COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,963: 17,953 11,394 1,062 1,009 888 674 3,561 439 515 3,617 1,792: 640 1,263
Old : 23,963: 17,953 11,394 1,062 1,009 888 674 3,561 439 515 3,617 1,792: 640 1,263
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 698: 1,682 426 303 -18 5 0 117 62 -1,273 103 -165: 84 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 47.5 4.4 4.2 3.7 2.8 14.9 1.8 2.1 15.1 7.5: 2.7 5.3
Old : 100.0: 74.9 47.5 4.4 4.2 3.7 2.8 14.9 1.8 2.1 15.1 7.5: 2.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 14 15 . . 5 . 5 4 . 5 7:
Old : 35: 14 15 . . 5 . 5 4 . 5 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 : 50.1 44.9 69.2 68.5 35.4 36.2 46.2 47.4
Old : 50.1 44.9 69.2 68.5 35.4 36.2 46.2 47.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,958: 16,234 16,795 102 1,847 5,959 252 423 957 3,718 1,497 3,439: 297 41
Old : 30,958: 16,234 16,795 102 1,847 5,959 252 423 957 3,718 1,497 3,439: 297 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -324: -23 -407 12 -56 -20 -2,909 -126 -722 2,828 499 531: -22 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 54.3 0.3 6.0 19.2 0.8 1.4 3.1 12.0 4.8 11.1: 1.0 0.1
Old : 100.0: 52.4 54.3 0.3 6.0 19.2 0.8 1.4 3.1 12.0 4.8 11.1: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 26 27 . . . . . 5 7 6 13:
Old : 49: 26 27 . . . . . 5 7 6 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 48.3 70.2 67.5 20.8 21.4 25.1 25.7
Old : 48.7 48.3 70.2 67.5 20.8 21.4 25.1 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,467: 24,148 38,680 6,903 0 1,472 300 220 195 7,915 375 525: 9 0
Old : 41,467: 24,148 38,680 6,903 0 1,472 300 220 195 7,915 375 525: 9 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 3,409: 2,064 3,854 659 0 5 -25 -81 31 850 -225 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 93.3 16.6 0.0 3.5 0.7 0.5 0.5 19.1 0.9 1.3: 0.0 0.0
Old : 100.0: 58.2 93.3 16.6 0.0 3.5 0.7 0.5 0.5 19.1 0.9 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 22 . 0 . . . . 5 . 6:
Old : 40: 24 22 . 0 . . . . 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 58.7 78.3 83.3 46.5 51.5 64.7 67.8
Old : 50.4 58.7 78.3 83.3 46.5 51.5 64.7 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,588: 21,948 26,666 1,216 695 1,274 250 0 50 4,322 375 528: 0 0
Old : 29,588: 21,948 26,666 1,216 695 1,274 250 0 50 4,322 375 528: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,085: 1,434 2,285 725 132 -50 0 0 0 247 -75 -197: -74 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 90.1 4.1 2.3 4.3 0.8 0.0 0.2 14.6 1.3 1.8: 0.0 0.0
Old : 100.0: 74.2 90.1 4.1 2.3 4.3 0.8 0.0 0.2 14.6 1.3 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 : 30: 17 16 . . . . 0 . 4 . .:
Old : 30: 17 16 . . . . 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 : 59.7 75.4 81.8 88.1 59.5 70.9 77.1 81.5
Old : 59.7 75.4 81.8 88.1 59.5 70.9 77.1 81.5
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 137,895: 109,308 88,721 1,826 19,434 10,008 2,132 653 1,818 3,384 7,842 8,989: 430 430
Old : 137,895: 109,308 88,721 1,826 19,434 10,008 2,132 653 1,818 3,384 7,842 8,989: 430 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,856: 1,436 1,925 13 -779 545 -1,315 250 -6,445 1,071 -187 6,547: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 64.3 1.3 14.1 7.3 1.5 0.5 1.3 2.5 5.7 6.5: 0.3 0.3
Old : 100.0: 79.3 64.3 1.3 14.1 7.3 1.5 0.5 1.3 2.5 5.7 6.5: 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 : 59: 29 30 . . 4 . 4 . 8 5 5:
Old : 59: 29 30 . . 4 . 4 . 8 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 41.6 68.3 60.9 37.4 26.9 41.7 37.8
Old : 51.6 41.6 68.3 60.9 37.4 26.9 41.7 37.8
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 74,584: 60,973 58,201 5,000 7,420 4,561 75 1,320 2,081 925 62 938: 30 0
Old : 74,584: 60,973 58,201 5,000 7,420 4,561 75 1,320 2,081 925 62 938: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,494: 350 1,828 0 -1,134 817 -75 -40 -4 350 25 25: 30 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 78.0 6.7 9.9 6.1 0.1 1.8 2.8 1.2 0.1 1.3: 0.0 0.0
Old : 100.0: 81.8 78.0 6.7 9.9 6.1 0.1 1.8 2.8 1.2 0.1 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 . . . . 5 . 4 . 4:
Old : 38: 19 21 . . . . 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 : 61.5 70.7 82.5 85.6 61.3 61.8 69.3 68.0
Old : 61.5 70.7 82.5 85.6 61.3 61.8 69.3 68.0
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,481: 31,585 24,135 1,517 8,667 804 0 0 0 350 650 225: 0 0
Old : 34,481: 31,585 24,135 1,517 8,667 804 0 0 0 350 650 225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 589: 465 1,520 20 -1,135 79 0 0 0 -50 50 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 70.0 4.4 25.1 2.3 0.0 0.0 0.0 1.0 1.9 0.7: 0.0 0.0
Old : 100.0: 91.6 70.0 4.4 25.1 2.3 0.0 0.0 0.0 1.0 1.9 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 14 . . . 0 0 0 . . .:
Old : 24: 8 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.4 82.8 96.7 93.6 79.7 71.6 83.7 80.9
Old : 88.4 82.8 96.7 93.6 79.7 71.6 83.7 80.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,364: 36,944 35,301 480 17,689 7,732 645 200 417 15,425 600 5,395: 326 30
Old : 67,364: 36,944 35,301 480 17,689 7,732 645 200 417 15,425 600 5,395: 326 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -514: -235 -929 0 254 -54 -14,995 0 5 15,005 210 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 52.4 0.7 26.3 11.5 1.0 0.3 0.6 22.9 0.9 8.0: 0.5 0.0
Old : 100.0: 54.8 52.4 0.7 26.3 11.5 1.0 0.3 0.6 22.9 0.9 8.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 22 . 4 5 . . . . . .:
Old : 39: 22 22 . 4 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 50.0 74.1 70.0 44.8 39.7 51.0 51.1
Old : 52.2 50.0 74.1 70.0 44.8 39.7 51.0 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,591: 47,787 34,808 0 37,987 5,955 1,678 240 684 24,531 1,603 4,097: 859 217
Old : 85,591: 47,787 34,808 0 37,987 5,955 1,678 240 684 24,531 1,603 4,097: 859 217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 218: 318 26 0 37 -32 -24,133 45 -77 24,085 135 54: 3 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 40.7 0.0 44.4 7.0 2.0 0.3 0.8 28.7 1.9 4.8: 1.0 0.3
