COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,871: 14,351 11,809 1,263 477 933 657 1,395 180 391 3,009 2,077: 1,019 991
Old : 20,871: 14,351 11,809 1,263 477 933 657 1,395 180 391 3,009 2,077: 1,019 991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 0: 19 -101 -109 62 68 0 -80 0 -6 131 11: 17 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 56.6 6.1 2.3 4.5 3.1 6.7 0.9 1.9 14.4 10.0: 4.9 4.7
Old : 100.0: 68.8 56.6 6.1 2.3 4.5 3.1 6.7 0.9 1.9 14.4 10.0: 4.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 . . 5 . . . . 4 5:
Old : 29: 13 13 . . 5 . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 44.4 70.6 70.4 27.5 30.0 38.4 36.8
Old : 47.4 44.4 70.6 70.4 27.5 30.0 38.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,774: 6,910 6,909 663 3,859 1,211 3,025 180 0 495 380 0: 470 235
Old : 12,774: 6,910 6,909 663 3,859 1,211 3,025 180 0 495 380 0: 470 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 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: 54.1 54.1 5.2 30.2 9.5 23.7 1.4 0.0 3.9 3.0 0.0: 3.7 1.8
Old : 100.0: 54.1 54.1 5.2 30.2 9.5 23.7 1.4 0.0 3.9 3.0 0.0: 3.7 1.8
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 : 40: 17 15 . . . 4 . 0 5 4 0:
Old : 40: 17 15 . . . 4 . 0 5 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 66.0 71.6 83.9 39.4 57.8 49.2 61.4
Old : 51.9 66.0 71.6 83.9 39.4 57.8 49.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,203: 30,454 35,743 5,941 0 1,941 0 1,768 46 3,595 2,600 1,105: 121 0
Old : 43,203: 30,454 35,743 5,941 0 1,941 0 1,768 46 3,595 2,600 1,105: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 61: 480 464 -130 0 -115 0 -18 0 15 -80 -190: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 82.7 13.8 0.0 4.5 0.0 4.1 0.1 8.3 6.0 2.6: 0.3 0.0
Old : 100.0: 70.5 82.7 13.8 0.0 4.5 0.0 4.1 0.1 8.3 6.0 2.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 22 . 0 . 0 4 . . 5 4:
Old : 40: 23 22 . 0 . 0 4 . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 50.2 79.3 76.6 46.4 44.0 64.0 62.6
Old : 50.3 50.2 79.3 76.6 46.4 44.0 64.0 62.6
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 31,655: 24,636 27,008 669 821 1,697 0 451 478 3,675 700 500: 0 0
Old : 31,655: 24,636 27,008 669 821 1,697 0 451 478 3,675 700 500: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 120: 110 -60 0 -45 50 0 100 25 125 0 100: -290 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 85.3 2.1 2.6 5.4 0.0 1.4 1.5 11.6 2.2 1.6: 0.0 0.0
Old : 100.0: 77.8 85.3 2.1 2.6 5.4 0.0 1.4 1.5 11.6 2.2 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 19 . . . 0 . . . . 4:
Old : 33: 19 19 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 61.5 76.3 85.3 48.6 56.8 69.8 74.1
Old : 50.0 61.5 76.3 85.3 48.6 56.8 69.8 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,659: 119,900 93,825 2,247 22,567 6,059 2,410 5,199 6,188 1,579 4,890 3,793: 483 138
Old : 142,659: 119,900 93,825 2,247 22,567 6,059 2,410 5,199 6,188 1,579 4,890 3,793: 483 138
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,024: 2,716 146 -110 1,403 85 -70 205 -550 0 824 -79: 32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 65.8 1.6 15.8 4.2 1.7 3.6 4.3 1.1 3.4 2.7: 0.3 0.1
Old : 100.0: 84.0 65.8 1.6 15.8 4.2 1.7 3.6 4.3 1.1 3.4 2.7: 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 : 54: 26 31 . . 4 . 5 5 5 6 6:
Old : 54: 26 31 . . 4 . 5 5 5 6 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 : 53.5 40.5 70.1 60.7 40.5 32.3 47.6 41.4
Old : 53.5 40.5 70.1 60.7 40.5 32.3 47.6 41.4
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,267: 59,947 56,284 5,335 8,659 3,695 325 1,657 2,044 2,413 1,400 508: 0 20
Old : 74,267: 59,947 56,284 5,335 8,659 3,695 325 1,657 2,044 2,413 1,400 508: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,222: 621 1,220 0 -930 714 0 156 -25 200 375 -54: -234 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 75.8 7.2 11.7 5.0 0.4 2.2 2.8 3.2 1.9 0.7: 0.0 0.0
Old : 100.0: 80.7 75.8 7.2 11.7 5.0 0.4 2.2 2.8 3.2 1.9 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 21 . . . . 4 . 4 . .:
Old : 40: 21 21 . . . . 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 : 56.7 72.1 77.5 86.9 56.6 62.2 67.3 69.7
Old : 56.7 72.1 77.5 86.9 56.6 62.2 67.3 69.7
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,859: 31,228 23,155 1,216 8,865 540 0 600 0 300 124 575: 0 0
Old : 33,859: 31,228 23,155 1,216 8,865 540 0 600 0 300 124 575: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 915: 1,130 720 -360 75 120 0 0 0 74 49 -49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 68.4 3.6 26.2 1.6 0.0 1.8 0.0 0.9 0.4 1.7: 0.0 0.0
Old : 100.0: 92.2 68.4 3.6 26.2 1.6 0.0 1.8 0.0 0.9 0.4 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 10 14 . . . 0 . 0 . . .:
Old : 28: 10 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 83.0 92.9 91.0 71.8 71.7 78.3 79.3
Old : 82.0 83.0 92.9 91.0 71.8 71.7 78.3 79.3
