COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,061: 15,079 11,375 1,562 876 576 739 1,658 293 580 3,695 1,575: 657 1,013
Old : 21,061: 15,079 11,375 1,562 876 576 739 1,658 293 580 3,695 1,575: 657 1,013
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 116: -308 115 202 -54 -114 0 0 0 27 -92 261: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 54.0 7.4 4.2 2.7 3.5 7.9 1.4 2.8 17.5 7.5: 3.1 4.8
Old : 100.0: 71.6 54.0 7.4 4.2 2.7 3.5 7.9 1.4 2.8 17.5 7.5: 3.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 14 16 . . 5 . 4 . 4 5 8:
Old : 36: 14 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 : 52.0 45.2 69.2 69.0 31.8 36.1 44.0 45.4
Old : 52.0 45.2 69.2 69.0 31.8 36.1 44.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,624: 14,988 14,214 222 2,676 4,543 540 660 559 3,026 1,717 3,156: 591 99
Old : 27,624: 14,988 14,214 222 2,676 4,543 540 660 559 3,026 1,717 3,156: 591 99
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 96: -376 277 3 -577 524 -17 -36 -28 35 -18 -29: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 51.5 0.8 9.7 16.4 2.0 2.4 2.0 11.0 6.2 11.4: 2.1 0.4
Old : 100.0: 54.3 51.5 0.8 9.7 16.4 2.0 2.4 2.0 11.0 6.2 11.4: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 24 . . . . . 4 8 5 11:
Old : 45: 22 24 . . . . . 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 : 44.9 47.3 66.7 67.5 22.5 26.6 28.1 31.8
Old : 44.9 47.3 66.7 67.5 22.5 26.6 28.1 31.8
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,472: 23,548 37,835 6,500 0 1,764 300 363 235 7,800 100 175: 150 0
Old : 40,472: 23,548 37,835 6,500 0 1,764 300 363 235 7,800 100 175: 150 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 750: 680 569 82 0 -2 -75 155 3 -15 -50 75: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 93.5 16.1 0.0 4.4 0.7 0.9 0.6 19.3 0.2 0.4: 0.4 0.0
Old : 100.0: 58.2 93.5 16.1 0.0 4.4 0.7 0.9 0.6 19.3 0.2 0.4: 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 : 40: 25 23 . 0 . . . . . . 4:
Old : 40: 25 23 . 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 : 51.1 56.9 77.4 82.9 47.4 49.8 61.8 67.8
Old : 51.1 56.9 77.4 82.9 47.4 49.8 61.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 31,925: 22,872 28,950 870 392 2,108 653 0 25 5,200 253 197: 0 0
Old : 31,925: 22,872 28,950 870 392 2,108 653 0 25 5,200 253 197: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,436: 715 1,435 500 -17 -7 3 0 0 175 -25 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 90.7 2.7 1.2 6.6 2.0 0.0 0.1 16.3 0.8 0.6: 0.0 0.0
Old : 100.0: 71.6 90.7 2.7 1.2 6.6 2.0 0.0 0.1 16.3 0.8 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 : 31: 16 18 . . . . 0 . . . .:
Old : 31: 16 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 : 54.2 72.2 79.3 89.7 53.7 67.0 72.1 80.0
Old : 54.2 72.2 79.3 89.7 53.7 67.0 72.1 80.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,973: 111,039 91,310 1,962 19,446 6,786 2,576 1,375 1,244 2,726 6,165 9,231: 409 416
Old : 135,973: 111,039 91,310 1,962 19,446 6,786 2,576 1,375 1,244 2,726 6,165 9,231: 409 416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 272: 377 1,262 121 -77 -528 580 -106 -346 29 62 22: 17 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 67.2 1.4 14.3 5.0 1.9 1.0 0.9 2.0 4.5 6.8: 0.3 0.3
Old : 100.0: 81.7 67.2 1.4 14.3 5.0 1.9 1.0 0.9 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 5:
Old : 59: 29 31 . . 4 . 6 . 8 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 40.8 68.8 61.0 42.4 28.9 46.8 38.7
Old : 53.8 40.8 68.8 61.0 42.4 28.9 46.8 38.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,522: 57,870 57,633 6,087 7,483 4,178 156 445 2,251 1,468 0 512: 0 20
Old : 72,522: 57,870 57,633 6,087 7,483 4,178 156 445 2,251 1,468 0 512: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,306: 1,464 1,369 0 64 -142 -126 -140 248 -45 0 -93: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 79.5 8.4 10.3 5.8 0.2 0.6 3.1 2.0 0.0 0.7: 0.0 0.0
Old : 100.0: 79.8 79.5 8.4 10.3 5.8 0.2 0.6 3.1 2.0 0.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 21 . . . . . . 6 0 .:
Old : 38: 18 21 . . . . . . 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 : 61.7 74.7 81.7 88.7 61.1 65.6 69.4 71.4
Old : 61.7 74.7 81.7 88.7 61.1 65.6 69.4 71.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,862: 30,940 23,997 1,467 8,785 730 0 0 0 450 75 275: 0 0
Old : 33,862: 30,940 23,997 1,467 8,785 730 0 0 0 450 75 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -85: -180 412 -105 -247 0 0 0 0 125 -325 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 70.9 4.3 25.9 2.2 0.0 0.0 0.0 1.3 0.2 0.8: 0.0 0.0
Old : 100.0: 91.4 70.9 4.3 25.9 2.2 0.0 0.0 0.0 1.3 0.2 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 : 24: 8 14 . . . 0 0 0 . . .:
Old : 24: 8 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 85.1 95.3 94.2 75.6 73.5 80.0 79.7
Old : 86.1 85.1 95.3 94.2 75.6 73.5 80.0 79.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,779: 33,163 32,205 701 18,156 7,251 874 75 288 15,420 38 5,757: 325 9
Old : 63,779: 33,163 32,205 701 18,156 7,251 874 75 288 15,420 38 5,757: 325 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -782: -734 -552 25 -213 -22 4 0 -4 0 0 0: -51 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 50.5 1.1 28.5 11.4 1.4 0.1 0.5 24.2 0.1 9.0: 0.5 0.0
Old : 100.0: 52.0 50.5 1.1 28.5 11.4 1.4 0.1 0.5 24.2 0.1 9.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.4 52.8 75.0 72.5 44.1 41.2 50.6 52.5
Old : 52.4 52.8 75.0 72.5 44.1 41.2 50.6 52.5
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,997: 45,425 33,744 0 35,837 6,307 1,652 700 651 23,969 986 4,609: 384 163
Old : 82,997: 45,425 33,744 0 35,837 6,307 1,652 700 651 23,969 986 4,609: 384 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -1,088: -924 -1,221 0 35 -32 -62 25 62 -140 15 28: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 40.7 0.0 43.2 7.6 2.0 0.8 0.8 28.9 1.2 5.6: 0.5 0.2
Old : 100.0: 54.7 40.7 0.0 43.2 7.6 2.0 0.8 0.8 28.9 1.2 5.6: 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 : 46: 21 22 0 4 4 4 5 . 4 . 5:
Old : 46: 21 22 0 4 4 4 5 . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 61.4 71.6 78.3 47.5 55.0 59.9 61.0
