COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,579: 17,576 11,517 1,286 1,113 812 674 3,141 426 585 3,831 1,679: 541 1,060
Old : 23,579: 17,576 11,517 1,286 1,113 812 674 3,141 426 585 3,831 1,679: 541 1,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -384: -377 123 224 104 -76 0 -420 -13 70 214 -113: -99 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 48.8 5.5 4.7 3.4 2.9 13.3 1.8 2.5 16.2 7.1: 2.3 4.5
Old : 100.0: 74.5 48.8 5.5 4.7 3.4 2.9 13.3 1.8 2.5 16.2 7.1: 2.3 4.5
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 : 36: 14 15 . . 5 . 5 4 4 5 8:
Old : 36: 14 15 . . 5 . 5 4 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 43.2 67.6 67.4 30.1 34.4 42.2 46.8
Old : 49.9 43.2 67.6 67.4 30.1 34.4 42.2 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 31,053: 15,381 15,134 245 2,457 5,249 415 553 867 3,740 1,980 3,565: 1,591 1,248
Old : 31,053: 15,381 15,134 245 2,457 5,249 415 553 867 3,740 1,980 3,565: 1,591 1,248
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 95: -853 -1,661 143 611 -710 163 130 -91 22 483 127: 1,293 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 48.7 0.8 7.9 16.9 1.3 1.8 2.8 12.0 6.4 11.5: 5.1 4.0
Old : 100.0: 49.5 48.7 0.8 7.9 16.9 1.3 1.8 2.8 12.0 6.4 11.5: 5.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 24 25 . . . . . 6 9 5 13:
Old : 49: 24 25 . . . . . 6 9 5 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 : 43.2 44.9 64.2 63.6 20.8 24.2 25.3 29.3
Old : 43.2 44.9 64.2 63.6 20.8 24.2 25.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,507: 24,489 38,695 6,231 0 1,947 351 186 179 7,900 210 290: 120 0
Old : 41,507: 24,489 38,695 6,231 0 1,947 351 186 179 7,900 210 290: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 40: 341 15 -672 0 475 51 -34 -16 -15 -165 -235: 111 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 93.2 15.0 0.0 4.7 0.8 0.4 0.4 19.0 0.5 0.7: 0.3 0.0
Old : 100.0: 59.0 93.2 15.0 0.0 4.7 0.8 0.4 0.4 19.0 0.5 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 22 . 0 . . . . 5 . 4:
Old : 40: 25 22 . 0 . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 58.4 78.9 84.0 47.2 51.2 63.7 67.8
Old : 50.8 58.4 78.9 84.0 47.2 51.2 63.7 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,170: 23,563 27,331 91 695 2,269 250 0 50 4,397 275 550: 0 0
Old : 31,170: 23,563 27,331 91 695 2,269 250 0 50 4,397 275 550: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,582: 1,615 665 -1,125 0 995 0 0 0 75 -100 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 87.7 0.3 2.2 7.3 0.8 0.0 0.2 14.1 0.9 1.8: 0.0 0.0
Old : 100.0: 75.6 87.7 0.3 2.2 7.3 0.8 0.0 0.2 14.1 0.9 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 15 . . . . 0 . 4 . .:
Old : 30: 17 15 . . . . 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 : 59.3 72.4 81.4 88.5 59.3 67.2 74.8 78.1
Old : 59.3 72.4 81.4 88.5 59.3 67.2 74.8 78.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,852: 109,531 89,886 1,865 19,402 9,433 2,269 600 1,851 3,694 7,392 8,847: 362 441
Old : 137,852: 109,531 89,886 1,865 19,402 9,433 2,269 600 1,851 3,694 7,392 8,847: 362 441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -43: 223 1,165 39 -32 -575 137 -53 33 310 -450 -142: -68 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 65.2 1.4 14.1 6.8 1.6 0.4 1.3 2.7 5.4 6.4: 0.3 0.3
Old : 100.0: 79.5 65.2 1.4 14.1 6.8 1.6 0.4 1.3 2.7 5.4 6.4: 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 : 60: 29 32 . . 4 5 . . 9 5 5:
Old : 60: 29 32 . . 4 5 . . 9 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 : 52.0 41.7 68.3 61.0 38.5 27.5 42.7 38.0
Old : 52.0 41.7 68.3 61.0 38.5 27.5 42.7 38.0
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,370: 61,378 59,540 4,957 7,665 4,466 150 788 2,062 1,588 75 755: 15 20
Old : 75,370: 61,378 59,540 4,957 7,665 4,466 150 788 2,062 1,588 75 755: 15 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 787: 405 1,339 -43 245 -96 75 -533 -20 663 13 -183: -15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 79.0 6.6 10.2 5.9 0.2 1.0 2.7 2.1 0.1 1.0: 0.0 0.0
Old : 100.0: 81.4 79.0 6.6 10.2 5.9 0.2 1.0 2.7 2.1 0.1 1.0: 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 : 38: 19 22 . . . . 4 . 5 . 4:
Old : 38: 19 22 . . . . 4 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 71.6 82.5 86.2 61.7 62.8 69.4 68.8
Old : 61.9 71.6 82.5 86.2 61.7 62.8 69.4 68.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 35,182: 32,160 24,835 1,457 8,707 1,040 0 0 0 325 400 200: 0 0
Old : 35,182: 32,160 24,835 1,457 8,707 1,040 0 0 0 325 400 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 701: 575 700 -60 40 236 0 0 0 -25 -250 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 70.6 4.1 24.7 3.0 0.0 0.0 0.0 0.9 1.1 0.6: 0.0 0.0
Old : 100.0: 91.4 70.6 4.1 24.7 3.0 0.0 0.0 0.0 0.9 1.1 0.6: 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: 8 13 . . . 0 0 0 . . .:
Old : 23: 8 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.6 83.0 96.2 94.1 79.1 71.7 82.9 80.9
Old : 87.6 83.0 96.2 94.1 79.1 71.7 82.9 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,588: 37,647 35,335 490 18,376 7,235 645 200 417 15,420 588 5,407: 327 30
Old : 67,588: 37,647 35,335 490 18,376 7,235 645 200 417 15,420 588 5,407: 327 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 224: 703 34 10 687 -497 0 0 0 -5 -12 12: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 52.3 0.7 27.2 10.7 1.0 0.3 0.6 22.8 0.9 8.0: 0.5 0.0
Old : 100.0: 55.7 52.3 0.7 27.2 10.7 1.0 0.3 0.6 22.8 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 : 53.0 50.1 75.2 69.8 45.8 41.0 51.9 52.4
Old : 53.0 50.1 75.2 69.8 45.8 41.0 51.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,954: 47,928 34,908 0 37,976 6,145 1,723 340 649 24,531 1,586 4,114: 864 236
Old : 85,954: 47,928 34,908 0 37,976 6,145 1,723 340 649 24,531 1,586 4,114: 864 236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 363: 141 100 0 -11 190 45 100 -35 0 -17 17: 5 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 40.6 0.0 44.2 7.1 2.0 0.4 0.8 28.5 1.8 4.8: 1.0 0.3
Old : 100.0: 55.8 40.6 0.0 44.2 7.1 2.0 0.4 0.8 28.5 1.8 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 : 44: 23 22 0 4 4 5 4 . . . .:
Old : 44: 23 22 0 4 4 5 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 61.9 71.5 78.8 48.7 55.9 62.6 64.0
Old : 52.4 61.9 71.5 78.8 48.7 55.9 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,869: 56,691 54,122 12,309 18,358 1,971 1,600 25 0 2,081 1,026 1,294: 923 73
Old : 76,869: 56,691 54,122 12,309 18,358 1,971 1,600 25 0 2,081 1,026 1,294: 923 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 137: 59 -240 63 50 34 0 0 0 -12 300 -7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 70.4 16.0 23.9 2.6 2.1 0.0 0.0 2.7 1.3 1.7: 1.2 0.1
Old : 100.0: 73.8 70.4 16.0 23.9 2.6 2.1 0.0 0.0 2.7 1.3 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 : 46.2 73.3 67.2 84.1 44.8 73.2 63.0 80.2
Old : 46.2 73.3 67.2 84.1 44.8 73.2 63.0 80.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,823: 69,159 61,959 22,088 33,118 779 1,450 50 0 2,724 1,004 1,891: 732 22
Old : 98,823: 69,159 61,959 22,088 33,118 779 1,450 50 0 2,724 1,004 1,891: 732 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 780: 534 50 195 375 50 0 0 0 -17 300 -2: 20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 62.7 22.4 33.5 0.8 1.5 0.1 0.0 2.8 1.0 1.9: 0.7 0.0
Old : 100.0: 70.0 62.7 22.4 33.5 0.8 1.5 0.1 0.0 2.8 1.0 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 : 45.7 69.6 66.9 84.2 45.4 69.4 64.9 81.2
Old : 45.7 69.6 66.9 84.2 45.4 69.4 64.9 81.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,788: 30,528 40,143 9,759 0 1,955 0 0 0 400 420 0: 146 270
Old : 42,788: 30,528 40,143 9,759 0 1,955 0 0 0 400 420 0: 146 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -200: -100 -200 -106 0 0 0 0 0 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 93.8 22.8 0.0 4.6 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.6
Old : 100.0: 71.3 93.8 22.8 0.0 4.6 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 : 68.9 85.5 87.0 93.7 62.9 82.5 77.6 86.1
Old : 68.9 85.5 87.0 93.7 62.9 82.5 77.6 86.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,548: 23,817 19,841 0 3,785 2,042 0 600 0 350 87 73: 266 120
Old : 26,548: 23,817 19,841 0 3,785 2,042 0 600 0 350 87 73: 266 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 310: 275 215 0 120 -25 0 0 0 0 -60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 74.7 0.0 14.3 7.7 0.0 2.3 0.0 1.3 0.3 0.3: 1.0 0.5
Old : 100.0: 89.7 74.7 0.0 14.3 7.7 0.0 2.3 0.0 1.3 0.3 0.3: 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 : 59.1 66.5 78.6 86.3 49.5 58.3 63.2 67.1
Old : 59.1 66.5 78.6 86.3 49.5 58.3 63.2 67.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,332: 47,386 59,743 320 10,774 9,722 13,360 0 455 10,043 777 1,726: 321 135
Old : 83,332: 47,386 59,743 320 10,774 9,722 13,360 0 455 10,043 777 1,726: 321 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 3,839: 4,315 2,167 0 2,119 -461 -483 0 -48 547 94 -33: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 71.7 0.4 12.9 11.7 16.0 0.0 0.5 12.1 0.9 2.1: 0.4 0.2
Old : 100.0: 56.9 71.7 0.4 12.9 11.7 16.0 0.0 0.5 12.1 0.9 2.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 30 . . . 9 0 4 11 . 7:
Old : 56: 28 30 . . . 9 0 4 11 . 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 : 33.0 50.8 52.1 71.7 17.8 22.1 26.5 32.9
Old : 33.0 50.8 52.1 71.7 17.8 22.1 26.5 32.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,576: 18,038 23,104 68 4,772 2,298 3,900 0 100 6,036 110 850: 286 342
Old : 31,576: 18,038 23,104 68 4,772 2,298 3,900 0 100 6,036 110 850: 286 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,600: 2,300 600 68 1,768 32 200 0 0 -200 0 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 73.2 0.2 15.1 7.3 12.4 0.0 0.3 19.1 0.3 2.7: 0.9 1.1
Old : 100.0: 57.1 73.2 0.2 15.1 7.3 12.4 0.0 0.3 19.1 0.3 2.7: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 19 . . . . 0 . 4 . .:
Old : 32: 19 19 . . . . 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 : 42.1 61.7 71.4 77.8 39.3 47.4 60.9 62.1
Old : 42.1 61.7 71.4 77.8 39.3 47.4 60.9 62.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,875: 39,113 45,680 6,595 0 2,565 0 0 0 400 370 50: 152 210
Old : 48,875: 39,113 45,680 6,595 0 2,565 0 0 0 400 370 50: 152 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -141: 2 -91 -100 0 -50 0 0 0 0 0 0: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 93.5 13.5 0.0 5.2 0.0 0.0 0.0 0.8 0.8 0.1: 0.3 0.4
Old : 100.0: 80.0 93.5 13.5 0.0 5.2 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 : 32: 21 22 . 0 . 0 0 0 . . .:
Old : 32: 21 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 : 54.2 82.7 81.6 92.5 48.5 78.3 67.4 81.4
Old : 54.2 82.7 81.6 92.5 48.5 78.3 67.4 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,678: 32,424 26,766 0 5,781 6,527 60 1,410 0 635 0 120: 912 74
Old : 40,678: 32,424 26,766 0 5,781 6,527 60 1,410 0 635 0 120: 912 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 146: 232 215 0 145 -144 60 -50 0 30 0 0: -32 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 65.8 0.0 14.2 16.0 0.1 3.5 0.0 1.6 0.0 0.3: 2.2 0.2
Old : 100.0: 79.7 65.8 0.0 14.2 16.0 0.1 3.5 0.0 1.6 0.0 0.3: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 0 . . . 4 0 4 0 .:
Old : 32: 20 20 0 . . . 4 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 47.3 75.5 71.2 34.7 25.4 42.1 40.5
Old : 57.5 47.3 75.5 71.2 34.7 25.4 42.1 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,888: 49,330 60,178 8,348 115 1,775 0 75 0 2,862 400 0: 573 345
Old : 62,888: 49,330 60,178 8,348 115 1,775 0 75 0 2,862 400 0: 573 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 135: -83 -140 253 -15 15 0 75 0 -50 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 95.7 13.3 0.2 2.8 0.0 0.1 0.0 4.6 0.6 0.0: 0.9 0.5
Old : 100.0: 78.4 95.7 13.3 0.2 2.8 0.0 0.1 0.0 4.6 0.6 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 : 31: 20 14 4 . . 0 . 0 . . 0:
Old : 31: 20 14 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 : 49.8 91.7 71.7 96.8 48.3 87.1 69.4 90.2
Old : 49.8 91.7 71.7 96.8 48.3 87.1 69.4 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,741: 53,961 59,261 6,223 960 2,705 0 75 0 3,512 3,500 60: 280 180
Old : 66,741: 53,961 59,261 6,223 960 2,705 0 75 0 3,512 3,500 60: 280 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 127: -425 -38 209 -200 90 0 75 0 253 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 88.8 9.3 1.4 4.1 0.0 0.1 0.0 5.3 5.2 0.1: 0.4 0.3