Old : 100.0: 55.8 40.7 0.0 44.4 7.0 2.0 0.3 0.8 28.7 1.9 4.8: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 23 0 4 4 5 4 4 . . .:
Old : 45: 23 23 0 4 4 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 : 52.2 61.9 71.3 78.9 48.6 56.1 62.6 64.0
Old : 52.2 61.9 71.3 78.9 48.6 56.1 62.6 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,732: 56,632 54,362 12,246 18,308 1,937 1,600 25 0 2,093 726 1,301: 923 73
Old : 76,732: 56,632 54,362 12,246 18,308 1,937 1,600 25 0 2,093 726 1,301: 923 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 237: 440 660 -80 -650 74 0 0 0 0 350 -197: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 70.8 16.0 23.9 2.5 2.1 0.0 0.0 2.7 0.9 1.7: 1.2 0.1
Old : 100.0: 73.8 70.8 16.0 23.9 2.5 2.1 0.0 0.0 2.7 0.9 1.7: 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 : 46.3 73.6 67.3 84.4 44.9 73.5 63.0 80.3
Old : 46.3 73.6 67.3 84.4 44.9 73.5 63.0 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,043: 68,625 61,909 21,893 32,743 729 1,450 50 0 2,741 704 1,893: 712 15
Old : 98,043: 68,625 61,909 21,893 32,743 729 1,450 50 0 2,741 704 1,893: 712 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 438: 555 910 -220 -850 264 0 0 0 25 300 -186: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 63.1 22.3 33.4 0.7 1.5 0.1 0.0 2.8 0.7 1.9: 0.7 0.0
Old : 100.0: 70.0 63.1 22.3 33.4 0.7 1.5 0.1 0.0 2.8 0.7 1.9: 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 . 5 . . 0 4 . 4:
Old : 45: 23 25 5 . 5 . . 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 69.9 67.2 84.3 45.6 69.6 65.2 81.4
Old : 45.9 69.9 67.2 84.3 45.6 69.6 65.2 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,988: 30,628 40,343 9,865 0 1,955 0 0 0 400 420 0: 140 270
Old : 42,988: 30,628 40,343 9,865 0 1,955 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 12, 2019 :
: 350: 650 -250 -900 0 600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 93.8 22.9 0.0 4.5 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.6
Old : 100.0: 71.2 93.8 22.9 0.0 4.5 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 : 28: 17 20 . 0 . 0 0 0 . . 0:
Old : 28: 17 20 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 84.9 87.2 93.3 63.2 82.0 77.6 86.0
Old : 69.1 84.9 87.2 93.3 63.2 82.0 77.6 86.0
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 26,238: 23,542 19,626 0 3,665 2,067 0 600 0 350 147 13: 266 120
Old : 26,238: 23,542 19,626 0 3,665 2,067 0 600 0 350 147 13: 266 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 450: 450 400 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 74.8 0.0 14.0 7.9 0.0 2.3 0.0 1.3 0.6 0.0: 1.0 0.5
Old : 100.0: 89.7 74.8 0.0 14.0 7.9 0.0 2.3 0.0 1.3 0.6 0.0: 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 : 59.7 66.6 79.5 86.4 50.7 58.3 63.6 66.7
Old : 59.7 66.6 79.5 86.4 50.7 58.3 63.6 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,492: 43,071 57,576 320 8,655 10,182 13,843 0 503 9,496 683 1,758: 319 135
Old : 79,492: 43,071 57,576 320 8,655 10,182 13,843 0 503 9,496 683 1,758: 319 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,620: 864 1,349 0 251 -84 637 0 -46 191 78 73: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 72.4 0.4 10.9 12.8 17.4 0.0 0.6 11.9 0.9 2.2: 0.4 0.2
Old : 100.0: 54.2 72.4 0.4 10.9 12.8 17.4 0.0 0.6 11.9 0.9 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 . . . 9 0 4 10 . 7:
Old : 55: 28 29 . . . 9 0 4 10 . 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 : 34.5 49.9 53.2 72.4 18.9 20.3 28.3 33.1
Old : 34.5 49.9 53.2 72.4 18.9 20.3 28.3 33.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,976: 15,738 22,504 0 3,004 2,266 3,700 0 100 6,236 110 650: 286 342
Old : 28,976: 15,738 22,504 0 3,004 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 12, 2019 :
: 96: 96 60 0 36 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 77.7 0.0 10.4 7.8 12.8 0.0 0.3 21.5 0.4 2.2: 1.0 1.2
Old : 100.0: 54.3 77.7 0.0 10.4 7.8 12.8 0.0 0.3 21.5 0.4 2.2: 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 : 46.3 61.0 74.8 76.5 43.9 45.4 60.9 58.4
Old : 46.3 61.0 74.8 76.5 43.9 45.4 60.9 58.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,016: 39,111 45,771 6,695 0 2,615 0 0 0 400 370 50: 145 210
Old : 49,016: 39,111 45,771 6,695 0 2,615 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 12, 2019 :
: 355: 570 -330 -900 0 685 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 93.4 13.7 0.0 5.3 0.0 0.0 0.0 0.8 0.8 0.1: 0.3 0.4
Old : 100.0: 79.8 93.4 13.7 0.0 5.3 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 : 54.8 82.4 82.0 92.5 49.2 78.2 67.5 81.3
Old : 54.8 82.4 82.0 92.5 49.2 78.2 67.5 81.3
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,533: 32,193 26,552 0 5,636 6,671 0 1,460 0 605 0 120: 944 94
Old : 40,533: 32,193 26,552 0 5,636 6,671 0 1,460 0 605 0 120: 944 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 601: 116 506 0 -390 460 -300 25 0 300 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 65.5 0.0 13.9 16.5 0.0 3.6 0.0 1.5 0.0 0.3: 2.3 0.2
Old : 100.0: 79.4 65.5 0.0 13.9 16.5 0.0 3.6 0.0 1.5 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 . . 0 4 0 . 0 .:
Old : 29: 19 19 0 . . 0 4 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 47.3 75.1 71.3 34.5 25.9 42.3 40.5
Old : 57.4 47.3 75.1 71.3 34.5 25.9 42.3 40.5
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,753: 49,413 60,318 8,095 130 1,760 0 0 0 2,912 200 0: 573 345
Old : 62,753: 49,413 60,318 8,095 130 1,760 0 0 0 2,912 200 0: 573 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 575: 565 575 30 0 0 0 0 0 -20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 96.1 12.9 0.2 2.8 0.0 0.0 0.0 4.6 0.3 0.0: 0.9 0.5
Old : 100.0: 78.7 96.1 12.9 0.2 2.8 0.0 0.0 0.0 4.6 0.3 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 14 4 . . 0 0 0 . . 0:
Old : 30: 20 14 4 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 92.3 72.1 97.3 48.7 88.2 69.7 90.9