Old : 51.9 61.4 71.6 78.3 47.5 55.0 59.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,058: 56,637 52,841 10,714 17,031 2,438 1,200 0 0 1,848 1,376 1,294: 927 78
Old : 75,058: 56,637 52,841 10,714 17,031 2,438 1,200 0 0 1,848 1,376 1,294: 927 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 471: 392 -58 64 514 0 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 70.4 14.3 22.7 3.2 1.6 0.0 0.0 2.5 1.8 1.7: 1.2 0.1
Old : 100.0: 75.5 70.4 14.3 22.7 3.2 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 : 44.3 73.2 66.8 84.0 42.8 72.6 63.9 80.2
Old : 44.3 73.2 66.8 84.0 42.8 72.6 63.9 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,622: 68,945 60,527 20,329 31,627 1,212 1,150 0 0 2,375 1,353 1,891: 720 12
Old : 96,622: 68,945 60,527 20,329 31,627 1,212 1,150 0 0 2,375 1,353 1,891: 720 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 598: 505 138 30 405 30 0 0 0 0 0 25: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 62.6 21.0 32.7 1.3 1.2 0.0 0.0 2.5 1.4 2.0: 0.7 0.0
Old : 100.0: 71.4 62.6 21.0 32.7 1.3 1.2 0.0 0.0 2.5 1.4 2.0: 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 : 44.4 70.3 66.6 85.3 43.8 69.8 65.1 82.0
Old : 44.4 70.3 66.6 85.3 43.8 69.8 65.1 82.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,814: 28,058 34,849 6,884 0 2,280 0 0 0 450 420 0: 142 265
Old : 37,814: 28,058 34,849 6,884 0 2,280 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 10, 2019 :
: -620: -100 -700 -600 0 80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 92.2 18.2 0.0 6.0 0.0 0.0 0.0 1.2 1.1 0.0: 0.4 0.7
Old : 100.0: 74.2 92.2 18.2 0.0 6.0 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 : 67.3 84.4 87.4 94.2 59.7 83.8 76.9 86.9
Old : 67.3 84.4 87.4 94.2 59.7 83.8 76.9 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,483: 23,360 19,148 0 3,978 1,432 0 600 0 355 150 65: 271 110
Old : 25,483: 23,360 19,148 0 3,978 1,432 0 600 0 355 150 65: 271 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -321: -291 -265 0 -36 -30 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 75.1 0.0 15.6 5.6 0.0 2.4 0.0 1.4 0.6 0.3: 1.1 0.4
Old : 100.0: 91.7 75.1 0.0 15.6 5.6 0.0 2.4 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 : 58.8 66.5 79.4 86.4 49.1 58.9 62.8 67.0
Old : 58.8 66.5 79.4 86.4 49.1 58.9 62.8 67.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,530: 10,425 16,930 6,390 0 0 0 600 0 625 0 0: 90 0
Old : 17,530: 10,425 16,930 6,390 0 0 0 600 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 10, 2019 :
: 1,800: 1,200 3,000 600 0 0 0 -1,200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 96.6 36.5 0.0 0.0 0.0 3.4 0.0 3.6 0.0 0.0: 0.5 0.0
Old : 100.0: 59.5 96.6 36.5 0.0 0.0 0.0 3.4 0.0 3.6 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.4 87.5 82.8 100.0 59.4 80.5 80.1 86.0
Old : 59.4 87.5 82.8 100.0 59.4 80.5 80.1 86.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,670: 52,195 61,652 320 10,592 9,320 9,956 39 336 10,182 544 2,051: 309 135
Old : 84,670: 52,195 61,652 320 10,592 9,320 9,956 39 336 10,182 544 2,051: 309 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 830: 2,533 1,792 0 -852 -189 -1,455 -1 10 -86 0 69: -54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 72.8 0.4 12.5 11.0 11.8 0.0 0.4 12.0 0.6 2.4: 0.4 0.2
Old : 100.0: 61.6 72.8 0.4 12.5 11.0 11.8 0.0 0.4 12.0 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 : 58: 28 28 . . . 9 . . 12 . 7:
Old : 58: 28 28 . . . 9 . . 12 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 49.4 53.8 70.3 15.4 19.7 23.6 29.6
Old : 34.6 49.4 53.8 70.3 15.4 19.7 23.6 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,080: 23,897 26,863 0 5,639 2,281 1,300 0 0 7,721 355 600: 281 342
Old : 36,080: 23,897 26,863 0 5,639 2,281 1,300 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 10, 2019 :
: 1,274: 2,474 2,174 0 -900 0 -1,200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 74.5 0.0 15.6 6.3 3.6 0.0 0.0 21.4 1.0 1.7: 0.8 0.9
Old : 100.0: 66.2 74.5 0.0 15.6 6.3 3.6 0.0 0.0 21.4 1.0 1.7: 0.8 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 : 33: 17 19 0 . . . 0 0 4 . .:
Old : 33: 17 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 : 51.4 53.7 77.2 76.7 42.0 42.5 57.3 57.0
Old : 51.4 53.7 77.2 76.7 42.0 42.5 57.3 57.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,205: 34,342 40,005 5,615 0 2,575 0 0 0 500 395 25: 148 205
Old : 43,205: 34,342 40,005 5,615 0 2,575 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 10, 2019 :
: -450: -450 -150 300 0 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 92.6 13.0 0.0 6.0 0.0 0.0 0.0 1.2 0.9 0.1: 0.3 0.5
Old : 100.0: 79.5 92.6 13.0 0.0 6.0 0.0 0.0 0.0 1.2 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 : 32: 19 22 . 0 . 0 0 0 . . .:
Old : 32: 19 22 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 83.9 80.1 93.9 47.9 77.3 66.2 79.9
Old : 51.2 83.9 80.1 93.9 47.9 77.3 66.2 79.9
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,456: 33,344 27,298 0 5,568 5,577 60 1,695 0 475 210 5: 995 103
Old : 40,456: 33,344 27,298 0 5,568 5,577 60 1,695 0 475 210 5: 995 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -463: 397 -501 0 860 -860 0 35 0 0 0 0: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 67.5 0.0 13.8 13.8 0.1 4.2 0.0 1.2 0.5 0.0: 2.5 0.3
Old : 100.0: 82.4 67.5 0.0 13.8 13.8 0.1 4.2 0.0 1.2 0.5 0.0: 2.5 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 : 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 : 58.4 46.8 77.8 73.8 40.8 28.9 46.2 42.5
Old : 58.4 46.8 77.8 73.8 40.8 28.9 46.2 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,268: 47,288 57,438 8,853 165 1,745 0 75 0 2,764 1,500 0: 618 345
Old : 61,268: 47,288 57,438 8,853 165 1,745 0 75 0 2,764 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 10, 2019 :
: 1,255: 1,045 1,235 170 50 -30 0 0 0 70 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 93.7 14.4 0.3 2.8 0.0 0.1 0.0 4.5 2.4 0.0: 1.0 0.6
Old : 100.0: 77.2 93.7 14.4 0.3 2.8 0.0 0.1 0.0 4.5 2.4 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 : 50.1 88.8 72.3 95.3 48.3 84.6 68.8 89.2
Old : 50.1 88.8 72.3 95.3 48.3 84.6 68.8 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,565: 52,237 56,265 5,788 930 2,755 0 75 0 3,390 4,300 60: 335 180