Old : 100.0: 80.9 88.8 9.3 1.4 4.1 0.0 0.1 0.0 5.3 5.2 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 : 34: 21 15 . . . 0 . 0 . . .:
Old : 34: 21 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 : 50.5 83.5 72.0 95.4 48.5 80.6 67.7 88.2
Old : 50.5 83.5 72.0 95.4 48.5 80.6 67.7 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 82,344: 64,309 76,475 11,877 141 4,295 223 0 15 1,193 1,246 167: 265 5
Old : 82,344: 64,309 76,475 11,877 141 4,295 223 0 15 1,193 1,246 167: 265 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 428: 851 226 -435 0 0 0 0 0 16 201 -4: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 92.9 14.4 0.2 5.2 0.3 0.0 0.0 1.4 1.5 0.2: 0.3 0.0
Old : 100.0: 78.1 92.9 14.4 0.2 5.2 0.3 0.0 0.0 1.4 1.5 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 : 61.1 52.1 78.3 77.0 59.6 50.6 73.4 71.1
Old : 61.1 52.1 78.3 77.0 59.6 50.6 73.4 71.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,135: 81,871 91,001 13,984 1,353 6,239 130 1,219 230 1,862 4,590 488: 332 16
Old : 105,135: 81,871 91,001 13,984 1,353 6,239 130 1,219 230 1,862 4,590 488: 332 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 530: 527 226 -201 -235 55 -10 -88 22 338 728 -178: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 86.6 13.3 1.3 5.9 0.1 1.2 0.2 1.8 4.4 0.5: 0.3 0.0
Old : 100.0: 77.9 86.6 13.3 1.3 5.9 0.1 1.2 0.2 1.8 4.4 0.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 25 28 5 . 4 . 8 . . 7 4:
Old : 60: 25 28 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 : 52.4 47.0 71.5 74.5 51.7 46.8 65.2 63.5
Old : 52.4 47.0 71.5 74.5 51.7 46.8 65.2 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,748: 37,923 50,632 17,874 966 556 0 1,244 150 100 3,075 125: 20 0
Old : 56,748: 37,923 50,632 17,874 966 556 0 1,244 150 100 3,075 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 425: 225 262 261 11 -11 0 -12 0 -50 175 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 89.2 31.5 1.7 1.0 0.0 2.2 0.3 0.2 5.4 0.2: 0.0 0.0
Old : 100.0: 66.8 89.2 31.5 1.7 1.0 0.0 2.2 0.3 0.2 5.4 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: 13 14 . . . 0 . . . 4 .:
Old : 28: 13 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 : 77.0 87.4 95.8 94.7 76.8 85.6 93.0 90.8
Old : 77.0 87.4 95.8 94.7 76.8 85.6 93.0 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 51,690: 39,614 50,870 11,201 0 60 0 0 0 575 520 240: 0 0
Old : 51,690: 39,614 50,870 11,201 0 60 0 0 0 575 520 240: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,150: 725 1,200 75 0 0 0 0 0 450 50 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 98.4 21.7 0.0 0.1 0.0 0.0 0.0 1.1 1.0 0.5: 0.0 0.0
Old : 100.0: 76.6 98.4 21.7 0.0 0.1 0.0 0.0 0.0 1.1 1.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 8 . 0 . 0 0 0 . . .:
Old : 24: 11 8 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 97.6 97.4 99.2 80.4 96.5 96.9 97.9
Old : 80.5 97.6 97.4 99.2 80.4 96.5 96.9 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,322: 48,189 58,847 11,112 0 1,911 470 0 0 1,197 2,021 1,391: 52 152
Old : 64,322: 48,189 58,847 11,112 0 1,911 470 0 0 1,197 2,021 1,391: 52 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,620: 424 1,666 1,067 0 10 145 0 0 95 65 -121: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 91.5 17.3 0.0 3.0 0.7 0.0 0.0 1.9 3.1 2.2: 0.1 0.2
Old : 100.0: 74.9 91.5 17.3 0.0 3.0 0.7 0.0 0.0 1.9 3.1 2.2: 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 : 34: 19 21 4 0 . 4 0 0 . . .:
Old : 34: 19 21 4 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 : 47.7 84.3 74.0 93.4 46.4 81.0 67.6 83.8
Old : 47.7 84.3 74.0 93.4 46.4 81.0 67.6 83.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 65,121: 47,158 56,269 8,866 376 1,208 869 190 0 1,447 1,729 5,233: 340 116
Old : 65,121: 47,158 56,269 8,866 376 1,208 869 190 0 1,447 1,729 5,233: 340 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 723: 227 338 282 0 135 215 120 0 25 277 -145: -16 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 86.4 13.6 0.6 1.9 1.3 0.3 0.0 2.2 2.7 8.0: 0.5 0.2
Old : 100.0: 72.4 86.4 13.6 0.6 1.9 1.3 0.3 0.0 2.2 2.7 8.0: 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 : 39: 21 23 . . . 6 . 0 . . .:
Old : 39: 21 23 . . . 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 : 47.9 72.8 71.0 83.7 45.4 64.7 61.7 69.8
Old : 47.9 72.8 71.0 83.7 45.4 64.7 61.7 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,953: 16,266 27,850 10,892 0 501 0 450 80 1,046 0 0: 168 72
Old : 28,953: 16,266 27,850 10,892 0 501 0 450 80 1,046 0 0: 168 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 168: 66 170 48 0 -18 0 0 0 56 0 0: 16 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 96.2 37.6 0.0 1.7 0.0 1.6 0.3 3.6 0.0 0.0: 0.6 0.2
Old : 100.0: 56.2 96.2 37.6 0.0 1.7 0.0 1.6 0.3 3.6 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 4 0 . 0 . . . 0 0:
Old : 24: 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 : 64.4 80.7 81.2 96.1 62.9 73.6 78.0 87.0
Old : 64.4 80.7 81.2 96.1 62.9 73.6 78.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,538: 16,320 28,111 10,844 0 292 0 0 0 875 0 0: 207 135
Old : 28,538: 16,320 28,111 10,844 0 292 0 0 0 875 0 0: 207 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 78: 27 55 50 0 0 0 0 0 0 0 0: 1 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 98.5 38.0 0.0 1.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.5
Old : 100.0: 57.2 98.5 38.0 0.0 1.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.7 84.5 78.1 98.0 61.6 76.7 73.9 85.9
Old : 62.7 84.5 78.1 98.0 61.6 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,825: 27,140 26,642 3,947 3,100 1,200 235 965 214 219 954 705: 165 45
Old : 33,825: 27,140 26,642 3,947 3,100 1,200 235 965 214 219 954 705: 165 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 257: 72 137 -60 0 0 0 50 0 65 -5 30: 150 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 78.8 11.7 9.2 3.5 0.7 2.9 0.6 0.6 2.8 2.1: 0.5 0.1
Old : 100.0: 80.2 78.8 11.7 9.2 3.5 0.7 2.9 0.6 0.6 2.8 2.1: 0.5 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 : 34: 16 19 . . . . . . . . .:
Old : 34: 16 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 57.8 83.1 76.6 57.9 56.0 73.1 68.9