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,825: 34,377 25,629 666 24,674 5,012 15,737 60 218 1,078 1,497 4,705: 32 30
Old : 61,825: 34,377 25,629 666 24,674 5,012 15,737 60 218 1,078 1,497 4,705: 32 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 25: 270 160 -30 50 -210 0 -25 0 0 50 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 41.5 1.1 39.9 8.1 25.5 0.1 0.4 1.7 2.4 7.6: 0.1 0.0
Old : 100.0: 55.6 41.5 1.1 39.9 8.1 25.5 0.1 0.4 1.7 2.4 7.6: 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 : 36: 19 20 . . 5 4 . . . . .:
Old : 36: 19 20 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 62.5 74.2 80.1 48.6 51.2 59.6 63.2
Old : 49.8 62.5 74.2 80.1 48.6 51.2 59.6 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,522: 46,480 28,785 0 40,776 5,907 24,752 1,260 335 1,072 1,977 3,470: 506 12
Old : 82,522: 46,480 28,785 0 40,776 5,907 24,752 1,260 335 1,072 1,977 3,470: 506 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -93: -232 460 0 -625 207 -16 50 0 -305 -66 -45: 298 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 34.9 0.0 49.4 7.2 30.0 1.5 0.4 1.3 2.4 4.2: 0.6 0.0
Old : 100.0: 56.3 34.9 0.0 49.4 7.2 30.0 1.5 0.4 1.3 2.4 4.2: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 23 0 4 4 6 4 . . . .:
Old : 44: 22 23 0 4 4 6 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 65.8 71.0 81.3 50.6 59.0 61.6 66.1
Old : 52.5 65.8 71.0 81.3 50.6 59.0 61.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,532: 55,721 50,866 10,884 18,551 2,295 700 25 0 2,115 447 2,043: 774 305
Old : 74,532: 55,721 50,866 10,884 18,551 2,295 700 25 0 2,115 447 2,043: 774 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,114: 520 100 -475 764 200 0 25 0 0 -834 864: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 68.2 14.6 24.9 3.1 0.9 0.0 0.0 2.8 0.6 2.7: 1.0 0.4
Old : 100.0: 74.8 68.2 14.6 24.9 3.1 0.9 0.0 0.0 2.8 0.6 2.7: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 20 . . . . . 0 . . .:
Old : 39: 23 20 . . . . . 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 : 45.8 70.8 69.7 85.8 43.8 70.8 67.6 83.2
Old : 45.8 70.8 69.7 85.8 43.8 70.8 67.6 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,747: 66,430 55,515 20,163 33,699 859 700 0 0 2,058 737 2,700: 837 237
Old : 93,747: 66,430 55,515 20,163 33,699 859 700 0 0 2,058 737 2,700: 837 237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,043: 594 35 -475 804 60 0 0 0 0 -724 864: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 59.2 21.5 35.9 0.9 0.7 0.0 0.0 2.2 0.8 2.9: 0.9 0.3
Old : 100.0: 70.9 59.2 21.5 35.9 0.9 0.7 0.0 0.0 2.2 0.8 2.9: 0.9 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 : 41: 23 22 5 . 4 . 0 0 . . .:
Old : 41: 23 22 5 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 70.7 66.4 86.8 43.5 70.6 65.5 83.8
Old : 44.0 70.7 66.4 86.8 43.5 70.6 65.5 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,148: 28,673 40,238 11,442 0 3,064 0 0 0 325 195 230: 414 421
Old : 44,148: 28,673 40,238 11,442 0 3,064 0 0 0 325 195 230: 414 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 295: 230 195 65 0 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 91.1 25.9 0.0 6.9 0.0 0.0 0.0 0.7 0.4 0.5: 0.9 1.0
Old : 100.0: 64.9 91.1 25.9 0.0 6.9 0.0 0.0 0.0 0.7 0.4 0.5: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 14 . 0 . 0 0 0 . . .:
Old : 25: 15 14 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 83.3 88.3 93.6 62.4 77.8 72.8 79.9
Old : 72.0 83.3 88.3 93.6 62.4 77.8 72.8 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 26,585: 23,521 18,323 0 5,293 2,026 0 600 0 460 306 35: 543 2
Old : 26,585: 23,521 18,323 0 5,293 2,026 0 600 0 460 306 35: 543 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,410: -1,600 -1,476 0 -40 90 0 0 0 100 16 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 68.9 0.0 19.9 7.6 0.0 2.3 0.0 1.7 1.2 0.1: 2.0 0.0
Old : 100.0: 88.5 68.9 0.0 19.9 7.6 0.0 2.3 0.0 1.7 1.2 0.1: 2.0 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 : 26: 17 15 0 . . 0 . 0 . . .:
Old : 26: 17 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 : 51.3 68.3 71.6 84.8 37.5 52.4 51.5 58.2
Old : 51.3 68.3 71.6 84.8 37.5 52.4 51.5 58.2
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,982: 56,448 67,825 320 10,078 9,249 10,636 973 1,621 12,083 931 2,193: 432 112
Old : 92,982: 56,448 67,825 320 10,078 9,249 10,636 973 1,621 12,083 931 2,193: 432 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,549: 1,547 1,925 0 430 59 358 1 -50 555 72 105: -25 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 72.9 0.3 10.8 9.9 11.4 1.0 1.7 13.0 1.0 2.4: 0.5 0.1
Old : 100.0: 60.7 72.9 0.3 10.8 9.9 11.4 1.0 1.7 13.0 1.0 2.4: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 30 31 . . . 7 . 5 11 . 8:
Old : 62: 30 31 . . . 7 . 5 11 . 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 : 31.1 44.1 51.1 64.8 15.1 18.3 22.9 29.4
Old : 31.1 44.1 51.1 64.8 15.1 18.3 22.9 29.4
