680 19,170
Old : 93,236: 46,103 32,401 10,618 33,435 3,260 9,355 2,435 920 2,985 300 1,315: 18,680 19,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,897: -1,982 -2,057 -535 540 0 930 0 -1,140 -95 -125 0: -1,075 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 34.8 11.4 35.9 3.5 10.0 2.6 1.0 3.2 0.3 1.4: 20.0 20.6
Old : 100.0: 49.4 34.8 11.4 35.9 3.5 10.0 2.6 1.0 3.2 0.3 1.4: 20.0 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.9 47.6 68.8 62.3 47.2 46.9 57.4 56.3
Old : 52.9 47.6 68.8 62.3 47.2 46.9 57.4 56.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,168: 43,548 30,573 11,790 32,190 3,260 10,705 2,145 640 0 575 1,570: 17,655 18,215
Old : 89,168: 43,548 30,573 11,790 32,190 3,260 10,705 2,145 640 0 575 1,570: 17,655 18,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,348: -1,636 -1,831 -625 465 0 955 135 -1,260 0 -35 0: -782 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 34.3 13.2 36.1 3.7 12.0 2.4 0.7 0.0 0.6 1.8: 19.8 20.4
Old : 100.0: 48.8 34.3 13.2 36.1 3.7 12.0 2.4 0.7 0.0 0.6 1.8: 19.8 20.4
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: 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 : 54.8 46.9 68.9 62.7 49.5 46.1 58.1 55.5
Old : 54.8 46.9 68.9 62.7 49.5 46.1 58.1 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,325: 12,891 7,585 3,205 1,766 1,904 2,280 8,225 500 1,080 2,930 345: 4,120 3,070
Old : 26,325: 12,891 7,585 3,205 1,766 1,904 2,280 8,225 500 1,080 2,930 345: 4,120 3,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -561: -686 -700 305 -271 0 0 910 -50 125 -210 0: -255 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 28.8 12.2 6.7 7.2 8.7 31.2 1.9 4.1 11.1 1.3: 15.7 11.7
Old : 100.0: 49.0 28.8 12.2 6.7 7.2 8.7 31.2 1.9 4.1 11.1 1.3: 15.7 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 : 27: 16 9 . . . . . . . . .:
Old : 27: 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 : 38.1 59.7 59.8 78.2 36.5 52.2 54.9 63.6
Old : 38.1 59.7 59.8 78.2 36.5 52.2 54.9 63.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,400: 11,946 7,760 3,065 2,091 1,446 2,280 11,225 500 2,075 25 1,325: 4,763 3,028
Old : 27,400: 11,946 7,760 3,065 2,091 1,446 2,280 11,225 500 2,075 25 1,325: 4,763 3,028
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -536: -586 -700 325 -246 0 0 760 -50 60 -25 -35: -250 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 28.3 11.2 7.6 5.3 8.3 41.0 1.8 7.6 0.1 4.8: 17.4 11.1
Old : 100.0: 43.6 28.3 11.2 7.6 5.3 8.3 41.0 1.8 7.6 0.1 4.8: 17.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 9 . . . . . . . . .:
Old : 25: 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 : 38.0 61.9 60.4 78.5 35.1 55.6 53.0 63.9
Old : 38.0 61.9 60.4 78.5 35.1 55.6 53.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,558: 12,717 8,025 188 8,725 764 9,290 100 375 0 5,745 75: 3,149 2,749
Old : 26,558: 12,717 8,025 188 8,725 764 9,290 100 375 0 5,745 75: 3,149 2,749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -711: -356 -230 151 -50 -86 -250 25 -25 0 -180 5: -150 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 30.2 0.7 32.9 2.9 35.0 0.4 1.4 0.0 21.6 0.3: 11.9 10.4
Old : 100.0: 47.9 30.2 0.7 32.9 2.9 35.0 0.4 1.4 0.0 21.6 0.3: 11.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.5 74.7 84.6 86.9 67.2 70.3 77.6 79.8
Old : 68.5 74.7 84.6 86.9 67.2 70.3 77.6 79.8
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,688: 11,954 7,980 306 8,525 467 9,290 100 375 0 5,605 65: 3,231 2,571
Old : 25,688: 11,954 7,980 306 8,525 467 9,290 100 375 0 5,605 65: 3,231 2,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -843: -653 -280 88 -50 -146 -250 25 -25 -50 -205 -5: 198 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 31.1 1.2 33.2 1.8 36.2 0.4 1.5 0.0 21.8 0.3: 12.6 10.0
