COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,934: 15,507 11,108 1,416 906 668 739 2,304 302 559 3,605 1,182: 561 859
Old : 20,934: 15,507 11,108 1,416 906 668 739 2,304 302 559 3,605 1,182: 561 859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,645: -2,069 -409 130 -207 -144 65 -837 -124 -26 -226 -497: 20 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 53.1 6.8 4.3 3.2 3.5 11.0 1.4 2.7 17.2 5.6: 2.7 4.1
Old : 100.0: 74.1 53.1 6.8 4.3 3.2 3.5 11.0 1.4 2.7 17.2 5.6: 2.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 14 15 . . 5 . 5 . 4 5 8:
Old : 36: 14 15 . . 5 . 5 . 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 45.6 71.7 67.4 32.0 34.7 44.9 45.7
Old : 54.5 45.6 71.7 67.4 32.0 34.7 44.9 45.7
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,558: 14,910 13,677 97 2,749 4,496 434 603 600 3,670 1,731 3,014: 337 687
Old : 27,558: 14,910 13,677 97 2,749 4,496 434 603 600 3,670 1,731 3,014: 337 687
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -3,495: -471 -1,457 -148 292 -752 18 50 -267 -71 -249 -552: -1,254 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 49.6 0.4 10.0 16.3 1.6 2.2 2.2 13.3 6.3 10.9: 1.2 2.5
Old : 100.0: 54.1 49.6 0.4 10.0 16.3 1.6 2.2 2.2 13.3 6.3 10.9: 1.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 20 24 . . . . 4 4 7 6 10:
Old : 46: 20 24 . . . . 4 4 7 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 46.6 68.0 66.6 23.8 26.9 29.6 32.4
Old : 44.9 46.6 68.0 66.6 23.8 26.9 29.6 32.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,294: 22,910 36,801 6,101 0 1,853 375 233 132 7,640 125 150: 133 0
Old : 39,294: 22,910 36,801 6,101 0 1,853 375 233 132 7,640 125 150: 133 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,213: -1,579 -1,894 -130 0 -94 24 47 -47 -260 -85 -140: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 93.7 15.5 0.0 4.7 1.0 0.6 0.3 19.4 0.3 0.4: 0.3 0.0
Old : 100.0: 58.3 93.7 15.5 0.0 4.7 1.0 0.6 0.3 19.4 0.3 0.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 21 . 0 . . . . 4 . .:
Old : 39: 24 21 . 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 : 50.4 58.7 77.9 84.3 46.5 51.8 62.6 68.7
Old : 50.4 58.7 77.9 84.3 46.5 51.8 62.6 68.7
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 28,509: 21,277 25,706 420 513 1,940 275 0 25 4,447 200 125: 0 0
Old : 28,509: 21,277 25,706 420 513 1,940 275 0 25 4,447 200 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,661: -2,286 -1,625 329 -182 -329 25 0 -25 50 -75 -425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 90.2 1.5 1.8 6.8 1.0 0.0 0.1 15.6 0.7 0.4: 0.0 0.0
Old : 100.0: 74.6 90.2 1.5 1.8 6.8 1.0 0.0 0.1 15.6 0.7 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 . . . . 0 . 4 . .:
Old : 30: 16 17 . . . . 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 : 57.9 75.1 80.2 91.2 57.8 69.7 74.5 81.3
Old : 57.9 75.1 80.2 91.2 57.8 69.7 74.5 81.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,882: 110,166 91,585 1,869 17,858 9,271 2,329 1,018 1,888 2,795 6,212 9,542: 1,022 1,508
Old : 138,882: 110,166 91,585 1,869 17,858 9,271 2,329 1,018 1,888 2,795 6,212 9,542: 1,022 1,508
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,030: 635 1,699 4 -1,544 -162 60 418 37 -899 -1,180 695: 660 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 65.9 1.3 12.9 6.7 1.7 0.7 1.4 2.0 4.5 6.9: 0.7 1.1
Old : 100.0: 79.3 65.9 1.3 12.9 6.7 1.7 0.7 1.4 2.0 4.5 6.9: 0.7 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 : 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 : 51.3 42.1 66.9 61.0 38.9 27.1 42.6 36.9
Old : 51.3 42.1 66.9 61.0 38.9 27.1 42.6 36.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,059: 61,030 59,446 4,957 7,517 4,418 150 767 2,211 1,688 75 605: 0 20
Old : 75,059: 61,030 59,446 4,957 7,517 4,418 150 767 2,211 1,688 75 605: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -311: -348 -95 0 -148 -47 0 -20 149 100 0 -150: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 79.2 6.6 10.0 5.9 0.2 1.0 2.9 2.2 0.1 0.8: 0.0 0.0
Old : 100.0: 81.3 79.2 6.6 10.0 5.9 0.2 1.0 2.9 2.2 0.1 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 . . . . 4 . 5 . 4:
Old : 38: 19 21 . . . . 4 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 71.6 82.2 86.2 61.1 62.8 69.1 68.8
Old : 61.4 71.6 82.2 86.2 61.1 62.8 69.1 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,306: 37,415 34,888 490 18,391 7,185 645 200 417 15,420 588 5,407: 327 230
Old : 67,306: 37,415 34,888 490 18,391 7,185 645 200 417 15,420 588 5,407: 327 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -282: -232 -447 0 15 -50 0 0 0 0 0 0: 0 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 51.8 0.7 27.3 10.7 1.0 0.3 0.6 22.9 0.9 8.0: 0.5 0.3
Old : 100.0: 55.6 51.8 0.7 27.3 10.7 1.0 0.3 0.6 22.9 0.9 8.0: 0.5 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 : 39: 22 22 . 4 5 . . . . . .:
Old : 39: 22 22 . 4 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 50.3 74.4 70.1 45.2 40.9 52.0 52.2
Old : 52.4 50.3 74.4 70.1 45.2 40.9 52.0 52.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 86,491: 48,346 35,271 0 37,993 6,177 1,679 485 589 24,591 1,466 4,234: 875 276
