COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,934: 14,690 11,176 1,652 726 559 739 1,673 293 655 3,798 1,593: 753 1,116
Old : 20,934: 14,690 11,176 1,652 726 559 739 1,673 293 655 3,798 1,593: 753 1,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -127: -389 -199 90 -150 -17 0 15 0 75 103 18: 96 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 53.4 7.9 3.5 2.7 3.5 8.0 1.4 3.1 18.1 7.6: 3.6 5.3
Old : 100.0: 70.2 53.4 7.9 3.5 2.7 3.5 8.0 1.4 3.1 18.1 7.6: 3.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 14 15 . . 5 . 4 . 4 5 8:
Old : 35: 14 15 . . 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 : 52.4 45.3 70.4 69.4 32.2 35.8 43.6 43.6
Old : 52.4 45.3 70.4 69.4 32.2 35.8 43.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,716: 16,800 15,148 196 2,921 4,449 703 818 558 2,881 1,913 3,524: 605 385
Old : 29,716: 16,800 15,148 196 2,921 4,449 703 818 558 2,881 1,913 3,524: 605 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,092: 1,812 934 -26 245 -94 163 158 -1 -144 195 368: 14 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 51.0 0.7 9.8 15.0 2.4 2.8 1.9 9.7 6.4 11.9: 2.0 1.3
Old : 100.0: 56.5 51.0 0.7 9.8 15.0 2.4 2.8 1.9 9.7 6.4 11.9: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 24 . . . . . 4 7 6 12:
Old : 45: 23 24 . . . . . 4 7 6 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 46.4 63.9 66.8 20.2 25.5 28.4 30.8
Old : 43.2 46.4 63.9 66.8 20.2 25.5 28.4 30.8
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,948: 24,726 38,852 6,649 0 1,848 300 348 250 7,525 150 500: 150 0
Old : 41,948: 24,726 38,852 6,649 0 1,848 300 348 250 7,525 150 500: 150 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,476: 1,178 1,017 149 0 84 0 -15 15 -275 50 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 92.6 15.9 0.0 4.4 0.7 0.8 0.6 17.9 0.4 1.2: 0.4 0.0
Old : 100.0: 58.9 92.6 15.9 0.0 4.4 0.7 0.8 0.6 17.9 0.4 1.2: 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 : 39: 25 23 . 0 . . . . . . 5:
Old : 39: 25 23 . 0 . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 55.8 77.7 82.0 46.6 48.9 61.2 67.6
Old : 50.5 55.8 77.7 82.0 46.6 48.9 61.2 67.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,276: 22,887 29,126 750 517 2,183 809 0 25 5,425 228 197: 0 0
Old : 32,276: 22,887 29,126 750 517 2,183 809 0 25 5,425 228 197: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 351: 15 176 -120 125 75 156 0 0 225 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 90.2 2.3 1.6 6.8 2.5 0.0 0.1 16.8 0.7 0.6: 0.0 0.0
Old : 100.0: 70.9 90.2 2.3 1.6 6.8 2.5 0.0 0.1 16.8 0.7 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 : 54.3 71.9 79.0 89.8 53.9 66.9 72.0 80.0
Old : 54.3 71.9 79.0 89.8 53.9 66.9 72.0 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 135,795: 111,845 91,118 2,002 19,218 6,598 1,936 1,455 1,371 2,432 6,290 9,278: 333 467
Old : 135,795: 111,845 91,118 2,002 19,218 6,598 1,936 1,455 1,371 2,432 6,290 9,278: 333 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -178: 806 -192 40 -228 -188 -640 80 127 -294 125 47: -76 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 67.1 1.5 14.2 4.9 1.4 1.1 1.0 1.8 4.6 6.8: 0.2 0.3
Old : 100.0: 82.4 67.1 1.5 14.2 4.9 1.4 1.1 1.0 1.8 4.6 6.8: 0.2 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 : 58: 29 31 . . 4 . 6 . 8 5 6:
Old : 58: 29 31 . . 4 . 6 . 8 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 40.3 69.7 60.7 42.3 28.6 46.2 38.6
Old : 54.1 40.3 69.7 60.7 42.3 28.6 46.2 38.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,716: 58,389 58,232 6,087 7,307 4,102 150 82 2,301 1,125 50 562: 0 80