Old : 65.9 57.8 83.1 76.6 57.9 56.0 73.1 68.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,863: 18,375 19,218 3,097 0 120 0 1,570 0 450 1,605 250: 571 100
Old : 22,863: 18,375 19,218 3,097 0 120 0 1,570 0 450 1,605 250: 571 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 493: 283 165 0 0 0 0 0 0 125 353 -25: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 84.1 13.5 0.0 0.5 0.0 6.9 0.0 2.0 7.0 1.1: 2.5 0.4
Old : 100.0: 80.4 84.1 13.5 0.0 0.5 0.0 6.9 0.0 2.0 7.0 1.1: 2.5 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 : 76.5 71.8 91.2 86.7 76.2 70.0 87.7 83.9
Old : 76.5 71.8 91.2 86.7 76.2 70.0 87.7 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,933: 47,240 39,068 8,228 15,241 314 95 2,547 664 1,836 639 450: 106 10
Old : 58,933: 47,240 39,068 8,228 15,241 314 95 2,547 664 1,836 639 450: 106 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 304: 93 311 381 54 -126 30 -126 13 -275 0 184: 4 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 66.3 14.0 25.9 0.5 0.2 4.3 1.1 3.1 1.1 0.8: 0.2 0.0
Old : 100.0: 80.2 66.3 14.0 25.9 0.5 0.2 4.3 1.1 3.1 1.1 0.8: 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 : 45: 24 22 6 . 5 . . . 4 . 4:
Old : 45: 24 22 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 : 61.6 64.3 73.3 80.9 47.9 55.8 58.9 65.5
Old : 61.6 64.3 73.3 80.9 47.9 55.8 58.9 65.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 40,057: 34,589 19,781 3,088 16,422 708 0 1,158 655 408 783 487: 122 63
Old : 40,057: 34,589 19,781 3,088 16,422 708 0 1,158 655 408 783 487: 122 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 82: 479 212 -24 25 -98 0 0 0 -25 0 0: -250 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 49.4 7.7 41.0 1.8 0.0 2.9 1.6 1.0 2.0 1.2: 0.3 0.2
Old : 100.0: 86.3 49.4 7.7 41.0 1.8 0.0 2.9 1.6 1.0 2.0 1.2: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 17 4 . . 0 . . . . .:
Old : 34: 20 17 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 : 67.3 69.8 81.9 84.8 59.4 65.3 69.6 74.3
Old : 67.3 69.8 81.9 84.8 59.4 65.3 69.6 74.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,127: 11,489 20,993 7,979 0 1,719 565 0 100 1,125 300 0: 150 15
Old : 23,127: 11,489 20,993 7,979 0 1,719 565 0 100 1,125 300 0: 150 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 600: 800 650 475 0 -50 0 0 0 -625 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 90.8 34.5 0.0 7.4 2.4 0.0 0.4 4.9 1.3 0.0: 0.6 0.1
Old : 100.0: 49.7 90.8 34.5 0.0 7.4 2.4 0.0 0.4 4.9 1.3 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 12 . 0 . . 0 . . . 0:
Old : 24: 15 12 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 79.7 85.9 90.0 59.8 74.3 74.4 78.8
Old : 67.2 79.7 85.9 90.0 59.8 74.3 74.4 78.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,551: 10,712 9,545 323 465 969 0 250 0 50 1,020 280: 217 22
Old : 12,551: 10,712 9,545 323 465 969 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 19, 2019 :
: 45: 60 0 -60 0 45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 76.0 2.6 3.7 7.7 0.0 2.0 0.0 0.4 8.1 2.2: 1.7 0.2
Old : 100.0: 85.3 76.0 2.6 3.7 7.7 0.0 2.0 0.0 0.4 8.1 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 : 66.7 75.8 87.0 91.2 56.8 70.2 73.4 77.3
Old : 66.7 75.8 87.0 91.2 56.8 70.2 73.4 77.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,701: 11,056 9,545 454 465 816 0 250 0 50 1,420 205: 120 0
Old : 12,701: 11,056 9,545 454 465 816 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 19, 2019 :
: 45: 60 0 -60 0 45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 75.2 3.6 3.7 6.4 0.0 2.0 0.0 0.4 11.2 1.6: 0.9 0.0
Old : 100.0: 87.0 75.2 3.6 3.7 6.4 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 : 63.8 76.3 86.1 91.5 55.2 72.6 72.7 79.5
Old : 63.8 76.3 86.1 91.5 55.2 72.6 72.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14,450 4,860 1,703 195 0 100 0 2,160 275 505: 179 25
Old : 17,253: 9,354 14,450 4,860 1,703 195 0 100 0 2,160 275 505: 179 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 25 0 0 0 0 0 0 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 83.8 28.2 9.9 1.1 0.0 0.6 0.0 12.5 1.6 2.9: 1.0 0.1
Old : 100.0: 54.2 83.8 28.2 9.9 1.1 0.0 0.6 0.0 12.5 1.6 2.9: 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 66.6 81.3 84.8 56.6 58.4 75.5 72.2
Old : 57.7 66.6 81.3 84.8 56.6 58.4 75.5 72.2
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14,215 5,181 1,693 195 0 100 0 2,230 275 470: 354 33
Old : 16,981: 8,551 14,215 5,181 1,693 195 0 100 0 2,230 275 470: 354 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 25 0 0 0 0 0 0 25 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 83.7 30.5 10.0 1.1 0.0 0.6 0.0 13.1 1.6 2.8: 2.1 0.2
Old : 100.0: 50.4 83.7 30.5 10.0 1.1 0.0 0.6 0.0 13.1 1.6 2.8: 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 66.3 82.6 84.8 57.7 56.3 76.0 72.0
Old : 60.1 66.3 82.6 84.8 57.7 56.3 76.0 72.0
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,393: 29,323 36,393 8,170 400 1,245 0 225 0 355 835 3,235: 65 60
Old : 42,393: 29,323 36,393 8,170 400 1,245 0 225 0 355 835 3,235: 65 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -90: 110 -90 -150 0 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 85.8 19.3 0.9 2.9 0.0 0.5 0.0 0.8 2.0 7.6: 0.2 0.1
Old : 100.0: 69.2 85.8 19.3 0.9 2.9 0.0 0.5 0.0 0.8 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 : 35: 19 12 4 . . 0 . 0 4 . .:
Old : 35: 19 12 4 . . 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 : 64.2 72.9 79.1 90.8 57.8 65.5 69.2 76.8
Old : 64.2 72.9 79.1 90.8 57.8 65.5 69.2 76.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,346: 29,713 36,759 7,578 400 1,122 0 225 0 725 700 3,140: 68 0
Old : 42,346: 29,713 36,759 7,578 400 1,122 0 225 0 725 700 3,140: 68 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 50: 250 10 -150 0 0 0 0 0 -90 0 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 86.8 17.9 0.9 2.6 0.0 0.5 0.0 1.7 1.7 7.4: 0.2 0.0
Old : 100.0: 70.2 86.8 17.9 0.9 2.6 0.0 0.5 0.0 1.7 1.7 7.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 13 4 . . 0 . 0 6 . 4:
Old : 36: 20 13 4 . . 0 . 0 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 74.6 77.1 90.8 56.1 67.1 67.5 77.5