Old : 50.1 92.3 72.1 97.3 48.7 88.2 69.7 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,614: 54,386 59,299 6,014 1,160 2,615 0 0 0 3,259 3,300 60: 280 180
Old : 66,614: 54,386 59,299 6,014 1,160 2,615 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 12, 2019 :
: 1,475: 1,530 1,220 50 360 -105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 89.0 9.0 1.7 3.9 0.0 0.0 0.0 4.9 5.0 0.1: 0.4 0.3
Old : 100.0: 81.6 89.0 9.0 1.7 3.9 0.0 0.0 0.0 4.9 5.0 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 : 51.4 83.6 72.5 95.7 49.3 80.8 68.1 88.6
Old : 51.4 83.6 72.5 95.7 49.3 80.8 68.1 88.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,916: 63,458 76,249 12,312 141 4,295 223 0 15 1,177 1,045 171: 265 0
Old : 81,916: 63,458 76,249 12,312 141 4,295 223 0 15 1,177 1,045 171: 265 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 858: 864 457 -149 80 0 100 0 -30 236 514 -163: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 93.1 15.0 0.2 5.2 0.3 0.0 0.0 1.4 1.3 0.2: 0.3 0.0
Old : 100.0: 77.5 93.1 15.0 0.2 5.2 0.3 0.0 0.0 1.4 1.3 0.2: 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 : 41: 21 22 5 . 4 . 0 . . . .:
Old : 41: 21 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 : 61.3 53.3 78.8 77.9 59.8 52.0 73.7 72.6
Old : 61.3 53.3 78.8 77.9 59.8 52.0 73.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,606: 81,343 90,775 14,185 1,588 6,184 140 1,307 208 1,524 3,862 666: 355 16
Old : 104,606: 81,343 90,775 14,185 1,588 6,184 140 1,307 208 1,524 3,862 666: 355 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,381: 1,021 1,275 -2 -394 349 0 23 132 -254 -133 129: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 86.8 13.6 1.5 5.9 0.1 1.2 0.2 1.5 3.7 0.6: 0.3 0.0
Old : 100.0: 77.8 86.8 13.6 1.5 5.9 0.1 1.2 0.2 1.5 3.7 0.6: 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 : 60: 25 26 5 . 4 . 8 . . 7 4:
Old : 60: 25 26 5 . 4 . 8 . . 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 : 53.0 47.1 71.6 75.5 52.1 46.8 65.4 63.7
Old : 53.0 47.1 71.6 75.5 52.1 46.8 65.4 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 56,323: 37,698 50,370 17,613 955 567 0 1,256 150 150 2,900 125: 20 0
Old : 56,323: 37,698 50,370 17,613 955 567 0 1,256 150 150 2,900 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 460: 313 115 100 -27 -3 0 0 0 50 375 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 89.4 31.3 1.7 1.0 0.0 2.2 0.3 0.3 5.1 0.2: 0.0 0.0
Old : 100.0: 66.9 89.4 31.3 1.7 1.0 0.0 2.2 0.3 0.3 5.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 14 . . . 0 . . . 4 .:
Old : 28: 12 14 . . . 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 : 76.8 87.6 95.8 95.2 76.6 85.8 92.9 91.3
Old : 76.8 87.6 95.8 95.2 76.6 85.8 92.9 91.3
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,540: 38,889 49,670 11,126 0 60 0 0 0 125 470 340: 0 0
Old : 50,540: 38,889 49,670 11,126 0 60 0 0 0 125 470 340: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 560: -58 635 618 0 0 0 0 0 75 0 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 98.3 22.0 0.0 0.1 0.0 0.0 0.0 0.2 0.9 0.7: 0.0 0.0
Old : 100.0: 76.9 98.3 22.0 0.0 0.1 0.0 0.0 0.0 0.2 0.9 0.7: 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 7 . 0 . 0 0 0 . . .:
Old : 23: 11 7 . 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 : 81.9 98.0 97.5 99.5 81.7 96.8 97.0 97.9
Old : 81.9 98.0 97.5 99.5 81.7 96.8 97.0 97.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,702: 47,765 57,181 10,045 0 1,901 325 0 0 1,102 1,956 1,512: 52 152
Old : 62,702: 47,765 57,181 10,045 0 1,901 325 0 0 1,102 1,956 1,512: 52 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 175: 181 145 -33 0 25 -600 0 -100 597 0 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 91.2 16.0 0.0 3.0 0.5 0.0 0.0 1.8 3.1 2.4: 0.1 0.2
Old : 100.0: 76.2 91.2 16.0 0.0 3.0 0.5 0.0 0.0 1.8 3.1 2.4: 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 20 4 0 . . 0 0 . . .:
Old : 33: 19 20 4 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 : 47.5 84.1 73.1 93.4 46.2 80.5 67.2 83.3
Old : 47.5 84.1 73.1 93.4 46.2 80.5 67.2 83.3
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,398: 46,931 55,931 8,584 376 1,073 654 70 0 1,422 1,452 5,378: 356 118
Old : 64,398: 46,931 55,931 8,584 376 1,073 654 70 0 1,422 1,452 5,378: 356 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 741: 1,272 208 -1,039 0 534 -433 0 -3,230 427 25 3,204: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 86.9 13.3 0.6 1.7 1.0 0.1 0.0 2.2 2.3 8.4: 0.6 0.2
Old : 100.0: 72.9 86.9 13.3 0.6 1.7 1.0 0.1 0.0 2.2 2.3 8.4: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 22 . . . 6 . 0 . . .:
Old : 38: 21 22 . . . 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 : 47.5 72.2 71.3 83.6 45.6 63.9 61.9 69.4
Old : 47.5 72.2 71.3 83.6 45.6 63.9 61.9 69.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,785: 16,200 27,680 10,844 0 519 0 450 80 990 0 0: 152 56
Old : 28,785: 16,200 27,680 10,844 0 519 0 450 80 990 0 0: 152 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 360: 420 360 -40 0 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 96.2 37.7 0.0 1.8 0.0 1.6 0.3 3.4 0.0 0.0: 0.5 0.2
Old : 100.0: 56.3 96.2 37.7 0.0 1.8 0.0 1.6 0.3 3.4 0.0 0.0: 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 : 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 : 64.8 81.0 81.1 96.1 63.3 74.0 77.8 86.6
Old : 64.8 81.0 81.1 96.1 63.3 74.0 77.8 86.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,460: 16,293 28,056 10,794 0 292 0 0 0 875 0 0: 206 112
Old : 28,460: 16,293 28,056 10,794 0 292 0 0 0 875 0 0: 206 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 235: 235 225 0 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 98.6 37.9 0.0 1.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.4
Old : 100.0: 57.2 98.6 37.9 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 : 62.8 84.5 78.1 98.1 61.8 76.7 73.9 85.9
Old : 62.8 84.5 78.1 98.1 61.8 76.7 73.9 85.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,568: 27,068 26,505 4,007 3,100 1,200 235 915 214 154 959 675: 15 0