Old : 64,565: 52,237 56,265 5,788 930 2,755 0 75 0 3,390 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 10, 2019 :
: 1,500: 1,265 1,480 50 -70 90 0 0 0 95 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 87.1 9.0 1.4 4.3 0.0 0.1 0.0 5.3 6.7 0.1: 0.5 0.3
Old : 100.0: 80.9 87.1 9.0 1.4 4.3 0.0 0.1 0.0 5.3 6.7 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 : 50.3 82.5 72.3 94.0 48.7 79.7 66.9 87.1
Old : 50.3 82.5 72.3 94.0 48.7 79.7 66.9 87.1
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,403: 62,682 73,411 10,681 253 4,193 168 0 0 1,383 1,486 35: 261 25
Old : 79,403: 62,682 73,411 10,681 253 4,193 168 0 0 1,383 1,486 35: 261 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,253: 1,785 1,098 -312 168 -168 -70 0 0 18 135 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 92.5 13.5 0.3 5.3 0.2 0.0 0.0 1.7 1.9 0.0: 0.3 0.0
Old : 100.0: 78.9 92.5 13.5 0.3 5.3 0.2 0.0 0.0 1.7 1.9 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 : 43: 21 25 5 . 4 . 0 0 . 4 .:
Old : 43: 21 25 5 . 4 . 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 51.4 77.8 76.1 58.4 49.4 73.7 69.3
Old : 59.7 51.4 77.8 76.1 58.4 49.4 73.7 69.3
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,901: 79,154 87,089 13,519 943 5,785 100 1,493 230 2,550 6,035 227: 336 98
Old : 101,901: 79,154 87,089 13,519 943 5,785 100 1,493 230 2,550 6,035 227: 336 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,540: 1,092 803 15 -75 -7 0 53 0 547 827 -99: -9 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 85.5 13.3 0.9 5.7 0.1 1.5 0.2 2.5 5.9 0.2: 0.3 0.1
Old : 100.0: 77.7 85.5 13.3 0.9 5.7 0.1 1.5 0.2 2.5 5.9 0.2: 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: 23 28 5 . 4 . 7 . . 7 .:
Old : 56: 23 28 5 . 4 . 7 . . 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 : 52.0 47.8 70.8 73.3 51.5 45.1 65.7 62.6
Old : 52.0 47.8 70.8 73.3 51.5 45.1 65.7 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,812: 36,812 49,492 17,389 877 316 0 897 150 25 2,975 100: 20 5
Old : 54,812: 36,812 49,492 17,389 877 316 0 897 150 25 2,975 100: 20 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,349: 1,439 1,395 10 -129 0 0 3 0 -75 100 -25: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 90.3 31.7 1.6 0.6 0.0 1.6 0.3 0.0 5.4 0.2: 0.0 0.0
Old : 100.0: 67.2 90.3 31.7 1.6 0.6 0.0 1.6 0.3 0.0 5.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . . . 0 . . . 4 .:
Old : 29: 14 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 : 77.3 89.5 96.7 95.9 77.2 87.4 93.7 92.0
Old : 77.3 89.5 96.7 95.9 77.2 87.4 93.7 92.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 49,355: 37,908 48,110 10,587 0 60 0 0 0 650 1,035 150: 0 0
Old : 49,355: 37,908 48,110 10,587 0 60 0 0 0 650 1,035 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 425: 575 0 -150 0 0 0 0 0 75 500 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 97.5 21.5 0.0 0.1 0.0 0.0 0.0 1.3 2.1 0.3: 0.0 0.0
Old : 100.0: 76.8 97.5 21.5 0.0 0.1 0.0 0.0 0.0 1.3 2.1 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.9 97.6 98.0 99.3 80.8 96.5 97.6 98.2
Old : 80.9 97.6 98.0 99.3 80.8 96.5 97.6 98.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 65,454: 47,740 60,325 13,659 0 1,743 345 0 0 1,201 2,521 733: 33 132
Old : 65,454: 47,740 60,325 13,659 0 1,743 345 0 0 1,201 2,521 733: 33 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,273: 718 2,303 1,690 0 -10 -50 0 0 -70 0 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 92.2 20.9 0.0 2.7 0.5 0.0 0.0 1.8 3.9 1.1: 0.1 0.2
Old : 100.0: 72.9 92.2 20.9 0.0 2.7 0.5 0.0 0.0 1.8 3.9 1.1: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 22 4 0 . 4 0 0 . . .:
Old : 35: 20 22 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 : 49.2 84.8 75.5 94.1 47.6 82.4 69.9 85.0
Old : 49.2 84.8 75.5 94.1 47.6 82.4 69.9 85.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,163: 52,458 63,134 11,141 78 428 799 527 50 1,625 2,220 4,632: 30 94
Old : 71,163: 52,458 63,134 11,141 78 428 799 527 50 1,625 2,220 4,632: 30 94
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,887: 821 1,937 1,426 0 -32 -50 -50 50 -5 0 0: -323 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 88.7 15.7 0.1 0.6 1.1 0.7 0.1 2.3 3.1 6.5: 0.0 0.1
Old : 100.0: 73.7 88.7 15.7 0.1 0.6 1.1 0.7 0.1 2.3 3.1 6.5: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 23 . . . 5 . . . . .:
Old : 41: 20 23 . . . 5 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 75.2 71.4 87.2 45.7 68.5 63.9 73.2
Old : 46.8 75.2 71.4 87.2 45.7 68.5 63.9 73.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,944: 15,693 27,097 10,749 0 223 0 540 40 1,000 0 10: 229 34
Old : 27,944: 15,693 27,097 10,749 0 223 0 540 40 1,000 0 10: 229 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 504: 474 504 -29 0 0 0 0 0 25 0 0: 34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 97.0 38.5 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0: 0.8 0.1
Old : 100.0: 56.2 97.0 38.5 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0: 0.8 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 : 65.3 81.0 81.3 96.2 64.6 74.0 78.4 89.0
Old : 65.3 81.0 81.3 96.2 64.6 74.0 78.4 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,636: 28,912 27,053 3,948 3,020 1,200 0 1,045 340 0 1,700 873: 363 405
Old : 35,636: 28,912 27,053 3,948 3,020 1,200 0 1,045 340 0 1,700 873: 363 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 950: 620 866 40 -50 0 0 -250 250 -24 16 14: 50 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 75.9 11.1 8.5 3.4 0.0 2.9 1.0 0.0 4.8 2.4: 1.0 1.1
Old : 100.0: 81.1 75.9 11.1 8.5 3.4 0.0 2.9 1.0 0.0 4.8 2.4: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 17 . . . 0 . . 0 . .:
Old : 31: 13 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 : 68.2 58.5 84.7 75.3 61.6 55.7 76.2 67.8
Old : 68.2 58.5 84.7 75.3 61.6 55.7 76.2 67.8
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,685: 18,421 19,023 2,760 0 120 0 1,685 0 373 1,520 327: 684 10
Old : 22,685: 18,421 19,023 2,760 0 120 0 1,685 0 373 1,520 327: 684 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,135: 1,055 1,155 -30 0 0 0 55 0 -35 -50 35: 110 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 83.9 12.2 0.0 0.5 0.0 7.4 0.0 1.6 6.7 1.4: 3.0 0.0
