COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,945: 15,387 11,260 1,360 930 690 739 1,658 293 553 3,787 1,314: 609 1,013
Old : 20,945: 15,387 11,260 1,360 930 690 739 1,658 293 553 3,787 1,314: 609 1,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 11: -120 152 -56 24 22 0 -646 -9 -6 182 132: 48 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 53.8 6.5 4.4 3.3 3.5 7.9 1.4 2.6 18.1 6.3: 2.9 4.8
Old : 100.0: 73.5 53.8 6.5 4.4 3.3 3.5 7.9 1.4 2.6 18.1 6.3: 2.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 15 16 . . 5 . 4 . 4 5 8:
Old : 36: 15 16 . . 5 . 4 . 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 44.8 70.3 68.3 31.3 35.4 43.4 44.6
Old : 52.9 44.8 70.3 68.3 31.3 35.4 43.4 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,528: 15,364 13,938 219 3,253 4,020 557 696 587 2,991 1,736 3,186: 606 115
Old : 27,528: 15,364 13,938 219 3,253 4,020 557 696 587 2,991 1,736 3,186: 606 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -29: 453 261 122 504 -477 124 93 -13 -679 4 172: 270 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 50.6 0.8 11.8 14.6 2.0 2.5 2.1 10.9 6.3 11.6: 2.2 0.4
Old : 100.0: 55.8 50.6 0.8 11.8 14.6 2.0 2.5 2.1 10.9 6.3 11.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 21 23 . . . . 4 4 8 5 11:
Old : 46: 21 23 . . . . 4 4 8 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 47.5 65.3 67.2 22.6 28.7 28.7 33.9
Old : 43.4 47.5 65.3 67.2 22.6 28.7 28.7 33.9
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,722: 22,868 37,266 6,418 0 1,766 375 208 232 7,815 150 100: 148 0
Old : 39,722: 22,868 37,266 6,418 0 1,766 375 208 232 7,815 150 100: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 428: -42 465 317 0 -87 0 -25 100 175 25 -50: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 93.8 16.2 0.0 4.4 0.9 0.5 0.6 19.7 0.4 0.3: 0.4 0.0
Old : 100.0: 57.6 93.8 16.2 0.0 4.4 0.9 0.5 0.6 19.7 0.4 0.3: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 21 . 0 . . . . 4 . .:
Old : 41: 25 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 : 51.0 58.3 77.5 84.6 47.3 51.0 63.1 69.0
Old : 51.0 58.3 77.5 84.6 47.3 51.0 63.1 69.0
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,489: 22,157 27,515 370 409 2,115 650 0 25 5,025 278 147: 0 0
Old : 30,489: 22,157 27,515 370 409 2,115 650 0 25 5,025 278 147: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,980: 880 1,809 -50 -104 175 375 0 0 578 78 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 90.2 1.2 1.3 6.9 2.1 0.0 0.1 16.5 0.9 0.5: 0.0 0.0
Old : 100.0: 72.7 90.2 1.2 1.3 6.9 2.1 0.0 0.1 16.5 0.9 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 : 30: 16 16 . . . . 0 . . . .:
Old : 30: 16 16 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 72.3 79.5 90.5 55.7 67.0 74.0 80.4
Old : 55.9 72.3 79.5 90.5 55.7 67.0 74.0 80.4
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 135,701: 110,662 90,048 1,841 19,523 7,314 1,996 1,481 1,590 2,697 6,103 9,209: 392 433
Old : 135,701: 110,662 90,048 1,841 19,523 7,314 1,996 1,481 1,590 2,697 6,103 9,209: 392 433
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,181: 496 -1,537 -28 1,665 -1,957 -333 463 -298 -98 -109 -333: -630 -1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 66.4 1.4 14.4 5.4 1.5 1.1 1.2 2.0 4.5 6.8: 0.3 0.3
Old : 100.0: 81.5 66.4 1.4 14.4 5.4 1.5 1.1 1.2 2.0 4.5 6.8: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 29 31 . . 4 . 6 . 8 5 6:
Old : 59: 29 31 . . 4 . 6 . 8 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 41.5 69.4 60.6 42.3 28.4 45.5 38.0
Old : 54.3 41.5 69.4 60.6 42.3 28.4 45.5 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,216: 56,406 56,264 6,087 7,419 4,320 282 585 2,004 1,513 0 605: 0 20
Old : 71,216: 56,406 56,264 6,087 7,419 4,320 282 585 2,004 1,513 0 605: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,842: -4,624 -3,182 1,130 -98 -98 132 -182 -207 -175 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 79.0 8.5 10.4 6.1 0.4 0.8 2.8 2.1 0.0 0.8: 0.0 0.0
Old : 100.0: 79.2 79.0 8.5 10.4 6.1 0.4 0.8 2.8 2.1 0.0 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: 18 21 . . . . . . 5 0 .:
Old : 38: 18 21 . . . . . . 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 : 62.6 74.0 82.1 88.4 62.1 65.0 70.1 71.2
Old : 62.6 74.0 82.1 88.4 62.1 65.0 70.1 71.2
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,947: 31,120 23,585 1,572 9,032 730 0 0 0 325 400 200: 0 0
Old : 33,947: 31,120 23,585 1,572 9,032 730 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: December 3, 2019 :
: -1,235: -1,040 -1,250 115 325 -310 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 69.5 4.6 26.6 2.2 0.0 0.0 0.0 1.0 1.2 0.6: 0.0 0.0
Old : 100.0: 91.7 69.5 4.6 26.6 2.2 0.0 0.0 0.0 1.0 1.2 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 83.9 96.1 94.9 79.4 73.3 83.6 82.4
Old : 87.6 83.9 96.1 94.9 79.4 73.3 83.6 82.4
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,561: 33,897 32,757 676 18,369 7,273 870 75 292 15,420 38 5,757: 376 0
Old : 64,561: 33,897 32,757 676 18,369 7,273 870 75 292 15,420 38 5,757: 376 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,745: -3,518 -2,131 186 -22 88 225 -125 -125 0 -550 350: 49 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 50.7 1.0 28.5 11.3 1.3 0.1 0.5 23.9 0.1 8.9: 0.6 0.0
Old : 100.0: 52.5 50.7 1.0 28.5 11.3 1.3 0.1 0.5 23.9 0.1 8.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 . . 5 . . . . . .:
Old : 38: 21 21 . . 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 52.3 75.1 71.0 43.8 41.6 51.1 53.3
Old : 52.1 52.3 75.1 71.0 43.8 41.6 51.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 84,085: 46,349 34,965 0 35,802 6,339 1,714 675 589 24,109 971 4,581: 404 163
Old : 84,085: 46,349 34,965 0 35,802 6,339 1,714 675 589 24,109 971 4,581: 404 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,406: -1,997 -306 0 -2,191 162 35 190 0 -482 -495 347: -471 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 41.6 0.0 42.6 7.5 2.0 0.8 0.7 28.7 1.2 5.4: 0.5 0.2
Old : 100.0: 55.1 41.6 0.0 42.6 7.5 2.0 0.8 0.7 28.7 1.2 5.4: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 22 0 4 4 4 5 . 4 . .:
Old : 45: 21 22 0 4 4 4 5 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 61.3 71.8 77.9 48.1 55.4 60.8 62.1
Old : 52.4 61.3 71.8 77.9 48.1 55.4 60.8 62.1
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,587: 56,245 52,899 10,650 16,517 2,438 1,200 0 0 1,848 1,376 1,294: 912 63
Old : 74,587: 56,245 52,899 10,650 16,517 2,438 1,200 0 0 1,848 1,376 1,294: 912 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,182: 281 -423 -1,459 -1,841 467 -400 -25 0 -183 350 0: -888 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 70.9 14.3 22.1 3.3 1.6 0.0 0.0 2.5 1.8 1.7: 1.2 0.1
Old : 100.0: 75.4 70.9 14.3 22.1 3.3 1.6 0.0 0.0 2.5 1.8 1.7: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 4 . 4 . 0 0 . . .:
Old : 40: 22 22 4 . 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 : 45.6 72.7 67.9 84.1 44.1 72.1 65.0 80.1
Old : 45.6 72.7 67.9 84.1 44.1 72.1 65.0 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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,024: 68,440 60,389 20,299 31,222 1,182 1,150 0 0 2,375 1,353 1,866: 712 12
Old : 96,024: 68,440 60,389 20,299 31,222 1,182 1,150 0 0 2,375 1,353 1,866: 712 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,955: -238 -831 -1,434 -1,996 403 -300 -50 0 -259 349 -25: -1,102 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 62.9 21.1 32.5 1.2 1.2 0.0 0.0 2.5 1.4 1.9: 0.7 0.0
Old : 100.0: 71.3 62.9 21.1 32.5 1.2 1.2 0.0 0.0 2.5 1.4 1.9: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 24 5 . 5 . 0 0 4 . .:
Old : 43: 23 24 5 . 5 . 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 : 44.9 70.2 66.9 85.2 44.7 69.7 65.3 81.9
Old : 44.9 70.2 66.9 85.2 44.7 69.7 65.3 81.9
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,434: 28,158 35,549 7,484 0 2,200 0 0 0 450 420 0: 142 265
Old : 38,434: 28,158 35,549 7,484 0 2,200 0 0 0 450 420 0: 142 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,754: -2,320 -4,744 -2,425 0 -5 0 0 0 0 0 0: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 92.5 19.5 0.0 5.7 0.0 0.0 0.0 1.2 1.1 0.0: 0.4 0.7
Old : 100.0: 73.3 92.5 19.5 0.0 5.7 0.0 0.0 0.0 1.2 1.1 0.0: 0.4 0.7
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 : 28: 16 19 . 0 . 0 0 0 . . 0:
Old : 28: 16 19 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 84.9 87.6 94.3 60.5 84.3 77.4 87.3
Old : 67.8 84.9 87.6 94.3 60.5 84.3 77.4 87.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,804: 23,651 19,413 0 4,014 1,462 0 600 0 355 150 65: 271 100
Old : 25,804: 23,651 19,413 0 4,014 1,462 0 600 0 355 150 65: 271 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,299: -751 -923 0 199 -550 0 0 0 5 3 -8: 5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 75.2 0.0 15.6 5.7 0.0 2.3 0.0 1.4 0.6 0.3: 1.1 0.4
Old : 100.0: 91.7 75.2 0.0 15.6 5.7 0.0 2.3 0.0 1.4 0.6 0.3: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.8 67.1 79.5 87.2 50.4 60.0 63.3 67.5
Old : 59.8 67.1 79.5 87.2 50.4 60.0 63.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,730: 9,225 13,930 5,790 0 0 0 1,800 0 625 0 0: 90 0
Old : 15,730: 9,225 13,930 5,790 0 0 0 1,800 0 625 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 88.6 36.8 0.0 0.0 0.0 11.4 0.0 4.0 0.0 0.0: 0.6 0.0
Old : 100.0: 58.6 88.6 36.8 0.0 0.0 0.0 11.4 0.0 4.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 . 0 0 0 . 0 . 0 0:
Old : 20: 12 7 . 0 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 86.0 80.8 100.0 57.3 82.1 77.9 85.7
Old : 57.3 86.0 80.8 100.0 57.3 82.1 77.9 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,840: 49,662 59,861 320 11,444 9,509 11,411 40 326 10,268 544 1,982: 363 135
Old : 83,840: 49,662 59,861 320 11,444 9,509 11,411 40 326 10,268 544 1,982: 363 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 377: 2,348 6 0 979 -363 -1,792 -49 -199 94 -233 238: 52 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 71.4 0.4 13.7 11.3 13.6 0.0 0.4 12.2 0.6 2.4: 0.4 0.2
Old : 100.0: 59.2 71.4 0.4 13.7 11.3 13.6 0.0 0.4 12.2 0.6 2.4: 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: 26 29 . . . 9 . . 11 . 7:
Old : 57: 26 29 . . . 9 . . 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 : 35.5 50.2 53.0 70.6 15.1 18.7 23.9 27.7
Old : 35.5 50.2 53.0 70.6 15.1 18.7 23.9 27.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,806: 21,423 24,689 0 6,539 2,281 2,500 0 0 7,721 355 600: 281 342
Old : 34,806: 21,423 24,689 0 6,539 2,281 2,500 0 0 7,721 355 600: 281 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,240: 3,595 595 -68 1,767 -17 -1,400 0 -100 485 245 -250: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 70.9 0.0 18.8 6.6 7.2 0.0 0.0 22.2 1.0 1.7: 0.8 1.0
Old : 100.0: 61.5 70.9 0.0 18.8 6.6 7.2 0.0 0.0 22.2 1.0 1.7: 0.8 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 : 33: 16 19 0 . . . 0 0 4 . .:
Old : 33: 16 19 0 . . . 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 : 48.1 57.0 74.9 77.7 38.4 43.2 57.4 58.6
Old : 48.1 57.0 74.9 77.7 38.4 43.2 57.4 58.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,655: 34,792 40,155 5,315 0 2,875 0 0 0 500 395 25: 148 205
Old : 43,655: 34,792 40,155 5,315 0 2,875 0 0 0 500 395 25: 148 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -5,280: -4,331 -5,585 -1,230 0 310 0 0 0 0 25 -25: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.0 12.2 0.0 6.6 0.0 0.0 0.0 1.1 0.9 0.1: 0.3 0.5
Old : 100.0: 79.7 92.0 12.2 0.0 6.6 0.0 0.0 0.0 1.1 0.9 0.1: 0.3 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: 19 21 . 0 . 0 0 0 . . .:
Old : 31: 19 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 84.0 79.7 94.1 47.8 77.8 65.6 80.5
Old : 51.2 84.0 79.7 94.1 47.8 77.8 65.6 80.5
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,919: 32,947 27,799 0 4,708 6,437 60 1,660 0 475 210 5: 995 100
Old : 40,919: 32,947 27,799 0 4,708 6,437 60 1,660 0 475 210 5: 995 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -203: 749 569 0 -283 -760 0 250 0 -160 110 -115: 83 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 67.9 0.0 11.5 15.7 0.1 4.1 0.0 1.2 0.5 0.0: 2.4 0.2
Old : 100.0: 80.5 67.9 0.0 11.5 15.7 0.1 4.1 0.0 1.2 0.5 0.0: 2.4 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 : 32: 19 18 0 . . . 4 0 . . .:
Old : 32: 19 18 0 . . . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 46.3 78.3 74.2 37.8 26.0 42.8 39.3
Old : 59.2 46.3 78.3 74.2 37.8 26.0 42.8 39.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,013: 46,243 56,203 8,683 115 1,775 0 75 0 2,694 1,500 0: 618 345
Old : 60,013: 46,243 56,203 8,683 115 1,775 0 75 0 2,694 1,500 0: 618 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,912: -2,234 -4,412 -265 0 0 0 0 0 -168 500 0: -1,245 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 93.7 14.5 0.2 3.0 0.0 0.1 0.0 4.5 2.5 0.0: 1.0 0.6
Old : 100.0: 77.1 93.7 14.5 0.2 3.0 0.0 0.1 0.0 4.5 2.5 0.0: 1.0 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 : 31: 19 13 4 . . 0 . 0 . . 0:
Old : 31: 19 13 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 : 50.2 89.4 72.7 96.1 48.6 85.1 69.8 89.7
Old : 50.2 89.4 72.7 96.1 48.6 85.1 69.8 89.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,065: 50,972 54,785 5,738 1,000 2,665 0 75 0 3,295 4,300 60: 335 180
Old : 63,065: 50,972 54,785 5,738 1,000 2,665 0 75 0 3,295 4,300 60: 335 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,271: -2,114 -4,471 -630 240 -240 0 0 0 -217 200 0: -1,070 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 86.9 9.1 1.6 4.2 0.0 0.1 0.0 5.2 6.8 0.1: 0.5 0.3
Old : 100.0: 80.8 86.9 9.1 1.6 4.2 0.0 0.1 0.0 5.2 6.8 0.1: 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 : 34: 21 14 . . . 0 . 0 . . .:
Old : 34: 21 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 82.8 72.5 94.6 48.9 80.2 68.0 87.9
Old : 50.5 82.8 72.5 94.6 48.9 80.2 68.0 87.9
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,150: 60,897 72,313 10,993 85 4,361 238 0 0 1,365 1,351 35: 261 5
Old : 78,150: 60,897 72,313 10,993 85 4,361 238 0 0 1,365 1,351 35: 261 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,289: -3,688 -4,027 -604 -56 56 15 0 -15 142 -56 -191: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 92.5 14.1 0.1 5.6 0.3 0.0 0.0 1.7 1.7 0.0: 0.3 0.0
Old : 100.0: 77.9 92.5 14.1 0.1 5.6 0.3 0.0 0.0 1.7 1.7 0.0: 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 6 . 4 . 0 0 . . .:
Old : 41: 21 22 6 . 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 : 60.4 51.7 77.8 76.7 59.0 49.8 73.2 70.1
Old : 60.4 51.7 77.8 76.7 59.0 49.8 73.2 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,361: 78,062 86,287 13,504 1,019 5,792 100 1,440 230 2,003 5,208 326: 345 61
Old : 100,361: 78,062 86,287 13,504 1,019 5,792 100 1,440 230 2,003 5,208 326: 345 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -4,524: -4,116 -4,505 -214 -199 -147 -30 35 0 126 451 -157: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 86.0 13.5 1.0 5.8 0.1 1.4 0.2 2.0 5.2 0.3: 0.3 0.1
Old : 100.0: 77.8 86.0 13.5 1.0 5.8 0.1 1.4 0.2 2.0 5.2 0.3: 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 : 56: 22 27 5 . 4 . 8 . . 7 4:
Old : 56: 22 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 : 52.6 46.9 71.2 73.5 52.0 45.0 65.7 62.1
Old : 52.6 46.9 71.2 73.5 52.0 45.0 65.7 62.1
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,463: 35,373 48,097 17,379 1,006 316 0 894 150 100 2,875 125: 20 0
Old : 53,463: 35,373 48,097 17,379 1,006 316 0 894 150 100 2,875 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,310: -2,550 -2,560 -495 40 -240 0 -350 0 -25 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 90.0 32.5 1.9 0.6 0.0 1.7 0.3 0.2 5.4 0.2: 0.0 0.0
Old : 100.0: 66.2 90.0 32.5 1.9 0.6 0.0 1.7 0.3 0.2 5.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . . 0 . . . 4 .:
Old : 28: 13 13 . . . 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 : 77.5 89.0 96.5 95.8 77.2 87.0 93.4 91.7
Old : 77.5 89.0 96.5 95.8 77.2 87.0 93.4 91.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,930: 37,333 48,110 10,737 0 60 0 0 0 575 535 225: 0 0
Old : 48,930: 37,333 48,110 10,737 0 60 0 0 0 575 535 225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,760: -2,281 -2,760 -464 0 0 0 0 0 0 15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 98.3 21.9 0.0 0.1 0.0 0.0 0.0 1.2 1.1 0.5: 0.0 0.0
Old : 100.0: 76.3 98.3 21.9 0.0 0.1 0.0 0.0 0.0 1.2 1.1 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 : 23: 10 8 . 0 . 0 0 0 . . .:
Old : 23: 10 8 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 97.9 98.0 99.3 80.9 96.8 97.4 98.0
Old : 81.0 97.9 98.0 99.3 80.9 96.8 97.4 98.0
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,181: 47,022 58,022 11,969 0 1,753 395 0 0 1,271 2,521 733: 38 152
Old : 63,181: 47,022 58,022 11,969 0 1,753 395 0 0 1,271 2,521 733: 38 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,039: -1,527 -1,552 420 0 -166 -125 0 0 71 500 -658: -54 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 91.8 18.9 0.0 2.8 0.6 0.0 0.0 2.0 4.0 1.2: 0.1 0.2
Old : 100.0: 74.4 91.8 18.9 0.0 2.8 0.6 0.0 0.0 2.0 4.0 1.2: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 4 0 . 4 0 0 . . .:
Old : 34: 19 21 4 0 . 4 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 85.4 74.7 94.5 47.3 83.3 69.6 85.3
Old : 48.5 85.4 74.7 94.5 47.3 83.3 69.6 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,276: 51,637 61,197 9,715 78 460 849 577 0 1,630 2,220 4,632: 353 112
Old : 69,276: 51,637 61,197 9,715 78 460 849 577 0 1,630 2,220 4,632: 353 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,990: 3,962 3,950 260 -48 -643 -59 73 -73 170 491 -600: -27 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 88.3 14.0 0.1 0.7 1.2 0.8 0.0 2.4 3.2 6.7: 0.5 0.2
Old : 100.0: 74.5 88.3 14.0 0.1 0.7 1.2 0.8 0.0 2.4 3.2 6.7: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 21 . . . 5 . 0 . . .:
Old : 39: 20 21 . . . 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 : 47.8 76.2 71.7 87.0 46.8 69.6 64.0 73.8
Old : 47.8 76.2 71.7 87.0 46.8 69.6 64.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,440: 15,219 26,593 10,778 0 223 0 540 40 975 0 10: 195 34
Old : 27,440: 15,219 26,593 10,778 0 223 0 540 40 975 0 10: 195 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,503: -892 -912 -62 0 -280 0 90 -50 -86 0 0: -133 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 96.9 39.3 0.0 0.8 0.0 2.0 0.1 3.6 0.0 0.0: 0.7 0.1
Old : 100.0: 55.5 96.9 39.3 0.0 0.8 0.0 2.0 0.1 3.6 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 4 0 . 0 . . . 0 .:
Old : 24: 13 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 : 65.9 81.8 82.9 97.1 65.2 74.7 80.5 88.9
Old : 65.9 81.8 82.9 97.1 65.2 74.7 80.5 88.9
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,174: 15,369 26,776 10,555 0 231 0 60 0 810 0 0: 209 107
Old : 27,174: 15,369 26,776 10,555 0 231 0 60 0 810 0 0: 209 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,373: -775 -1,045 -289 0 -61 0 40 -25 -65 0 0: -158 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 98.5 38.8 0.0 0.9 0.0 0.2 0.0 3.0 0.0 0.0: 0.8 0.4
Old : 100.0: 56.6 98.5 38.8 0.0 0.9 0.0 0.2 0.0 3.0 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 5 0 . 0 . 0 . 0 0:
Old : 24: 14 9 5 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 : 64.2 84.6 79.6 98.0 63.2 75.3 75.1 85.6
Old : 64.2 84.6 79.6 98.0 63.2 75.3 75.1 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,686: 28,292 26,187 3,908 3,070 1,200 0 1,295 90 24 1,684 859: 313 301
Old : 34,686: 28,292 26,187 3,908 3,070 1,200 0 1,295 90 24 1,684 859: 313 301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 775: 1,264 -496 -44 -30 0 -235 330 -124 -170 755 115: -31 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 75.5 11.3 8.9 3.5 0.0 3.7 0.3 0.1 4.9 2.5: 0.9 0.9
Old : 100.0: 81.6 75.5 11.3 8.9 3.5 0.0 3.7 0.3 0.1 4.9 2.5: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 18 . . . 0 . . . . .:
Old : 32: 14 18 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 58.4 85.2 76.4 61.1 57.0 75.6 69.8
Old : 68.7 58.4 85.2 76.4 61.1 57.0 75.6 69.8
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,550: 17,366 17,868 2,790 0 120 0 1,630 0 408 1,570 292: 574 70
Old : 21,550: 17,366 17,868 2,790 0 120 0 1,630 0 408 1,570 292: 574 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,385: -524 -394 -30 0 0 0 25 0 -40 -31 40: -831 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 82.9 12.9 0.0 0.6 0.0 7.6 0.0 1.9 7.3 1.4: 2.7 0.3
Old : 100.0: 80.6 82.9 12.9 0.0 0.6 0.0 7.6 0.0 1.9 7.3 1.4: 2.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . 0 . 0 . 0 . . .:
Old : 24: 12 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 71.6 91.6 87.7 75.9 70.2 87.7 85.0
Old : 76.2 71.6 91.6 87.7 75.9 70.2 87.7 85.0
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,232: 43,478 36,174 7,746 14,382 313 95 2,291 627 2,083 593 828: 62 24
Old : 55,232: 43,478 36,174 7,746 14,382 313 95 2,291 627 2,083 593 828: 62 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,891: -3,722 -2,773 -497 -728 -31 0 -268 -17 417 -41 193: -234 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 65.5 14.0 26.0 0.6 0.2 4.1 1.1 3.8 1.1 1.5: 0.1 0.0
Old : 100.0: 78.7 65.5 14.0 26.0 0.6 0.2 4.1 1.1 3.8 1.1 1.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 20 6 . 4 . . . . . 4:
Old : 42: 23 20 6 . 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 : 59.7 63.1 71.8 80.3 44.8 53.5 56.6 63.6
Old : 59.7 63.1 71.8 80.3 44.8 53.5 56.6 63.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,308: 34,197 18,897 2,797 16,822 708 75 1,128 510 507 764 406: 108 73
Old : 39,308: 34,197 18,897 2,797 16,822 708 75 1,128 510 507 764 406: 108 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -829: -407 -733 -301 382 -90 75 -30 -145 99 -19 -81: 21 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 48.1 7.1 42.8 1.8 0.2 2.9 1.3 1.3 1.9 1.0: 0.3 0.2
Old : 100.0: 87.0 48.1 7.1 42.8 1.8 0.2 2.9 1.3 1.3 1.9 1.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 17 4 . . . . . . . .:
Old : 34: 20 17 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 : 68.6 70.9 83.1 85.5 60.3 66.0 70.3 74.9
Old : 68.6 70.9 83.1 85.5 60.3 66.0 70.3 74.9
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,525: 11,232 19,998 7,201 0 2,112 395 0 100 1,350 300 0: 135 15
Old : 22,525: 11,232 19,998 7,201 0 2,112 395 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: December 3, 2019 :
: 350: 350 25 -325 0 325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 88.8 32.0 0.0 9.4 1.8 0.0 0.4 6.0 1.3 0.0: 0.6 0.1
Old : 100.0: 49.9 88.8 32.0 0.0 9.4 1.8 0.0 0.4 6.0 1.3 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.3 80.2 85.2 91.3 56.9 72.2 71.2 77.1
Old : 66.3 80.2 85.2 91.3 56.9 72.2 71.2 77.1
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,589: 9,934 8,655 181 395 969 0 270 0 50 1,035 265: 190 0
Old : 11,589: 9,934 8,655 181 395 969 0 270 0 50 1,035 265: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -962: -733 -710 -142 -70 0 0 20 0 0 15 -15: -72 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 74.7 1.6 3.4 8.4 0.0 2.3 0.0 0.4 8.9 2.3: 1.6 0.0
Old : 100.0: 85.7 74.7 1.6 3.4 8.4 0.0 2.3 0.0 0.4 8.9 2.3: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . . 0 . 0 . . .:
Old : 22: 11 10 . . . 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 : 67.0 76.1 86.4 91.5 56.4 69.6 72.7 76.5
Old : 67.0 76.1 86.4 91.5 56.4 69.6 72.7 76.5
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,741: 10,228 8,655 337 395 816 0 250 0 50 1,435 190: 120 0
Old : 11,741: 10,228 8,655 337 395 816 0 250 0 50 1,435 190: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -960: -758 -165 -117 -70 0 0 0 0 0 15 -15: -70 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 73.7 2.9 3.4 7.0 0.0 2.1 0.0 0.4 12.2 1.6: 1.0 0.0
Old : 100.0: 87.1 73.7 2.9 3.4 7.0 0.0 2.1 0.0 0.4 12.2 1.6: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . . . 0 . 0 . . .:
Old : 23: 12 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 76.6 85.6 91.8 55.4 72.1 72.0 78.7
Old : 64.8 76.6 85.6 91.8 55.4 72.1 72.0 78.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,625: 8,686 13,685 4,200 1,029 145 0 180 0 1,880 75 505: 209 6
Old : 15,625: 8,686 13,685 4,200 1,029 145 0 180 0 1,880 75 505: 209 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,628: -594 -650 -660 -275 -50 0 80 0 -280 -200 0: -44 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 87.6 26.9 6.6 0.9 0.0 1.2 0.0 12.0 0.5 3.2: 1.3 0.0
Old : 100.0: 55.6 87.6 26.9 6.6 0.9 0.0 1.2 0.0 12.0 0.5 3.2: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 . . . 0 . 0 . . .:
Old : 28: 15 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 70.2 81.0 86.4 56.2 60.1 73.9 72.2
Old : 56.5 70.2 81.0 86.4 56.2 60.1 73.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,454: 8,066 13,555 4,453 1,024 145 0 180 0 1,965 75 470: 355 5
Old : 15,454: 8,066 13,555 4,453 1,024 145 0 180 0 1,965 75 470: 355 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,527: -419 -545 -728 -275 -50 0 80 0 -265 -200 0: -65 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 87.7 28.8 6.6 0.9 0.0 1.2 0.0 12.7 0.5 3.0: 2.3 0.0
Old : 100.0: 52.2 87.7 28.8 6.6 0.9 0.0 1.2 0.0 12.7 0.5 3.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 . . . 0 . 0 . . .:
Old : 27: 14 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 70.2 82.5 86.5 57.3 58.5 74.6 72.5
Old : 58.6 70.2 82.5 86.5 57.3 58.5 74.6 72.5
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,427: 27,512 34,057 7,383 200 985 0 130 0 365 870 3,125: 57 60
Old : 39,427: 27,512 34,057 7,383 200 985 0 130 0 365 870 3,125: 57 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,971: -1,779 -1,921 -387 -200 -260 0 -100 0 10 35 -110: -445 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 86.4 18.7 0.5 2.5 0.0 0.3 0.0 0.9 2.2 7.9: 0.1 0.2
Old : 100.0: 69.8 86.4 18.7 0.5 2.5 0.0 0.3 0.0 0.9 2.2 7.9: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 12 4 . . 0 . 0 . . .:
Old : 34: 20 12 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 : 65.8 72.8 80.4 91.4 58.7 65.6 70.1 76.7
Old : 65.8 72.8 80.4 91.4 58.7 65.6 70.1 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,342: 27,887 34,388 6,871 200 894 0 130 0 610 710 3,020: 60 0
Old : 39,342: 27,887 34,388 6,871 200 894 0 130 0 610 710 3,020: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,009: -1,749 -1,966 -307 -200 -228 0 -100 0 -115 10 -120: -490 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 87.4 17.5 0.5 2.3 0.0 0.3 0.0 1.6 1.8 7.7: 0.2 0.0
Old : 100.0: 70.9 87.4 17.5 0.5 2.3 0.0 0.3 0.0 1.6 1.8 7.7: 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 : 35: 20 13 4 . . 0 . 0 4 . 4:
Old : 35: 20 13 4 . . 0 . 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 74.6 78.7 92.0 57.2 66.2 68.2 77.6
Old : 64.8 74.6 78.7 92.0 57.2 66.2 68.2 77.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,720: 79,242 74,437 21,143 17,846 2,747 805 767 60 550 8,717 1,116: 57 30
Old : 105,720: 79,242 74,437 21,143 17,846 2,747 805 767 60 550 8,717 1,116: 57 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,561: -4,059 -2,281 -470 -1,724 508 -175 -500 0 -385 -929 -209: -1,771 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 70.4 20.0 16.9 2.6 0.8 0.7 0.1 0.5 8.2 1.1: 0.1 0.0
Old : 100.0: 75.0 70.4 20.0 16.9 2.6 0.8 0.7 0.1 0.5 8.2 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 28 4 4 4 . . . . 7 5:
Old : 60: 34 28 4 4 4 . . . . 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 47.9 59.2 71.2 32.1 44.3 55.2 61.6
Old : 35.6 47.9 59.2 71.2 32.1 44.3 55.2 61.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,102: 83,829 87,410 24,029 13,453 4,095 690 850 0 585 7,386 1,852: 22 56
Old : 115,102: 83,829 87,410 24,029 13,453 4,095 690 850 0 585 7,386 1,852: 22 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -10,727: -8,216 -5,066 -41 -2,083 -73 -225 -110 -190 -430 -1,165 -110: -1,442 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 75.9 20.9 11.7 3.6 0.6 0.7 0.0 0.5 6.4 1.6: 0.0 0.0
Old : 100.0: 72.8 75.9 20.9 11.7 3.6 0.6 0.7 0.0 0.5 6.4 1.6: 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 : 62: 35 30 4 4 6 . . 0 . 8 6:
Old : 62: 35 30 4 4 6 . . 0 . 8 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 48.7 53.7 70.4 27.7 42.6 46.5 59.1
Old : 32.4 48.7 53.7 70.4 27.7 42.6 46.5 59.1
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 520,422: 287,244 326,463 46,541 3,350 98,950 12,629 6,542 14,208 10,536 20,875 49,769: 545 266
Old : 520,422: 287,244 326,463 46,541 3,350 98,950 12,629 6,542 14,208 10,536 20,875 49,769: 545 266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,120: 5,004 2,369 -1,129 -341 -794 -1,173 -355 784 104 -1,182 1,862: -2,538 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 62.7 8.9 0.6 19.0 2.4 1.3 2.7 2.0 4.0 9.6: 0.1 0.1
Old : 100.0: 55.2 62.7 8.9 0.6 19.0 2.4 1.3 2.7 2.0 4.0 9.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 37 35 5 . 6 9 8 6 14 9 15:
Old : 89: 37 35 5 . 6 9 8 6 14 9 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.5 63.9 61.6 17.5 17.2 22.0 24.1
Old : 45.0 39.5 63.9 61.6 17.5 17.2 22.0 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,491: 8,408 14,207 2,880 823 436 505 0 0 3,255 25 0: 7 0
Old : 15,491: 8,408 14,207 2,880 823 436 505 0 0 3,255 25 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -935: -464 -85 25 -6 -39 -65 0 0 -90 0 0: -302 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 91.7 18.6 5.3 2.8 3.3 0.0 0.0 21.0 0.2 0.0: 0.0 0.0
Old : 100.0: 54.3 91.7 18.6 5.3 2.8 3.3 0.0 0.0 21.0 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.9 88.3 77.8 98.8 58.0 85.2 76.8 94.6
Old : 58.9 88.3 77.8 98.8 58.0 85.2 76.8 94.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,279: 7,865 14,218 2,875 84 782 150 110 60 3,365 25 0: 182 0
Old : 15,279: 7,865 14,218 2,875 84 782 150 110 60 3,365 25 0: 182 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -774: -562 -40 37 -19 -38 0 -100 0 -60 0 0: -151 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 93.1 18.8 0.5 5.1 1.0 0.7 0.4 22.0 0.2 0.0: 1.2 0.0
Old : 100.0: 51.5 93.1 18.8 0.5 5.1 1.0 0.7 0.4 22.0 0.2 0.0: 1.2 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 : 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 : 60.7 90.3 80.0 98.6 59.4 88.1 76.7 92.1
Old : 60.7 90.3 80.0 98.6 59.4 88.1 76.7 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,389: 2,183 3,674 335 0 265 200 0 0 1,405 450 0: 1 0
Old : 4,389: 2,183 3,674 335 0 265 200 0 0 1,405 450 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -106: -100 -81 0 -25 0 0 0 0 0 0 0: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 83.7 7.6 0.0 6.0 4.6 0.0 0.0 32.0 10.3 0.0: 0.0 0.0
Old : 100.0: 49.7 83.7 7.6 0.0 6.0 4.6 0.0 0.0 32.0 10.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . 0 . . 0 0 . . 0:
Old : 23: 11 10 . 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 : 54.6 69.4 76.2 89.7 54.6 66.6 71.7 79.2
Old : 54.6 69.4 76.2 89.7 54.6 66.6 71.7 79.2
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,645: 46,713 48,055 14,216 10,706 0 0 1,478 335 0 700 0: 9,381 9,371
Old : 70,645: 46,713 48,055 14,216 10,706 0 0 1,478 335 0 700 0: 9,381 9,371
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,533: -1,603 -1,354 420 61 -85 0 100 -120 0 0 0: -145 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 68.0 20.1 15.2 0.0 0.0 2.1 0.5 0.0 1.0 0.0: 13.3 13.3
Old : 100.0: 66.1 68.0 20.1 15.2 0.0 0.0 2.1 0.5 0.0 1.0 0.0: 13.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 19 . . 0 0 . . 0 . 0:
Old : 28: 15 19 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 53.1 82.6 73.7 67.3 52.8 73.7 67.2
Old : 73.3 53.1 82.6 73.7 67.3 52.8 73.7 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,650: 38,794 37,624 11,156 10,466 0 0 1,605 350 0 250 0: 8,350 8,355
Old : 58,650: 38,794 37,624 11,156 10,466 0 0 1,605 350 0 250 0: 8,350 8,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,784: -1,749 -1,650 70 61 0 0 -100 45 0 0 0: -150 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 64.2 19.0 17.8 0.0 0.0 2.7 0.6 0.0 0.4 0.0: 14.2 14.2
Old : 100.0: 66.1 64.2 19.0 17.8 0.0 0.0 2.7 0.6 0.0 0.4 0.0: 14.2 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 17 . . 0 0 . . 0 . 0:
Old : 24: 15 17 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 55.7 81.0 73.8 70.1 54.9 74.1 69.4
Old : 73.3 55.7 81.0 73.8 70.1 54.9 74.1 69.4
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,560: 7,864 18,535 12,761 2,320 1,344 150 1,880 0 2,110 0 25: 2,306 2,456
Old : 26,560: 7,864 18,535 12,761 2,320 1,344 150 1,880 0 2,110 0 25: 2,306 2,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -535: -174 -430 119 520 -169 -5 -170 0 -25 0 -25: -256 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 69.8 48.0 8.7 5.1 0.6 7.1 0.0 7.9 0.0 0.1: 8.7 9.2
Old : 100.0: 29.6 69.8 48.0 8.7 5.1 0.6 7.1 0.0 7.9 0.0 0.1: 8.7 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 : 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 : 74.6 51.9 86.0 77.5 65.0 48.2 72.6 68.4
Old : 74.6 51.9 86.0 77.5 65.0 48.2 72.6 68.4
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,020: 6,270 16,960 10,885 605 1,870 150 1,600 80 2,005 0 0: 1,760 1,905
Old : 23,020: 6,270 16,960 10,885 605 1,870 150 1,600 80 2,005 0 0: 1,760 1,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -585: -10 -685 -185 545 0 -25 -70 -30 0 0 0: -335 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 73.7 47.3 2.6 8.1 0.7 7.0 0.3 8.7 0.0 0.0: 7.6 8.3
Old : 100.0: 27.2 73.7 47.3 2.6 8.1 0.7 7.0 0.3 8.7 0.0 0.0: 7.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 14 . . . . . . . 0 0:
Old : 22: 8 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 49.3 89.2 75.2 61.8 44.4 65.8 61.6
Old : 75.4 49.3 89.2 75.2 61.8 44.4 65.8 61.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,192: 21,683 18,927 6,265 19,106 498 10,590 0 4,960 0 685 350: 2,846 2,666
Old : 47,192: 21,683 18,927 6,265 19,106 498 10,590 0 4,960 0 685 350: 2,846 2,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,218: -760 -817 233 -90 0 -380 0 -110 0 0 0: -201 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 40.1 13.3 40.5 1.1 22.4 0.0 10.5 0.0 1.5 0.7: 6.0 5.6
Old : 100.0: 45.9 40.1 13.3 40.5 1.1 22.4 0.0 10.5 0.0 1.5 0.7: 6.0 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 : 25: 16 17 . . . . 0 . 0 . .:
Old : 25: 16 17 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 69.2 78.5 82.0 44.8 50.6 52.7 55.2
Old : 63.1 69.2 78.5 82.0 44.8 50.6 52.7 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,166: 9,554 9,989 6,410 9,410 0 3,575 0 3,880 0 510 300: 2,447 2,077
Old : 26,166: 9,554 9,989 6,410 9,410 0 3,575 0 3,880 0 510 300: 2,447 2,077
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -399: -198 15 178 -30 0 -125 -220 -55 0 100 -100: -99 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 38.2 24.5 36.0 0.0 13.7 0.0 14.8 0.0 1.9 1.1: 9.4 7.9
Old : 100.0: 36.5 38.2 24.5 36.0 0.0 13.7 0.0 14.8 0.0 1.9 1.1: 9.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 16 . . 0 . 0 . 0 . .:
Old : 22: 13 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 : 65.7 73.5 81.2 84.0 51.1 57.5 58.9 61.1
Old : 65.7 73.5 81.2 84.0 51.1 57.5 58.9 61.1
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,990: 17,625 9,155 4,105 885 360 310 12,150 2,095 0 0 0: 1,495 1,345
Old : 25,990: 17,625 9,155 4,105 885 360 310 12,150 2,095 0 0 0: 1,495 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -670: -570 -575 35 40 -75 150 150 -50 0 0 0: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 35.2 15.8 3.4 1.4 1.2 46.7 8.1 0.0 0.0 0.0: 5.8 5.2
Old : 100.0: 67.8 35.2 15.8 3.4 1.4 1.2 46.7 8.1 0.0 0.0 0.0: 5.8 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 : 22: 15 13 . . . . . . 0 0 0:
Old : 22: 15 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 80.0 82.5 90.1 45.2 55.1 53.9 57.3
Old : 61.3 80.0 82.5 90.1 45.2 55.1 53.9 57.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,003: 46,580 34,368 10,168 33,855 3,140 11,880 2,315 450 2,590 225 1,380: 18,815 19,270
Old : 95,003: 46,580 34,368 10,168 33,855 3,140 11,880 2,315 450 2,590 225 1,380: 18,815 19,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,407: -1,117 -22 -180 -1,480 0 -575 -100 50 85 -150 -85: -585 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 36.2 10.7 35.6 3.3 12.5 2.4 0.5 2.7 0.2 1.5: 19.8 20.3
Old : 100.0: 49.0 36.2 10.7 35.6 3.3 12.5 2.4 0.5 2.7 0.2 1.5: 19.8 20.3
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: 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 47.9 69.3 61.7 47.9 46.8 59.1 56.9
Old : 52.9 47.9 69.3 61.7 47.9 46.8 59.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,691: 44,363 32,983 11,010 32,105 3,140 13,280 2,155 490 0 890 1,490: 17,918 18,438
Old : 91,691: 44,363 32,983 11,010 32,105 3,140 13,280 2,155 490 0 890 1,490: 17,918 18,438
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,797: -448 157 -205 -1,185 0 -650 30 -55 0 -265 0: -439 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 36.0 12.0 35.0 3.4 14.5 2.4 0.5 0.0 1.0 1.6: 19.5 20.1
Old : 100.0: 48.4 36.0 12.0 35.0 3.4 14.5 2.4 0.5 0.0 1.0 1.6: 19.5 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 21 . . . . . . 0 . .:
Old : 32: 19 21 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 45.8 68.9 61.0 49.5 45.0 58.0 54.5
Old : 54.5 45.8 68.9 61.0 49.5 45.0 58.0 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,265: 12,620 6,985 2,685 1,770 1,904 2,280 8,110 500 1,080 2,845 345: 3,851 2,806
Old : 25,265: 12,620 6,985 2,685 1,770 1,904 2,280 8,110 500 1,080 2,845 345: 3,851 2,806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,260: -421 -650 -520 -21 0 0 -115 0 -50 -210 0: -269 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 27.6 10.6 7.0 7.5 9.0 32.1 2.0 4.3 11.3 1.4: 15.2 11.1
Old : 100.0: 50.0 27.6 10.6 7.0 7.5 9.0 32.1 2.0 4.3 11.3 1.4: 15.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 9 . . . . . . . . .:
Old : 28: 15 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 : 37.9 60.8 59.7 79.8 36.1 52.7 54.5 64.8
Old : 37.9 60.8 59.7 79.8 36.1 52.7 54.5 64.8
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,450: 11,700 7,160 2,565 2,120 1,446 2,280 10,960 500 2,135 175 1,325: 4,499 2,764
Old : 26,450: 11,700 7,160 2,565 2,120 1,446 2,280 10,960 500 2,135 175 1,325: 4,499 2,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,175: -396 -650 -500 4 0 0 -265 0 -15 0 0: -264 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 27.1 9.7 8.0 5.5 8.6 41.4 1.9 8.1 0.7 5.0: 17.0 10.4
Old : 100.0: 44.2 27.1 9.7 8.0 5.5 8.6 41.4 1.9 8.1 0.7 5.0: 17.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . . . . . . .:
Old : 26: 13 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 : 37.9 63.0 60.6 80.2 34.6 56.5 53.1 65.2
Old : 37.9 63.0 60.6 80.2 34.6 56.5 53.1 65.2
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,393: 12,948 8,690 1,607 8,425 144 9,015 155 350 0 6,605 25: 3,304 2,999
Old : 27,393: 12,948 8,690 1,607 8,425 144 9,015 155 350 0 6,605 25: 3,304 2,999
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -990: -474 120 39 -400 9 -250 55 -25 0 -465 -50: -239 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 31.7 5.9 30.8 0.5 32.9 0.6 1.3 0.0 24.1 0.1: 12.1 10.9
Old : 100.0: 47.3 31.7 5.9 30.8 0.5 32.9 0.6 1.3 0.0 24.1 0.1: 12.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 7 . . . . . . 0 . .:
Old : 25: 14 7 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 76.0 83.5 86.0 63.5 71.4 78.2 80.7
Old : 64.8 76.0 83.5 86.0 63.5 71.4 78.2 80.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,657: 12,558 8,495 1,902 8,225 36 9,015 125 350 0 6,870 15: 2,781 2,541
Old : 26,657: 12,558 8,495 1,902 8,225 36 9,015 125 350 0 6,870 15: 2,781 2,541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,026: -551 -30 236 -400 -136 -250 25 -25 0 -160 -50: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 31.9 7.1 30.9 0.1 33.8 0.5 1.3 0.0 25.8 0.1: 10.4 9.5
Old : 100.0: 47.1 31.9 7.1 30.9 0.1 33.8 0.5 1.3 0.0 25.8 0.1: 10.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 6 . . . . . . 0 . .:
Old : 24: 13 6 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 78.7 84.3 88.8 64.7 74.2 80.7 83.3
Old : 66.1 78.7 84.3 88.8 64.7 74.2 80.7 83.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,839: 18,249 41,476 7,017 9,265 260 15,860 0 0 9,740 0 0: 3,713 3,838
Old : 54,839: 18,249 41,476 7,017 9,265 260 15,860 0 0 9,740 0 0: 3,713 3,838
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,602: 973 -1,257 -270 -825 0 -2,165 0 0 -620 0 0: -520 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 75.6 12.8 16.9 0.5 28.9 0.0 0.0 17.8 0.0 0.0: 6.8 7.0
Old : 100.0: 33.3 75.6 12.8 16.9 0.5 28.9 0.0 0.0 17.8 0.0 0.0: 6.8 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 : 24: 12 13 . . . . 0 0 . 0 0:
Old : 24: 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 : 61.2 82.8 84.6 90.4 60.2 77.5 79.8 83.1
Old : 61.2 82.8 84.6 90.4 60.2 77.5 79.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,529: 18,484 39,762 6,465 10,260 295 15,960 0 0 9,495 0 0: 3,830 4,212