Old : 86,491: 48,346 35,271 0 37,993 6,177 1,679 485 589 24,591 1,466 4,234: 875 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 537: 418 363 0 17 32 -44 145 -60 60 -120 120: 11 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 40.8 0.0 43.9 7.1 1.9 0.6 0.7 28.4 1.7 4.9: 1.0 0.3
Old : 100.0: 55.9 40.8 0.0 43.9 7.1 1.9 0.6 0.7 28.4 1.7 4.9: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 23 0 4 4 4 5 . . . .:
Old : 45: 23 23 0 4 4 4 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 61.5 71.2 78.9 48.5 55.4 63.0 63.3
Old : 52.1 61.5 71.2 78.9 48.5 55.4 63.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,769: 55,964 53,322 12,109 18,358 1,971 1,600 25 0 2,031 1,026 1,294: 1,800 773
Old : 76,769: 55,964 53,322 12,109 18,358 1,971 1,600 25 0 2,031 1,026 1,294: 1,800 773
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -100: -727 -800 -200 0 0 0 0 0 -50 0 0: 877 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 69.5 15.8 23.9 2.6 2.1 0.0 0.0 2.6 1.3 1.7: 2.3 1.0
Old : 100.0: 72.9 69.5 15.8 23.9 2.6 2.1 0.0 0.0 2.6 1.3 1.7: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 22 5 . 4 . . 0 . . .:
Old : 43: 22 22 5 . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 73.4 66.8 83.8 44.1 73.3 63.2 80.1
Old : 45.5 73.4 66.8 83.8 44.1 73.3 63.2 80.1
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,979: 68,678 61,220 21,733 33,218 779 1,450 50 0 2,634 1,004 1,891: 1,814 817
Old : 98,979: 68,678 61,220 21,733 33,218 779 1,450 50 0 2,634 1,004 1,891: 1,814 817
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 156: -481 -739 -355 100 0 0 0 0 -90 0 0: 1,082 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 61.9 22.0 33.6 0.8 1.5 0.1 0.0 2.7 1.0 1.9: 1.8 0.8
Old : 100.0: 69.4 61.9 22.0 33.6 0.8 1.5 0.1 0.0 2.7 1.0 1.9: 1.8 0.8
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 : 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 : 45.0 69.6 66.2 84.1 44.7 69.4 64.2 81.8
Old : 45.0 69.6 66.2 84.1 44.7 69.4 64.2 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,188: 30,478 40,293 9,909 0 2,205 0 0 0 450 420 0: 146 270
Old : 43,188: 30,478 40,293 9,909 0 2,205 0 0 0 450 420 0: 146 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 400: -50 150 150 0 250 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 93.3 22.9 0.0 5.1 0.0 0.0 0.0 1.0 1.0 0.0: 0.3 0.6
Old : 100.0: 70.6 93.3 22.9 0.0 5.1 0.0 0.0 0.0 1.0 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 : 29: 17 20 . 0 . 0 0 0 . . 0:
Old : 29: 17 20 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 84.6 87.1 92.7 62.7 81.9 77.3 85.4
Old : 69.2 84.6 87.1 92.7 62.7 81.9 77.3 85.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 27,103: 24,402 20,336 0 3,815 2,012 0 600 0 350 147 73: 266 120
Old : 27,103: 24,402 20,336 0 3,815 2,012 0 600 0 350 147 73: 266 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 555: 585 495 0 30 -30 0 0 0 0 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 75.0 0.0 14.1 7.4 0.0 2.2 0.0 1.3 0.5 0.3: 1.0 0.4
Old : 100.0: 90.0 75.0 0.0 14.1 7.4 0.0 2.2 0.0 1.3 0.5 0.3: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 0 . . 0 . 0 . . .:
Old : 27: 17 16 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 66.8 76.7 86.2 48.2 57.7 61.7 65.3
Old : 57.6 66.8 76.7 86.2 48.2 57.7 61.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,463: 47,314 59,855 320 10,466 9,872 13,203 89 525 10,174 777 1,744: 311 135
Old : 83,463: 47,314 59,855 320 10,466 9,872 13,203 89 525 10,174 777 1,744: 311 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 131: -72 112 0 -309 150 -157 89 70 131 0 18: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 71.7 0.4 12.5 11.8 15.8 0.1 0.6 12.2 0.9 2.1: 0.4 0.2
Old : 100.0: 56.7 71.7 0.4 12.5 11.8 15.8 0.1 0.6 12.2 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 : 57: 28 29 . . . 9 . 4 11 . 7:
Old : 57: 28 29 . . . 9 . 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 : 32.9 50.9 51.8 71.7 17.5 22.3 25.9 32.6
Old : 32.9 50.9 51.8 71.7 17.5 22.3 25.9 32.6
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,566: 17,828 24,094 68 4,772 2,298 3,900 0 100 7,236 110 850: 286 342
Old : 32,566: 17,828 24,094 68 4,772 2,298 3,900 0 100 7,236 110 850: 286 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 990: -210 990 0 0 0 0 0 0 1,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 74.0 0.2 14.7 7.1 12.0 0.0 0.3 22.2 0.3 2.6: 0.9 1.1
Old : 100.0: 54.7 74.0 0.2 14.7 7.1 12.0 0.0 0.3 22.2 0.3 2.6: 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 : 43.3 62.3 71.7 78.4 40.6 48.4 61.5 62.6
Old : 43.3 62.3 71.7 78.4 40.6 48.4 61.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,935: 39,123 45,740 6,545 0 2,565 0 0 0 500 370 50: 152 210
Old : 48,935: 39,123 45,740 6,545 0 2,565 0 0 0 500 370 50: 152 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 60: 10 60 -50 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 93.5 13.4 0.0 5.2 0.0 0.0 0.0 1.0 0.8 0.1: 0.3 0.4
Old : 100.0: 79.9 93.5 13.4 0.0 5.2 0.0 0.0 0.0 1.0 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 : 33: 20 22 . 0 . 0 0 0 . . .:
Old : 33: 20 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 : 54.0 82.6 81.4 92.4 48.3 78.4 67.2 81.5
Old : 54.0 82.6 81.4 92.4 48.3 78.4 67.2 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 41,122: 32,198 27,230 0 4,991 7,197 60 1,410 0 635 100 120: 912 74