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,661: 28,234 30,894 0 5,769 1,896 200 200 0 8,766 300 275: 290 327
Old : 39,661: 28,234 30,894 0 5,769 1,896 200 200 0 8,766 300 275: 290 327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 688: 688 688 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 77.9 0.0 14.5 4.8 0.5 0.5 0.0 22.1 0.8 0.7: 0.7 0.8
Old : 100.0: 71.2 77.9 0.0 14.5 4.8 0.5 0.5 0.0 22.1 0.8 0.7: 0.7 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 : 33: 17 18 0 . . . . 0 5 . .:
Old : 33: 17 18 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 : 48.9 49.4 74.0 76.0 42.1 40.8 59.2 57.3
Old : 48.9 49.4 74.0 76.0 42.1 40.8 59.2 57.3
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,765: 35,345 45,551 10,044 0 3,499 0 0 0 475 123 277: 125 315
Old : 49,765: 35,345 45,551 10,044 0 3,499 0 0 0 475 123 277: 125 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 287: 187 287 0 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 91.5 20.2 0.0 7.0 0.0 0.0 0.0 1.0 0.2 0.6: 0.3 0.6
Old : 100.0: 71.0 91.5 20.2 0.0 7.0 0.0 0.0 0.0 1.0 0.2 0.6: 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 : 32: 21 19 . 0 . 0 0 0 . . .:
Old : 32: 21 19 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 81.1 81.0 93.9 44.8 75.9 63.9 76.6
Old : 57.7 81.1 81.0 93.9 44.8 75.9 63.9 76.6
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,989: 31,214 24,962 0 5,439 5,247 0 1,720 0 190 435 10: 1,328 176
Old : 37,989: 31,214 24,962 0 5,439 5,247 0 1,720 0 190 435 10: 1,328 176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -866: -947 -1,364 0 317 -17 0 20 0 90 150 10: -2 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 65.7 0.0 14.3 13.8 0.0 4.5 0.0 0.5 1.1 0.0: 3.5 0.5
Old : 100.0: 82.2 65.7 0.0 14.3 13.8 0.0 4.5 0.0 0.5 1.1 0.0: 3.5 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 : 30: 18 19 0 . . 0 . 0 . 4 .:
Old : 30: 18 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 : 60.4 46.3 80.5 73.7 40.2 28.5 44.7 42.3
Old : 60.4 46.3 80.5 73.7 40.2 28.5 44.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,230: 53,591 62,165 6,859 80 3,840 0 0 0 2,312 800 0: 628 345
Old : 67,230: 53,591 62,165 6,859 80 3,840 0 0 0 2,312 800 0: 628 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,071: 765 1,040 325 0 -19 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.5 10.2 0.1 5.7 0.0 0.0 0.0 3.4 1.2 0.0: 0.9 0.5
Old : 100.0: 79.7 92.5 10.2 0.1 5.7 0.0 0.0 0.0 3.4 1.2 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 11 5 . 4 0 0 0 . . 0:
Old : 31: 18 11 5 . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 89.0 77.7 95.9 57.2 84.8 73.4 89.0
Old : 57.4 89.0 77.7 95.9 57.2 84.8 73.4 89.0
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,775: 59,733 63,005 3,819 3,074 3,776 0 0 0 2,977 650 90: 380 180
Old : 70,775: 59,733 63,005 3,819 3,074 3,776 0 0 0 2,977 650 90: 380 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 666: 580 636 85 0 0 0 0 0 -29 0 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 89.0 5.4 4.3 5.3 0.0 0.0 0.0 4.2 0.9 0.1: 0.5 0.3
Old : 100.0: 84.4 89.0 5.4 4.3 5.3 0.0 0.0 0.0 4.2 0.9 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 : 33: 20 12 . . 4 0 0 0 4 . .:
Old : 33: 20 12 . . 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 : 55.6 81.6 74.1 94.6 54.9 79.2 69.8 87.6
Old : 55.6 81.6 74.1 94.6 54.9 79.2 69.8 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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 78,005: 62,657 71,427 9,359 846 3,499 309 0 55 1,298 1,574 574: 254 30
Old : 78,005: 62,657 71,427 9,359 846 3,499 309 0 55 1,298 1,574 574: 254 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 260: 252 68 3 140 -75 0 0 0 0 47 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 91.6 12.0 1.1 4.5 0.4 0.0 0.1 1.7 2.0 0.7: 0.3 0.0
Old : 100.0: 80.3 91.6 12.0 1.1 4.5 0.4 0.0 0.1 1.7 2.0 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 25 5 . 4 . 0 . . 4 4:
Old : 43: 22 25 5 . 4 . 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 : 56.5 52.7 74.1 78.8 55.6 50.2 70.8 70.5
Old : 56.5 52.7 74.1 78.8 55.6 50.2 70.8 70.5
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,674: 78,426 88,576 11,322 786 5,287 309 1,396 199 2,188 1,808 1,595: 348 27
Old : 99,674: 78,426 88,576 11,322 786 5,287 309 1,396 199 2,188 1,808 1,595: 348 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,096: 2,201 2,972 -58 -927 -98 156 -134 44 -70 338 -84: 5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 88.9 11.4 0.8 5.3 0.3 1.4 0.2 2.2 1.8 1.6: 0.3 0.0
Old : 100.0: 78.7 88.9 11.4 0.8 5.3 0.3 1.4 0.2 2.2 1.8 1.6: 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 : 56: 23 27 5 . . . 6 4 . 6 4:
Old : 56: 23 27 5 . . . 6 4 . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 49.1 66.7 72.1 48.4 45.3 61.8 62.1