Old : 33,568: 27,068 26,505 4,007 3,100 1,200 235 915 214 154 959 675: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 381: 386 16 179 100 0 -130 0 20 -80 240 5: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 79.0 11.9 9.2 3.6 0.7 2.7 0.6 0.5 2.9 2.0: 0.0 0.0
Old : 100.0: 80.6 79.0 11.9 9.2 3.6 0.7 2.7 0.6 0.5 2.9 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 : 35: 16 20 . . . . . . . . .:
Old : 35: 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 : 66.1 57.2 83.2 76.3 58.1 55.4 72.9 68.3
Old : 66.1 57.2 83.2 76.3 58.1 55.4 72.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,370: 18,092 19,053 3,097 0 120 0 1,570 0 325 1,252 275: 461 100
Old : 22,370: 18,092 19,053 3,097 0 120 0 1,570 0 325 1,252 275: 461 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 255: 20 75 115 0 0 0 0 0 0 180 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 85.2 13.8 0.0 0.5 0.0 7.0 0.0 1.5 5.6 1.2: 2.1 0.4
Old : 100.0: 80.9 85.2 13.8 0.0 0.5 0.0 7.0 0.0 1.5 5.6 1.2: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . 0 . 0 . 0 . . .:
Old : 24: 12 14 . 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 : 78.0 72.8 91.3 87.7 77.7 71.0 88.1 83.9
Old : 78.0 72.8 91.3 87.7 77.7 71.0 88.1 83.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 58,629: 47,147 38,757 7,847 15,187 440 65 2,673 651 2,111 639 266: 102 16
Old : 58,629: 47,147 38,757 7,847 15,187 440 65 2,673 651 2,111 639 266: 102 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 662: 787 400 -216 -60 116 0 353 -150 71 -3 23: 31 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 66.1 13.4 25.9 0.8 0.1 4.6 1.1 3.6 1.1 0.5: 0.2 0.0
Old : 100.0: 80.4 66.1 13.4 25.9 0.8 0.1 4.6 1.1 3.6 1.1 0.5: 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 : 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 : 61.3 64.5 73.1 81.2 47.1 55.9 58.4 65.8
Old : 61.3 64.5 73.1 81.2 47.1 55.9 58.4 65.8
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,975: 34,110 19,569 3,112 16,397 806 0 1,158 655 433 783 487: 372 120
Old : 39,975: 34,110 19,569 3,112 16,397 806 0 1,158 655 433 783 487: 372 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 409: 359 504 55 -210 -5 -84 36 84 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 49.0 7.8 41.0 2.0 0.0 2.9 1.6 1.1 2.0 1.2: 0.9 0.3
Old : 100.0: 85.3 49.0 7.8 41.0 2.0 0.0 2.9 1.6 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 15 5 . . 0 . . . . .:
Old : 34: 19 15 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 : 67.0 69.8 81.6 84.7 58.8 65.2 69.0 74.2
Old : 67.0 69.8 81.6 84.7 58.8 65.2 69.0 74.2
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,527: 10,689 20,343 7,504 0 1,769 565 0 100 1,750 300 0: 150 15
Old : 22,527: 10,689 20,343 7,504 0 1,769 565 0 100 1,750 300 0: 150 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,275: 100 1,275 525 0 0 0 -300 0 650 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 90.3 33.3 0.0 7.9 2.5 0.0 0.4 7.8 1.3 0.0: 0.7 0.1
Old : 100.0: 47.4 90.3 33.3 0.0 7.9 2.5 0.0 0.4 7.8 1.3 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 : 25: 14 12 . 0 . . 0 . . . 0:
Old : 25: 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 : 66.8 80.3 85.6 90.7 58.9 75.8 74.0 80.5
Old : 66.8 80.3 85.6 90.7 58.9 75.8 74.0 80.5
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,506: 10,652 9,545 383 465 924 0 250 0 50 1,020 280: 217 22
Old : 12,506: 10,652 9,545 383 465 924 0 250 0 50 1,020 280: 217 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 17: 0 0 0 0 0 0 0 0 0 0 0: 17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 76.3 3.1 3.7 7.4 0.0 2.0 0.0 0.4 8.2 2.2: 1.7 0.2
Old : 100.0: 85.2 76.3 3.1 3.7 7.4 0.0 2.0 0.0 0.4 8.2 2.2: 1.7 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: 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 : 66.5 75.8 87.0 91.1 56.5 70.5 73.1 77.6
Old : 66.5 75.8 87.0 91.1 56.5 70.5 73.1 77.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,253: 9,354 14,425 4,860 1,703 195 0 100 0 2,135 275 530: 179 25
Old : 17,253: 9,354 14,425 4,860 1,703 195 0 100 0 2,135 275 530: 179 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 775: 720 660 0 100 0 0 0 0 40 0 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 83.6 28.2 9.9 1.1 0.0 0.6 0.0 12.4 1.6 3.1: 1.0 0.1
Old : 100.0: 54.2 83.6 28.2 9.9 1.1 0.0 0.6 0.0 12.4 1.6 3.1: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.7 66.5 81.3 84.7 56.4 58.3 75.3 72.1
Old : 57.7 66.5 81.3 84.7 56.4 58.3 75.3 72.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,981: 8,551 14,190 5,181 1,693 195 0 100 0 2,205 275 495: 354 33
Old : 16,981: 8,551 14,190 5,181 1,693 195 0 100 0 2,205 275 495: 354 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 685: 720 660 0 100 0 0 0 0 40 0 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 83.6 30.5 10.0 1.1 0.0 0.6 0.0 13.0 1.6 2.9: 2.1 0.2
Old : 100.0: 50.4 83.6 30.5 10.0 1.1 0.0 0.6 0.0 13.0 1.6 2.9: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . . 0 . 0 . . .:
Old : 28: 14 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 66.1 82.6 84.6 57.5 56.2 75.8 71.8
Old : 60.1 66.1 82.6 84.6 57.5 56.2 75.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,483: 29,213 36,483 8,320 400 1,245 0 225 0 405 835 3,235: 65 60
Old : 42,483: 29,213 36,483 8,320 400 1,245 0 225 0 405 835 3,235: 65 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 205: 240 -250 -35 0 0 0 0 0 -280 135 280: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 85.9 19.6 0.9 2.9 0.0 0.5 0.0 1.0 2.0 7.6: 0.2 0.1
Old : 100.0: 68.8 85.9 19.6 0.9 2.9 0.0 0.5 0.0 1.0 2.0 7.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 12 4 . . 0 . 0 5 . .:
Old : 36: 19 12 4 . . 0 . 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 : 64.4 72.8 79.2 90.6 57.9 65.3 69.3 76.6
Old : 64.4 72.8 79.2 90.6 57.9 65.3 69.3 76.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,296: 29,463 36,749 7,728 400 1,122 0 225 0 815 700 3,100: 68 0
Old : 42,296: 29,463 36,749 7,728 400 1,122 0 225 0 815 700 3,100: 68 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 315: 350 -150 -35 0 0 0 0 0 -465 0 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 86.9 18.3 0.9 2.7 0.0 0.5 0.0 1.9 1.7 7.3: 0.2 0.0