Old : 100.0: 81.2 83.9 12.2 0.0 0.5 0.0 7.4 0.0 1.6 6.7 1.4: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 . 0 . 0 . 0 . . .:
Old : 24: 12 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 72.0 90.7 87.8 73.4 70.4 84.8 83.0
Old : 73.6 72.0 90.7 87.8 73.4 70.4 84.8 83.0
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,858: 43,852 36,588 7,855 14,323 291 55 2,522 627 2,254 663 844: 80 0
Old : 55,858: 43,852 36,588 7,855 14,323 291 55 2,522 627 2,254 663 844: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 626: 374 414 109 -59 -22 -40 231 0 171 70 16: 18 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 65.5 14.1 25.6 0.5 0.1 4.5 1.1 4.0 1.2 1.5: 0.1 0.0
Old : 100.0: 78.5 65.5 14.1 25.6 0.5 0.1 4.5 1.1 4.0 1.2 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 : 43: 24 22 6 . 4 . . . . . 4:
Old : 43: 24 22 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 : 59.3 63.1 71.6 80.4 44.0 53.1 56.1 63.5
Old : 59.3 63.1 71.6 80.4 44.0 53.1 56.1 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,540: 34,372 20,127 2,927 16,537 638 75 438 510 457 764 453: 108 73
Old : 39,540: 34,372 20,127 2,927 16,537 638 75 438 510 457 764 453: 108 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 232: 175 1,230 130 -285 -70 0 -690 0 -50 0 47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 50.9 7.4 41.8 1.6 0.2 1.1 1.3 1.2 1.9 1.1: 0.3 0.2
Old : 100.0: 86.9 50.9 7.4 41.8 1.6 0.2 1.1 1.3 1.2 1.9 1.1: 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 19 4 . . . . . . . .:
Old : 34: 20 19 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 : 70.1 71.4 83.6 85.8 61.5 66.3 69.5 73.4
Old : 70.1 71.4 83.6 85.8 61.5 66.3 69.5 73.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,968: 9,700 18,416 6,851 0 2,137 395 0 100 1,650 300 0: 135 15
Old : 20,968: 9,700 18,416 6,851 0 2,137 395 0 100 1,650 300 0: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -1,557: -1,532 -1,582 -350 0 25 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 87.8 32.7 0.0 10.2 1.9 0.0 0.5 7.9 1.4 0.0: 0.6 0.1
Old : 100.0: 46.3 87.8 32.7 0.0 10.2 1.9 0.0 0.5 7.9 1.4 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 12 . 0 . . 0 . . . 0:
Old : 25: 15 12 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 81.6 82.6 91.6 52.1 72.1 68.5 76.7
Old : 62.3 81.6 82.6 91.6 52.1 72.1 68.5 76.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,639: 9,934 8,705 181 395 969 0 270 0 100 1,035 265: 190 0
Old : 11,639: 9,934 8,705 181 395 969 0 270 0 100 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 10, 2019 :
: 50: 0 50 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 74.8 1.6 3.4 8.3 0.0 2.3 0.0 0.9 8.9 2.3: 1.6 0.0
Old : 100.0: 85.4 74.8 1.6 3.4 8.3 0.0 2.3 0.0 0.9 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 : 24: 11 11 . . . 0 . 0 . . .:
Old : 24: 11 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 75.8 86.0 91.1 56.2 69.3 72.4 76.2
Old : 66.8 75.8 86.0 91.1 56.2 69.3 72.4 76.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,791: 10,228 8,705 337 395 816 0 250 0 100 1,435 190: 120 0
Old : 11,791: 10,228 8,705 337 395 816 0 250 0 100 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 10, 2019 :
: 50: 0 50 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 73.8 2.9 3.4 6.9 0.0 2.1 0.0 0.8 12.2 1.6: 1.0 0.0
Old : 100.0: 86.7 73.8 2.9 3.4 6.9 0.0 2.1 0.0 0.8 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 : 25: 12 11 . . . 0 . 0 . . .:
Old : 25: 12 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 76.3 85.2 91.4 55.2 71.8 71.7 78.4
Old : 64.5 76.3 85.2 91.4 55.2 71.8 71.7 78.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,945: 9,286 13,685 4,200 1,029 145 0 180 0 1,280 75 825: 209 6
Old : 15,945: 9,286 13,685 4,200 1,029 145 0 180 0 1,280 75 825: 209 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 320: 600 0 0 0 0 0 0 0 -600 0 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 85.8 26.3 6.5 0.9 0.0 1.1 0.0 8.0 0.5 5.2: 1.3 0.0
Old : 100.0: 58.2 85.8 26.3 6.5 0.9 0.0 1.1 0.0 8.0 0.5 5.2: 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 : 29: 15 13 . . . 0 . 0 . . .:
Old : 29: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 68.2 82.2 85.9 58.8 58.3 73.7 70.1
Old : 59.1 68.2 82.2 85.9 58.8 58.3 73.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,639: 8,666 13,555 4,453 1,024 145 0 180 0 1,365 75 655: 355 5
Old : 15,639: 8,666 13,555 4,453 1,024 145 0 180 0 1,365 75 655: 355 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 185: 600 0 0 0 0 0 0 0 -600 0 185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 86.7 28.5 6.5 0.9 0.0 1.2 0.0 8.7 0.5 4.2: 2.3 0.0
Old : 100.0: 55.4 86.7 28.5 6.5 0.9 0.0 1.2 0.0 8.7 0.5 4.2: 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 : 28: 14 13 . . . 0 . 0 . . .:
Old : 28: 14 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 68.7 83.2 85.7 60.5 57.1 74.5 71.0
Old : 61.0 68.7 83.2 85.7 60.5 57.1 74.5 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,727: 27,832 34,257 7,363 200 985 0 130 0 365 970 3,125: 57 60
Old : 39,727: 27,832 34,257 7,363 200 985 0 130 0 365 970 3,125: 57 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 300: 320 200 -20 0 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 86.2 18.5 0.5 2.5 0.0 0.3 0.0 0.9 2.4 7.9: 0.1 0.2
Old : 100.0: 70.1 86.2 18.5 0.5 2.5 0.0 0.3 0.0 0.9 2.4 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 : 65.4 72.5 79.8 91.5 58.4 64.6 69.6 75.9
Old : 65.4 72.5 79.8 91.5 58.4 64.6 69.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,642: 28,177 34,588 6,881 200 894 0 130 0 510 710 3,120: 60 0
Old : 39,642: 28,177 34,588 6,881 200 894 0 130 0 510 710 3,120: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 300: 290 200 10 0 0 0 0 0 -100 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 87.3 17.4 0.5 2.3 0.0 0.3 0.0 1.3 1.8 7.9: 0.2 0.0
Old : 100.0: 71.1 87.3 17.4 0.5 2.3 0.0 0.3 0.0 1.3 1.8 7.9: 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 : 64.3 74.3 78.1 92.1 56.8 65.2 67.7 76.8
Old : 64.3 74.3 78.1 92.1 56.8 65.2 67.7 76.8