Old : 49.0 49.1 66.7 72.1 48.4 45.3 61.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,642: 39,359 49,462 17,553 2,104 60 0 3,366 50 425 2,425 175: 20 0
Old : 57,642: 39,359 49,462 17,553 2,104 60 0 3,366 50 425 2,425 175: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,124: 3,049 2,325 175 515 0 0 159 0 25 250 -50: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 85.8 30.5 3.7 0.1 0.0 5.8 0.1 0.7 4.2 0.3: 0.0 0.0
Old : 100.0: 68.3 85.8 30.5 3.7 0.1 0.0 5.8 0.1 0.7 4.2 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 : 31: 14 11 . . . 0 . . . 4 .:
Old : 31: 14 11 . . . 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 : 73.9 88.6 93.7 96.1 73.8 86.4 91.1 93.4
Old : 73.9 88.6 93.7 96.1 73.8 86.4 91.1 93.4
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,240: 38,380 46,990 8,711 0 875 0 225 0 549 425 725: 0 0
Old : 49,240: 38,380 46,990 8,711 0 875 0 225 0 549 425 725: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,790: 2,640 1,950 -690 0 840 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 95.4 17.7 0.0 1.8 0.0 0.5 0.0 1.1 0.9 1.5: 0.0 0.0
Old : 100.0: 77.9 95.4 17.7 0.0 1.8 0.0 0.5 0.0 1.1 0.9 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 8 . 0 . 0 . 0 . . .:
Old : 21: 9 8 . 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 : 78.8 94.9 95.5 98.3 78.8 92.0 92.7 93.6
Old : 78.8 94.9 95.5 98.3 78.8 92.0 92.7 93.6
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 63,372: 45,455 58,700 14,322 370 1,658 700 110 0 665 1,805 528: 44 201
Old : 63,372: 45,455 58,700 14,322 370 1,658 700 110 0 665 1,805 528: 44 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,499: 1,603 1,475 -167 0 0 0 30 0 63 0 0: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 92.6 22.6 0.6 2.6 1.1 0.2 0.0 1.0 2.8 0.8: 0.1 0.3
Old : 100.0: 71.7 92.6 22.6 0.6 2.6 1.1 0.2 0.0 1.0 2.8 0.8: 0.1 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 : 32: 19 18 4 . . . . 0 . . .:
Old : 32: 19 18 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 : 50.2 84.7 74.8 93.5 49.1 81.3 70.6 84.7
Old : 50.2 84.7 74.8 93.5 49.1 81.3 70.6 84.7
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,990: 52,802 62,920 13,437 636 35 452 2,400 1,890 1,132 1,684 1,185: 57 240
Old : 70,990: 52,802 62,920 13,437 636 35 452 2,400 1,890 1,132 1,684 1,185: 57 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 694: 2,117 289 140 0 0 -345 1,705 -1,300 82 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 88.6 18.9 0.9 0.0 0.6 3.4 2.7 1.6 2.4 1.7: 0.1 0.3
Old : 100.0: 74.4 88.6 18.9 0.9 0.0 0.6 3.4 2.7 1.6 2.4 1.7: 0.1 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 : 37: 21 16 . . . 5 . . . . .:
Old : 37: 21 16 . . . 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 : 48.1 76.8 74.5 88.4 47.2 69.0 69.3 76.5
Old : 48.1 76.8 74.5 88.4 47.2 69.0 69.3 76.5
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,962: 15,671 24,851 9,990 0 120 0 565 0 0 226 0: 181 200
Old : 25,962: 15,671 24,851 9,990 0 120 0 565 0 0 226 0: 181 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 255: 966 -16 -2 0 70 0 175 0 -785 26 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 95.7 38.5 0.0 0.5 0.0 2.2 0.0 0.0 0.9 0.0: 0.7 0.8
Old : 100.0: 60.4 95.7 38.5 0.0 0.5 0.0 2.2 0.0 0.0 0.9 0.0: 0.7 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 : 23: 13 11 4 0 . 0 . 0 0 . 0:
Old : 23: 13 11 4 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 80.8 82.4 95.2 64.3 72.2 79.6 86.5
Old : 64.8 80.8 82.4 95.2 64.3 72.2 79.6 86.5
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,181: 14,965 24,926 9,723 0 165 0 25 0 0 0 0: 328 65
Old : 25,181: 14,965 24,926 9,723 0 165 0 25 0 0 0 0: 328 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 70: 685 0 -5 0 70 0 0 0 -685 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 99.0 38.6 0.0 0.7 0.0 0.1 0.0 0.0 0.0 0.0: 1.3 0.3
Old : 100.0: 59.4 99.0 38.6 0.0 0.7 0.0 0.1 0.0 0.0 0.0 0.0: 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 : 22: 12 10 5 0 . 0 . 0 0 0 0:
Old : 22: 12 10 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 85.3 81.7 97.8 63.5 73.8 76.9 85.6
Old : 64.6 85.3 81.7 97.8 63.5 73.8 76.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,134: 28,690 26,534 2,836 3,592 1,094 30 614 335 52 901 1,064: 33 0
Old : 34,134: 28,690 26,534 2,836 3,592 1,094 30 614 335 52 901 1,064: 33 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 158: 209 119 -131 0 64 0 -70 5 12 67 -17: 16 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 77.7 8.3 10.5 3.2 0.1 1.8 1.0 0.2 2.6 3.1: 0.1 0.0
Old : 100.0: 84.1 77.7 8.3 10.5 3.2 0.1 1.8 1.0 0.2 2.6 3.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 16 . . . . . . . . .:
Old : 32: 16 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 59.5 83.2 77.8 62.4 56.7 73.5 70.7
Old : 69.9 59.5 83.2 77.8 62.4 56.7 73.5 70.7
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,376: 17,478 18,502 1,935 0 133 0 1,485 0 510 880 316: 1,004 60