Old : 100.0: 69.7 86.9 18.3 0.9 2.7 0.0 0.5 0.0 1.9 1.7 7.3: 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 : 63.7 74.7 77.5 90.8 56.5 67.2 67.8 77.7
Old : 63.7 74.7 77.5 90.8 56.5 67.2 67.8 77.7
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,139: 83,028 76,637 22,536 20,080 2,121 1,090 1,400 60 880 9,437 1,364: 60 40
Old : 111,139: 83,028 76,637 22,536 20,080 2,121 1,090 1,400 60 880 9,437 1,364: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 490: 568 621 -4 213 6 0 0 0 -165 -395 45: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 69.0 20.3 18.1 1.9 1.0 1.3 0.1 0.8 8.5 1.2: 0.1 0.0
Old : 100.0: 74.7 69.0 20.3 18.1 1.9 1.0 1.3 0.1 0.8 8.5 1.2: 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 : 59: 32 29 . 4 . . . . 4 6 5:
Old : 59: 32 29 . 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 : 36.1 48.5 59.5 71.6 32.4 45.7 55.6 62.9
Old : 36.1 48.5 59.5 71.6 32.4 45.7 55.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 124,421: 91,062 92,359 25,485 16,387 4,042 945 1,102 90 955 8,614 1,827: 15 0
Old : 124,421: 91,062 92,359 25,485 16,387 4,042 945 1,102 90 955 8,614 1,827: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 962: 905 1,040 0 160 92 100 0 0 -175 -370 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 74.2 20.5 13.2 3.2 0.8 0.9 0.1 0.8 6.9 1.5: 0.0 0.0
Old : 100.0: 73.2 74.2 20.5 13.2 3.2 0.8 0.9 0.1 0.8 6.9 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 33 30 . 4 5 . . . 5 9 6:
Old : 64: 33 30 . 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 : 31.4 49.0 53.9 71.1 28.3 43.7 46.7 60.0
Old : 31.4 49.0 53.9 71.1 28.3 43.7 46.7 60.0
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 513,054: 281,429 311,040 38,882 3,891 107,933 13,916 6,302 13,721 9,954 22,475 46,654: 565 1,038
Old : 513,054: 281,429 311,040 38,882 3,891 107,933 13,916 6,302 13,721 9,954 22,475 46,654: 565 1,038
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,427: -5,596 3,221 6,005 104 -309 1,471 -16,337 -19,286 1,653 15,769 18,643: -153 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 60.6 7.6 0.8 21.0 2.7 1.2 2.7 1.9 4.4 9.1: 0.1 0.2
Old : 100.0: 54.9 60.6 7.6 0.8 21.0 2.7 1.2 2.7 1.9 4.4 9.1: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 34 34 4 4 6 8 10 6 13 10 13:
Old : 88: 34 34 4 4 6 8 10 6 13 10 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 39.7 63.6 62.6 15.4 16.1 20.2 21.8
Old : 44.3 39.7 63.6 62.6 15.4 16.1 20.2 21.8
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,426: 9,167 15,122 2,855 829 475 570 0 0 3,345 0 0: 14 0
Old : 16,426: 9,167 15,122 2,855 829 475 570 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 12, 2019 :
: 145: -55 145 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 92.1 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.0 0.0: 0.1 0.0
Old : 100.0: 55.8 92.1 17.4 5.0 2.9 3.5 0.0 0.0 20.4 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 9 . . . . 0 0 . 0 0:
Old : 28: 15 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 91.7 77.0 98.9 56.5 88.0 75.9 94.5
Old : 57.5 91.7 77.0 98.9 56.5 88.0 75.9 94.5
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,053: 8,546 14,860 2,858 123 800 150 210 60 3,425 0 0: 214 0
Old : 16,053: 8,546 14,860 2,858 123 800 150 210 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 12, 2019 :
: 140: -60 140 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 92.6 17.8 0.8 5.0 0.9 1.3 0.4 21.3 0.0 0.0: 1.3 0.0
Old : 100.0: 53.2 92.6 17.8 0.8 5.0 0.9 1.3 0.4 21.3 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 8 . . . . . . . 0 0:
Old : 26: 15 8 . . . . . . . 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 : 59.5 91.5 79.6 98.4 58.5 87.9 76.4 92.1
Old : 59.5 91.5 79.6 98.4 58.5 87.9 76.4 92.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,390: 1,983 3,075 510 25 90 200 0 0 600 200 0: 7 0
Old : 3,390: 1,983 3,075 510 25 90 200 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 12, 2019 :
: 283: 283 193 -90 0 90 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 90.7 15.0 0.7 2.7 5.9 0.0 0.0 17.7 5.9 0.0: 0.2 0.0
Old : 100.0: 58.5 90.7 15.0 0.7 2.7 5.9 0.0 0.0 17.7 5.9 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: 10 12 . . . . 0 0 . . 0:
Old : 25: 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 : 48.4 63.3 77.9 85.4 46.0 63.3 69.9 81.0
Old : 48.4 63.3 77.9 85.4 46.0 63.3 69.9 81.0
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,106: 45,327 46,323 13,224 10,745 85 0 803 475 0 700 0: 8,995 8,975
Old : 68,106: 45,327 46,323 13,224 10,745 85 0 803 475 0 700 0: 8,995 8,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,170: 2,410 1,520 -120 650 0 0 -30 -20 0 150 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 68.0 19.4 15.8 0.1 0.0 1.2 0.7 0.0 1.0 0.0: 13.2 13.2
Old : 100.0: 66.6 68.0 19.4 15.8 0.1 0.0 1.2 0.7 0.0 1.0 0.0: 13.2 13.2
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 : 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 : 73.3 53.1 82.6 73.9 68.2 52.6 73.1 67.2
Old : 73.3 53.1 82.6 73.9 68.2 52.6 73.1 67.2
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,741: 38,820 37,296 10,706 10,405 0 0 1,730 305 0 100 0: 7,910 7,905
Old : 57,741: 38,820 37,296 10,706 10,405 0 0 1,730 305 0 100 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 12, 2019 :
: 1,330: 1,450 930 -120 350 0 0 -50 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 64.6 18.5 18.0 0.0 0.0 3.0 0.5 0.0 0.2 0.0: 13.7 13.7
Old : 100.0: 67.2 64.6 18.5 18.0 0.0 0.0 3.0 0.5 0.0 0.2 0.0: 13.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 17 . . 0 0 . . 0 . 0:
Old : 24: 15 17 . . 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 : 74.8 54.8 82.0 73.6 72.5 53.9 75.8 69.2
Old : 74.8 54.8 82.0 73.6 72.5 53.9 75.8 69.2
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,070: 8,038 18,840 12,642 1,925 1,493 155 2,050 0 2,135 0 50: 2,557 2,712