Old : 100.0: 46.5 31.1 1.2 33.2 1.8 36.2 0.4 1.5 0.0 21.8 0.3: 12.6 10.0
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 : 20: 12 5 . . . . . . 0 . .:
Old : 20: 12 5 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 76.8 84.2 88.6 67.6 72.5 78.5 81.9
Old : 69.0 76.8 84.2 88.6 67.6 72.5 78.5 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,901: 14,831 41,188 7,027 8,240 140 17,525 0 0 10,170 0 0: 4,208 4,333
Old : 53,901: 14,831 41,188 7,027 8,240 140 17,525 0 0 10,170 0 0: 4,208 4,333
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,247: -830 -1,623 430 -200 0 -990 0 0 -455 0 0: -402 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 76.4 13.0 15.3 0.3 32.5 0.0 0.0 18.9 0.0 0.0: 7.8 8.0
Old : 100.0: 27.5 76.4 13.0 15.3 0.3 32.5 0.0 0.0 18.9 0.0 0.0: 7.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . . . . 0 0 . 0 0:
Old : 24: 12 14 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 80.1 86.6 88.6 65.0 79.9 83.0 87.1
Old : 65.8 80.1 86.6 88.6 65.0 79.9 83.0 87.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,737: 16,797 39,080 6,335 11,155 140 17,425 0 0 9,775 0 0: 4,265 4,362
Old : 54,737: 16,797 39,080 6,335 11,155 140 17,425 0 0 9,775 0 0: 4,265 4,362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,133: -635 -1,503 165 -195 0 -915 0 0 -330 0 0: -418 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 71.4 11.6 20.4 0.3 31.8 0.0 0.0 17.9 0.0 0.0: 7.8 8.0
Old : 100.0: 30.7 71.4 11.6 20.4 0.3 31.8 0.0 0.0 17.9 0.0 0.0: 7.8 8.0
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: 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 : 63.3 81.7 87.4 88.7 62.5 81.5 84.6 87.7
Old : 63.3 81.7 87.4 88.7 62.5 81.5 84.6 87.7
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,140: 23,030 51,865 1,175 4,490 1,845 7,790 0 1,230 24,255 75 60: 3,755 3,575
Old : 63,140: 23,030 51,865 1,175 4,490 1,845 7,790 0 1,230 24,255 75 60: 3,755 3,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,540: -340 -1,455 415 25 -415 -90 0 -125 -1,340 75 -75: -570 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 82.1 1.9 7.1 2.9 12.3 0.0 1.9 38.4 0.1 0.1: 5.9 5.7
Old : 100.0: 36.5 82.1 1.9 7.1 2.9 12.3 0.0 1.9 38.4 0.1 0.1: 5.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 10 . . . 5 0 . . . .:
Old : 32: 16 10 . . . 5 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 76.5 78.1 89.5 55.6 75.9 74.4 85.3
Old : 57.7 76.5 78.1 89.5 55.6 75.9 74.4 85.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,515: 23,245 50,725 345 4,490 2,490 7,365 0 1,480 24,080 0 60: 3,450 3,270
Old : 62,515: 23,245 50,725 345 4,490 2,490 7,365 0 1,480 24,080 0 60: 3,450 3,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,515: -335 -1,325 345 -95 -325 -15 0 -175 -1,415 0 0: -595 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 81.1 0.6 7.2 4.0 11.8 0.0 2.4 38.5 0.0 0.1: 5.5 5.2
Old : 100.0: 37.2 81.1 0.6 7.2 4.0 11.8 0.0 2.4 38.5 0.0 0.1: 5.5 5.2
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 : 31: 16 10 . . . 4 0 . . 0 .:
Old : 31: 16 10 . . . 4 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 75.5 78.1 89.7 55.1 74.7 74.4 84.2
Old : 57.6 75.5 78.1 89.7 55.1 74.7 74.4 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,345: 11,415 7,475 365 350 3,480 75 5,445 0 1,735 390 330: 945 875
Old : 18,345: 11,415 7,475 365 350 3,480 75 5,445 0 1,735 390 330: 945 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -650: -160 60 35 50 -50 25 -465 -25 -305 -60 0: -170 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 40.7 2.0 1.9 19.0 0.4 29.7 0.0 9.5 2.1 1.8: 5.2 4.8
Old : 100.0: 62.2 40.7 2.0 1.9 19.0 0.4 29.7 0.0 9.5 2.1 1.8: 5.2 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 : 23: 13 8 . . . . . 0 . . .:
Old : 23: 13 8 . . . . . 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 59.3 78.1 87.6 42.9 56.1 60.1 69.6
Old : 53.9 59.3 78.1 87.6 42.9 56.1 60.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,790: 9,790 7,440 330 350 3,110 75 5,445 0 2,520 390 205: 1,760 850
Old : 17,790: 9,790 7,440 330 350 3,110 75 5,445 0 2,520 390 205: 1,760 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -670: -145 60 35 50 -50 25 -465 -25 -295 -60 0: -215 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 41.8 1.9 2.0 17.5 0.4 30.6 0.0 14.2 2.2 1.2: 9.9 4.8
Old : 100.0: 55.0 41.8 1.9 2.0 17.5 0.4 30.6 0.0 14.2 2.2 1.2: 9.9 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 : 22: 12 8 . . . . . 0 . . .:
Old : 22: 12 8 . . . . . 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 : 57.2 59.0 78.9 88.2 47.0 57.8 60.2 71.8
Old : 57.2 59.0 78.9 88.2 47.0 57.8 60.2 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,305: 36,215 36,730 425 1,110 3,285 2,135 19,040 1,050 19,150 1,150 1,185: 4,860 4,755
Old : 68,305: 36,215 36,730 425 1,110 3,285 2,135 19,040 1,050 19,150 1,150 1,185: 4,860 4,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,275: -765 -1,815 -175 25 -125 -215 35 0 -585 0 0: -410 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 53.8 0.6 1.6 4.8 3.1 27.9 1.5 28.0 1.7 1.7: 7.1 7.0
Old : 100.0: 53.0 53.8 0.6 1.6 4.8 3.1 27.9 1.5 28.0 1.7 1.7: 7.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 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 : 60.9 64.7 75.2 82.1 59.7 63.3 73.7 78.0
Old : 60.9 64.7 75.2 82.1 59.7 63.3 73.7 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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,135: 34,970 34,400 900 0 3,505 2,140 19,040 1,020 16,475 1,150 1,360: 4,765 4,660
Old : 65,135: 34,970 34,400 900 0 3,505 2,140 19,040 1,020 16,475 1,150 1,360: 4,765 4,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,470: -1,035 -2,030 -570 -305 185 -180 35 -25 -500 0 0: -345 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 52.8 1.4 0.0 5.4 3.3 29.2 1.6 25.3 1.8 2.1: 7.3 7.2
Old : 100.0: 53.7 52.8 1.4 0.0 5.4 3.3 29.2 1.6 25.3 1.8 2.1: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 13 15 . 0 . . . . 5 . .:
Old : 32: 13 15 . 0 . . . . 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 : 60.7 66.1 74.9 81.5 59.1 64.3 71.9 78.3
Old : 60.7 66.1 74.9 81.5 59.1 64.3 71.9 78.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,238: 34,387 20,085 1,940 14,887 1,970 12,115 330 2,365 50 13,540 0: 2,411 2,061
Old : 55,238: 34,387 20,085 1,940 14,887 1,970 12,115 330 2,365 50 13,540 0: 2,411 2,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,280: -993 -425 655 -208 -480 -355 25 0 0 -80 -15: -92 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 36.4 3.5 27.0 3.6 21.9 0.6 4.3 0.1 24.5 0.0: 4.4 3.7
Old : 100.0: 62.3 36.4 3.5 27.0 3.6 21.9 0.6 4.3 0.1 24.5 0.0: 4.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 14 . . . . . . . . 0:
Old : 33: 21 14 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 72.5 76.5 89.3 45.2 68.6 69.4 81.5
Old : 49.6 72.5 76.5 89.3 45.2 68.6 69.4 81.5
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,404: 30,539 17,885 710 11,029 2,765 8,165 325 2,440 50 10,365 465: 1,270 1,130
Old : 46,404: 30,539 17,885 710 11,029 2,765 8,165 325 2,440 50 10,365 465: 1,270 1,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,220: -800 -675 630 95 -455 -355 25 0 -75 -55 -40: -125 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 38.5 1.5 23.8 6.0 17.6 0.7 5.3 0.1 22.3 1.0: 2.7 2.4
Old : 100.0: 65.8 38.5 1.5 23.8 6.0 17.6 0.7 5.3 0.1 22.3 1.0: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 14 . . . . . . . . .:
Old : 32: 21 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 : 53.4 67.9 76.7 89.4 48.2 62.7 68.7 78.3
Old : 53.4 67.9 76.7 89.4 48.2 62.7 68.7 78.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,765: 98,812 88,096 21,190 3,265 6,360 0 10,891 6,829 1,325 19,075 1,340: 23,909 23,909
Old : 159,765: 98,812 88,096 21,190 3,265 6,360 0 10,891 6,829 1,325 19,075 1,340: 23,909 23,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,510: -4,784 -3,339 -1,940 980 -120 0 -3,200 1,215 175 -990 -175: 119 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 55.1 13.3 2.0 4.0 0.0 6.8 4.3 0.8 11.9 0.8: 15.0 15.0
Old : 100.0: 61.8 55.1 13.3 2.0 4.0 0.0 6.8 4.3 0.8 11.9 0.8: 15.0 15.0
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 : 44: 25 27 . . . 0 4 . . 5 .:
Old : 44: 25 27 . . . 0 4 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 37.2 70.2 53.3 54.9 35.5 61.5 48.0
Old : 57.6 37.2 70.2 53.3 54.9 35.5 61.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 144,379: 86,552 81,765 21,794 0 7,000 2,379 6,115 7,270 1,225 24,070 1,175: 16,984 16,984
Old : 144,379: 86,552 81,765 21,794 0 7,000 2,379 6,115 7,270 1,225 24,070 1,175: 16,984 16,984
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,050: -4,670 -2,474 -2,144 0 950 2,379 -481 -1,164 225 -1,255 -225: -401 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 56.6 15.1 0.0 4.8 1.6 4.2 5.0 0.8 16.7 0.8: 11.8 11.8
Old : 100.0: 59.9 56.6 15.1 0.0 4.8 1.6 4.2 5.0 0.8 16.7 0.8: 11.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 26 . 0 . . . . . 4 .:
Old : 42: 22 26 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 42.9 73.2 59.2 53.0 41.1 61.1 54.2
Old : 58.0 42.9 73.2 59.2 53.0 41.1 61.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,180: 28,285 28,245 18,141 7,846 2,869 25 1,655 2,055 0 8,710 0: 4,805 4,800
Old : 56,180: 28,285 28,245 18,141 7,846 2,869 25 1,655 2,055 0 8,710 0: 4,805 4,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -630: -1,215 -335 495 -30 -60 -35 -240 -220 0 -150 0: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 50.3 32.3 14.0 5.1 0.0 2.9 3.7 0.0 15.5 0.0: 8.6 8.5
Old : 100.0: 50.3 50.3 32.3 14.0 5.1 0.0 2.9 3.7 0.0 15.5 0.0: 8.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.4 48.3 80.5 68.4 59.5 45.4 68.8 57.9
Old : 63.4 48.3 80.5 68.4 59.5 45.4 68.8 57.9
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,105: 22,455 23,135 15,701 5,676 3,064 0 1,365 2,705 0 8,000 0: 4,180 4,160
Old : 48,105: 22,455 23,135 15,701 5,676 3,064 0 1,365 2,705 0 8,000 0: 4,180 4,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -914: -1,555 -510 530 -350 -269 -175 -285 65 0 -50 0: 490 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 48.1 32.6 11.8 6.4 0.0 2.8 5.6 0.0 16.6 0.0: 8.7 8.6
Old : 100.0: 46.7 48.1 32.6 11.8 6.4 0.0 2.8 5.6 0.0 16.6 0.0: 8.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 18 . . . 0 . . 0 . 0:
Old : 25: 15 18 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 49.8 75.3 71.4 55.1 43.7 64.4 54.5
Old : 58.5 49.8 75.3 71.4 55.1 43.7 64.4 54.5
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,215: 17,760 17,055 0 15,640 1,595 12,260 25 410 2,350 0 650: 2,190 1,840
Old : 37,215: 17,760 17,055 0 15,640 1,595 12,260 25 410 2,350 0 650: 2,190 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -370: -215 -1,400 0 760 -80 -480 -50 -235 0 0 0: 640 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 45.8 0.0 42.0 4.3 32.9 0.1 1.1 6.3 0.0 1.7: 5.9 4.9
Old : 100.0: 47.7 45.8 0.0 42.0 4.3 32.9 0.1 1.1 6.3 0.0 1.7: 5.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 16 0 . . . . . . 0 .:
Old : 25: 12 16 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 74.1 77.0 86.0 55.0 62.6 67.7 73.1