Old : 63.3 74.6 77.1 90.8 56.1 67.1 67.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,207: 84,119 77,619 22,643 19,975 2,155 965 1,417 60 895 9,641 1,310: 60 30
Old : 112,207: 84,119 77,619 22,643 19,975 2,155 965 1,417 60 895 9,641 1,310: 60 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,068: 1,091 982 107 -105 34 -125 17 0 15 204 -54: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 69.2 20.2 17.8 1.9 0.9 1.3 0.1 0.8 8.6 1.2: 0.1 0.0
Old : 100.0: 75.0 69.2 20.2 17.8 1.9 0.9 1.3 0.1 0.8 8.6 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 : 63: 34 29 4 4 . . . . 4 7 5:
Old : 63: 34 29 4 4 . . . . 4 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 47.9 59.0 71.1 32.5 45.0 55.2 62.2
Old : 36.0 47.9 59.0 71.1 32.5 45.0 55.2 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,623: 92,188 93,939 25,485 15,916 4,058 880 1,102 90 980 8,591 1,927: 15 0
Old : 125,623: 92,188 93,939 25,485 15,916 4,058 880 1,102 90 980 8,591 1,927: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,202: 1,126 1,580 0 -471 16 -65 0 0 25 -23 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 74.8 20.3 12.7 3.2 0.7 0.9 0.1 0.8 6.8 1.5: 0.0 0.0
Old : 100.0: 73.4 74.8 20.3 12.7 3.2 0.7 0.9 0.1 0.8 6.8 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 : 67: 35 31 . 5 6 . . . 6 8 6:
Old : 67: 35 31 . 5 6 . . . 6 8 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 : 31.3 48.8 53.8 70.5 28.0 43.4 46.2 59.7
Old : 31.3 48.8 53.8 70.5 28.0 43.4 46.2 59.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 518,017: 284,899 319,485 42,919 3,829 104,195 13,457 5,456 13,786 10,570 23,403 47,407: 784 456
Old : 518,017: 284,899 319,485 42,919 3,829 104,195 13,457 5,456 13,786 10,570 23,403 47,407: 784 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 4,963: 3,470 8,445 4,037 -62 -3,738 -459 -846 65 616 928 753: 219 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 61.7 8.3 0.7 20.1 2.6 1.1 2.7 2.0 4.5 9.2: 0.2 0.1
Old : 100.0: 55.0 61.7 8.3 0.7 20.1 2.6 1.1 2.7 2.0 4.5 9.2: 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 : 90: 36 35 5 . 6 8 9 5 13 12 14:
Old : 90: 36 35 5 . 6 8 9 5 13 12 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 38.8 63.5 61.7 16.2 16.3 21.0 22.9
Old : 44.3 38.8 63.5 61.7 16.2 16.3 21.0 22.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15,097 2,855 829 475 570 0 0 3,345 25 0: 14 0
Old : 16,426: 9,167 15,097 2,855 829 475 570 0 0 3,345 25 0: 14 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 -25 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 91.9 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.2 0.0: 0.1 0.0
Old : 100.0: 55.8 91.9 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.2 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 : 29: 15 9 . . . . 0 0 . . 0:
Old : 29: 15 9 . . . . 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 88.2 77.0 98.8 56.5 85.3 75.9 94.3
Old : 57.5 88.2 77.0 98.8 56.5 85.3 75.9 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14,835 2,838 103 820 150 210 60 3,425 25 0: 214 0
Old : 16,053: 8,546 14,835 2,838 103 820 150 210 60 3,425 25 0: 214 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 -25 -20 -20 20 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 92.4 17.7 0.6 5.1 0.9 1.3 0.4 21.3 0.2 0.0: 1.3 0.0
Old : 100.0: 53.2 92.4 17.7 0.6 5.1 0.9 1.3 0.4 21.3 0.2 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 : 27: 15 8 . . . . . . . . 0:
Old : 27: 15 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 : 59.5 89.7 79.6 98.4 58.5 87.3 76.4 91.8
Old : 59.5 89.7 79.6 98.4 58.5 87.3 76.4 91.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,495: 2,283 3,755 335 25 265 200 0 0 1,405 450 0: 7 0
Old : 4,495: 2,283 3,755 335 25 265 200 0 0 1,405 450 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,105: 300 680 -175 0 175 0 0 0 805 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 83.5 7.5 0.6 5.9 4.4 0.0 0.0 31.3 10.0 0.0: 0.2 0.0
Old : 100.0: 50.8 83.5 7.5 0.6 5.9 4.4 0.0 0.0 31.3 10.0 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 : 26: 12 12 . . . . 0 0 . . 0:
Old : 26: 12 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 : 53.3 67.8 74.4 87.7 52.6 65.1 69.7 77.3
Old : 53.3 67.8 74.4 87.7 52.6 65.1 69.7 77.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,783: 47,156 47,889 13,416 10,625 85 0 1,378 455 0 700 0: 9,671 9,651
Old : 70,783: 47,156 47,889 13,416 10,625 85 0 1,378 455 0 700 0: 9,671 9,651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,677: 1,829 1,566 192 -120 0 0 575 -20 0 0 0: 676 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 67.7 19.0 15.0 0.1 0.0 1.9 0.6 0.0 1.0 0.0: 13.7 13.6
Old : 100.0: 66.6 67.7 19.0 15.0 0.1 0.0 1.9 0.6 0.0 1.0 0.0: 13.7 13.6
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: 15 19 . . . 0 . . 0 . 0:
Old : 28: 15 19 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 52.8 82.1 73.0 67.0 52.4 72.9 66.6
Old : 72.6 52.8 82.1 73.0 67.0 52.4 72.9 66.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,124: 39,623 37,994 10,706 10,385 0 0 1,705 305 0 250 0: 8,490 8,485
Old : 59,124: 39,623 37,994 10,706 10,385 0 0 1,705 305 0 250 0: 8,490 8,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,383: 803 698 0 -20 0 0 -25 0 0 150 0: 580 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 64.3 18.1 17.6 0.0 0.0 2.9 0.5 0.0 0.4 0.0: 14.4 14.4
Old : 100.0: 67.0 64.3 18.1 17.6 0.0 0.0 2.9 0.5 0.0 0.4 0.0: 14.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.4 55.1 80.8 72.8 70.8 54.2 74.7 68.9
Old : 73.4 55.1 80.8 72.8 70.8 54.2 74.7 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 18,940 12,642 1,825 1,493 155 2,050 0 2,135 0 50: 2,557 2,712
Old : 27,070: 8,038 18,940 12,642 1,825 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 19, 2019 :
: 0: 0 100 0 -100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 70.0 46.7 6.7 5.5 0.6 7.6 0.0 7.9 0.0 0.2: 9.4 10.0
Old : 100.0: 29.7 70.0 46.7 6.7 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 49.6 84.4 75.8 63.1 46.1 69.3 66.8
Old : 71.3 49.6 84.4 75.8 63.1 46.1 69.3 66.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 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: 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,447: 22,490 19,741 6,032 19,196 498 10,920 0 5,120 0 685 350: 3,037 2,857