Old : 41,122: 32,198 27,230 0 4,991 7,197 60 1,410 0 635 100 120: 912 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 444: -226 464 0 -790 670 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 66.2 0.0 12.1 17.5 0.1 3.4 0.0 1.5 0.2 0.3: 2.2 0.2
Old : 100.0: 78.3 66.2 0.0 12.1 17.5 0.1 3.4 0.0 1.5 0.2 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 : 33: 20 20 0 . . . 4 0 4 . .:
Old : 33: 20 20 0 . . . 4 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 46.6 76.0 71.2 33.4 23.6 39.9 38.2
Old : 58.7 46.6 76.0 71.2 33.4 23.6 39.9 38.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,925: 48,477 60,615 8,948 115 1,775 0 75 0 2,862 1,000 0: 1,863 345
Old : 63,925: 48,477 60,615 8,948 115 1,775 0 75 0 2,862 1,000 0: 1,863 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,037: -853 437 600 0 0 0 0 0 0 600 0: 1,290 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 94.8 14.0 0.2 2.8 0.0 0.1 0.0 4.5 1.6 0.0: 2.9 0.5
Old : 100.0: 75.8 94.8 14.0 0.2 2.8 0.0 0.1 0.0 4.5 1.6 0.0: 2.9 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 : 48.0 90.9 70.0 96.5 46.3 86.5 67.5 90.5
Old : 48.0 90.9 70.0 96.5 46.3 86.5 67.5 90.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,336: 53,086 59,256 6,368 760 2,905 0 75 0 3,512 4,100 60: 1,405 180
Old : 67,336: 53,086 59,256 6,368 760 2,905 0 75 0 3,512 4,100 60: 1,405 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 595: -875 -5 145 -200 200 0 0 0 0 600 0: 1,125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 88.0 9.5 1.1 4.3 0.0 0.1 0.0 5.2 6.1 0.1: 2.1 0.3
Old : 100.0: 78.8 88.0 9.5 1.1 4.3 0.0 0.1 0.0 5.2 6.1 0.1: 2.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.4 83.8 70.3 95.3 46.5 80.9 66.2 87.8
Old : 48.4 83.8 70.3 95.3 46.5 80.9 66.2 87.8
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,439: 64,585 76,340 11,597 141 4,305 223 0 15 1,223 1,407 226: 265 5
Old : 82,439: 64,585 76,340 11,597 141 4,305 223 0 15 1,223 1,407 226: 265 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 95: 276 -135 -280 0 10 0 0 0 30 161 59: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 92.6 14.1 0.2 5.2 0.3 0.0 0.0 1.5 1.7 0.3: 0.3 0.0
Old : 100.0: 78.3 92.6 14.1 0.2 5.2 0.3 0.0 0.0 1.5 1.7 0.3: 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 : 60.8 51.3 77.9 76.4 59.3 49.8 73.1 70.4
Old : 60.8 51.3 77.9 76.4 59.3 49.8 73.1 70.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 104,885: 82,177 90,792 13,718 1,218 5,939 130 1,405 230 1,877 4,757 483: 332 63
Old : 104,885: 82,177 90,792 13,718 1,218 5,939 130 1,405 230 1,877 4,757 483: 332 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -250: 307 -209 -266 -135 -300 0 186 0 15 167 -6: 0 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 86.6 13.1 1.2 5.7 0.1 1.3 0.2 1.8 4.5 0.5: 0.3 0.1
Old : 100.0: 78.3 86.6 13.1 1.2 5.7 0.1 1.3 0.2 1.8 4.5 0.5: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 25 27 5 . 4 . 8 . . 7 4:
Old : 60: 25 27 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 : 52.8 47.6 71.3 74.1 52.0 46.5 65.3 63.6
Old : 52.8 47.6 71.3 74.1 52.0 46.5 65.3 63.6
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,773: 37,923 50,657 17,874 966 556 0 1,244 150 125 3,075 125: 20 0
Old : 56,773: 37,923 50,657 17,874 966 556 0 1,244 150 125 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 26, 2019 :
: 25: 0 25 0 0 0 0 0 0 25 0 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 : 29: 14 14 . . . 0 . . . 4 .:
Old : 29: 14 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 94.6 76.7 85.5 92.8 90.8
Old : 77.0 87.4 95.8 94.6 76.7 85.5 92.8 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,220: 48,549 59,574 11,549 0 1,919 520 0 0 1,200 2,021 1,391: 92 315
Old : 65,220: 48,549 59,574 11,549 0 1,919 520 0 0 1,200 2,021 1,391: 92 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 898: 360 727 437 0 8 50 0 0 3 0 0: 40 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 91.3 17.7 0.0 2.9 0.8 0.0 0.0 1.8 3.1 2.1: 0.1 0.5
Old : 100.0: 74.4 91.3 17.7 0.0 2.9 0.8 0.0 0.0 1.8 3.1 2.1: 0.1 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 : 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 : 46.9 84.3 73.3 92.9 45.6 81.0 67.3 83.4
Old : 46.9 84.3 73.3 92.9 45.6 81.0 67.3 83.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,286: 47,675 57,247 9,455 126 1,103 908 504 73 1,460 1,729 5,232: 380 272
Old : 66,286: 47,675 57,247 9,455 126 1,103 908 504 73 1,460 1,729 5,232: 380 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,165: 517 978 589 -250 -105 39 314 73 13 0 -1: 40 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 86.4 14.3 0.2 1.7 1.4 0.8 0.1 2.2 2.6 7.9: 0.6 0.4
Old : 100.0: 71.9 86.4 14.3 0.2 1.7 1.4 0.8 0.1 2.2 2.6 7.9: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 23 . . . 5 . . . . .:
Old : 39: 21 23 . . . 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 : 48.2 72.4 71.1 83.7 46.2 64.6 62.2 69.8
Old : 48.2 72.4 71.1 83.7 46.2 64.6 62.2 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,943: 16,111 27,505 10,840 0 503 0 450 90 1,061 0 10: 328 385
Old : 28,943: 16,111 27,505 10,840 0 503 0 450 90 1,061 0 10: 328 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -10: -155 -345 -52 0 2 0 0 10 15 0 10: 160 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 95.0 37.5 0.0 1.7 0.0 1.6 0.3 3.7 0.0 0.0: 1.1 1.3