Old : 72,716: 58,389 58,232 6,087 7,307 4,102 150 82 2,301 1,125 50 562: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 194: 520 600 0 -176 -76 -6 -363 50 -343 50 50: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 80.1 8.4 10.0 5.6 0.2 0.1 3.2 1.5 0.1 0.8: 0.0 0.1
Old : 100.0: 80.3 80.1 8.4 10.0 5.6 0.2 0.1 3.2 1.5 0.1 0.8: 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 : 37: 19 22 . . . . . . 5 . .:
Old : 37: 19 22 . . . . . . 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 : 62.1 74.7 82.1 88.7 61.6 65.5 69.7 71.0
Old : 62.1 74.7 82.1 88.7 61.6 65.5 69.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,962: 30,990 24,272 1,492 8,610 730 0 0 0 475 75 275: 0 0
Old : 33,962: 30,990 24,272 1,492 8,610 730 0 0 0 475 75 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 100: 50 275 25 -175 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 71.5 4.4 25.4 2.1 0.0 0.0 0.0 1.4 0.2 0.8: 0.0 0.0
Old : 100.0: 91.2 71.5 4.4 25.4 2.1 0.0 0.0 0.0 1.4 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 : 85.8 85.2 95.3 94.3 75.3 73.5 79.7 79.7
Old : 85.8 85.2 95.3 94.3 75.3 73.5 79.7 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,280: 30,881 29,585 771 18,650 6,797 724 75 338 15,549 51 5,775: 445 9
Old : 61,280: 30,881 29,585 771 18,650 6,797 724 75 338 15,549 51 5,775: 445 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -2,499: -2,282 -2,620 70 494 -454 -150 0 50 129 13 18: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 48.3 1.3 30.4 11.1 1.2 0.1 0.6 25.4 0.1 9.4: 0.7 0.0
Old : 100.0: 50.4 48.3 1.3 30.4 11.1 1.2 0.1 0.6 25.4 0.1 9.4: 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 : 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 : 50.2 55.2 74.3 73.4 44.0 42.1 51.2 53.0
Old : 50.2 55.2 74.3 73.4 44.0 42.1 51.2 53.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,847: 44,858 33,356 0 35,617 6,670 1,642 765 661 23,890 833 4,762: 364 183
Old : 82,847: 44,858 33,356 0 35,617 6,670 1,642 765 661 23,890 833 4,762: 364 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -150: -567 -388 0 -220 363 -10 65 10 -79 -153 153: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 40.3 0.0 43.0 8.1 2.0 0.9 0.8 28.8 1.0 5.7: 0.4 0.2
Old : 100.0: 54.1 40.3 0.0 43.0 8.1 2.0 0.9 0.8 28.8 1.0 5.7: 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 : 46: 22 23 0 4 4 . 6 . 4 . 5:
Old : 46: 22 23 0 4 4 . 6 . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 61.7 72.3 78.1 51.7 54.6 59.8 60.3
Old : 53.5 61.7 72.3 78.1 51.7 54.6 59.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,608: 59,987 56,391 11,014 17,131 2,338 1,200 0 0 1,848 1,372 1,294: 927 82
Old : 78,608: 59,987 56,391 11,014 17,131 2,338 1,200 0 0 1,848 1,372 1,294: 927 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 3,550: 3,350 3,550 300 100 -100 0 0 0 0 -4 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 71.7 14.0 21.8 3.0 1.5 0.0 0.0 2.4 1.7 1.6: 1.2 0.1
Old : 100.0: 76.3 71.7 14.0 21.8 3.0 1.5 0.0 0.0 2.4 1.7 1.6: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 4 . 4 . 0 0 . . .:
Old : 40: 22 22 4 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 70.6 70.6 83.2 43.5 70.1 68.0 78.5
Old : 45.0 70.6 70.6 83.2 43.5 70.1 68.0 78.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,987: 72,169 62,742 20,393 32,837 1,212 1,150 0 0 2,452 1,293 1,891: 720 12
Old : 99,987: 72,169 62,742 20,393 32,837 1,212 1,150 0 0 2,452 1,293 1,891: 720 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 3,365: 3,224 2,215 64 1,210 0 0 0 0 77 -60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 62.8 20.4 32.8 1.2 1.2 0.0 0.0 2.5 1.3 1.9: 0.7 0.0