Old : 48,447: 22,490 19,741 6,032 19,196 498 10,920 0 5,120 0 685 350: 3,037 2,857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,655: 1,106 290 614 490 0 -1,000 0 870 0 0 0: 65 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 40.7 12.5 39.6 1.0 22.5 0.0 10.6 0.0 1.4 0.7: 6.3 5.9
Old : 100.0: 46.4 40.7 12.5 39.6 1.0 22.5 0.0 10.6 0.0 1.4 0.7: 6.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.3 67.0 78.0 80.2 43.3 48.8 50.0 52.6
Old : 62.3 67.0 78.0 80.2 43.3 48.8 50.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,565: 9,752 9,974 6,232 9,440 0 3,700 220 3,935 0 410 400: 2,546 2,186
Old : 26,565: 9,752 9,974 6,232 9,440 0 3,700 220 3,935 0 410 400: 2,546 2,186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 115: 116 -620 564 420 0 -970 0 200 0 0 0: 205 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 37.5 23.5 35.5 0.0 13.9 0.8 14.8 0.0 1.5 1.5: 9.6 8.2
Old : 100.0: 36.7 37.5 23.5 35.5 0.0 13.9 0.8 14.8 0.0 1.5 1.5: 9.6 8.2
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 : 22: 12 16 . . 0 . . . 0 . .:
Old : 22: 12 16 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 70.5 80.1 82.9 49.4 54.8 56.8 58.8
Old : 64.7 70.5 80.1 82.9 49.4 54.8 56.8 58.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,660: 18,195 9,730 4,070 845 435 160 12,000 2,145 0 0 0: 1,655 1,505
Old : 26,660: 18,195 9,730 4,070 845 435 160 12,000 2,145 0 0 0: 1,655 1,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 835: 605 -95 0 300 -300 -100 120 90 0 0 0: 540 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 36.5 15.3 3.2 1.6 0.6 45.0 8.0 0.0 0.0 0.0: 6.2 5.6
Old : 100.0: 68.2 36.5 15.3 3.2 1.6 0.6 45.0 8.0 0.0 0.0 0.0: 6.2 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 : 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 : 60.3 78.3 81.1 88.4 43.5 52.9 52.1 55.6
Old : 60.3 78.3 81.1 88.4 43.5 52.9 52.1 55.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,155: 47,697 32,590 10,948 35,335 3,140 9,455 2,415 820 3,105 375 1,290: 18,700 19,190
Old : 95,155: 47,697 32,590 10,948 35,335 3,140 9,455 2,415 820 3,105 375 1,290: 18,700 19,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 420: 30 -335 395 825 -120 0 -20 0 120 75 -25: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 34.2 11.5 37.1 3.3 9.9 2.5 0.9 3.3 0.4 1.4: 19.7 20.2
Old : 100.0: 50.1 34.2 11.5 37.1 3.3 9.9 2.5 0.9 3.3 0.4 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 : 33: 19 22 . . . . . . . . .:
Old : 33: 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 49.0 69.2 63.1 46.5 48.2 58.5 57.1
Old : 52.0 49.0 69.2 63.1 46.5 48.2 58.5 57.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,633: 44,811 31,026 11,815 33,290 3,140 10,930 2,125 615 0 555 1,665: 17,657 18,217
Old : 90,633: 44,811 31,026 11,815 33,290 3,140 10,930 2,125 615 0 555 1,665: 17,657 18,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -55: -135 70 140 25 -120 0 -20 0 0 -70 95: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 34.2 13.0 36.7 3.5 12.1 2.3 0.7 0.0 0.6 1.8: 19.5 20.1
Old : 100.0: 49.4 34.2 13.0 36.7 3.5 12.1 2.3 0.7 0.0 0.6 1.8: 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 : 32: 19 21 . . . . . . 0 . .:
Old : 32: 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 69.2 62.8 48.7 46.8 58.6 55.8
Old : 54.0 47.6 69.2 62.8 48.7 46.8 58.6 55.8
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,525: 13,041 7,635 3,205 1,791 1,904 2,280 8,225 500 1,130 3,055 345: 4,120 3,070
Old : 26,525: 13,041 7,635 3,205 1,791 1,904 2,280 8,225 500 1,130 3,055 345: 4,120 3,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 200: 150 50 0 25 0 0 0 0 50 125 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 28.8 12.1 6.8 7.2 8.6 31.0 1.9 4.3 11.5 1.3: 15.5 11.6
Old : 100.0: 49.2 28.8 12.1 6.8 7.2 8.6 31.0 1.9 4.3 11.5 1.3: 15.5 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 : 28: 16 9 . . . . . . . . .:
Old : 28: 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 : 38.2 59.3 59.7 77.8 36.6 51.8 54.9 63.1
Old : 38.2 59.3 59.7 77.8 36.6 51.8 54.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,625: 12,096 7,810 3,065 2,116 1,446 2,280 11,225 500 2,150 175 1,325: 4,763 3,028
Old : 27,625: 12,096 7,810 3,065 2,116 1,446 2,280 11,225 500 2,150 175 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 19, 2019 :
: 225: 150 50 0 25 0 0 0 0 75 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 28.3 11.1 7.7 5.2 8.3 40.6 1.8 7.8 0.6 4.8: 17.2 11.0
Old : 100.0: 43.8 28.3 11.1 7.7 5.2 8.3 40.6 1.8 7.8 0.6 4.8: 17.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 9 . . . . . . . . .:
Old : 26: 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 : 38.1 61.5 60.3 78.2 35.1 55.3 53.0 63.6
Old : 38.1 61.5 60.3 78.2 35.1 55.3 53.0 63.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,363: 13,302 8,450 1,668 8,775 135 9,265 100 375 0 7,220 75: 3,543 3,233
Old : 28,363: 13,302 8,450 1,668 8,775 135 9,265 100 375 0 7,220 75: 3,543 3,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -10: 210 0 -70 50 12 -25 0 0 0 -25 0: -137 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 29.8 5.9 30.9 0.5 32.7 0.4 1.3 0.0 25.5 0.3: 12.5 11.4
Old : 100.0: 46.9 29.8 5.9 30.9 0.5 32.7 0.4 1.3 0.0 25.5 0.3: 12.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 6 . . . . . . 0 . .:
Old : 24: 14 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 82.8 86.5 63.4 72.7 78.4 81.6
Old : 64.7 76.5 82.8 86.5 63.4 72.7 78.4 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,563: 12,869 8,405 1,786 8,575 144 9,265 100 375 0 7,080 65: 3,059 2,819
Old : 27,563: 12,869 8,405 1,786 8,575 144 9,265 100 375 0 7,080 65: 3,059 2,819
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -20: 180 0 -70 50 8 -25 0 0 0 -25 0: -113 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 30.5 6.5 31.1 0.5 33.6 0.4 1.4 0.0 25.7 0.2: 11.1 10.2
Old : 100.0: 46.7 30.5 6.5 31.1 0.5 33.6 0.4 1.4 0.0 25.7 0.2: 11.1 10.2
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: 13 5 . . . . . . 0 . .:
Old : 23: 13 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 : 65.6 78.3 83.3 88.1 63.9 74.7 80.3 83.5
Old : 65.6 78.3 83.3 88.1 63.9 74.7 80.3 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,441: 17,276 42,733 7,287 10,090 260 18,025 0 0 10,360 0 0: 4,233 4,358