Old : 100.0: 55.7 95.0 37.5 0.0 1.7 0.0 1.6 0.3 3.7 0.0 0.0: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 4 0 . 0 . . . 0 .:
Old : 24: 14 11 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 : 63.9 80.7 80.7 95.0 62.4 73.0 77.4 85.9
Old : 63.9 80.7 80.7 95.0 62.4 73.0 77.4 85.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,547: 16,144 27,821 10,844 0 292 0 20 25 875 0 0: 367 389
Old : 28,547: 16,144 27,821 10,844 0 292 0 20 25 875 0 0: 367 389
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 9: -176 -290 0 0 0 0 20 25 0 0 0: 160 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 97.5 38.0 0.0 1.0 0.0 0.1 0.1 3.1 0.0 0.0: 1.3 1.4
Old : 100.0: 56.6 97.5 38.0 0.0 1.0 0.0 0.1 0.1 3.1 0.0 0.0: 1.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 5 0 . 0 . . . 0 0:
Old : 24: 14 10 5 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 77.5 97.0 61.2 75.7 73.2 84.9
Old : 62.7 84.5 77.5 97.0 61.2 75.7 73.2 84.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,911: 27,028 26,683 3,952 3,100 1,200 235 965 214 194 929 744: 344 76
Old : 33,911: 27,028 26,683 3,952 3,100 1,200 235 965 214 194 929 744: 344 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 86: -112 41 5 0 0 0 0 0 -25 -25 39: 179 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 78.7 11.7 9.1 3.5 0.7 2.8 0.6 0.6 2.7 2.2: 1.0 0.2
Old : 100.0: 79.7 78.7 11.7 9.1 3.5 0.7 2.8 0.6 0.6 2.7 2.2: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.4 58.2 82.4 77.0 57.4 56.4 72.4 69.3
Old : 65.4 58.2 82.4 77.0 57.4 56.4 72.4 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,935: 17,890 18,262 2,820 0 120 0 1,605 0 448 1,601 252: 1,405 1,095
Old : 22,935: 17,890 18,262 2,820 0 120 0 1,605 0 448 1,601 252: 1,405 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 72: -485 -956 -277 0 0 0 35 0 -2 -4 2: 834 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 79.6 12.3 0.0 0.5 0.0 7.0 0.0 2.0 7.0 1.1: 6.1 4.8
Old : 100.0: 78.0 79.6 12.3 0.0 0.5 0.0 7.0 0.0 2.0 7.0 1.1: 6.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.3 67.7 88.0 82.7 73.1 66.3 84.5 80.3
Old : 73.3 67.7 88.0 82.7 73.1 66.3 84.5 80.3
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 59,123: 47,200 38,947 8,243 15,110 344 95 2,559 644 1,666 634 635: 296 250
Old : 59,123: 47,200 38,947 8,243 15,110 344 95 2,559 644 1,666 634 635: 296 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 190: -40 -121 15 -131 30 0 12 -20 -170 -5 185: 190 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 65.9 13.9 25.6 0.6 0.2 4.3 1.1 2.8 1.1 1.1: 0.5 0.4
Old : 100.0: 79.8 65.9 13.9 25.6 0.6 0.2 4.3 1.1 2.8 1.1 1.1: 0.5 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 : 43: 23 21 6 . 5 . . . 4 . 4:
Old : 43: 23 21 6 . 5 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 63.9 73.4 80.5 48.2 55.4 59.1 65.2
Old : 61.8 63.9 73.4 80.5 48.2 55.4 59.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,137: 34,604 19,630 3,098 16,440 798 0 1,158 655 408 783 487: 87 186
Old : 40,137: 34,604 19,630 3,098 16,440 798 0 1,158 655 408 783 487: 87 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 80: 15 -151 10 18 90 0 0 0 0 0 0: -35 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 48.9 7.7 41.0 2.0 0.0 2.9 1.6 1.0 2.0 1.2: 0.2 0.5
Old : 100.0: 86.2 48.9 7.7 41.0 2.0 0.0 2.9 1.6 1.0 2.0 1.2: 0.2 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 : 35: 20 17 4 . . 0 . . . . .:
Old : 35: 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 : 67.7 69.7 82.1 84.3 59.8 64.9 69.9 73.9
Old : 67.7 69.7 82.1 84.3 59.8 64.9 69.9 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 22,175: 10,882 19,973 7,526 0 1,787 395 0 100 1,350 300 0: 135 15
Old : 22,175: 10,882 19,973 7,526 0 1,787 395 0 100 1,350 300 0: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -952: -607 -1,020 -453 0 68 -170 0 0 225 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 90.1 33.9 0.0 8.1 1.8 0.0 0.5 6.1 1.4 0.0: 0.6 0.1
Old : 100.0: 49.1 90.1 33.9 0.0 8.1 1.8 0.0 0.5 6.1 1.4 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 : 25: 15 12 . 0 . . 0 . . . 0:
Old : 25: 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 : 67.5 80.4 86.3 91.1 59.4 73.9 74.2 79.0
Old : 67.5 80.4 86.3 91.1 59.4 73.9 74.2 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 10,667 9,365 323 465 969 0 250 0 50 1,020 280: 262 202
Old : 12,551: 10,667 9,365 323 465 969 0 250 0 50 1,020 280: 262 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -45 -180 0 0 0 0 0 0 0 0 0: 45 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 74.6 2.6 3.7 7.7 0.0 2.0 0.0 0.4 8.1 2.2: 2.1 1.6
Old : 100.0: 85.0 74.6 2.6 3.7 7.7 0.0 2.0 0.0 0.4 8.1 2.2: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 74.6 86.7 90.0 56.8 69.0 73.0 75.9
Old : 66.7 74.6 86.7 90.0 56.8 69.0 73.0 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 10,986 8,820 454 465 816 0 250 0 50 1,420 205: 190 725
Old : 12,701: 10,986 8,820 454 465 816 0 250 0 50 1,420 205: 190 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -70 -725 0 0 0 0 0 0 0 0 0: 70 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 69.4 3.6 3.7 6.4 0.0 2.0 0.0 0.4 11.2 1.6: 1.5 5.7