Old : 100.0: 72.2 62.8 20.4 32.8 1.2 1.2 0.0 0.0 2.5 1.3 1.9: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 24 5 . 5 . 0 0 4 . .:
Old : 43: 23 24 5 . 5 . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 69.3 67.4 84.8 43.7 68.9 66.4 81.5
Old : 44.1 69.3 67.4 84.8 43.7 68.9 66.4 81.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,444: 28,568 36,219 7,804 0 2,480 0 0 0 450 420 0: 142 325
Old : 39,444: 28,568 36,219 7,804 0 2,480 0 0 0 450 420 0: 142 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,630: 510 1,370 920 0 200 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 91.8 19.8 0.0 6.3 0.0 0.0 0.0 1.1 1.1 0.0: 0.4 0.8
Old : 100.0: 72.4 91.8 19.8 0.0 6.3 0.0 0.0 0.0 1.1 1.1 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 . 0 . 0 0 0 . . 0:
Old : 28: 17 18 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 84.7 86.9 94.4 60.6 84.1 76.3 86.5
Old : 68.4 84.7 86.9 94.4 60.6 84.1 76.3 86.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,132: 22,991 18,859 0 3,853 1,450 0 600 0 355 205 65: 271 100
Old : 25,132: 22,991 18,859 0 3,853 1,450 0 600 0 355 205 65: 271 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -351: -369 -289 0 -125 18 0 0 0 0 55 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 75.0 0.0 15.3 5.8 0.0 2.4 0.0 1.4 0.8 0.3: 1.1 0.4
Old : 100.0: 91.5 75.0 0.0 15.3 5.8 0.0 2.4 0.0 1.4 0.8 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 : 28: 17 17 0 . . 0 . 0 . . .:
Old : 28: 17 17 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 : 59.5 65.6 78.8 85.9 49.5 57.8 62.8 66.1
Old : 59.5 65.6 78.8 85.9 49.5 57.8 62.8 66.1
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,130: 11,025 17,530 6,390 0 0 0 600 0 625 0 0: 90 0
Old : 18,130: 11,025 17,530 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 17, 2019 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 96.7 35.2 0.0 0.0 0.0 3.3 0.0 3.4 0.0 0.0: 0.5 0.0
Old : 100.0: 60.8 96.7 35.2 0.0 0.0 0.0 3.3 0.0 3.4 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 : 57.4 87.9 81.3 100.0 57.4 81.1 77.5 84.3
Old : 57.4 87.9 81.3 100.0 57.4 81.1 77.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,180: 52,855 62,312 320 10,509 9,318 9,854 75 336 10,231 554 1,960: 304 115
Old : 85,180: 52,855 62,312 320 10,509 9,318 9,854 75 336 10,231 554 1,960: 304 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 510: 660 659 0 -83 -2 -102 36 0 49 10 -91: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 73.2 0.4 12.3 10.9 11.6 0.1 0.4 12.0 0.7 2.3: 0.4 0.1
Old : 100.0: 62.1 73.2 0.4 12.3 10.9 11.6 0.1 0.4 12.0 0.7 2.3: 0.4 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 : 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 : 35.0 48.9 54.3 69.7 15.1 19.5 23.2 28.9
Old : 35.0 48.9 54.3 69.7 15.1 19.5 23.2 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,340: 24,157 27,039 0 5,723 2,281 1,300 0 0 7,721 355 600: 281 342
Old : 36,340: 24,157 27,039 0 5,723 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 17, 2019 :
: 260: 260 176 0 84 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 74.4 0.0 15.7 6.3 3.6 0.0 0.0 21.2 1.0 1.7: 0.8 0.9
Old : 100.0: 66.5 74.4 0.0 15.7 6.3 3.6 0.0 0.0 21.2 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 : 52.7 53.0 78.0 76.2 41.4 41.8 57.3 56.3
Old : 52.7 53.0 78.0 76.2 41.4 41.8 57.3 56.3
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,030: 35,002 41,725 6,635 0 2,620 0 0 0 600 395 25: 148 265