Old : 57,441: 17,276 42,733 7,287 10,090 260 18,025 0 0 10,360 0 0: 4,233 4,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 990: 695 795 -40 50 120 0 0 0 190 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 74.4 12.7 17.6 0.5 31.4 0.0 0.0 18.0 0.0 0.0: 7.4 7.6
Old : 100.0: 30.1 74.4 12.7 17.6 0.5 31.4 0.0 0.0 18.0 0.0 0.0: 7.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 63.6 80.8 84.4 89.1 62.6 77.7 80.8 84.6
Old : 63.6 80.8 84.4 89.1 62.6 77.7 80.8 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,622: 17,332 40,270 6,650 11,205 295 17,925 0 0 9,915 0 0: 4,505 4,852
Old : 56,622: 17,332 40,270 6,650 11,205 295 17,925 0 0 9,915 0 0: 4,505 4,852
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 935: 535 240 -135 50 155 0 0 0 140 0 0: 240 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 71.1 11.7 19.8 0.5 31.7 0.0 0.0 17.5 0.0 0.0: 8.0 8.6
Old : 100.0: 30.6 71.1 11.7 19.8 0.5 31.7 0.0 0.0 17.5 0.0 0.0: 8.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . . . . 0 0 . 0 0:
Old : 22: 12 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 81.7 87.7 88.8 62.4 81.6 84.7 87.5
Old : 63.3 81.7 87.7 88.8 62.4 81.6 84.7 87.5
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,685: 23,490 52,335 1,200 4,540 1,820 7,790 0 1,230 24,290 75 110: 3,755 3,575
Old : 63,685: 23,490 52,335 1,200 4,540 1,820 7,790 0 1,230 24,290 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 19, 2019 :
: 175: 50 225 100 50 -100 0 0 0 125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 82.2 1.9 7.1 2.9 12.2 0.0 1.9 38.1 0.1 0.2: 5.9 5.6
Old : 100.0: 36.9 82.2 1.9 7.1 2.9 12.2 0.0 1.9 38.1 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 76.2 77.6 89.2 55.2 75.6 73.8 85.1
Old : 57.3 76.2 77.6 89.2 55.2 75.6 73.8 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,855: 23,685 50,895 295 4,540 2,540 7,415 0 1,480 23,860 0 110: 3,470 3,290
Old : 62,855: 23,685 50,895 295 4,540 2,540 7,415 0 1,480 23,860 0 110: 3,470 3,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -30: 30 -75 25 50 -25 50 0 0 -130 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 81.0 0.5 7.2 4.0 11.8 0.0 2.4 38.0 0.0 0.2: 5.5 5.2
Old : 100.0: 37.7 81.0 0.5 7.2 4.0 11.8 0.0 2.4 38.0 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 : 57.0 75.0 77.5 89.3 54.5 74.2 73.6 83.7
Old : 57.0 75.0 77.5 89.3 54.5 74.2 73.6 83.7
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,450: 12,070 8,630 765 350 3,480 75 5,395 0 1,785 390 330: 945 875
Old : 19,450: 12,070 8,630 765 350 3,480 75 5,395 0 1,785 390 330: 945 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,105: 655 1,155 400 0 0 0 -50 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 44.4 3.9 1.8 17.9 0.4 27.7 0.0 9.2 2.0 1.7: 4.9 4.5
Old : 100.0: 62.1 44.4 3.9 1.8 17.9 0.4 27.7 0.0 9.2 2.0 1.7: 4.9 4.5
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: 13 9 . . . . . 0 . . .:
Old : 23: 13 9 . . . . . 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 : 56.4 60.3 80.1 87.5 44.1 57.3 62.2 70.0
Old : 56.4 60.3 80.1 87.5 44.1 57.3 62.2 70.0
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,895: 10,445 8,595 730 350 3,110 75 5,395 0 2,570 390 205: 1,760 850
Old : 18,895: 10,445 8,595 730 350 3,110 75 5,395 0 2,570 390 205: 1,760 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,105: 655 1,155 400 0 0 0 -50 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 45.5 3.9 1.9 16.5 0.4 28.6 0.0 13.6 2.1 1.1: 9.3 4.5
Old : 100.0: 55.3 45.5 3.9 1.9 16.5 0.4 28.6 0.0 13.6 2.1 1.1: 9.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . . . . . 0 . . .:
Old : 22: 12 9 . . . . . 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 60.1 81.0 88.1 48.5 59.0 63.2 72.1
Old : 59.5 60.1 81.0 88.1 48.5 59.0 63.2 72.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,630: 38,115 36,780 400 835 3,535 2,135 19,975 975 18,010 1,175 1,395: 5,065 4,960
Old : 69,630: 38,115 36,780 400 835 3,535 2,135 19,975 975 18,010 1,175 1,395: 5,065 4,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 25: 290 25 0 0 0 0 75 -75 -265 -75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 52.8 0.6 1.2 5.1 3.1 28.7 1.4 25.9 1.7 2.0: 7.3 7.1
Old : 100.0: 54.7 52.8 0.6 1.2 5.1 3.1 28.7 1.4 25.9 1.7 2.0: 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 14 . . . . . . 4 . .:
Old : 32: 11 14 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 64.4 75.0 81.7 59.0 63.0 73.2 79.0
Old : 60.6 64.4 75.0 81.7 59.0 63.0 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,590: 36,920 34,500 1,345 195 3,295 2,140 19,900 1,020 15,335 1,250 1,585: 4,950 4,845
Old : 66,590: 36,920 34,500 1,345 195 3,295 2,140 19,900 1,020 15,335 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 19, 2019 :
: 25: 290 25 0 0 0 0 0 0 -265 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 51.8 2.0 0.3 4.9 3.2 29.9 1.5 23.0 1.9 2.4: 7.4 7.3
Old : 100.0: 55.4 51.8 2.0 0.3 4.9 3.2 29.9 1.5 23.0 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 16 . . . . . . 4 . .:
Old : 32: 12 16 . . . . . . 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 : 59.5 66.1 74.1 81.2 57.4 64.6 70.4 78.4
Old : 59.5 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,798: 34,642 19,660 1,690 14,997 2,020 12,515 330 2,365 100 14,310 0: 2,466 2,116
Old : 55,798: 34,642 19,660 1,690 14,997 2,020 12,515 330 2,365 100 14,310 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 19, 2019 :
: 275: 175 -5 0 60 0 50 0 0 50 220 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 35.2 3.0 26.9 3.6 22.4 0.6 4.2 0.2 25.6 0.0: 4.4 3.8
Old : 100.0: 62.1 35.2 3.0 26.9 3.6 22.4 0.6 4.2 0.2 25.6 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 : 34: 21 14 . . . . . . . . 0:
Old : 34: 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 : 49.8 74.5 76.2 90.7 45.4 70.6 69.5 81.4
Old : 49.8 74.5 76.2 90.7 45.4 70.6 69.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,899: 30,884 17,745 710 11,504 2,765 8,315 325 2,440 100 10,575 455: 1,230 1,090
Old : 46,899: 30,884 17,745 710 11,504 2,765 8,315 325 2,440 100 10,575 455: 1,230 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 135: 295 60 0 275 0 -100 0 0 50 -90 -10: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 37.8 1.5 24.5 5.9 17.7 0.7 5.2 0.2 22.5 1.0: 2.6 2.3