Old : 100.0: 86.5 69.4 3.6 3.7 6.4 0.0 2.0 0.0 0.4 11.2 1.6: 1.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 70.8 85.5 86.0 54.8 67.1 72.2 73.8
Old : 63.8 70.8 85.5 86.0 54.8 67.1 72.2 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 9,280 14,335 4,860 1,304 195 0 100 0 2,160 275 505: 253 539
Old : 17,253: 9,280 14,335 4,860 1,304 195 0 100 0 2,160 275 505: 253 539
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -74 -115 0 -399 0 0 0 0 0 0 0: 74 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 83.1 28.2 7.6 1.1 0.0 0.6 0.0 12.5 1.6 2.9: 1.5 3.1
Old : 100.0: 53.8 83.1 28.2 7.6 1.1 0.0 0.6 0.0 12.5 1.6 2.9: 1.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 66.2 81.1 82.8 56.3 58.0 75.2 69.8
Old : 57.7 66.2 81.1 82.8 56.3 58.0 75.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 8,485 14,100 5,181 1,299 195 0 100 0 2,230 275 470: 420 542
Old : 16,981: 8,485 14,100 5,181 1,299 195 0 100 0 2,230 275 470: 420 542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -66 -115 0 -394 0 0 0 0 0 0 0: 66 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 83.0 30.5 7.6 1.1 0.0 0.6 0.0 13.1 1.6 2.8: 2.5 3.2
Old : 100.0: 50.0 83.0 30.5 7.6 1.1 0.0 0.6 0.0 13.1 1.6 2.8: 2.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 65.9 82.6 82.7 57.7 55.9 75.7 70.0
Old : 60.1 65.9 82.6 82.7 57.7 55.9 75.7 70.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,398: 29,291 35,978 7,770 400 1,245 0 230 0 355 835 3,235: 502 475
Old : 42,398: 29,291 35,978 7,770 400 1,245 0 230 0 355 835 3,235: 502 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5: -32 -415 -400 0 0 0 5 0 0 0 0: 437 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 84.9 18.3 0.9 2.9 0.0 0.5 0.0 0.8 2.0 7.6: 1.2 1.1
Old : 100.0: 69.1 84.9 18.3 0.9 2.9 0.0 0.5 0.0 0.8 2.0 7.6: 1.2 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 : 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 71.9 79.1 89.8 57.8 65.1 69.1 76.0
Old : 64.2 71.9 79.1 89.8 57.8 65.1 69.1 76.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,351: 29,636 36,354 7,178 400 1,122 0 230 0 725 700 3,140: 550 405
Old : 42,351: 29,636 36,354 7,178 400 1,122 0 230 0 725 700 3,140: 550 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5: -77 -405 -400 0 0 0 5 0 0 0 0: 482 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 85.8 16.9 0.9 2.6 0.0 0.5 0.0 1.7 1.7 7.4: 1.3 1.0
Old : 100.0: 70.0 85.8 16.9 0.9 2.6 0.0 0.5 0.0 1.7 1.7 7.4: 1.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 73.9 77.1 90.1 56.1 66.3 67.4 76.9
Old : 63.3 73.9 77.1 90.1 56.1 66.3 67.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,281: 83,301 76,718 21,613 19,570 2,239 980 1,267 60 935 9,646 1,325: 1,828 1,456
Old : 112,281: 83,301 76,718 21,613 19,570 2,239 980 1,267 60 935 9,646 1,325: 1,828 1,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 74: -818 -901 -1,030 -405 84 15 -150 0 40 5 15: 1,768 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 68.3 19.2 17.4 2.0 0.9 1.1 0.1 0.8 8.6 1.2: 1.6 1.3
Old : 100.0: 74.2 68.3 19.2 17.4 2.0 0.9 1.1 0.1 0.8 8.6 1.2: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 34 29 4 4 . . . . 5 6 5:
Old : 62: 34 29 4 4 . . . . 5 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 46.9 57.7 69.9 31.5 44.2 54.1 61.0
Old : 35.0 46.9 57.7 69.9 31.5 44.2 54.1 61.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,829: 92,045 92,476 24,070 15,536 4,168 915 960 190 1,015 8,551 1,962: 1,464 1,986
Old : 125,829: 92,045 92,476 24,070 15,536 4,168 915 960 190 1,015 8,551 1,962: 1,464 1,986
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 206: -143 -1,463 -1,415 -380 110 35 -142 100 35 -40 35: 1,449 1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 73.5 19.1 12.3 3.3 0.7 0.8 0.2 0.8 6.8 1.6: 1.2 1.6
Old : 100.0: 73.2 73.5 19.1 12.3 3.3 0.7 0.8 0.2 0.8 6.8 1.6: 1.2 1.6
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 : 66: 35 31 . 5 6 . . . 7 7 6:
Old : 66: 35 31 . 5 6 . . . 7 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 47.2 52.5 68.5 26.7 41.9 45.0 57.4
Old : 30.9 47.2 52.5 68.5 26.7 41.9 45.0 57.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 518,302: 282,240 324,094 47,670 3,691 99,744 13,802 6,897 13,424 10,432 22,057 47,907: 3,083 488
Old : 518,302: 282,240 324,094 47,670 3,691 99,744 13,802 6,897 13,424 10,432 22,057 47,907: 3,083 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 285: -2,659 4,609 4,751 -138 -4,451 345 1,441 -362 -137 -1,346 500: 2,299 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 62.5 9.2 0.7 19.2 2.7 1.3 2.6 2.0 4.3 9.2: 0.6 0.1
Old : 100.0: 54.5 62.5 9.2 0.7 19.2 2.7 1.3 2.6 2.0 4.3 9.2: 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 : 90: 35 36 5 . 7 8 9 6 15 10 14:
Old : 90: 35 36 5 . 7 8 9 6 15 10 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 : 44.4 38.7 63.3 61.6 17.1 16.9 21.9 23.5
Old : 44.4 38.7 63.3 61.6 17.1 16.9 21.9 23.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 8,872 14,292 2,855 829 475 570 0 0 3,345 25 0: 309 805
Old : 16,426: 8,872 14,292 2,855 829 475 570 0 0 3,345 25 0: 309 805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -295 -805 0 0 0 0 0 0 0 0 0: 295 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 87.0 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.2 0.0: 1.9 4.9