Old : 27,070: 8,038 18,840 12,642 1,925 1,493 155 2,050 0 2,135 0 50: 2,557 2,712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 405: 0 345 300 -165 50 0 0 0 0 0 0: 55 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 69.6 46.7 7.1 5.5 0.6 7.6 0.0 7.9 0.0 0.2: 9.4 10.0
Old : 100.0: 29.7 69.6 46.7 7.1 5.5 0.6 7.6 0.0 7.9 0.0 0.2: 9.4 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 : 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 50.0 84.4 76.1 63.1 46.5 69.3 67.1
Old : 71.3 50.0 84.4 76.1 63.1 46.5 69.3 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,580: 6,280 17,620 11,070 85 1,845 175 1,670 110 2,005 0 0: 2,095 2,250
Old : 23,580: 6,280 17,620 11,070 85 1,845 175 1,670 110 2,005 0 0: 2,095 2,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 435: 0 345 300 -165 50 0 0 0 0 0 0: 85 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 74.7 46.9 0.4 7.8 0.7 7.1 0.5 8.5 0.0 0.0: 8.9 9.5
Old : 100.0: 26.6 74.7 46.9 0.4 7.8 0.7 7.1 0.5 8.5 0.0 0.0: 8.9 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: 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 : 71.8 47.7 87.1 73.3 58.5 45.1 62.7 60.8
Old : 71.8 47.7 87.1 73.3 58.5 45.1 62.7 60.8
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,792: 21,384 19,451 5,418 18,706 498 11,920 0 4,250 0 685 350: 2,972 2,852
Old : 46,792: 21,384 19,451 5,418 18,706 498 11,920 0 4,250 0 685 350: 2,972 2,852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 160: 1,065 -310 80 480 0 -575 0 -25 0 0 0: -385 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 41.6 11.6 40.0 1.1 25.5 0.0 9.1 0.0 1.5 0.7: 6.4 6.1
Old : 100.0: 45.7 41.6 11.6 40.0 1.1 25.5 0.0 9.1 0.0 1.5 0.7: 6.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 19 . . . . 0 . 0 . .:
Old : 26: 16 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 : 62.2 66.4 77.4 79.7 45.7 49.8 52.7 54.2
Old : 62.2 66.4 77.4 79.7 45.7 49.8 52.7 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,450: 9,636 10,594 5,668 9,020 0 4,670 220 3,735 0 410 400: 2,341 2,071
Old : 26,450: 9,636 10,594 5,668 9,020 0 4,670 220 3,735 0 410 400: 2,341 2,071
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 615: -10 565 600 0 0 0 25 50 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 40.1 21.4 34.1 0.0 17.7 0.8 14.1 0.0 1.6 1.5: 8.9 7.8
Old : 100.0: 36.4 40.1 21.4 34.1 0.0 17.7 0.8 14.1 0.0 1.6 1.5: 8.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.1 70.9 80.6 82.2 50.1 55.0 57.7 59.3
Old : 65.1 70.9 80.6 82.2 50.1 55.0 57.7 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,825: 17,590 9,825 4,070 545 735 260 11,880 2,055 0 0 0: 1,115 785
Old : 25,825: 17,590 9,825 4,070 545 735 260 11,880 2,055 0 0 0: 1,115 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 60: 60 0 0 -20 0 0 80 -20 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 38.0 15.8 2.1 2.8 1.0 46.0 8.0 0.0 0.0 0.0: 4.3 3.0
Old : 100.0: 68.1 38.0 15.8 2.1 2.8 1.0 46.0 8.0 0.0 0.0 0.0: 4.3 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 : 61.7 80.4 83.6 90.7 44.5 52.9 52.4 56.0
Old : 61.7 80.4 83.6 90.7 44.5 52.9 52.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 94,735: 47,667 32,925 10,553 34,510 3,260 9,455 2,435 820 2,985 300 1,315: 18,680 19,170
Old : 94,735: 47,667 32,925 10,553 34,510 3,260 9,455 2,435 820 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 12, 2019 :
: 1,499: 1,564 524 -65 1,075 0 100 0 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 34.8 11.1 36.4 3.4 10.0 2.6 0.9 3.2 0.3 1.4: 19.7 20.2
Old : 100.0: 50.3 34.8 11.1 36.4 3.4 10.0 2.6 0.9 3.2 0.3 1.4: 19.7 20.2
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 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 : 52.0 48.4 69.2 63.1 46.5 47.5 58.3 56.9
Old : 52.0 48.4 69.2 63.1 46.5 47.5 58.3 56.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,688: 44,946 30,956 11,675 33,265 3,260 10,930 2,145 615 0 625 1,570: 17,692 18,252
Old : 90,688: 44,946 30,956 11,675 33,265 3,260 10,930 2,145 615 0 625 1,570: 17,692 18,252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,520: 1,398 383 -115 1,075 0 225 0 -25 0 50 0: 37 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 34.1 12.9 36.7 3.6 12.1 2.4 0.7 0.0 0.7 1.7: 19.5 20.1
Old : 100.0: 49.6 34.1 12.9 36.7 3.6 12.1 2.4 0.7 0.0 0.7 1.7: 19.5 20.1
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 : 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 : 54.0 47.6 69.4 62.9 48.8 46.7 58.6 55.7
Old : 54.0 47.6 69.4 62.9 48.8 46.7 58.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,373: 13,092 8,450 1,738 8,725 123 9,290 100 375 0 7,245 75: 3,680 3,280
Old : 28,373: 13,092 8,450 1,738 8,725 123 9,290 100 375 0 7,245 75: 3,680 3,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,815: 375 425 1,550 0 -641 0 0 0 0 1,500 0: 531 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 29.8 6.1 30.8 0.4 32.7 0.4 1.3 0.0 25.5 0.3: 13.0 11.6
Old : 100.0: 46.1 29.8 6.1 30.8 0.4 32.7 0.4 1.3 0.0 25.5 0.3: 13.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 6 . . . . . . 0 . .:
Old : 22: 13 6 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 76.5 83.0 86.5 63.5 72.8 78.7 81.6
Old : 64.7 76.5 83.0 86.5 63.5 72.8 78.7 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,583: 12,689 8,405 1,856 8,525 136 9,290 100 375 0 7,105 65: 3,172 2,872
Old : 27,583: 12,689 8,405 1,856 8,525 136 9,290 100 375 0 7,105 65: 3,172 2,872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,895: 735 425 1,550 0 -331 0 0 0 0 1,500 0: -59 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 30.5 6.7 30.9 0.5 33.7 0.4 1.4 0.0 25.8 0.2: 11.5 10.4
Old : 100.0: 46.0 30.5 6.7 30.9 0.5 33.7 0.4 1.4 0.0 25.8 0.2: 11.5 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: 12 5 . . . . . . 0 . .:
Old : 21: 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 : 65.9 78.3 83.5 88.1 64.2 74.7 80.6 83.5
Old : 65.9 78.3 83.5 88.1 64.2 74.7 80.6 83.5
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,451: 16,581 41,938 7,327 10,040 140 18,025 0 0 10,170 0 0: 4,208 4,333
Old : 56,451: 16,581 41,938 7,327 10,040 140 18,025 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 12, 2019 :