Old : 21,376: 17,478 18,502 1,935 0 133 0 1,485 0 510 880 316: 1,004 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 11: 15 -69 -5 0 0 0 0 0 -74 6 74: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 86.6 9.1 0.0 0.6 0.0 6.9 0.0 2.4 4.1 1.5: 4.7 0.3
Old : 100.0: 81.8 86.6 9.1 0.0 0.6 0.0 6.9 0.0 2.4 4.1 1.5: 4.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 13 . 0 . 0 . 0 . . .:
Old : 24: 12 13 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 72.6 91.1 89.3 74.9 69.3 86.1 85.2
Old : 75.1 72.6 91.1 89.3 74.9 69.3 86.1 85.2
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,227: 46,419 36,889 6,769 17,429 556 2,787 3,957 76 2,538 295 1,006: 76 19
Old : 60,227: 46,419 36,889 6,769 17,429 556 2,787 3,957 76 2,538 295 1,006: 76 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,799: 3,160 1,616 -663 1,295 148 -125 -205 0 260 -36 15: 4 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 61.2 11.2 28.9 0.9 4.6 6.6 0.1 4.2 0.5 1.7: 0.1 0.0
Old : 100.0: 77.1 61.2 11.2 28.9 0.9 4.6 6.6 0.1 4.2 0.5 1.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 24 5 . 5 4 . . 4 . .:
Old : 46: 22 24 5 . 5 4 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 67.7 71.6 84.0 41.6 56.2 54.6 65.1
Old : 57.3 67.7 71.6 84.0 41.6 56.2 54.6 65.1
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,310: 33,101 19,199 2,440 16,130 879 350 340 567 398 672 523: 52 0
Old : 38,310: 33,101 19,199 2,440 16,130 879 350 340 567 398 672 523: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 982: 886 17 -290 585 300 0 0 0 10 0 80: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 50.1 6.4 42.1 2.3 0.9 0.9 1.5 1.0 1.8 1.4: 0.1 0.0
Old : 100.0: 86.4 50.1 6.4 42.1 2.3 0.9 0.9 1.5 1.0 1.8 1.4: 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 : 39: 22 23 5 . . . . . . . 4:
Old : 39: 22 23 5 . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 70.1 81.8 83.8 59.5 65.7 67.7 71.8
Old : 68.4 70.1 81.8 83.8 59.5 65.7 67.7 71.8
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,560: 10,423 17,451 7,017 0 1,009 0 609 226 725 250 0: 160 15
Old : 19,560: 10,423 17,451 7,017 0 1,009 0 609 226 725 250 0: 160 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -80: 125 100 -50 0 70 0 0 0 0 -25 0: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 89.2 35.9 0.0 5.2 0.0 3.1 1.2 3.7 1.3 0.0: 0.8 0.1
Old : 100.0: 53.3 89.2 35.9 0.0 5.2 0.0 3.1 1.2 3.7 1.3 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 : 30: 15 15 . 0 . 0 . . . . 0:
Old : 30: 15 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 : 64.6 73.6 85.4 86.1 59.2 68.3 75.3 75.6
Old : 64.6 73.6 85.4 86.1 59.2 68.3 75.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 19,726: 9,623 17,316 7,555 0 1,910 0 300 0 500 200 0: 138 0
Old : 19,726: 9,623 17,316 7,555 0 1,910 0 300 0 500 200 0: 138 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 390: 375 90 -285 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 87.8 38.3 0.0 9.7 0.0 1.5 0.0 2.5 1.0 0.0: 0.7 0.0
Old : 100.0: 48.8 87.8 38.3 0.0 9.7 0.0 1.5 0.0 2.5 1.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . 0 . 0 . 0 . . 0:
Old : 20: 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 : 72.8 90.7 95.9 98.9 63.1 82.5 86.2 87.8
Old : 72.8 90.7 95.9 98.9 63.1 82.5 86.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,461: 9,284 7,325 161 650 701 0 735 0 125 1,025 25: 165 0
Old : 10,461: 9,284 7,325 161 650 701 0 735 0 125 1,025 25: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 100: 100 200 0 0 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 70.0 1.5 6.2 6.7 0.0 7.0 0.0 1.2 9.8 0.2: 1.6 0.0
Old : 100.0: 88.7 70.0 1.5 6.2 6.7 0.0 7.0 0.0 1.2 9.8 0.2: 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 : 25: 11 10 . . . 0 . 0 . . .:
Old : 25: 11 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 63.2 91.0 87.6 61.5 62.4 77.2 79.3
Old : 72.7 63.2 91.0 87.6 61.5 62.4 77.2 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,694: 9,587 7,125 113 650 744 0 725 0 125 1,450 0: 125 0
Old : 10,694: 9,587 7,125 113 650 744 0 725 0 125 1,450 0: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 100: 100 100 -100 0 100 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 66.6 1.1 6.1 7.0 0.0 6.8 0.0 1.2 13.6 0.0: 1.2 0.0
Old : 100.0: 89.6 66.6 1.1 6.1 7.0 0.0 6.8 0.0 1.2 13.6 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 : 26: 12 10 . . . 0 . 0 . . 0:
Old : 26: 12 10 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 63.7 90.1 88.0 61.3 63.2 76.7 79.5
Old : 71.0 63.7 90.1 88.0 61.3 63.2 76.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,322: 7,680 11,567 3,828 715 55 0 40 0 885 335 610: 264 0
Old : 13,322: 7,680 11,567 3,828 715 55 0 40 0 885 335 610: 264 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 57: 62 62 50 0 20 0 0 0 -75 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 86.8 28.7 5.4 0.4 0.0 0.3 0.0 6.6 2.5 4.6: 2.0 0.0