Old : 45,030: 35,002 41,725 6,635 0 2,620 0 0 0 600 395 25: 148 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,825: 660 1,720 1,020 0 45 0 0 0 100 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 92.7 14.7 0.0 5.8 0.0 0.0 0.0 1.3 0.9 0.1: 0.3 0.6
Old : 100.0: 77.7 92.7 14.7 0.0 5.8 0.0 0.0 0.0 1.3 0.9 0.1: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 21 . 0 . 0 0 0 . . .:
Old : 31: 20 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 84.5 80.1 94.1 44.3 78.2 64.5 80.4
Old : 51.7 84.5 80.1 94.1 44.3 78.2 64.5 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,565: 33,578 27,282 0 5,693 5,452 60 1,695 0 475 338 5: 995 100
Old : 40,565: 33,578 27,282 0 5,693 5,452 60 1,695 0 475 338 5: 995 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 109: 234 -16 0 125 -125 0 0 0 0 128 0: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 67.3 0.0 14.0 13.4 0.1 4.2 0.0 1.2 0.8 0.0: 2.5 0.2
Old : 100.0: 82.8 67.3 0.0 14.0 13.4 0.1 4.2 0.0 1.2 0.8 0.0: 2.5 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 : 33: 19 18 0 . . . 4 0 . . .:
Old : 33: 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 : 56.5 46.2 78.1 73.6 37.8 28.4 43.6 42.0
Old : 56.5 46.2 78.1 73.6 37.8 28.4 43.6 42.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,072: 50,985 59,882 7,708 45 3,025 0 75 0 2,736 1,700 0: 618 345
Old : 65,072: 50,985 59,882 7,708 45 3,025 0 75 0 2,736 1,700 0: 618 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 3,804: 3,697 2,444 -1,145 -120 1,280 0 0 0 -28 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 92.0 11.8 0.1 4.6 0.0 0.1 0.0 4.2 2.6 0.0: 0.9 0.5
Old : 100.0: 78.4 92.0 11.8 0.1 4.6 0.0 0.1 0.0 4.2 2.6 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 12 4 . . 0 . 0 . . 0:
Old : 32: 19 12 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 : 51.9 87.6 73.0 95.4 50.3 83.3 70.1 87.7
Old : 51.9 87.6 73.0 95.4 50.3 83.3 70.1 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,309: 56,381 59,884 5,793 2,041 2,769 0 75 0 3,971 4,300 60: 335 180
Old : 69,309: 56,381 59,884 5,793 2,041 2,769 0 75 0 3,971 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 17, 2019 :
: 4,744: 4,144 3,619 5 1,111 14 0 0 0 581 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 86.4 8.4 2.9 4.0 0.0 0.1 0.0 5.7 6.2 0.1: 0.5 0.3
Old : 100.0: 81.3 86.4 8.4 2.9 4.0 0.0 0.1 0.0 5.7 6.2 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 : 35: 21 13 . . . 0 . 0 4 . .:
Old : 35: 21 13 . . . 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 : 50.8 81.6 71.6 94.6 48.9 79.0 66.1 87.6
Old : 50.8 81.6 71.6 94.6 48.9 79.0 66.1 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 81,789: 65,375 76,237 10,692 85 3,811 218 0 0 1,383 1,602 49: 261 5
Old : 81,789: 65,375 76,237 10,692 85 3,811 218 0 0 1,383 1,602 49: 261 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,386: 2,693 2,826 11 -168 -382 50 0 0 0 116 14: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 93.2 13.1 0.1 4.7 0.3 0.0 0.0 1.7 2.0 0.1: 0.3 0.0
Old : 100.0: 79.9 93.2 13.1 0.1 4.7 0.3 0.0 0.0 1.7 2.0 0.1: 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 : 44: 21 25 6 . 4 . 0 0 . 5 .:
Old : 44: 21 25 6 . 4 . 0 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 52.9 77.6 77.2 58.6 50.4 73.6 69.9
Old : 59.7 52.9 77.6 77.2 58.6 50.4 73.6 69.9
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,831: 79,317 86,691 13,541 1,285 5,583 100 1,573 230 2,506 6,185 210: 344 73