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,821: 80,707 77,391 20,991 16,906 3,285 805 767 60 550 8,011 1,366: 57 35
Old : 107,821: 80,707 77,391 20,991 16,906 3,285 805 767 60 550 8,011 1,366: 57 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,101: 1,465 2,954 -152 -940 538 0 0 0 0 -706 250: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 71.8 19.5 15.7 3.0 0.7 0.7 0.1 0.5 7.4 1.3: 0.1 0.0
Old : 100.0: 74.9 71.8 19.5 15.7 3.0 0.7 0.7 0.1 0.5 7.4 1.3: 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 : 35.1 46.8 59.0 70.0 31.6 42.4 55.1 60.1
Old : 35.1 46.8 59.0 70.0 31.6 42.4 55.1 60.1
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,071: 84,909 89,526 23,909 12,634 4,654 690 1,200 0 612 6,742 2,257: 40 58
Old : 117,071: 84,909 89,526 23,909 12,634 4,654 690 1,200 0 612 6,742 2,257: 40 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,969: 1,080 2,116 -120 -819 559 0 350 0 27 -644 405: 18 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 76.5 20.4 10.8 4.0 0.6 1.0 0.0 0.5 5.8 1.9: 0.0 0.0
Old : 100.0: 72.5 76.5 20.4 10.8 4.0 0.6 1.0 0.0 0.5 5.8 1.9: 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 : 63: 35 30 . 5 6 . . 0 4 7 7:
Old : 63: 35 30 . 5 6 . . 0 4 7 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 : 31.9 48.3 52.6 70.0 27.1 41.9 45.5 57.9
Old : 31.9 48.3 52.6 70.0 27.1 41.9 45.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 517,660: 283,946 325,930 47,345 3,177 97,067 12,893 6,941 14,351 11,510 20,030 49,978: 569 186
Old : 517,660: 283,946 325,930 47,345 3,177 97,067 12,893 6,941 14,351 11,510 20,030 49,978: 569 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -2,762: -3,298 -532 804 -173 -1,883 264 398 144 974 -845 209: 24 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 63.0 9.1 0.6 18.8 2.5 1.3 2.8 2.2 3.9 9.7: 0.1 0.0
Old : 100.0: 54.9 63.0 9.1 0.6 18.8 2.5 1.3 2.8 2.2 3.9 9.7: 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 : 89: 37 37 5 . 6 8 8 6 13 11 16:
Old : 89: 37 37 5 . 6 8 8 6 13 11 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.8 64.0 62.1 17.3 17.8 21.8 24.1
Old : 44.9 39.8 64.0 62.1 17.3 17.8 21.8 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,541: 8,458 14,282 2,830 798 436 505 0 0 3,305 25 0: 7 0
Old : 15,541: 8,458 14,282 2,830 798 436 505 0 0 3,305 25 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 50: 50 75 -50 -25 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 91.9 18.2 5.1 2.8 3.2 0.0 0.0 21.3 0.2 0.0: 0.0 0.0
Old : 100.0: 54.4 91.9 18.2 5.1 2.8 3.2 0.0 0.0 21.3 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 : 30: 16 9 . . . . 0 0 . . 0:
Old : 30: 16 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 : 58.7 87.8 77.5 98.8 57.8 85.4 76.6 94.6
Old : 58.7 87.8 77.5 98.8 57.8 85.4 76.6 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,915 14,218 2,825 84 782 150 110 60 3,365 25 0: 182 0
Old : 15,279: 7,915 14,218 2,825 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 10, 2019 :
: 0: 50 0 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 93.1 18.5 0.5 5.1 1.0 0.7 0.4 22.0 0.2 0.0: 1.2 0.0
Old : 100.0: 51.8 93.1 18.5 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 : 28: 16 8 . . . . . . . . 0:
Old : 28: 16 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 : 60.4 90.3 79.7 98.6 59.0 88.1 76.4 92.1
Old : 60.4 90.3 79.7 98.6 59.0 88.1 76.4 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,385: 46,898 48,480 14,456 10,706 0 0 1,478 335 0 700 0: 9,696 9,686
Old : 71,385: 46,898 48,480 14,456 10,706 0 0 1,478 335 0 700 0: 9,696 9,686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 740: 185 425 240 0 0 0 0 0 0 0 0: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 67.9 20.3 15.0 0.0 0.0 2.1 0.5 0.0 1.0 0.0: 13.6 13.6
Old : 100.0: 65.7 67.9 20.3 15.0 0.0 0.0 2.1 0.5 0.0 1.0 0.0: 13.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 20 . . 0 0 . . 0 . 0:
Old : 29: 15 20 . . 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 : 72.6 52.2 82.0 73.0 66.9 52.0 73.0 66.7
Old : 72.6 52.2 82.0 73.0 66.9 52.0 73.0 66.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,940: 38,704 37,714 11,396 10,466 0 0 1,665 350 0 250 0: 8,490 8,495
Old : 58,940: 38,704 37,714 11,396 10,466 0 0 1,665 350 0 250 0: 8,490 8,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 290: -90 90 240 0 0 0 60 0 0 0 0: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 64.0 19.3 17.8 0.0 0.0 2.8 0.6 0.0 0.4 0.0: 14.4 14.4
Old : 100.0: 65.7 64.0 19.3 17.8 0.0 0.0 2.8 0.6 0.0 0.4 0.0: 14.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 17 . . 0 0 . . 0 . 0:
Old : 24: 15 17 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 55.7 80.8 73.8 69.9 55.4 74.0 69.9
Old : 72.8 55.7 80.8 73.8 69.9 55.4 74.0 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,175: 7,849 18,895 13,321 2,505 1,044 150 1,880 0 2,110 0 25: 2,676 2,826
Old : 27,175: 7,849 18,895 13,321 2,505 1,044 150 1,880 0 2,110 0 25: 2,676 2,826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 615: -15 360 560 185 -300 0 0 0 0 0 0: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 69.5 49.0 9.2 3.8 0.6 6.9 0.0 7.8 0.0 0.1: 9.8 10.4
Old : 100.0: 28.9 69.5 49.0 9.2 3.8 0.6 6.9 0.0 7.8 0.0 0.1: 9.8 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 : 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 : 74.9 50.3 84.9 75.3 65.6 47.8 72.9 68.8
Old : 74.9 50.3 84.9 75.3 65.6 47.8 72.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,505: 6,555 17,320 11,145 790 1,570 150 1,600 80 2,005 0 0: 2,000 2,145
Old : 23,505: 6,555 17,320 11,145 790 1,570 150 1,600 80 2,005 0 0: 2,000 2,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 485: 285 360 260 185 -300 0 0 0 0 0 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 73.7 47.4 3.4 6.7 0.6 6.8 0.3 8.5 0.0 0.0: 8.5 9.1
Old : 100.0: 27.9 73.7 47.4 3.4 6.7 0.6 6.8 0.3 8.5 0.0 0.0: 8.5 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 : 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 : 76.2 47.8 88.5 73.1 62.9 43.5 66.8 62.6
Old : 76.2 47.8 88.5 73.1 62.9 43.5 66.8 62.6
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,243: 22,749 18,943 5,990 19,706 498 10,575 160 4,990 0 685 350: 3,091 2,911