Old : 100.0: 57.6 86.8 28.7 5.4 0.4 0.0 0.3 0.0 6.6 2.5 4.6: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . . 0 . 0 . . .:
Old : 28: 13 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 : 56.4 73.2 80.0 88.9 51.1 63.7 70.5 72.2
Old : 56.4 73.2 80.0 88.9 51.1 63.7 70.5 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,083: 7,306 11,555 3,920 715 63 0 40 0 920 100 610: 264 0
Old : 13,083: 7,306 11,555 3,920 715 63 0 40 0 920 100 610: 264 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 70: 453 70 375 0 28 0 0 0 -50 0 -25: -711 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 88.3 30.0 5.5 0.5 0.0 0.3 0.0 7.0 0.8 4.7: 2.0 0.0
Old : 100.0: 55.8 88.3 30.0 5.5 0.5 0.0 0.3 0.0 7.0 0.8 4.7: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . 0 . 0 . . .:
Old : 28: 13 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 71.5 80.8 87.3 50.3 60.9 66.8 69.5
Old : 57.4 71.5 80.8 87.3 50.3 60.9 66.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,113: 24,510 31,463 6,930 0 955 120 0 30 900 1,080 2,515: 153 70
Old : 36,113: 24,510 31,463 6,930 0 955 120 0 30 900 1,080 2,515: 153 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 240: 150 40 -160 0 200 0 0 0 75 25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 87.1 19.2 0.0 2.6 0.3 0.0 0.1 2.5 3.0 7.0: 0.4 0.2
Old : 100.0: 67.9 87.1 19.2 0.0 2.6 0.3 0.0 0.1 2.5 3.0 7.0: 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 : 30: 18 10 . 0 . . 0 . . . .:
Old : 30: 18 10 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 74.0 80.3 93.9 58.1 65.8 69.1 76.2
Old : 66.6 74.0 80.3 93.9 58.1 65.8 69.1 76.2
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,044: 24,785 31,809 6,535 0 865 120 0 30 935 700 2,620: 154 20
Old : 36,044: 24,785 31,809 6,535 0 865 120 0 30 935 700 2,620: 154 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 220: 150 40 -160 0 180 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 88.3 18.1 0.0 2.4 0.3 0.0 0.1 2.6 1.9 7.3: 0.4 0.1
Old : 100.0: 68.8 88.3 18.1 0.0 2.4 0.3 0.0 0.1 2.6 1.9 7.3: 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 : 31: 18 11 . 0 . . 0 . . . 4:
Old : 31: 18 11 . 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 : 65.0 76.0 77.9 94.8 56.2 65.3 67.1 77.4
Old : 65.0 76.0 77.9 94.8 56.2 65.3 67.1 77.4
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,499: 82,837 82,939 18,736 13,069 2,978 1,295 350 220 500 7,010 858: 75 75
Old : 107,499: 82,837 82,939 18,736 13,069 2,978 1,295 350 220 500 7,010 858: 75 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,179: 2,480 4,599 0 -2,137 651 30 20 0 0 46 0: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 77.2 17.4 12.2 2.8 1.2 0.3 0.2 0.5 6.5 0.8: 0.1 0.1
Old : 100.0: 77.1 77.2 17.4 12.2 2.8 1.2 0.3 0.2 0.5 6.5 0.8: 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 : 56: 33 27 4 4 4 . . . . 7 4:
Old : 56: 33 27 4 4 4 . . . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 50.5 62.6 72.3 34.2 47.2 57.4 63.8
Old : 39.1 50.5 62.6 72.3 34.2 47.2 57.4 63.8
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,745: 91,577 100,189 21,825 8,734 4,862 1,739 1,300 181 685 5,625 1,819: 57 35
Old : 122,745: 91,577 100,189 21,825 8,734 4,862 1,739 1,300 181 685 5,625 1,819: 57 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,712: 2,566 4,905 0 -2,525 1,122 4 20 1 81 242 0: -62 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 81.6 17.8 7.1 4.0 1.4 1.1 0.1 0.6 4.6 1.5: 0.0 0.0
Old : 100.0: 74.6 81.6 17.8 7.1 4.0 1.4 1.1 0.1 0.6 4.6 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 35 32 . 4 5 . . . 4 9 6:
Old : 63: 35 32 . 4 5 . . . 4 9 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 55.1 56.1 74.4 28.3 43.9 47.5 56.7
Old : 32.0 55.1 56.1 74.4 28.3 43.9 47.5 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 286,488: 155,440 207,151 41,794 3,625 32,683 13,524 7,445 13,094 17,665 10,417 11,753: 535 320
Old : 286,488: 155,440 207,151 41,794 3,625 32,683 13,524 7,445 13,094 17,665 10,417 11,753: 535 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,713: 2,231 1,524 -1,043 -249 709 -986 -991 693 2,009 2,458 48: 52 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 72.3 14.6 1.3 11.4 4.7 2.6 4.6 6.2 3.6 4.1: 0.2 0.1
Old : 100.0: 54.3 72.3 14.6 1.3 11.4 4.7 2.6 4.6 6.2 3.6 4.1: 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 : 93: 37 37 5 . 4 8 10 9 14 13 15:
Old : 93: 37 37 5 . 4 8 10 9 14 13 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 : 43.3 40.9 58.3 62.9 27.0 24.2 34.4 36.6
Old : 43.3 40.9 58.3 62.9 27.0 24.2 34.4 36.6
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,872: 7,936 15,218 2,662 125 854 1,200 600 0 4,010 0 75: 135 0
Old : 16,872: 7,936 15,218 2,662 125 854 1,200 600 0 4,010 0 75: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 180: 485 180 -55 -10 30 20 0 0 -280 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 90.2 15.8 0.7 5.1 7.1 3.6 0.0 23.8 0.0 0.4: 0.8 0.0