Old : 101,831: 79,317 86,691 13,541 1,285 5,583 100 1,573 230 2,506 6,185 210: 344 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -70: 163 -398 22 342 -202 0 80 0 -44 150 -17: 8 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 85.1 13.3 1.3 5.5 0.1 1.5 0.2 2.5 6.1 0.2: 0.3 0.1
Old : 100.0: 77.9 85.1 13.3 1.3 5.5 0.1 1.5 0.2 2.5 6.1 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 : 57: 23 28 5 . 4 . 7 . . 8 .:
Old : 57: 23 28 5 . 4 . 7 . . 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 : 52.2 48.2 70.9 72.9 51.6 45.4 66.1 62.5
Old : 52.2 48.2 70.9 72.9 51.6 45.4 66.1 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,352: 37,577 49,922 17,089 1,174 316 0 915 150 75 2,750 125: 20 0
Old : 55,352: 37,577 49,922 17,089 1,174 316 0 915 150 75 2,750 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 540: 765 430 -300 297 0 0 18 0 50 -225 25: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 90.2 30.9 2.1 0.6 0.0 1.7 0.3 0.1 5.0 0.2: 0.0 0.0
Old : 100.0: 67.9 90.2 30.9 2.1 0.6 0.0 1.7 0.3 0.1 5.0 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 : 77.2 89.0 96.1 95.3 77.1 86.9 93.1 91.4
Old : 77.2 89.0 96.1 95.3 77.1 86.9 93.1 91.4
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,630: 38,183 48,360 10,587 0 60 0 0 0 650 1,060 150: 0 0
Old : 49,630: 38,183 48,360 10,587 0 60 0 0 0 650 1,060 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 275: 275 250 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 97.4 21.3 0.0 0.1 0.0 0.0 0.0 1.3 2.1 0.3: 0.0 0.0
Old : 100.0: 76.9 97.4 21.3 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 : 80.6 97.3 98.0 99.1 80.5 96.3 97.6 98.0
Old : 80.6 97.3 98.0 99.1 80.5 96.3 97.6 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,066: 47,171 59,316 13,155 0 2,239 275 0 0 1,401 2,613 761: 64 137
Old : 65,066: 47,171 59,316 13,155 0 2,239 275 0 0 1,401 2,613 761: 64 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -388: -569 -1,009 -504 0 496 -70 0 0 200 92 28: 31 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 91.2 20.2 0.0 3.4 0.4 0.0 0.0 2.2 4.0 1.2: 0.1 0.2
Old : 100.0: 72.5 91.2 20.2 0.0 3.4 0.4 0.0 0.0 2.2 4.0 1.2: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 4 0 . . 0 0 4 . .:
Old : 34: 19 21 4 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 : 49.2 83.3 74.3 92.5 46.3 80.8 67.9 83.5
Old : 49.2 83.3 74.3 92.5 46.3 80.8 67.9 83.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,094: 52,040 61,592 10,606 78 597 749 527 50 1,277 2,490 4,682: 93 78
Old : 70,094: 52,040 61,592 10,606 78 597 749 527 50 1,277 2,490 4,682: 93 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -1,069: -418 -1,542 -535 0 169 -50 0 0 -348 270 50: 63 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 87.9 15.1 0.1 0.9 1.1 0.8 0.1 1.8 3.6 6.7: 0.1 0.1
Old : 100.0: 74.2 87.9 15.1 0.1 0.9 1.1 0.8 0.1 1.8 3.6 6.7: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 22 . . . 5 . . . . .:
Old : 41: 20 22 . . . 5 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 74.9 72.0 87.1 47.2 66.6 64.5 73.2
Old : 48.3 74.9 72.0 87.1 47.2 66.6 64.5 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,094: 15,893 27,247 10,699 0 223 0 540 40 1,000 0 10: 229 34
Old : 28,094: 15,893 27,247 10,699 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 17, 2019 :
: 150: 200 150 -50 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 97.0 38.1 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0: 0.8 0.1
Old : 100.0: 56.6 97.0 38.1 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 : 64.7 80.2 80.7 96.2 64.0 72.7 77.8 88.5
Old : 64.7 80.2 80.7 96.2 64.0 72.7 77.8 88.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,324: 15,609 26,866 10,405 0 291 0 60 0 810 0 0: 209 107