Old : 100.0: 65.9 37.8 1.5 24.5 5.9 17.7 0.7 5.2 0.2 22.5 1.0: 2.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 14 . . . . . . . . .:
Old : 33: 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 : 52.8 69.4 76.3 90.3 47.5 64.0 68.5 78.1
Old : 52.8 69.4 76.3 90.3 47.5 64.0 68.5 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,150: 96,751 93,820 20,305 70 9,081 4,864 10,835 7,150 1,175 18,370 1,505: 27,319 27,319
Old : 168,150: 96,751 93,820 20,305 70 9,081 4,864 10,835 7,150 1,175 18,370 1,505: 27,319 27,319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 8,100: 639 5,349 1,340 -2,725 2,650 2,605 145 -280 -150 1,665 250: 1,046 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 55.8 12.1 0.0 5.4 2.9 6.4 4.3 0.7 10.9 0.9: 16.2 16.2
Old : 100.0: 57.5 55.8 12.1 0.0 5.4 2.9 6.4 4.3 0.7 10.9 0.9: 16.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 27 . . . . . . . 6 4:
Old : 44: 25 27 . . . . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 35.2 70.1 52.1 50.3 32.6 57.8 44.8
Old : 55.8 35.2 70.1 52.1 50.3 32.6 57.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,744: 84,593 82,356 19,024 0 7,315 7,649 6,440 7,185 1,250 23,720 1,535: 20,193 20,193
Old : 148,744: 84,593 82,356 19,024 0 7,315 7,649 6,440 7,185 1,250 23,720 1,535: 20,193 20,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 3,300: 331 106 -915 0 375 2,530 45 -205 25 1,820 200: 959 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 55.4 12.8 0.0 4.9 5.1 4.3 4.8 0.8 15.9 1.0: 13.6 13.6
Old : 100.0: 56.9 55.4 12.8 0.0 4.9 5.1 4.3 4.8 0.8 15.9 1.0: 13.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 26 . 0 . . . . . 4 4:
Old : 42: 22 26 . 0 . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 40.8 71.8 56.7 50.7 38.5 59.9 51.6
Old : 58.0 40.8 71.8 56.7 50.7 38.5 59.9 51.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,660: 28,630 29,620 18,755 7,680 3,125 25 975 3,015 0 9,140 0: 5,110 5,105
Old : 58,660: 28,630 29,620 18,755 7,680 3,125 25 975 3,015 0 9,140 0: 5,110 5,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,135: 50 1,080 614 -266 256 0 -150 150 0 0 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 50.5 32.0 13.1 5.3 0.0 1.7 5.1 0.0 15.6 0.0: 8.7 8.7
Old : 100.0: 48.8 50.5 32.0 13.1 5.3 0.0 1.7 5.1 0.0 15.6 0.0: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . . . . . . 0 . 0:
Old : 27: 14 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 48.2 79.7 69.3 58.4 44.9 67.3 58.6
Old : 62.1 48.2 79.7 69.3 58.4 44.9 67.3 58.6
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,985: 23,145 24,300 15,901 5,526 3,164 0 810 3,565 0 8,430 0: 4,210 4,190
Old : 49,985: 23,145 24,300 15,901 5,526 3,164 0 810 3,565 0 8,430 0: 4,210 4,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 300: -100 350 200 -100 100 0 -150 150 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 48.6 31.8 11.1 6.3 0.0 1.6 7.1 0.0 16.9 0.0: 8.4 8.4
Old : 100.0: 46.3 48.6 31.8 11.1 6.3 0.0 1.6 7.1 0.0 16.9 0.0: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 49.7 75.5 72.3 53.8 42.8 63.6 55.2
Old : 57.3 49.7 75.5 72.3 53.8 42.8 63.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,405: 17,970 16,885 0 15,990 1,645 12,235 0 435 2,320 0 680: 2,120 1,770
Old : 37,405: 17,970 16,885 0 15,990 1,645 12,235 0 435 2,320 0 680: 2,120 1,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 230: 230 50 0 150 0 -25 -25 25 -30 0 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 45.1 0.0 42.7 4.4 32.7 0.0 1.2 6.2 0.0 1.8: 5.7 4.7
Old : 100.0: 48.0 45.1 0.0 42.7 4.4 32.7 0.0 1.2 6.2 0.0 1.8: 5.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 15 0 . . 4 0 . . 0 .:
Old : 25: 12 15 0 . . 4 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 74.8 75.5 86.5 53.0 63.0 66.4 73.3
Old : 56.2 74.8 75.5 86.5 53.0 63.0 66.4 73.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,115: 13,885 26,650 0 13,295 2,775 23,780 0 930 2,320 0 680: 1,745 1,785
Old : 46,115: 13,885 26,650 0 13,295 2,775 23,780 0 930 2,320 0 680: 1,745 1,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 315: 315 100 0 185 0 -30 0 0 -30 0 30: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 57.8 0.0 28.8 6.0 51.6 0.0 2.0 5.0 0.0 1.5: 3.8 3.9
Old : 100.0: 30.1 57.8 0.0 28.8 6.0 51.6 0.0 2.0 5.0 0.0 1.5: 3.8 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 : 72.9 77.4 89.7 90.5 66.6 65.4 76.1 76.9
Old : 72.9 77.4 89.7 90.5 66.6 65.4 76.1 76.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,222: 75,615 62,265 1,520 13,405 9,775 2,135 11,535 3,155 7,935 0 0: 20,087 20,087
Old : 120,222: 75,615 62,265 1,520 13,405 9,775 2,135 11,535 3,155 7,935 0 0: 20,087 20,087
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 655: -115 -120 -60 450 300 545 70 25 30 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 51.8 1.3 11.2 8.1 1.8 9.6 2.6 6.6 0.0 0.0: 16.7 16.7
Old : 100.0: 62.9 51.8 1.3 11.2 8.1 1.8 9.6 2.6 6.6 0.0 0.0: 16.7 16.7
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 : 37: 26 24 . . . . . 4 . 0 0:
Old : 37: 26 24 . . . . . 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 : 35.5 40.4 53.2 59.2 29.5 30.8 36.8 39.6
Old : 35.5 40.4 53.2 59.2 29.5 30.8 36.8 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 98,049: 56,580 41,944 1,740 18,076 9,954 0 5,785 7,995 7,355 0 0: 14,425 14,295
Old : 98,049: 56,580 41,944 1,740 18,076 9,954 0 5,785 7,995 7,355 0 0: 14,425 14,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 735: 775 680 250 375 -450 0 -30 30 30 0 0: 100 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 42.8 1.8 18.4 10.2 0.0 5.9 8.2 7.5 0.0 0.0: 14.7 14.6
Old : 100.0: 57.7 42.8 1.8 18.4 10.2 0.0 5.9 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 25 . . . 0 . . . 0 0:
Old : 33: 23 25 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 43.8 62.3 63.0 33.4 30.5 41.6 40.3
Old : 43.7 43.8 62.3 63.0 33.4 30.5 41.6 40.3
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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 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 26, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 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 December 02, 2019