Old : 54,529: 18,484 39,762 6,465 10,260 295 15,960 0 0 9,495 0 0: 3,830 4,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,093: 1,152 -508 -185 -945 0 -1,965 0 0 -420 0 0: -675 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 72.9 11.9 18.8 0.5 29.3 0.0 0.0 17.4 0.0 0.0: 7.0 7.7
Old : 100.0: 33.9 72.9 11.9 18.8 0.5 29.3 0.0 0.0 17.4 0.0 0.0: 7.0 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 : 22: 12 12 . . . . 0 0 . 0 0:
Old : 22: 12 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 83.4 86.0 90.0 60.7 80.7 83.4 85.8
Old : 61.2 83.4 86.0 90.0 60.7 80.7 83.4 85.8
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,535: 22,270 49,990 1,150 4,190 1,750 7,550 0 1,105 23,105 75 110: 3,495 3,315
Old : 60,535: 22,270 49,990 1,150 4,190 1,750 7,550 0 1,105 23,105 75 110: 3,495 3,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,175: -1,220 -2,345 -50 -350 -70 -240 0 -125 -1,210 -25 0: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 82.6 1.9 6.9 2.9 12.5 0.0 1.8 38.2 0.1 0.2: 5.8 5.5
Old : 100.0: 36.8 82.6 1.9 6.9 2.9 12.5 0.0 1.8 38.2 0.1 0.2: 5.8 5.5
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 : 33: 16 10 . . . 5 0 . . . .:
Old : 33: 16 10 . . . 5 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 76.6 79.0 89.9 56.0 76.0 75.0 86.2
Old : 58.0 76.6 79.0 89.9 56.0 76.0 75.0 86.2
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,650: 22,415 48,575 345 4,190 2,470 7,250 0 1,305 22,600 25 110: 3,155 2,975
Old : 59,650: 22,415 48,575 345 4,190 2,470 7,250 0 1,305 22,600 25 110: 3,155 2,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,230: -1,270 -2,320 50 -350 -70 -165 0 -175 -1,285 0 0: -315 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 81.4 0.6 7.0 4.1 12.2 0.0 2.2 37.9 0.0 0.2: 5.3 5.0
Old : 100.0: 37.6 81.4 0.6 7.0 4.1 12.2 0.0 2.2 37.9 0.0 0.2: 5.3 5.0
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 : 31: 16 10 . . . 4 0 . . . .:
Old : 31: 16 10 . . . 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 : 57.7 75.6 78.9 90.3 55.3 74.7 74.8 84.9
Old : 57.7 75.6 78.9 90.3 55.3 74.7 74.8 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,685: 11,360 8,620 1,125 0 3,645 75 4,665 0 775 230 605: 1,100 920
Old : 18,685: 11,360 8,620 1,125 0 3,645 75 4,665 0 775 230 605: 1,100 920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -765: -710 -10 360 -350 165 0 -730 0 -1,010 -160 275: 155 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 46.1 6.0 0.0 19.5 0.4 25.0 0.0 4.1 1.2 3.2: 5.9 4.9
Old : 100.0: 60.8 46.1 6.0 0.0 19.5 0.4 25.0 0.0 4.1 1.2 3.2: 5.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . 0 . . . 0 . . .:
Old : 23: 13 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 : 56.5 60.0 80.5 86.5 41.5 56.3 58.5 67.4
Old : 56.5 60.0 80.5 86.5 41.5 56.3 58.5 67.4
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,930: 9,790 8,535 1,090 0 3,275 75 4,665 0 1,555 305 245: 1,900 905
Old : 17,930: 9,790 8,535 1,090 0 3,275 75 4,665 0 1,555 305 245: 1,900 905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -965: -655 -60 360 -350 165 0 -730 0 -1,015 -85 40: 140 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 47.6 6.1 0.0 18.3 0.4 26.0 0.0 8.7 1.7 1.4: 10.6 5.0
Old : 100.0: 54.6 47.6 6.1 0.0 18.3 0.4 26.0 0.0 8.7 1.7 1.4: 10.6 5.0
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 : 21: 11 9 . 0 . . . 0 . . .:
Old : 21: 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 : 57.3 60.5 82.2 87.8 45.1 58.6 62.5 70.3
Old : 57.3 60.5 82.2 87.8 45.1 58.6 62.5 70.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,635: 37,520 35,120 220 1,320 3,195 2,070 20,060 740 17,775 1,175 1,395: 4,720 4,630
Old : 67,635: 37,520 35,120 220 1,320 3,195 2,070 20,060 740 17,775 1,175 1,395: 4,720 4,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,460: -820 -1,800 -180 -200 -20 -65 85 -235 -835 0 0: -305 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 51.9 0.3 2.0 4.7 3.1 29.7 1.1 26.3 1.7 2.1: 7.0 6.8
Old : 100.0: 55.5 51.9 0.3 2.0 4.7 3.1 29.7 1.1 26.3 1.7 2.1: 7.0 6.8
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 : 31: 11 15 . . . . . . . . .:
Old : 31: 11 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 64.9 76.1 81.8 59.7 63.8 73.9 78.9
Old : 61.3 64.9 76.1 81.8 59.7 63.8 73.9 78.9
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,500: 36,205 32,800 495 0 3,595 2,110 19,985 785 15,135 1,250 1,585: 4,590 4,500
Old : 64,500: 36,205 32,800 495 0 3,595 2,110 19,985 785 15,135 1,250 1,585: 4,590 4,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,525: -940 -1,840 -165 -195 -35 -30 85 -235 -800 0 0: -320 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 50.9 0.8 0.0 5.6 3.3 31.0 1.2 23.5 1.9 2.5: 7.1 7.0
Old : 100.0: 56.1 50.9 0.8 0.0 5.6 3.3 31.0 1.2 23.5 1.9 2.5: 7.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 12 16 . 0 . . . . . . .:
Old : 31: 12 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 66.3 74.4 81.2 58.0 65.1 71.0 78.8
Old : 60.1 66.3 74.4 81.2 58.0 65.1 71.0 78.8
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,354: 33,932 19,210 2,220 14,502 1,540 11,735 480 2,415 75 14,125 0: 2,437 2,082
Old : 54,354: 33,932 19,210 2,220 14,502 1,540 11,735 480 2,415 75 14,125 0: 2,437 2,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,444: -710 -475 530 -470 -480 -730 150 0 -25 -135 0: -29 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 35.3 4.1 26.7 2.8 21.6 0.9 4.4 0.1 26.0 0.0: 4.5 3.8
Old : 100.0: 62.4 35.3 4.1 26.7 2.8 21.6 0.9 4.4 0.1 26.0 0.0: 4.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 12 . . . . . . . . 0:
Old : 33: 21 12 . . . . . . . . 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 : 49.2 74.4 75.3 90.9 44.8 69.9 69.0 81.7
Old : 49.2 74.4 75.3 90.9 44.8 69.9 69.0 81.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,744: 30,395 17,200 1,265 11,260 2,260 7,660 475 2,490 75 10,590 390: 1,209 1,079
Old : 45,744: 30,395 17,200 1,265 11,260 2,260 7,660 475 2,490 75 10,590 390: 1,209 1,079
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,165: -499 -570 555 -229 -505 -605 150 0 -25 65 -65: -21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 37.6 2.8 24.6 4.9 16.7 1.0 5.4 0.2 23.2 0.9: 2.6 2.4
Old : 100.0: 66.4 37.6 2.8 24.6 4.9 16.7 1.0 5.4 0.2 23.2 0.9: 2.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.7 69.4 75.3 89.8 47.4 63.1 67.3 78.6
Old : 52.7 69.4 75.3 89.8 47.4 63.1 67.3 78.6
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 162,590: 92,277 91,786 18,590 305 9,066 7,989 10,280 4,860 1,230 17,715 1,460: 27,118 27,118
Old : 162,590: 92,277 91,786 18,590 305 9,066 7,989 10,280 4,860 1,230 17,715 1,460: 27,118 27,118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,200: -3,869 -1,639 -2,760 175 375 2,725 -555 -2,190 55 -1,830 -70: -466 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 56.5 11.4 0.2 5.6 4.9 6.3 3.0 0.8 10.9 0.9: 16.7 16.7
Old : 100.0: 56.8 56.5 11.4 0.2 5.6 4.9 6.3 3.0 0.8 10.9 0.9: 16.7 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 28 . . . . . . . 5 4:
Old : 44: 24 28 . . . . . . . 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 : 55.8 36.0 70.7 52.0 50.4 32.9 59.0 45.3
Old : 55.8 36.0 70.7 52.0 50.4 32.9 59.0 45.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 143,104: 80,364 80,556 17,038 0 7,300 10,244 6,180 5,115 1,350 22,260 1,635: 20,058 20,058
Old : 143,104: 80,364 80,556 17,038 0 7,300 10,244 6,180 5,115 1,350 22,260 1,635: 20,058 20,058
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -6,355: -3,919 -1,730 -2,901 0 275 2,195 -260 -1,970 75 -2,560 150: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 56.3 11.9 0.0 5.1 7.2 4.3 3.6 0.9 15.6 1.1: 14.0 14.0
Old : 100.0: 56.2 56.3 11.9 0.0 5.1 7.2 4.3 3.6 0.9 15.6 1.1: 14.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 27 . 0 . . . . . 4 .:
Old : 42: 21 27 . 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 : 57.8 41.0 72.2 55.9 50.9 38.7 60.6 52.2
Old : 57.8 41.0 72.2 55.9 50.9 38.7 60.6 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,090: 27,920 29,070 18,560 7,390 3,125 0 1,135 3,055 0 9,040 0: 5,430 5,275
Old : 58,090: 27,920 29,070 18,560 7,390 3,125 0 1,135 3,055 0 9,040 0: 5,430 5,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,170: -710 -1,150 -195 310 -200 -25 160 40 0 -100 0: -80 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 50.0 32.0 12.7 5.4 0.0 2.0 5.3 0.0 15.6 0.0: 9.3 9.1
Old : 100.0: 48.1 50.0 32.0 12.7 5.4 0.0 2.0 5.3 0.0 15.6 0.0: 9.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . 0 . . 0 . 0:
Old : 26: 14 15 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 48.1 78.7 69.2 57.0 44.6 64.6 57.5
Old : 60.9 48.1 78.7 69.2 57.0 44.6 64.6 57.5
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,490: 22,170 23,725 15,376 4,866 3,039 0 635 3,480 0 8,330 0: 5,425 5,415
Old : 49,490: 22,170 23,725 15,376 4,866 3,039 0 635 3,480 0 8,330 0: 5,425 5,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,195: -1,075 -1,325 -525 -60 -275 0 -125 -85 0 -100 0: 765 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 47.9 31.1 9.8 6.1 0.0 1.3 7.0 0.0 16.8 0.0: 11.0 10.9
Old : 100.0: 44.8 47.9 31.1 9.8 6.1 0.0 1.3 7.0 0.0 16.8 0.0: 11.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . 0 . . 0 . 0:
Old : 25: 14 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 : 56.8 48.9 74.1 72.1 54.1 44.0 65.3 58.3
Old : 56.8 48.9 74.1 72.1 54.1 44.0 65.3 58.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,505: 15,310 17,660 0 14,195 2,045 14,195 0 400 2,320 0 680: 3,555 3,525
Old : 38,505: 15,310 17,660 0 14,195 2,045 14,195 0 400 2,320 0 680: 3,555 3,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -330: -1,630 -505 0 -895 100 550 0 -35 0 0 0: 685 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 45.9 0.0 36.9 5.3 36.9 0.0 1.0 6.0 0.0 1.8: 9.2 9.2
Old : 100.0: 39.8 45.9 0.0 36.9 5.3 36.9 0.0 1.0 6.0 0.0 1.8: 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 : 26: 13 16 0 . . 4 0 . . 0 .:
Old : 26: 13 16 0 . . 4 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 71.1 74.4 82.1 54.1 60.7 67.5 69.7
Old : 56.9 71.1 74.4 82.1 54.1 60.7 67.5 69.7
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,185: 12,170 28,020 0 12,290 2,555 25,880 0 765 2,320 0 680: 1,815 1,875
Old : 46,185: 12,170 28,020 0 12,290 2,555 25,880 0 765 2,320 0 680: 1,815 1,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,350: -1,715 -260 0 -705 -85 770 0 -165 0 0 0: -155 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 60.7 0.0 26.6 5.5 56.0 0.0 1.7 5.0 0.0 1.5: 3.9 4.1
Old : 100.0: 26.4 60.7 0.0 26.6 5.5 56.0 0.0 1.7 5.0 0.0 1.5: 3.9 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 : 22: 10 13 0 . . . 0 . . 0 .:
Old : 22: 10 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 : 75.9 77.0 90.6 90.2 70.5 66.6 77.5 78.0
Old : 75.9 77.0 90.6 90.2 70.5 66.6 77.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 119,875: 77,223 64,198 2,145 12,520 9,720 2,155 12,565 2,655 7,760 0 0: 18,217 18,217
Old : 119,875: 77,223 64,198 2,145 12,520 9,720 2,155 12,565 2,655 7,760 0 0: 18,217 18,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,047: -527 -547 -115 -145 -155 20 -105 -40 -175 0 0: -2,055 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 53.6 1.8 10.4 8.1 1.8 10.5 2.2 6.5 0.0 0.0: 15.2 15.2
Old : 100.0: 64.4 53.6 1.8 10.4 8.1 1.8 10.5 2.2 6.5 0.0 0.0: 15.2 15.2
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 : 37: 26 25 . . . . . 4 . 0 0:
Old : 37: 26 25 . . . . . 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 : 37.7 39.8 55.3 61.2 32.3 30.6 39.4 42.3
Old : 37.7 39.8 55.3 61.2 32.3 30.6 39.4 42.3
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,584: 58,985 40,494 1,570 19,581 8,704 0 7,885 7,260 7,230 0 0: 13,835 13,660
Old : 97,584: 58,985 40,494 1,570 19,581 8,704 0 7,885 7,260 7,230 0 0: 13,835 13,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -2,735: -65 -3,165 -95 2,205 -1,325 0 720 -390 -125 0 0: -735 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 41.5 1.6 20.1 8.9 0.0 8.1 7.4 7.4 0.0 0.0: 14.2 14.0
Old : 100.0: 60.4 41.5 1.6 20.1 8.9 0.0 8.1 7.4 7.4 0.0 0.0: 14.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 25 . . . 0 4 . . 0 0:
Old : 34: 23 25 . . . 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 : 45.9 46.2 64.6 65.6 36.3 35.2 44.0 45.8
Old : 45.9 46.2 64.6 65.6 36.3 35.2 44.0 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,040: 21,185 15,635 0 10,785 1,330 4,160 300 90 1,320 0 565: 2,390 2,335
Old : 31,040: 21,185 15,635 0 10,785 1,330 4,160 300 90 1,320 0 565: 2,390 2,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,285: -915 -800 0 -460 50 -355 0 90 15 0 -15: -155 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 50.4 0.0 34.7 4.3 13.4 1.0 0.3 4.3 0.0 1.8: 7.7 7.5
Old : 100.0: 68.3 50.4 0.0 34.7 4.3 13.4 1.0 0.3 4.3 0.0 1.8: 7.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . . . . 0 .:
Old : 20: 11 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 74.8 81.2 87.1 61.9 70.5 74.7 77.2
Old : 62.2 74.8 81.2 87.1 61.9 70.5 74.7 77.2
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 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,155: 21,605 14,625 0 10,720 1,680 3,235 460 170 960 0 475: 2,030 2,025
Old : 30,155: 21,605 14,625 0 10,720 1,680 3,235 460 170 960 0 475: 2,030 2,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -1,110: -865 -835 0 -255 10 -180 -35 135 -75 0 0: -135 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 48.5 0.0 35.5 5.6 10.7 1.5 0.6 3.2 0.0 1.6: 6.7 6.7
Old : 100.0: 71.6 48.5 0.0 35.5 5.6 10.7 1.5 0.6 3.2 0.0 1.6: 6.7 6.7
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 9 0 . . . . . . 0 .:
Old : 20: 11 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 74.3 81.7 87.4 63.7 68.7 74.5 76.7
Old : 64.3 74.3 81.7 87.4 63.7 68.7 74.5 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019