Old : 100.0: 54.0 87.0 17.4 5.0 2.9 3.5 0.0 0.0 20.4 0.2 0.0: 1.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.8 83.4 75.3 93.9 55.8 80.5 74.3 89.4
Old : 56.8 83.4 75.3 93.9 55.8 80.5 74.3 89.4
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 8,427 14,258 2,838 103 820 150 210 60 3,425 25 0: 333 577
Old : 16,053: 8,427 14,258 2,838 103 820 150 210 60 3,425 25 0: 333 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 0: -119 -577 0 0 0 0 0 0 0 0 0: 119 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 88.8 17.7 0.6 5.1 0.9 1.3 0.4 21.3 0.2 0.0: 2.1 3.6
Old : 100.0: 52.5 88.8 17.7 0.6 5.1 0.9 1.3 0.4 21.3 0.2 0.0: 2.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 59.2 86.2 78.9 94.8 57.7 83.7 75.7 88.2
Old : 59.2 86.2 78.9 94.8 57.7 83.7 75.7 88.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,178: 48,316 49,409 13,796 10,645 85 0 1,378 455 0 700 0: 9,526 9,506
Old : 72,178: 48,316 49,409 13,796 10,645 85 0 1,378 455 0 700 0: 9,526 9,506
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,395: 1,160 1,520 380 20 0 0 0 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 68.5 19.1 14.7 0.1 0.0 1.9 0.6 0.0 1.0 0.0: 13.2 13.2
Old : 100.0: 66.9 68.5 19.1 14.7 0.1 0.0 1.9 0.6 0.0 1.0 0.0: 13.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.4 53.4 82.6 73.7 67.7 53.0 73.6 67.4
Old : 73.4 53.4 82.6 73.7 67.7 53.0 73.6 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,434: 40,543 39,274 11,086 10,405 0 0 1,705 305 0 250 0: 8,500 8,495
Old : 60,434: 40,543 39,274 11,086 10,405 0 0 1,705 305 0 250 0: 8,500 8,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,310: 920 1,280 380 20 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 65.0 18.3 17.2 0.0 0.0 2.8 0.5 0.0 0.4 0.0: 14.1 14.1
Old : 100.0: 67.1 65.0 18.3 17.2 0.0 0.0 2.8 0.5 0.0 0.4 0.0: 14.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 17 . . 0 0 . . 0 . 0:
Old : 24: 15 17 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 56.0 81.2 73.3 71.2 55.2 74.9 69.5
Old : 74.0 56.0 81.2 73.3 71.2 55.2 74.9 69.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,095: 8,038 18,965 12,642 1,800 1,513 155 2,050 0 2,135 0 50: 2,562 2,717
Old : 27,095: 8,038 18,965 12,642 1,800 1,513 155 2,050 0 2,135 0 50: 2,562 2,717
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 25: 0 25 0 -25 20 0 0 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 70.0 46.7 6.6 5.6 0.6 7.6 0.0 7.9 0.0 0.2: 9.5 10.0
Old : 100.0: 29.7 70.0 46.7 6.6 5.6 0.6 7.6 0.0 7.9 0.0 0.2: 9.5 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 : 71.2 49.6 84.4 75.8 63.0 46.0 69.2 66.7
Old : 71.2 49.6 84.4 75.8 63.0 46.0 69.2 66.7
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,605: 6,280 17,645 11,070 60 1,870 175 1,670 110 2,005 0 0: 2,095 2,250
Old : 23,605: 6,280 17,645 11,070 60 1,870 175 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 26, 2019 :
: 25: 0 25 0 -25 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 74.8 46.9 0.3 7.9 0.7 7.1 0.5 8.5 0.0 0.0: 8.9 9.5
Old : 100.0: 26.6 74.8 46.9 0.3 7.9 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 : 71.7 47.7 87.1 73.3 58.4 45.2 62.7 60.8
Old : 71.7 47.7 87.1 73.3 58.4 45.2 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,410: 22,443 19,744 6,032 19,196 498 10,970 0 5,070 0 685 350: 3,047 2,867
Old : 48,410: 22,443 19,744 6,032 19,196 498 10,970 0 5,070 0 685 350: 3,047 2,867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -37: -47 3 0 0 0 50 0 -50 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 40.8 12.5 39.7 1.0 22.7 0.0 10.5 0.0 1.4 0.7: 6.3 5.9
Old : 100.0: 46.4 40.8 12.5 39.7 1.0 22.7 0.0 10.5 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 67.1 78.0 80.2 43.3 48.8 50.0 52.6
Old : 62.3 67.1 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,410: 47,697 34,390 10,348 35,335 3,140 12,455 2,415 400 2,505 375 1,465: 19,400 19,890
Old : 97,410: 47,697 34,390 10,348 35,335 3,140 12,455 2,415 400 2,505 375 1,465: 19,400 19,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,255: 0 1,800 -600 0 0 3,000 0 -420 -600 0 175: 700 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 35.3 10.6 36.3 3.2 12.8 2.5 0.4 2.6 0.4 1.5: 19.9 20.4
Old : 100.0: 49.0 35.3 10.6 36.3 3.2 12.8 2.5 0.4 2.6 0.4 1.5: 19.9 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.9 47.8 69.2 61.5 47.9 47.1 59.1 56.6
Old : 52.9 47.8 69.2 61.5 47.9 47.1 59.1 56.6
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 93,488: 44,811 32,826 11,215 33,290 3,140 13,930 2,125 545 0 1,155 1,490: 18,357 18,917
Old : 93,488: 44,811 32,826 11,215 33,290 3,140 13,930 2,125 545 0 1,155 1,490: 18,357 18,917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,855: 0 1,800 -600 0 0 3,000 0 -70 0 600 -175: 700 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 35.1 12.0 35.6 3.4 14.9 2.3 0.6 0.0 1.2 1.6: 19.6 20.2
Old : 100.0: 47.9 35.1 12.0 35.6 3.4 14.9 2.3 0.6 0.0 1.2 1.6: 19.6 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 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 : 54.9 46.2 69.6 60.8 49.7 45.3 59.5 54.8
Old : 54.9 46.2 69.6 60.8 49.7 45.3 59.5 54.8
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,383: 13,422 8,570 1,568 8,825 135 9,265 100 375 0 7,070 75: 3,543 3,233