Old : 27,324: 15,609 26,866 10,405 0 291 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 17, 2019 :
: 150: 240 90 -150 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 98.3 38.1 0.0 1.1 0.0 0.2 0.0 3.0 0.0 0.0: 0.8 0.4
Old : 100.0: 57.1 98.3 38.1 0.0 1.1 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 : 63.7 83.7 79.2 97.8 62.6 74.9 74.5 85.2
Old : 63.7 83.7 79.2 97.8 62.6 74.9 74.5 85.2
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,690: 28,972 27,015 3,890 2,965 1,205 0 1,095 340 0 1,792 873: 410 405
Old : 35,690: 28,972 27,015 3,890 2,965 1,205 0 1,095 340 0 1,792 873: 410 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 54: 60 -38 -58 -55 5 0 50 0 0 92 0: 47 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 75.7 10.9 8.3 3.4 0.0 3.1 1.0 0.0 5.0 2.4: 1.1 1.1
Old : 100.0: 81.2 75.7 10.9 8.3 3.4 0.0 3.1 1.0 0.0 5.0 2.4: 1.1 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 : 30: 13 17 . . 4 0 . . 0 . .:
Old : 30: 13 17 . . 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 : 68.4 58.5 84.7 75.2 61.9 55.7 76.4 67.8
Old : 68.4 58.5 84.7 75.2 61.9 55.7 76.4 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,805: 18,556 19,083 2,765 0 120 0 1,685 0 293 1,500 407: 664 10
Old : 22,805: 18,556 19,083 2,765 0 120 0 1,685 0 293 1,500 407: 664 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 120: 135 60 5 0 0 0 0 0 -80 -20 80: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 83.7 12.1 0.0 0.5 0.0 7.4 0.0 1.3 6.6 1.8: 2.9 0.0
Old : 100.0: 81.4 83.7 12.1 0.0 0.5 0.0 7.4 0.0 1.3 6.6 1.8: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 0 . 0 . 0 . . .:
Old : 25: 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 : 73.5 71.7 90.6 87.6 73.3 69.8 84.5 82.5
Old : 73.5 71.7 90.6 87.6 73.3 69.8 84.5 82.5
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,942: 43,809 36,428 7,710 14,361 461 125 2,527 643 2,239 688 834: 121 0
Old : 55,942: 43,809 36,428 7,710 14,361 461 125 2,527 643 2,239 688 834: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 84: -43 -160 -145 38 170 70 5 16 -15 25 -10: 41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 65.1 13.8 25.7 0.8 0.2 4.5 1.1 4.0 1.2 1.5: 0.2 0.0
Old : 100.0: 78.3 65.1 13.8 25.7 0.8 0.2 4.5 1.1 4.0 1.2 1.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 23 6 . 4 . . 4 . . 4:
Old : 44: 24 23 6 . 4 . . 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 : 59.1 63.1 71.3 79.9 43.8 52.7 55.8 63.0
Old : 59.1 63.1 71.3 79.9 43.8 52.7 55.8 63.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,888: 34,656 20,314 2,975 16,837 638 65 313 510 482 764 453: 109 59
Old : 39,888: 34,656 20,314 2,975 16,837 638 65 313 510 482 764 453: 109 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 348: 284 187 48 300 0 -10 -125 0 25 0 0: 1 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 50.9 7.5 42.2 1.6 0.2 0.8 1.3 1.2 1.9 1.1: 0.3 0.1
Old : 100.0: 86.9 50.9 7.5 42.2 1.6 0.2 0.8 1.3 1.2 1.9 1.1: 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 : 35: 20 20 4 . . . . . . . .:
Old : 35: 20 20 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 : 69.7 71.6 83.3 85.1 61.9 66.5 70.0 73.6
Old : 69.7 71.6 83.3 85.1 61.9 66.5 70.0 73.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,158: 9,675 18,706 7,191 0 2,037 395 0 100 1,625 300 0: 135 15
Old : 21,158: 9,675 18,706 7,191 0 2,037 395 0 100 1,625 300 0: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 190: -25 290 340 0 -100 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 88.4 34.0 0.0 9.6 1.9 0.0 0.5 7.7 1.4 0.0: 0.6 0.1