Old : 48,243: 22,749 18,943 5,990 19,706 498 10,575 160 4,990 0 685 350: 3,091 2,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,051: 1,066 16 -275 600 0 -15 160 30 0 0 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 39.3 12.4 40.8 1.0 21.9 0.3 10.3 0.0 1.4 0.7: 6.4 6.0
Old : 100.0: 47.2 39.3 12.4 40.8 1.0 21.9 0.3 10.3 0.0 1.4 0.7: 6.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 17 . . . . . . 0 . .:
Old : 25: 17 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 68.7 76.7 81.2 43.6 50.7 53.1 55.7
Old : 60.8 68.7 76.7 81.2 43.6 50.7 53.1 55.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,506: 10,379 10,254 6,135 9,410 0 3,260 20 3,550 0 510 300: 2,882 2,462
Old : 26,506: 10,379 10,254 6,135 9,410 0 3,260 20 3,550 0 510 300: 2,882 2,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 340: 825 265 -275 0 0 -315 20 -330 0 0 0: 435 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 38.7 23.1 35.5 0.0 12.3 0.1 13.4 0.0 1.9 1.1: 10.9 9.3
Old : 100.0: 39.2 38.7 23.1 35.5 0.0 12.3 0.1 13.4 0.0 1.9 1.1: 10.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 18 . . 0 . . . 0 . .:
Old : 23: 15 18 . . 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 : 63.0 71.1 78.1 81.5 50.7 56.3 56.8 59.9
Old : 63.0 71.1 78.1 81.5 50.7 56.3 56.8 59.9
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,370: 18,210 9,475 4,045 885 420 310 12,350 1,895 0 0 0: 1,490 1,345
Old : 26,370: 18,210 9,475 4,045 885 420 310 12,350 1,895 0 0 0: 1,490 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 380: 585 320 -60 0 60 0 200 -200 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 35.9 15.3 3.4 1.6 1.2 46.8 7.2 0.0 0.0 0.0: 5.7 5.1
Old : 100.0: 69.1 35.9 15.3 3.4 1.6 1.2 46.8 7.2 0.0 0.0 0.0: 5.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 14 . . . . . . 0 0 0:
Old : 23: 16 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 : 59.7 79.3 82.2 89.7 44.0 55.4 54.7 58.2
Old : 59.7 79.3 82.2 89.7 44.0 55.4 54.7 58.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,713: 46,830 34,178 10,628 34,755 3,140 11,880 2,315 450 2,590 225 1,380: 18,815 19,270
Old : 95,713: 46,830 34,178 10,628 34,755 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 10, 2019 :
: 710: 250 -190 460 900 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 35.7 11.1 36.3 3.3 12.4 2.4 0.5 2.7 0.2 1.4: 19.7 20.1
Old : 100.0: 48.9 35.7 11.1 36.3 3.3 12.4 2.4 0.5 2.7 0.2 1.4: 19.7 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 : 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 : 53.0 48.7 69.5 62.0 48.0 47.0 59.3 57.0
Old : 53.0 48.7 69.5 62.0 48.0 47.0 59.3 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,616: 44,848 32,608 11,475 33,405 3,140 13,280 2,180 490 0 890 1,490: 17,893 18,413
Old : 92,616: 44,848 32,608 11,475 33,405 3,140 13,280 2,180 490 0 890 1,490: 17,893 18,413
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 925: 485 -375 465 1,300 0 0 25 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 35.2 12.4 36.1 3.4 14.3 2.4 0.5 0.0 1.0 1.6: 19.3 19.9
Old : 100.0: 48.4 35.2 12.4 36.1 3.4 14.3 2.4 0.5 0.0 1.0 1.6: 19.3 19.9
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: 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 47.0 68.7 61.4 49.5 45.8 58.4 54.8
Old : 54.5 47.0 68.7 61.4 49.5 45.8 58.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,705: 12,695 6,985 2,710 2,185 1,904 2,280 8,160 450 1,080 2,720 495: 4,091 2,806
Old : 25,705: 12,695 6,985 2,710 2,185 1,904 2,280 8,160 450 1,080 2,720 495: 4,091 2,806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 440: 75 0 25 415 0 0 50 -50 0 -125 150: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 27.2 10.5 8.5 7.4 8.9 31.7 1.8 4.2 10.6 1.9: 15.9 10.9
Old : 100.0: 49.4 27.2 10.5 8.5 7.4 8.9 31.7 1.8 4.2 10.6 1.9: 15.9 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 : 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 : 37.6 61.4 59.1 80.1 35.9 53.0 53.9 64.8
Old : 37.6 61.4 59.1 80.1 35.9 53.0 53.9 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,865: 11,775 7,160 2,590 2,535 1,446 2,280 11,010 450 2,260 175 1,325: 4,739 2,764
Old : 26,865: 11,775 7,160 2,590 2,535 1,446 2,280 11,010 450 2,260 175 1,325: 4,739 2,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 415: 75 0 25 415 0 0 50 -50 125 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 26.7 9.6 9.4 5.4 8.5 41.0 1.7 8.4 0.7 4.9: 17.6 10.3
Old : 100.0: 43.8 26.7 9.6 9.4 5.4 8.5 41.0 1.7 8.4 0.7 4.9: 17.6 10.3
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 : 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 : 38.2 63.5 60.5 80.5 34.5 57.2 53.1 65.7
Old : 38.2 63.5 60.5 80.5 34.5 57.2 53.1 65.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,293: 12,848 8,690 1,607 8,375 144 9,015 155 350 0 6,555 25: 3,304 2,999
Old : 27,293: 12,848 8,690 1,607 8,375 144 9,015 155 350 0 6,555 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 10, 2019 :
: -100: -100 0 0 -50 0 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 31.8 5.9 30.7 0.5 33.0 0.6 1.3 0.0 24.0 0.1: 12.1 11.0
Old : 100.0: 47.1 31.8 5.9 30.7 0.5 33.0 0.6 1.3 0.0 24.0 0.1: 12.1 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.0 75.8 83.5 85.9 63.7 71.2 78.2 80.7
Old : 65.0 75.8 83.5 85.9 63.7 71.2 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,557: 12,458 8,495 1,902 8,025 36 9,015 125 350 0 6,970 15: 2,781 2,541
Old : 26,557: 12,458 8,495 1,902 8,025 36 9,015 125 350 0 6,970 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 10, 2019 :
: -100: -100 0 0 -200 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 32.0 7.2 30.2 0.1 33.9 0.5 1.3 0.0 26.2 0.1: 10.5 9.6
Old : 100.0: 46.9 32.0 7.2 30.2 0.1 33.9 0.5 1.3 0.0 26.2 0.1: 10.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 66.4 77.9 84.2 88.7 64.9 73.4 80.7 83.3
Old : 66.4 77.9 84.2 88.7 64.9 73.4 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,069: 18,349 41,556 7,147 9,415 260 15,860 0 0 9,740 0 0: 3,713 3,838
Old : 55,069: 18,349 41,556 7,147 9,415 260 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 10, 2019 :
: 230: 100 80 130 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 75.5 13.0 17.1 0.5 28.8 0.0 0.0 17.7 0.0 0.0: 6.7 7.0