Old : 57.8 74.1 77.0 86.0 55.0 62.6 67.7 73.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,665: 13,160 25,270 0 13,860 2,175 23,510 0 930 2,350 0 650: 1,890 1,780
Old : 44,665: 13,160 25,270 0 13,860 2,175 23,510 0 930 2,350 0 650: 1,890 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -410: -595 -1,155 0 775 -210 210 0 -340 0 0 0: 525 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 56.6 0.0 31.0 4.9 52.6 0.0 2.1 5.3 0.0 1.5: 4.2 4.0
Old : 100.0: 29.5 56.6 0.0 31.0 4.9 52.6 0.0 2.1 5.3 0.0 1.5: 4.2 4.0
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 : 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 : 74.4 78.2 90.6 91.3 70.5 67.3 78.2 78.8
Old : 74.4 78.2 90.6 91.3 70.5 67.3 78.2 78.8
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,082: 75,007 61,637 1,230 12,155 9,835 1,565 11,485 3,150 7,475 0 0: 19,820 19,820
Old : 118,082: 75,007 61,637 1,230 12,155 9,835 1,565 11,485 3,150 7,475 0 0: 19,820 19,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,642: -2,747 -4,267 310 1,225 -1,510 75 345 -750 -275 0 0: -745 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 52.2 1.0 10.3 8.3 1.3 9.7 2.7 6.3 0.0 0.0: 16.8 16.8
Old : 100.0: 63.5 52.2 1.0 10.3 8.3 1.3 9.7 2.7 6.3 0.0 0.0: 16.8 16.8
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 : 36: 26 24 . . . . . . . 0 0:
Old : 36: 26 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 41.3 53.3 59.2 28.7 31.3 36.5 39.0
Old : 35.6 41.3 53.3 59.2 28.7 31.3 36.5 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,524: 55,010 40,044 1,490 17,751 9,704 0 5,760 7,970 6,895 0 0: 14,455 14,295
Old : 95,524: 55,010 40,044 1,490 17,751 9,704 0 5,760 7,970 6,895 0 0: 14,455 14,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,195: -2,105 -2,110 175 195 -170 0 -105 -80 -75 0 0: -940 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 41.9 1.6 18.6 10.2 0.0 6.0 8.3 7.2 0.0 0.0: 15.1 15.0
Old : 100.0: 57.6 41.9 1.6 18.6 10.2 0.0 6.0 8.3 7.2 0.0 0.0: 15.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 24 . . . 0 . . . 0 0:
Old : 33: 23 24 . . . 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 : 43.4 45.1 62.0 63.0 32.4 31.3 40.5 40.5
Old : 43.4 45.1 62.0 63.0 32.4 31.3 40.5 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, November 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,250: 22,025 16,435 0 11,170 1,280 4,515 300 0 1,305 0 580: 2,545 2,485
Old : 32,250: 22,025 16,435 0 11,170 1,280 4,515 300 0 1,305 0 580: 2,545 2,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,365: -915 -750 0 -410 0 -305 0 0 65 0 -65: -145 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 51.0 0.0 34.6 4.0 14.0 0.9 0.0 4.0 0.0 1.8: 7.9 7.7
Old : 100.0: 68.3 51.0 0.0 34.6 4.0 14.0 0.9 0.0 4.0 0.0 1.8: 7.9 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 : 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 : 62.6 73.6 81.5 86.4 62.4 69.6 74.7 77.0
Old : 62.6 73.6 81.5 86.4 62.4 69.6 74.7 77.0
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 12, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,190: 22,395 15,460 0 10,900 1,670 3,415 495 35 1,035 0 475: 2,165 2,155
Old : 31,190: 22,395 15,460 0 10,900 1,670 3,415 495 35 1,035 0 475: 2,165 2,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,210: -875 -745 0 -255 -40 -130 -35 5 -25 0 0: -145 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 49.6 0.0 34.9 5.4 10.9 1.6 0.1 3.3 0.0 1.5: 6.9 6.9
Old : 100.0: 71.8 49.6 0.0 34.9 5.4 10.9 1.6 0.1 3.3 0.0 1.5: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 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 : 63.9 72.9 81.4 87.2 63.8 67.6 74.2 76.5
Old : 63.9 72.9 81.4 87.2 63.8 67.6 74.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2019