Old : 100.0: 45.7 88.4 34.0 0.0 9.6 1.9 0.0 0.5 7.7 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 13 . 0 . . 0 . . . 0:
Old : 25: 15 13 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 80.9 83.0 90.7 53.0 71.4 69.3 76.1
Old : 62.9 80.9 83.0 90.7 53.0 71.4 69.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17, 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: 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17, 2019 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,990: 9,605 13,685 4,035 1,104 70 0 180 0 1,280 75 825: 175 51
Old : 15,990: 9,605 13,685 4,035 1,104 70 0 180 0 1,280 75 825: 175 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 45: 319 0 -165 75 -75 0 0 0 0 0 0: -34 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 85.6 25.2 6.9 0.4 0.0 1.1 0.0 8.0 0.5 5.2: 1.1 0.3
Old : 100.0: 60.1 85.6 25.2 6.9 0.4 0.0 1.1 0.0 8.0 0.5 5.2: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 13 . . . 0 . 0 . . .:
Old : 29: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 68.0 81.0 85.7 57.6 58.6 74.0 70.4
Old : 57.9 68.0 81.0 85.7 57.6 58.6 74.0 70.4
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,684: 9,099 13,555 4,288 1,099 70 0 180 0 1,365 75 655: 207 50
Old : 15,684: 9,099 13,555 4,288 1,099 70 0 180 0 1,365 75 655: 207 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 45: 433 0 -165 75 -75 0 0 0 0 0 0: -148 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 86.4 27.3 7.0 0.4 0.0 1.1 0.0 8.7 0.5 4.2: 1.3 0.3
Old : 100.0: 58.0 86.4 27.3 7.0 0.4 0.0 1.1 0.0 8.7 0.5 4.2: 1.3 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 : 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 : 59.8 68.5 81.9 85.5 59.3 57.4 74.4 71.3
Old : 59.8 68.5 81.9 85.5 59.3 57.4 74.4 71.3
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,057: 28,162 34,482 7,288 200 1,060 0 130 0 365 1,000 3,125: 57 60
Old : 40,057: 28,162 34,482 7,288 200 1,060 0 130 0 365 1,000 3,125: 57 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 330: 330 225 -75 0 75 0 0 0 0 30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 86.1 18.2 0.5 2.6 0.0 0.3 0.0 0.9 2.5 7.8: 0.1 0.1
Old : 100.0: 70.3 86.1 18.2 0.5 2.6 0.0 0.3 0.0 0.9 2.5 7.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 12 4 . . 0 . 0 . . .:
Old : 34: 19 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 : 65.7 72.5 79.9 91.5 58.5 64.1 69.0 75.3
Old : 65.7 72.5 79.9 91.5 58.5 64.1 69.0 75.3
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,917: 28,507 34,813 6,806 200 914 0 130 0 480 710 3,150: 60 0
Old : 39,917: 28,507 34,813 6,806 200 914 0 130 0 480 710 3,150: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 275: 330 225 -75 0 20 0 0 0 -30 0 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 87.2 17.1 0.5 2.3 0.0 0.3 0.0 1.2 1.8 7.9: 0.2 0.0
Old : 100.0: 71.4 87.2 17.1 0.5 2.3 0.0 0.3 0.0 1.2 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 : 64.5 74.4 77.9 92.1 56.8 64.8 67.2 76.3
Old : 64.5 74.4 77.9 92.1 56.8 64.8 67.2 76.3
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,365: 81,527 78,145 20,991 17,249 2,818 985 767 20 550 7,925 1,406: 68 35
Old : 108,365: 81,527 78,145 20,991 17,249 2,818 985 767 20 550 7,925 1,406: 68 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 544: 820 754 0 343 -467 180 0 -40 0 -86 40: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 72.1 19.4 15.9 2.6 0.9 0.7 0.0 0.5 7.3 1.3: 0.1 0.0
Old : 100.0: 75.2 72.1 19.4 15.9 2.6 0.9 0.7 0.0 0.5 7.3 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 : 35.2 47.0 59.0 70.0 31.7 42.7 55.0 60.6