: 2,550: 1,750 750 300 1,800 0 500 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 74.3 13.0 17.8 0.2 31.9 0.0 0.0 18.0 0.0 0.0: 7.5 7.7
Old : 100.0: 29.4 74.3 13.0 17.8 0.2 31.9 0.0 0.0 18.0 0.0 0.0: 7.5 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 : 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 : 64.2 81.0 84.1 89.1 63.5 77.8 80.7 84.6
Old : 64.2 81.0 84.1 89.1 63.5 77.8 80.7 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,687: 16,797 40,030 6,785 11,155 140 17,925 0 0 9,775 0 0: 4,265 4,362
Old : 55,687: 16,797 40,030 6,785 11,155 140 17,925 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 12, 2019 :
: 950: 0 950 450 0 0 500 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 71.9 12.2 20.0 0.3 32.2 0.0 0.0 17.6 0.0 0.0: 7.7 7.8
Old : 100.0: 30.2 71.9 12.2 20.0 0.3 32.2 0.0 0.0 17.6 0.0 0.0: 7.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.9 82.0 87.6 88.9 63.1 81.9 84.8 87.9
Old : 63.9 82.0 87.6 88.9 63.1 81.9 84.8 87.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,510: 23,440 52,110 1,100 4,490 1,920 7,790 0 1,230 24,165 75 110: 3,755 3,575
Old : 63,510: 23,440 52,110 1,100 4,490 1,920 7,790 0 1,230 24,165 75 110: 3,755 3,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 370: 410 245 -75 0 75 0 0 0 -90 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 82.1 1.7 7.1 3.0 12.3 0.0 1.9 38.0 0.1 0.2: 5.9 5.6
Old : 100.0: 36.9 82.1 1.7 7.1 3.0 12.3 0.0 1.9 38.0 0.1 0.2: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 11 . . . 5 0 . . . .:
Old : 33: 16 11 . . . 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 : 57.3 76.1 77.6 89.3 55.2 75.5 73.9 85.0
Old : 57.3 76.1 77.6 89.3 55.2 75.5 73.9 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,885: 23,655 50,970 270 4,490 2,565 7,365 0 1,480 23,990 0 110: 3,450 3,270
Old : 62,885: 23,655 50,970 270 4,490 2,565 7,365 0 1,480 23,990 0 110: 3,450 3,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 370: 410 245 -75 0 75 0 0 0 -90 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 81.1 0.4 7.1 4.1 11.7 0.0 2.4 38.1 0.0 0.2: 5.5 5.2
Old : 100.0: 37.6 81.1 0.4 7.1 4.1 11.7 0.0 2.4 38.1 0.0 0.2: 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 : 32: 16 11 . . . 4 0 . . 0 .:
Old : 32: 16 11 . . . 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 : 57.2 75.1 77.7 89.5 54.7 74.3 73.9 83.9
Old : 57.2 75.1 77.7 89.5 54.7 74.3 73.9 83.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 12, 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: 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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,605: 37,825 36,755 400 835 3,535 2,135 19,900 1,050 18,275 1,250 1,320: 5,065 4,960
Old : 69,605: 37,825 36,755 400 835 3,535 2,135 19,900 1,050 18,275 1,250 1,320: 5,065 4,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,300: 1,610 25 -25 -275 250 0 860 0 -875 100 135: 205 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 52.8 0.6 1.2 5.1 3.1 28.6 1.5 26.3 1.8 1.9: 7.3 7.1
Old : 100.0: 54.3 52.8 0.6 1.2 5.1 3.1 28.6 1.5 26.3 1.8 1.9: 7.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 11 13 . . . . . . 5 . .:
Old : 32: 11 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 : 60.6 64.4 75.0 81.7 59.0 62.9 73.2 79.0
Old : 60.6 64.4 75.0 81.7 59.0 62.9 73.2 79.0
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,565: 36,630 34,475 1,345 195 3,295 2,140 19,900 1,020 15,600 1,250 1,585: 4,950 4,845
Old : 66,565: 36,630 34,475 1,345 195 3,295 2,140 19,900 1,020 15,600 1,250 1,585: 4,950 4,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,430: 1,660 75 445 195 -210 0 860 0 -875 100 225: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 51.8 2.0 0.3 5.0 3.2 29.9 1.5 23.4 1.9 2.4: 7.4 7.3
Old : 100.0: 55.0 51.8 2.0 0.3 5.0 3.2 29.9 1.5 23.4 1.9 2.4: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 12 15 . . . . . . 5 . .:
Old : 32: 12 15 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 66.1 74.1 81.2 57.4 64.6 70.4 78.4
Old : 59.4 66.1 74.1 81.2 57.4 64.6 70.4 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,523: 34,467 19,665 1,690 14,937 2,020 12,465 330 2,365 50 14,090 0: 2,466 2,116
Old : 55,523: 34,467 19,665 1,690 14,937 2,020 12,465 330 2,365 50 14,090 0: 2,466 2,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 285: 80 -420 -250 50 50 350 0 0 0 550 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 35.4 3.0 26.9 3.6 22.5 0.6 4.3 0.1 25.4 0.0: 4.4 3.8
Old : 100.0: 62.1 35.4 3.0 26.9 3.6 22.5 0.6 4.3 0.1 25.4 0.0: 4.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 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 : 49.9 74.4 76.3 90.6 45.5 70.6 69.6 81.3
Old : 49.9 74.4 76.3 90.6 45.5 70.6 69.6 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,764: 30,589 17,685 710 11,229 2,765 8,415 325 2,440 50 10,665 465: 1,330 1,190
Old : 46,764: 30,589 17,685 710 11,229 2,765 8,415 325 2,440 50 10,665 465: 1,330 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 360: 50 -200 0 200 0 250 0 0 0 300 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 37.8 1.5 24.0 5.9 18.0 0.7 5.2 0.1 22.8 1.0: 2.8 2.5
Old : 100.0: 65.4 37.8 1.5 24.0 5.9 18.0 0.7 5.2 0.1 22.8 1.0: 2.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.9 69.3 76.5 90.1 47.7 64.1 68.6 78.1
Old : 52.9 69.3 76.5 90.1 47.7 64.1 68.6 78.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 160,050: 96,112 88,471 18,965 2,795 6,431 2,259 10,690 7,430 1,325 16,705 1,255: 26,273 26,273
Old : 160,050: 96,112 88,471 18,965 2,795 6,431 2,259 10,690 7,430 1,325 16,705 1,255: 26,273 26,273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 285: -2,700 375 -2,225 -470 71 2,259 -201 601 0 -2,370 -85: 2,364 2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 55.3 11.8 1.7 4.0 1.4 6.7 4.6 0.8 10.4 0.8: 16.4 16.4
Old : 100.0: 60.1 55.3 11.8 1.7 4.0 1.4 6.7 4.6 0.8 10.4 0.8: 16.4 16.4
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 : 43: 25 27 . . . . . . . 5 .:
Old : 43: 25 27 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 34.8 69.5 51.0 53.2 32.9 58.8 45.4
Old : 57.8 34.8 69.5 51.0 53.2 32.9 58.8 45.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,444: 84,262 82,250 19,939 0 6,940 5,119 6,395 7,390 1,225 21,900 1,335: 19,234 19,234
Old : 145,444: 84,262 82,250 19,939 0 6,940 5,119 6,395 7,390 1,225 21,900 1,335: 19,234 19,234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,065: -2,290 485 -1,855 0 -60 2,740 280 120 0 -2,170 160: 2,250 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 56.6 13.7 0.0 4.8 3.5 4.4 5.1 0.8 15.1 0.9: 13.2 13.2
Old : 100.0: 57.9 56.6 13.7 0.0 4.8 3.5 4.4 5.1 0.8 15.1 0.9: 13.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 26 . 0 . . . . . 4 .:
Old : 41: 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 : 58.3 40.2 72.0 56.7 50.9 37.9 59.9 51.4
Old : 58.3 40.2 72.0 56.7 50.9 37.9 59.9 51.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,525: 28,580 28,540 18,141 7,946 2,869 25 1,125 2,865 0 9,140 0: 5,045 5,040
Old : 57,525: 28,580 28,540 18,141 7,946 2,869 25 1,125 2,865 0 9,140 0: 5,045 5,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,345: 295 295 0 100 0 0 -530 810 0 430 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 49.6 31.5 13.8 5.0 0.0 2.0 5.0 0.0 15.9 0.0: 8.8 8.8
Old : 100.0: 49.7 49.6 31.5 13.8 5.0 0.0 2.0 5.0 0.0 15.9 0.0: 8.8 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 : 27: 14 15 . . . . . . 0 . 0:
Old : 27: 14 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 48.1 79.9 68.7 58.5 45.2 67.6 57.6
Old : 62.3 48.1 79.9 68.7 58.5 45.2 67.6 57.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,685: 23,245 23,950 15,701 5,626 3,064 0 960 3,415 0 8,430 0: 4,260 4,240
Old : 49,685: 23,245 23,950 15,701 5,626 3,064 0 960 3,415 0 8,430 0: 4,260 4,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,580: 790 815 0 -50 0 0 -405 710 0 430 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 48.2 31.6 11.3 6.2 0.0 1.9 6.9 0.0 17.0 0.0: 8.6 8.5
Old : 100.0: 46.8 48.2 31.6 11.3 6.2 0.0 1.9 6.9 0.0 17.0 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 : 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 : 57.3 49.1 75.0 72.0 53.8 43.0 63.5 54.6
Old : 57.3 49.1 75.0 72.0 53.8 43.0 63.5 54.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,175: 17,740 16,835 0 15,840 1,645 12,260 25 410 2,350 0 650: 2,120 1,770
Old : 37,175: 17,740 16,835 0 15,840 1,645 12,260 25 410 2,350 0 650: 2,120 1,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -40: -20 -220 0 200 50 0 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 45.3 0.0 42.6 4.4 33.0 0.1 1.1 6.3 0.0 1.7: 5.7 4.8
Old : 100.0: 47.7 45.3 0.0 42.6 4.4 33.0 0.1 1.1 6.3 0.0 1.7: 5.7 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 : 25: 12 15 0 . . . . . . 0 .:
Old : 25: 12 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 : 56.9 74.9 75.8 86.4 53.7 63.2 66.4 73.4
Old : 56.9 74.9 75.8 86.4 53.7 63.2 66.4 73.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,800: 13,570 26,550 0 13,110 2,775 23,810 0 930 2,350 0 650: 1,715 1,785
Old : 45,800: 13,570 26,550 0 13,110 2,775 23,810 0 930 2,350 0 650: 1,715 1,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,135: 410 1,280 0 -750 600 300 0 0 0 0 0: -175 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 58.0 0.0 28.6 6.1 52.0 0.0 2.0 5.1 0.0 1.4: 3.7 3.9
Old : 100.0: 29.6 58.0 0.0 28.6 6.1 52.0 0.0 2.0 5.1 0.0 1.4: 3.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 0 . . . 0 . . 0 .:
Old : 20: 9 11 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 77.5 90.0 90.7 67.2 65.5 76.1 76.8
Old : 73.3 77.5 90.0 90.7 67.2 65.5 76.1 76.8
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,567: 75,730 62,385 1,580 12,955 9,475 1,590 11,465 3,130 7,905 0 0: 20,157 20,157
Old : 119,567: 75,730 62,385 1,580 12,955 9,475 1,590 11,465 3,130 7,905 0 0: 20,157 20,157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,485: 723 748 350 800 -360 25 -20 -20 430 0 0: 337 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 52.2 1.3 10.8 7.9 1.3 9.6 2.6 6.6 0.0 0.0: 16.9 16.9
Old : 100.0: 63.3 52.2 1.3 10.8 7.9 1.3 9.6 2.6 6.6 0.0 0.0: 16.9 16.9
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 : 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 : 35.5 40.7 53.2 58.9 29.3 30.8 37.1 39.6
Old : 35.5 40.7 53.2 58.9 29.3 30.8 37.1 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,314: 55,805 41,264 1,490 17,701 10,404 0 5,815 7,965 7,325 0 0: 14,325 14,165
Old : 97,314: 55,805 41,264 1,490 17,701 10,404 0 5,815 7,965 7,325 0 0: 14,325 14,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 1,790: 795 1,220 0 -50 700 0 55 -5 430 0 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 42.4 1.5 18.2 10.7 0.0 6.0 8.2 7.5 0.0 0.0: 14.7 14.6
Old : 100.0: 57.3 42.4 1.5 18.2 10.7 0.0 6.0 8.2 7.5 0.0 0.0: 14.7 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.3 44.5 62.0 62.9 32.7 30.6 40.8 39.8
Old : 43.3 44.5 62.0 62.9 32.7 30.6 40.8 39.8
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,325: 22,100 16,435 0 11,245 1,280 4,515 300 0 1,305 0 580: 2,545 2,485
Old : 32,325: 22,100 16,435 0 11,245 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 12, 2019 :
: 75: 75 0 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 50.8 0.0 34.8 4.0 14.0 0.9 0.0 4.0 0.0 1.8: 7.9 7.7
Old : 100.0: 68.4 50.8 0.0 34.8 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 : 62.4 73.6 81.5 86.5 62.3 69.7 74.8 77.1
Old : 62.4 73.6 81.5 86.5 62.3 69.7 74.8 77.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,265: 22,470 15,460 0 10,975 1,670 3,415 495 35 1,035 0 475: 2,165 2,155
Old : 31,265: 22,470 15,460 0 10,975 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 12, 2019 :
: 75: 75 0 0 75 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 49.4 0.0 35.1 5.3 10.9 1.6 0.1 3.3 0.0 1.5: 6.9 6.9
Old : 100.0: 71.9 49.4 0.0 35.1 5.3 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 : 63.7 73.0 81.4 87.3 63.6 67.6 74.2 76.5
Old : 63.7 73.0 81.4 87.3 63.6 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 22, 2019