Old : 28,383: 13,422 8,570 1,568 8,825 135 9,265 100 375 0 7,070 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 26, 2019 :
: 20: 120 120 -100 50 0 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 30.2 5.5 31.1 0.5 32.6 0.4 1.3 0.0 24.9 0.3: 12.5 11.4
Old : 100.0: 47.3 30.2 5.5 31.1 0.5 32.6 0.4 1.3 0.0 24.9 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 : 64.6 76.5 82.8 86.5 63.4 72.3 78.0 81.2
Old : 64.6 76.5 82.8 86.5 63.4 72.3 78.0 81.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,683: 13,109 8,525 1,666 8,625 172 9,265 100 375 0 7,030 65: 3,031 2,791
Old : 27,683: 13,109 8,525 1,666 8,625 172 9,265 100 375 0 7,030 65: 3,031 2,791
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 120: 240 120 -120 50 28 0 0 0 0 -50 0: -28 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 30.8 6.0 31.2 0.6 33.5 0.4 1.4 0.0 25.4 0.2: 10.9 10.1
Old : 100.0: 47.4 30.8 6.0 31.2 0.6 33.5 0.4 1.4 0.0 25.4 0.2: 10.9 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 65.0 78.4 83.4 88.2 63.3 73.9 79.5 82.7
Old : 65.0 78.4 83.4 88.2 63.3 73.9 79.5 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,710: 23,490 52,335 1,200 4,540 1,820 7,790 0 1,230 24,315 100 110: 3,755 3,575
Old : 63,710: 23,490 52,335 1,200 4,540 1,820 7,790 0 1,230 24,315 100 110: 3,755 3,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 25: 0 0 0 0 0 0 0 0 25 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 82.1 1.9 7.1 2.9 12.2 0.0 1.9 38.2 0.2 0.2: 5.9 5.6
Old : 100.0: 36.9 82.1 1.9 7.1 2.9 12.2 0.0 1.9 38.2 0.2 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 : 34: 16 11 . . . 5 0 . . . .:
Old : 34: 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,880: 23,685 50,895 295 4,540 2,540 7,415 0 1,480 23,885 25 110: 3,470 3,290
Old : 62,880: 23,685 50,895 295 4,540 2,540 7,415 0 1,480 23,885 25 110: 3,470 3,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 25: 0 0 0 0 0 0 0 0 25 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 80.9 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 80.9 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 : 33: 16 11 . . . 4 0 . . . .:
Old : 33: 16 11 . . . 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 : 57.0 75.0 77.5 89.3 54.5 74.1 73.6 83.7
Old : 57.0 75.0 77.5 89.3 54.5 74.1 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,095: 38,340 36,920 400 1,520 3,215 2,135 19,975 975 18,610 1,175 1,395: 5,025 4,920
Old : 70,095: 38,340 36,920 400 1,520 3,215 2,135 19,975 975 18,610 1,175 1,395: 5,025 4,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 465: 225 140 0 685 -320 0 0 0 600 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 52.7 0.6 2.2 4.6 3.0 28.5 1.4 26.5 1.7 2.0: 7.2 7.0
Old : 100.0: 54.7 52.7 0.6 2.2 4.6 3.0 28.5 1.4 26.5 1.7 2.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 11 15 . . . . . . 4 . .:
Old : 32: 11 15 . . . . . . 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 : 61.0 64.0 75.5 81.7 59.5 62.6 73.4 78.5
Old : 61.0 64.0 75.5 81.7 59.5 62.6 73.4 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,025: 37,145 34,640 660 195 3,630 2,140 19,900 1,020 15,935 1,250 1,585: 4,910 4,805
Old : 67,025: 37,145 34,640 660 195 3,630 2,140 19,900 1,020 15,935 1,250 1,585: 4,910 4,805
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 435: 225 140 -685 0 335 0 0 0 600 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 51.7 1.0 0.3 5.4 3.2 29.7 1.5 23.8 1.9 2.4: 7.3 7.2
Old : 100.0: 55.4 51.7 1.0 0.3 5.4 3.2 29.7 1.5 23.8 1.9 2.4: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 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 : 60.0 65.7 73.9 80.7 57.9 64.2 70.5 77.9
Old : 60.0 65.7 73.9 80.7 57.9 64.2 70.5 77.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 19,685 1,690 14,972 2,020 12,465 330 2,415 100 14,260 0: 2,466 2,116
Old : 55,798: 34,642 19,685 1,690 14,972 2,020 12,465 330 2,415 100 14,260 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 26, 2019 :
: 0: 0 25 0 -25 0 -50 0 50 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 35.3 3.0 26.8 3.6 22.3 0.6 4.3 0.2 25.6 0.0: 4.4 3.8
Old : 100.0: 62.1 35.3 3.0 26.8 3.6 22.3 0.6 4.3 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 74.3 76.2 90.7 45.3 70.5 69.5 81.3
Old : 49.8 74.3 76.2 90.7 45.3 70.5 69.5 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,909: 30,894 17,770 710 11,489 2,765 8,265 325 2,490 100 10,525 455: 1,230 1,090
Old : 46,909: 30,894 17,770 710 11,489 2,765 8,265 325 2,490 100 10,525 455: 1,230 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 10: 10 25 0 -15 0 -50 0 50 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 37.9 1.5 24.5 5.9 17.6 0.7 5.3 0.2 22.4 1.0: 2.6 2.3
Old : 100.0: 65.9 37.9 1.5 24.5 5.9 17.6 0.7 5.3 0.2 22.4 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 69.3 76.3 90.2 47.4 63.9 68.4 78.0
Old : 52.8 69.3 76.3 90.2 47.4 63.9 68.4 78.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,790: 96,146 93,425 21,350 130 8,691 5,264 10,835 7,050 1,175 19,545 1,530: 27,584 27,584
Old : 168,790: 96,146 93,425 21,350 130 8,691 5,264 10,835 7,050 1,175 19,545 1,530: 27,584 27,584