Old : 35.2 47.0 59.0 70.0 31.7 42.7 55.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,620: 85,915 91,372 23,973 12,776 4,467 1,204 670 90 647 6,913 2,292: 32 40
Old : 118,620: 85,915 91,372 23,973 12,776 4,467 1,204 670 90 647 6,913 2,292: 32 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,549: 1,006 1,846 64 142 -187 514 -530 90 35 171 35: -8 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 77.0 20.2 10.8 3.8 1.0 0.6 0.1 0.5 5.8 1.9: 0.0 0.0
Old : 100.0: 72.4 77.0 20.2 10.8 3.8 1.0 0.6 0.1 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 : 64: 35 30 4 4 5 . . . 5 7 7:
Old : 64: 35 30 4 4 5 . . . 5 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 49.4 52.1 70.3 26.5 42.0 44.6 57.6
Old : 31.9 49.4 52.1 70.3 26.5 42.0 44.6 57.6
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 424,294: 227,917 274,806 54,466 3,033 74,261 11,619 7,846 7,416 12,235 21,018 35,568: 812 345
Old : 424,294: 227,917 274,806 54,466 3,033 74,261 11,619 7,846 7,416 12,235 21,018 35,568: 812 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -93,366: -56,029 -51,124 7,121 -144 -22,806 -1,274 905 -6,935 724 988 -14,409: 243 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 64.8 12.8 0.7 17.5 2.7 1.8 1.7 2.9 5.0 8.4: 0.2 0.1
Old : 100.0: 53.7 64.8 12.8 0.7 17.5 2.7 1.8 1.7 2.9 5.0 8.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 88: 35 34 5 . 6 7 8 7 13 11 15:
Old : 88: 35 34 5 . 6 7 8 7 13 11 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 39.9 63.3 61.3 20.6 21.2 26.0 28.9
Old : 45.0 39.9 63.3 61.3 20.6 21.2 26.0 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, December 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,681: 8,578 14,402 2,830 818 436 525 0 0 3,305 25 0: 7 0
Old : 15,681: 8,578 14,402 2,830 818 436 525 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 17, 2019 :
: 140: 120 120 0 20 0 20 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 91.8 18.0 5.2 2.8 3.3 0.0 0.0 21.1 0.2 0.0: 0.0 0.0
Old : 100.0: 54.7 91.8 18.0 5.2 2.8 3.3 0.0 0.0 21.1 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 : 58.2 87.8 76.8 98.9 57.3 85.4 75.9 94.6
Old : 58.2 87.8 76.8 98.9 57.3 85.4 75.9 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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,419: 8,035 14,338 2,825 104 782 150 90 80 3,365 25 0: 182 0
Old : 15,419: 8,035 14,338 2,825 104 782 150 90 80 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 17, 2019 :
: 140: 120 120 0 20 0 0 -20 20 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 93.0 18.3 0.7 5.1 1.0 0.6 0.5 21.8 0.2 0.0: 1.2 0.0
Old : 100.0: 52.1 93.0 18.3 0.7 5.1 1.0 0.6 0.5 21.8 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 : 59.8 90.3 78.9 98.5 58.5 88.1 75.7 92.0
Old : 59.8 90.3 78.9 98.5 58.5 88.1 75.7 92.0
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 24, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,589: 2,383 3,874 335 0 265 200 0 0 1,405 450 0: 1 0
Old : 4,589: 2,383 3,874 335 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 17, 2019 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 84.4 7.3 0.0 5.8 4.4 0.0 0.0 30.6 9.8 0.0: 0.0 0.0
Old : 100.0: 51.9 84.4 7.3 0.0 5.8 4.4 0.0 0.0 30.6 9.8 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 : 24: 11 11 . 0 . . 0 0 . . 0:
Old : 24: 11 11 . 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 : 54.4 66.4 77.2 85.8 54.4 63.7 72.9 77.9
Old : 54.4 66.4 77.2 85.8 54.4 63.7 72.9 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019