Old : 100.0: 33.3 75.5 13.0 17.1 0.5 28.8 0.0 0.0 17.7 0.0 0.0: 6.7 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 : 25: 12 13 . . . . 0 0 . 0 0:
Old : 25: 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 82.7 84.5 90.2 60.2 77.5 79.7 82.8
Old : 61.2 82.7 84.5 90.2 60.2 77.5 79.7 82.8
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,385: 22,270 49,690 1,050 4,190 1,850 7,500 0 1,155 22,955 75 110: 3,495 3,315
Old : 60,385: 22,270 49,690 1,050 4,190 1,850 7,500 0 1,155 22,955 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 10, 2019 :
: -150: 0 -300 -100 0 100 -50 0 50 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 82.3 1.7 6.9 3.1 12.4 0.0 1.9 38.0 0.1 0.2: 5.8 5.5
Old : 100.0: 36.9 82.3 1.7 6.9 3.1 12.4 0.0 1.9 38.0 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 : 57.9 76.5 78.9 89.8 55.9 75.9 74.9 85.9
Old : 57.9 76.5 78.9 89.8 55.9 75.9 74.9 85.9
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,500: 22,415 48,275 245 4,190 2,570 7,200 0 1,355 22,450 25 110: 3,155 2,975
Old : 59,500: 22,415 48,275 245 4,190 2,570 7,200 0 1,355 22,450 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 10, 2019 :
: -150: 0 -300 -100 0 100 -50 0 50 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 81.1 0.4 7.0 4.3 12.1 0.0 2.3 37.7 0.0 0.2: 5.3 5.0
Old : 100.0: 37.7 81.1 0.4 7.0 4.3 12.1 0.0 2.3 37.7 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 : 57.5 75.4 78.8 90.2 55.2 74.6 74.7 84.6
Old : 57.5 75.4 78.8 90.2 55.2 74.6 74.7 84.6
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,320: 12,490 8,395 2,520 0 2,670 0 5,590 25 0 1,205 585: 2,030 1,850
Old : 20,320: 12,490 8,395 2,520 0 2,670 0 5,590 25 0 1,205 585: 2,030 1,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,635: 1,130 -225 1,395 0 -975 -75 925 25 -775 975 -20: 930 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 41.3 12.4 0.0 13.1 0.0 27.5 0.1 0.0 5.9 2.9: 10.0 9.1
Old : 100.0: 61.5 41.3 12.4 0.0 13.1 0.0 27.5 0.1 0.0 5.9 2.9: 10.0 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 : 23: 13 9 . 0 . 0 4 . 0 . .:
Old : 23: 13 9 . 0 . 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 : 56.9 56.3 78.0 83.4 47.8 56.2 65.1 70.3
Old : 56.9 56.3 78.0 83.4 47.8 56.2 65.1 70.3
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,150: 10,415 8,285 2,245 0 2,420 0 5,590 25 45 305 880: 3,120 1,645
Old : 19,150: 10,415 8,285 2,245 0 2,420 0 5,590 25 45 305 880: 3,120 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,220: 625 -250 1,155 0 -855 -75 925 25 -1,510 0 635: 1,220 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 43.3 11.7 0.0 12.6 0.0 29.2 0.1 0.2 1.6 4.6: 16.3 8.6
Old : 100.0: 54.4 43.3 11.7 0.0 12.6 0.0 29.2 0.1 0.2 1.6 4.6: 16.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . 0 . 0 4 . . . .:
Old : 21: 11 8 . 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 : 57.7 59.7 77.2 83.6 48.4 59.6 61.5 70.5
Old : 57.7 59.7 77.2 83.6 48.4 59.6 61.5 70.5
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,660: 37,970 36,260 220 1,230 3,295 2,070 20,060 740 18,375 1,175 1,220: 4,770 4,680
Old : 68,660: 37,970 36,260 220 1,230 3,295 2,070 20,060 740 18,375 1,175 1,220: 4,770 4,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,025: 450 1,140 0 -90 100 0 0 0 600 0 -175: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 52.8 0.3 1.8 4.8 3.0 29.2 1.1 26.8 1.7 1.8: 6.9 6.8
Old : 100.0: 55.3 52.8 0.3 1.8 4.8 3.0 29.2 1.1 26.8 1.7 1.8: 6.9 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: 12 15 . . . . . . . . .:
Old : 31: 12 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 : 61.0 64.8 75.6 82.2 59.6 62.9 73.6 78.4
Old : 61.0 64.8 75.6 82.2 59.6 62.9 73.6 78.4
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,450: 36,805 33,940 485 0 3,655 2,110 19,985 785 15,685 1,250 1,335: 4,590 4,500
Old : 65,450: 36,805 33,940 485 0 3,655 2,110 19,985 785 15,685 1,250 1,335: 4,590 4,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 950: 600 1,140 -10 0 60 0 0 0 550 0 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 51.9 0.7 0.0 5.6 3.2 30.5 1.2 24.0 1.9 2.0: 7.0 6.9
Old : 100.0: 56.2 51.9 0.7 0.0 5.6 3.2 30.5 1.2 24.0 1.9 2.0: 7.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 16 . 0 . . . . . . .:
Old : 31: 13 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 : 60.0 66.7 73.9 81.5 58.3 64.6 70.9 78.2
Old : 60.0 66.7 73.9 81.5 58.3 64.6 70.9 78.2
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,979: 34,877 19,560 1,800 14,472 1,540 11,835 580 2,415 75 14,330 0: 2,437 2,082
Old : 54,979: 34,877 19,560 1,800 14,472 1,540 11,835 580 2,415 75 14,330 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 10, 2019 :
: 625: 945 350 -420 -30 0 100 100 0 0 205 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 35.6 3.3 26.3 2.8 21.5 1.1 4.4 0.1 26.1 0.0: 4.4 3.8
Old : 100.0: 63.4 35.6 3.3 26.3 2.8 21.5 1.1 4.4 0.1 26.1 0.0: 4.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 12 . . . . . . . . 0:
Old : 34: 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 : 48.8 73.6 75.0 89.9 44.4 68.5 68.9 80.4
Old : 48.8 73.6 75.0 89.9 44.4 68.5 68.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,424: 31,445 17,250 845 11,210 2,260 7,760 575 2,490 75 11,220 340: 1,209 1,079
Old : 46,424: 31,445 17,250 845 11,210 2,260 7,760 575 2,490 75 11,220 340: 1,209 1,079
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 680: 1,050 50 -420 -50 0 100 100 0 0 630 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 37.2 1.8 24.1 4.9 16.7 1.2 5.4 0.2 24.2 0.7: 2.6 2.3
Old : 100.0: 67.7 37.2 1.8 24.1 4.9 16.7 1.2 5.4 0.2 24.2 0.7: 2.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 14 . . . . . . . . .:
Old : 34: 21 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 69.2 74.8 89.3 48.0 62.2 67.8 77.6
Old : 53.2 69.2 74.8 89.3 48.0 62.2 67.8 77.6
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,710: 91,302 93,076 18,425 305 8,631 9,074 10,265 4,975 1,380 16,535 1,610: 28,313 28,313
Old : 163,710: 91,302 93,076 18,425 305 8,631 9,074 10,265 4,975 1,380 16,535 1,610: 28,313 28,313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,120: -975 1,290 -165 0 -435 1,085 -15 115 150 -1,180 150: 1,195 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 56.9 11.3 0.2 5.3 5.5 6.3 3.0 0.8 10.1 1.0: 17.3 17.3