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 640: -605 -395 1,045 60 -390 400 0 -100 0 1,175 25: 265 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 55.3 12.6 0.1 5.1 3.1 6.4 4.2 0.7 11.6 0.9: 16.3 16.3
Old : 100.0: 57.0 55.3 12.6 0.1 5.1 3.1 6.4 4.2 0.7 11.6 0.9: 16.3 16.3
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: 25 28 . . . . . . . 6 4:
Old : 44: 25 28 . . . . . . . 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 : 55.9 35.8 70.3 52.1 50.4 32.8 58.2 45.1
Old : 55.9 35.8 70.3 52.1 50.4 32.8 58.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 149,459: 84,283 82,286 19,939 0 7,025 8,049 6,440 7,085 1,275 24,820 1,485: 20,318 20,318
Old : 149,459: 84,283 82,286 19,939 0 7,025 8,049 6,440 7,085 1,275 24,820 1,485: 20,318 20,318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 715: -310 -70 915 0 -290 400 0 -100 25 1,100 -50: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 55.1 13.3 0.0 4.7 5.4 4.3 4.7 0.9 16.6 1.0: 13.6 13.6
Old : 100.0: 56.4 55.1 13.3 0.0 4.7 5.4 4.3 4.7 0.9 16.6 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: 23 27 . 0 . . . . . 4 4:
Old : 42: 23 27 . 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 : 57.9 40.9 71.9 56.8 50.6 38.7 60.0 51.8
Old : 57.9 40.9 71.9 56.8 50.6 38.7 60.0 51.8
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,260: 28,630 30,220 18,755 7,080 3,325 25 975 3,015 0 9,140 0: 5,510 5,505
Old : 59,260: 28,630 30,220 18,755 7,080 3,325 25 975 3,015 0 9,140 0: 5,510 5,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 600: 0 600 0 -600 200 0 0 0 0 0 0: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 51.0 31.6 11.9 5.6 0.0 1.6 5.1 0.0 15.4 0.0: 9.3 9.3
Old : 100.0: 48.3 51.0 31.6 11.9 5.6 0.0 1.6 5.1 0.0 15.4 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 61.3 47.0 78.8 67.9 57.6 43.4 65.4 57.0
Old : 61.3 47.0 78.8 67.9 57.6 43.4 65.4 57.0
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,685: 23,245 25,050 15,901 4,926 3,314 0 760 3,565 0 8,430 0: 4,660 4,640
Old : 50,685: 23,245 25,050 15,901 4,926 3,314 0 760 3,565 0 8,430 0: 4,660 4,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 700: 100 750 0 -600 150 0 -50 0 0 0 0: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 49.4 31.4 9.7 6.5 0.0 1.5 7.0 0.0 16.6 0.0: 9.2 9.2
Old : 100.0: 45.9 49.4 31.4 9.7 6.5 0.0 1.5 7.0 0.0 16.6 0.0: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 56.5 48.1 74.7 70.4 52.8 41.0 61.9 53.2
Old : 56.5 48.1 74.7 70.4 52.8 41.0 61.9 53.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,835: 16,940 18,165 0 15,090 1,945 13,645 0 435 2,320 0 680: 2,870 2,520
Old : 38,835: 16,940 18,165 0 15,090 1,945 13,645 0 435 2,320 0 680: 2,870 2,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,430: -1,030 1,280 0 -900 300 1,410 0 0 0 0 0: 750 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 46.8 0.0 38.9 5.0 35.1 0.0 1.1 6.0 0.0 1.8: 7.4 6.5
Old : 100.0: 43.6 46.8 0.0 38.9 5.0 35.1 0.0 1.1 6.0 0.0 1.8: 7.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 57.7 73.2 75.1 84.8 54.6 62.3 67.9 72.2
Old : 57.7 73.2 75.1 84.8 54.6 62.3 67.9 72.2
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,535: 13,885 28,280 0 12,995 2,640 25,110 0 930 2,320 0 680: 1,970 2,010
Old : 47,535: 13,885 28,280 0 12,995 2,640 25,110 0 930 2,320 0 680: 1,970 2,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 1,420: 0 1,630 0 -300 -135 1,330 0 0 0 0 0: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 59.5 0.0 27.3 5.6 52.8 0.0 2.0 4.9 0.0 1.4: 4.1 4.2
Old : 100.0: 29.2 59.5 0.0 27.3 5.6 52.8 0.0 2.0 4.9 0.0 1.4: 4.1 4.2
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 : 20: 9 12 0 . . . 0 . . 0 .:
Old : 20: 9 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 : 73.6 77.3 89.8 90.0 67.6 65.9 76.4 77.1
Old : 73.6 77.3 89.8 90.0 67.6 65.9 76.4 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 122,922: 77,750 64,745 2,260 12,665 9,875 2,135 12,670 2,695 7,935 0 0: 20,272 20,272
Old : 122,922: 77,750 64,745 2,260 12,665 9,875 2,135 12,670 2,695 7,935 0 0: 20,272 20,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,700: 2,135 2,480 740 -740 100 0 1,135 -460 0 0 0: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 52.7 1.8 10.3 8.0 1.7 10.3 2.2 6.5 0.0 0.0: 16.5 16.5
Old : 100.0: 63.3 52.7 1.8 10.3 8.0 1.7 10.3 2.2 6.5 0.0 0.0: 16.5 16.5
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 : 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 : 35.7 39.6 53.7 60.2 30.2 30.4 37.4 40.9
Old : 35.7 39.6 53.7 60.2 30.2 30.4 37.4 40.9
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,319: 59,050 43,659 1,665 17,376 10,029 0 7,165 7,650 7,355 0 0: 14,570 14,440
Old : 100,319: 59,050 43,659 1,665 17,376 10,029 0 7,165 7,650 7,355 0 0: 14,570 14,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,270: 2,470 1,715 -75 -700 75 0 1,380 -345 0 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 43.5 1.7 17.3 10.0 0.0 7.1 7.6 7.3 0.0 0.0: 14.5 14.4
Old : 100.0: 58.9 43.5 1.7 17.3 10.0 0.0 7.1 7.6 7.3 0.0 0.0: 14.5 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 : 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 : 43.2 43.9 61.8 63.7 33.3 31.0 41.2 41.1
Old : 43.2 43.9 61.8 63.7 33.3 31.0 41.2 41.1
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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 06, 2019