Old : 100.0: 55.8 56.9 11.3 0.2 5.3 5.5 6.3 3.0 0.8 10.1 1.0: 17.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 29 . . . . . . . 5 .:
Old : 44: 24 29 . . . . . . . 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 : 55.0 35.9 70.1 51.5 49.5 32.2 58.2 44.6
Old : 55.0 35.9 70.1 51.5 49.5 32.2 58.2 44.6
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 144,099: 78,849 81,711 16,893 0 6,925 11,269 6,105 5,290 1,500 20,695 1,920: 21,453 21,453
Old : 144,099: 78,849 81,711 16,893 0 6,925 11,269 6,105 5,290 1,500 20,695 1,920: 21,453 21,453
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 995: -1,515 1,155 -145 0 -375 1,025 -75 175 150 -1,565 285: 1,395 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 56.7 11.7 0.0 4.8 7.8 4.2 3.7 1.0 14.4 1.3: 14.9 14.9
Old : 100.0: 54.7 56.7 11.7 0.0 4.8 7.8 4.2 3.7 1.0 14.4 1.3: 14.9 14.9
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 : 42: 21 28 . 0 . . . . . 4 .:
Old : 42: 21 28 . 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 : 56.9 40.0 71.1 54.7 50.1 37.6 59.2 50.8
Old : 56.9 40.0 71.1 54.7 50.1 37.6 59.2 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,400: 28,105 28,820 18,560 7,770 3,000 0 1,190 2,980 0 9,040 0: 5,755 5,600
Old : 58,400: 28,105 28,820 18,560 7,770 3,000 0 1,190 2,980 0 9,040 0: 5,755 5,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 310: 185 -250 0 380 -125 0 55 -75 0 0 0: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 49.3 31.8 13.3 5.1 0.0 2.0 5.1 0.0 15.5 0.0: 9.9 9.6
Old : 100.0: 48.1 49.3 31.8 13.3 5.1 0.0 2.0 5.1 0.0 15.5 0.0: 9.9 9.6
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 : 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 48.2 78.6 69.1 57.4 44.8 64.9 57.7
Old : 60.9 48.2 78.6 69.1 57.4 44.8 64.9 57.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,395: 21,635 23,570 15,776 4,946 2,959 0 585 3,480 0 8,330 0: 5,545 5,525
Old : 49,395: 21,635 23,570 15,776 4,946 2,959 0 585 3,480 0 8,330 0: 5,545 5,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -95: -535 -155 400 80 -80 0 -50 0 0 0 0: 120 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 47.7 31.9 10.0 6.0 0.0 1.2 7.0 0.0 16.9 0.0: 11.2 11.2
Old : 100.0: 43.8 47.7 31.9 10.0 6.0 0.0 1.2 7.0 0.0 16.9 0.0: 11.2 11.2
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: 13 15 . . . 0 . . 0 . 0:
Old : 24: 13 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 : 57.8 48.9 74.8 72.3 55.0 44.2 66.2 58.5
Old : 57.8 48.9 74.8 72.3 55.0 44.2 66.2 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,475: 15,285 20,760 0 14,475 2,175 17,720 0 450 2,320 0 680: 3,845 3,935
Old : 42,475: 15,285 20,760 0 14,475 2,175 17,720 0 450 2,320 0 680: 3,845 3,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 3,970: -25 3,100 0 280 130 3,525 0 50 0 0 0: 290 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 48.9 0.0 34.1 5.1 41.7 0.0 1.1 5.5 0.0 1.6: 9.1 9.3
Old : 100.0: 36.0 48.9 0.0 34.1 5.1 41.7 0.0 1.1 5.5 0.0 1.6: 9.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.0 71.5 75.4 81.8 57.3 61.8 67.9 70.2
Old : 60.0 71.5 75.4 81.8 57.3 61.8 67.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,630: 12,405 30,850 0 12,890 2,180 29,195 0 915 2,320 0 680: 1,935 2,115
Old : 49,630: 12,405 30,850 0 12,890 2,180 29,195 0 915 2,320 0 680: 1,935 2,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 3,445: 235 2,830 0 600 -375 3,315 0 150 0 0 0: 120 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 62.2 0.0 26.0 4.4 58.8 0.0 1.8 4.7 0.0 1.4: 3.9 4.3
Old : 100.0: 25.0 62.2 0.0 26.0 4.4 58.8 0.0 1.8 4.7 0.0 1.4: 3.9 4.3
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: 10 14 0 . . . 0 . . 0 .:
Old : 22: 10 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 : 77.3 77.3 91.0 89.6 72.3 68.0 78.8 78.9
Old : 77.3 77.3 91.0 89.6 72.3 68.0 78.8 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 122,365: 78,998 66,228 2,430 9,645 10,475 2,480 15,735 1,935 7,760 0 0: 18,287 18,347
Old : 122,365: 78,998 66,228 2,430 9,645 10,475 2,480 15,735 1,935 7,760 0 0: 18,287 18,347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,490: 1,775 2,030 285 -2,875 755 325 3,170 -720 0 0 0: 70 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 54.1 2.0 7.9 8.6 2.0 12.9 1.6 6.3 0.0 0.0: 14.9 15.0
Old : 100.0: 64.6 54.1 2.0 7.9 8.6 2.0 12.9 1.6 6.3 0.0 0.0: 14.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 37.3 39.2 55.8 60.1 31.4 30.3 39.1 41.0
Old : 37.3 39.2 55.8 60.1 31.4 30.3 39.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,774: 60,320 40,654 1,545 17,281 8,669 0 11,275 6,080 7,230 0 0: 13,930 13,815
Old : 97,774: 60,320 40,654 1,545 17,281 8,669 0 11,275 6,080 7,230 0 0: 13,930 13,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 190: 1,335 160 -25 -2,300 -35 0 3,390 -1,180 0 0 0: 95 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 41.6 1.6 17.7 8.9 0.0 11.5 6.2 7.4 0.0 0.0: 14.2 14.1
Old : 100.0: 61.7 41.6 1.6 17.7 8.9 0.0 11.5 6.2 7.4 0.0 0.0: 14.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 25 . . . 0 4 . . 0 0:
Old : 34: 24 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 : 45.2 46.0 63.3 65.8 36.2 36.3 44.8 47.3
Old : 45.2 46.0 63.3 65.8 36.2 36.3 44.8 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, December 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 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 17, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,180: 21,605 14,625 0 10,745 1,680 3,260 460 170 960 0 475: 2,030 2,025
Old : 30,180: 21,605 14,625 0 10,745 1,680 3,260 460 170 960 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 10, 2019 :
: 25: 0 0 0 25 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 48.5 0.0 35.6 5.6 10.8 1.5 0.6 3.2 0.0 1.6: 6.7 6.7
Old : 100.0: 71.6 48.5 0.0 35.6 5.6 10.8 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 : 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 : 64.2 74.3 81.7 87.4 63.7 68.8 74.4 76.8
Old : 64.2 74.3 81.7 87.4 63.7 68.8 74.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019