Old : 100.0: 47.0 90.2 15.8 0.7 5.1 7.1 3.6 0.0 23.8 0.0 0.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 7 . . . . . 0 . 0 .:
Old : 26: 16 7 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 85.8 77.2 98.1 54.2 80.6 73.4 87.9
Old : 54.6 85.8 77.2 98.1 54.2 80.6 73.4 87.9
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 - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,811: 6,498 14,632 3,757 90 474 250 600 0 4,345 0 15: 472 0
Old : 15,811: 6,498 14,632 3,757 90 474 250 600 0 4,345 0 15: 472 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 155: 205 180 -55 -10 5 20 0 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 92.5 23.8 0.6 3.0 1.6 3.8 0.0 27.5 0.0 0.1: 3.0 0.0
Old : 100.0: 41.1 92.5 23.8 0.6 3.0 1.6 3.8 0.0 27.5 0.0 0.1: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 6 . . . . . 0 . 0 .:
Old : 23: 14 6 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 88.4 83.9 99.1 61.4 86.4 79.9 93.8
Old : 64.2 88.4 83.9 99.1 61.4 86.4 79.9 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,145: 4,245 8,595 600 0 0 450 0 0 3,850 550 0: 0 0
Old : 9,145: 4,245 8,595 600 0 0 450 0 0 3,850 550 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,050: 800 1,050 0 0 0 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 94.0 6.6 0.0 0.0 4.9 0.0 0.0 42.1 6.0 0.0: 0.0 0.0
Old : 100.0: 46.4 94.0 6.6 0.0 0.0 4.9 0.0 0.0 42.1 6.0 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 : 25: 10 15 . 0 0 . 0 0 . . 0:
Old : 25: 10 15 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 67.7 86.4 86.3 68.3 67.7 82.0 79.2
Old : 69.4 67.7 86.4 86.3 68.3 67.7 82.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 76,447: 51,426 51,845 16,823 12,386 0 0 4,018 165 0 0 0: 8,033 8,033
Old : 76,447: 51,426 51,845 16,823 12,386 0 0 4,018 165 0 0 0: 8,033 8,033
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 376: -392 -152 300 60 0 0 0 0 0 0 0: 468 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 67.8 22.0 16.2 0.0 0.0 5.3 0.2 0.0 0.0 0.0: 10.5 10.5
Old : 100.0: 67.3 67.8 22.0 16.2 0.0 0.0 5.3 0.2 0.0 0.0 0.0: 10.5 10.5
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 : 28: 16 20 . . 0 0 . . 0 0 0:
Old : 28: 16 20 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 50.6 84.0 75.9 72.7 50.3 77.4 70.1
Old : 75.0 50.6 84.0 75.9 72.7 50.3 77.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,692: 43,819 41,163 13,649 12,035 0 0 4,270 235 0 0 0: 6,989 6,989
Old : 64,692: 43,819 41,163 13,649 12,035 0 0 4,270 235 0 0 0: 6,989 6,989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 71: -239 76 60 -255 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 63.6 21.1 18.6 0.0 0.0 6.6 0.4 0.0 0.0 0.0: 10.8 10.8
Old : 100.0: 67.7 63.6 21.1 18.6 0.0 0.0 6.6 0.4 0.0 0.0 0.0: 10.8 10.8
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 : 27: 14 20 . . 0 0 . . 0 0 0:
Old : 27: 14 20 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 57.2 84.2 75.6 73.7 57.0 77.6 72.9
Old : 76.2 57.2 84.2 75.6 73.7 57.0 77.6 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,880: 6,995 19,005 12,260 870 1,535 150 1,380 0 1,990 0 0: 2,950 3,090
Old : 25,880: 6,995 19,005 12,260 870 1,535 150 1,380 0 1,990 0 0: 2,950 3,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 220: 0 410 -120 -530 360 0 0 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 73.4 47.4 3.4 5.9 0.6 5.3 0.0 7.7 0.0 0.0: 11.4 11.9
Old : 100.0: 27.0 73.4 47.4 3.4 5.9 0.6 5.3 0.0 7.7 0.0 0.0: 11.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 7 13 . . . . . 0 . 0 0:
Old : 23: 7 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 : 73.2 48.2 85.6 74.4 62.8 47.9 70.9 67.0
Old : 73.2 48.2 85.6 74.4 62.8 47.9 70.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,470: 6,245 16,815 10,770 930 2,170 150 1,290 25 2,010 0 0: 2,100 2,240
Old : 23,470: 6,245 16,815 10,770 930 2,170 150 1,290 25 2,010 0 0: 2,100 2,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 120: 0 360 -120 -480 410 0 0 0 0 0 0: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 71.6 45.9 4.0 9.2 0.6 5.5 0.1 8.6 0.0 0.0: 8.9 9.5
Old : 100.0: 26.6 71.6 45.9 4.0 9.2 0.6 5.5 0.1 8.6 0.0 0.0: 8.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 13 . . . . . . . 0 0:
Old : 20: 7 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 50.3 88.8 74.5 60.4 45.2 66.5 62.9
Old : 74.1 50.3 88.8 74.5 60.4 45.2 66.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,621: 29,245 19,659 7,710 24,431 660 10,640 2,870 5,810 0 810 175: 4,381 4,206
Old : 58,621: 29,245 19,659 7,710 24,431 660 10,640 2,870 5,810 0 810 175: 4,381 4,206
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,705: 877 -83 220 950 660 300 530 -280 0 0 0: -72 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 33.5 13.2 41.7 1.1 18.2 4.9 9.9 0.0 1.4 0.3: 7.5 7.2
Old : 100.0: 49.9 33.5 13.2 41.7 1.1 18.2 4.9 9.9 0.0 1.4 0.3: 7.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 19 . . . . . . 0 . .:
Old : 26: 19 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 63.5 78.2 82.0 39.9 52.5 54.0 57.2
Old : 60.6 63.5 78.2 82.0 39.9 52.5 54.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,449: 17,736 17,375 8,380 11,256 820 2,495 0 4,315 0 385 300: 3,403 2,998
Old : 37,449: 17,736 17,375 8,380 11,256 820 2,495 0 4,315 0 385 300: 3,403 2,998
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 465: -315 405 120 -300 660 300 0 -300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 46.4 22.4 30.1 2.2 6.7 0.0 11.5 0.0 1.0 0.8: 9.1 8.0
Old : 100.0: 47.4 46.4 22.4 30.1 2.2 6.7 0.0 11.5 0.0 1.0 0.8: 9.1 8.0
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: 16 18 . . . . 0 . 0 . .:
Old : 25: 16 18 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 65.6 82.4 81.4 56.4 51.9 59.8 60.0
Old : 68.5 65.6 82.4 81.4 56.4 51.9 59.8 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,640: 21,880 8,960 3,740 2,935 400 535 14,610 730 0 0 0: 1,355 1,005
Old : 28,640: 21,880 8,960 3,740 2,935 400 535 14,610 730 0 0 0: 1,355 1,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,040: 790 550 0 360 0 300 0 -50 0 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 31.3 13.1 10.2 1.4 1.9 51.0 2.5 0.0 0.0 0.0: 4.7 3.5
Old : 100.0: 76.4 31.3 13.1 10.2 1.4 1.9 51.0 2.5 0.0 0.0 0.0: 4.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . . . . 0 0 0:
Old : 20: 12 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 78.2 83.9 89.3 56.1 67.1 65.7 68.9
Old : 65.7 78.2 83.9 89.3 56.1 67.1 65.7 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 101,471: 52,780 30,506 7,666 41,350 3,260 14,905 2,260 230 0 935 2,495: 20,135 20,435
Old : 101,471: 52,780 30,506 7,666 41,350 3,260 14,905 2,260 230 0 935 2,495: 20,135 20,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 790: 1,460 -640 -480 525 0 -465 -45 80 0 675 -350: 545 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 30.1 7.6 40.8 3.2 14.7 2.2 0.2 0.0 0.9 2.5: 19.8 20.1
Old : 100.0: 52.0 30.1 7.6 40.8 3.2 14.7 2.2 0.2 0.0 0.9 2.5: 19.8 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 21 . . . . . . 0 . .:
Old : 32: 19 21 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 52.5 69.7 63.5 47.4 51.0 59.3 56.8
Old : 51.7 52.5 69.7 63.5 47.4 51.0 59.3 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,654: 48,074 28,929 8,185 36,380 3,130 15,565 2,375 165 0 3,785 1,155: 19,380 19,735
Old : 95,654: 48,074 28,929 8,185 36,380 3,130 15,565 2,375 165 0 3,785 1,155: 19,380 19,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 555: 1,110 -740 -155 500 40 -640 -45 100 0 600 -175: 275 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 30.2 8.6 38.0 3.3 16.3 2.5 0.2 0.0 4.0 1.2: 20.3 20.6
Old : 100.0: 50.3 30.2 8.6 38.0 3.3 16.3 2.5 0.2 0.0 4.0 1.2: 20.3 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . . . . . . 0 . .:
Old : 31: 19 20 . . . . . . 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 : 52.3 49.2 69.8 62.2 47.0 47.9 58.7 57.1
Old : 52.3 49.2 69.8 62.2 47.0 47.9 58.7 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,053: 13,102 6,279 1,450 2,273 1,047 3,470 7,135 315 360 3,610 785: 4,524 3,609
Old : 25,053: 13,102 6,279 1,450 2,273 1,047 3,470 7,135 315 360 3,610 785: 4,524 3,609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 520: 410 110 -150 200 122 0 -50 0 0 0 60: 78 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 25.1 5.8 9.1 4.2 13.9 28.5 1.3 1.4 14.4 3.1: 18.1 14.4
Old : 100.0: 52.3 25.1 5.8 9.1 4.2 13.9 28.5 1.3 1.4 14.4 3.1: 18.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 . . . . 4 . . . .:
Old : 27: 16 11 . . . . 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 : 40.0 59.3 61.3 74.1 38.4 53.4 54.4 63.9
Old : 40.0 59.3 61.3 74.1 38.4 53.4 54.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,203: 12,812 6,479 1,595 2,833 638 3,470 9,685 315 225 0 1,985: 4,163 3,268
Old : 25,203: 12,812 6,479 1,595 2,833 638 3,470 9,685 315 225 0 1,985: 4,163 3,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 110: 60 10 0 100 0 0 -50 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 25.7 6.3 11.2 2.5 13.8 38.4 1.2 0.9 0.0 7.9: 16.5 13.0
Old : 100.0: 50.8 25.7 6.3 11.2 2.5 13.8 38.4 1.2 0.9 0.0 7.9: 16.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 . . . . 4 . . 0 .:
Old : 27: 16 11 . . . . 4 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 60.7 63.1 76.0 37.6 55.4 54.5 62.5
Old : 39.3 60.7 63.1 76.0 37.6 55.4 54.5 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,619: 14,904 11,760 1,101 12,105 1,145 12,175 115 0 0 4,745 820: 2,474 1,929
Old : 32,619: 14,904 11,760 1,101 12,105 1,145 12,175 115 0 0 4,745 820: 2,474 1,929
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 705: 675 -395 400 -200 244 0 0 0 0 1,670 -265: -349 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 36.1 3.4 37.1 3.5 37.3 0.4 0.0 0.0 14.5 2.5: 7.6 5.9
Old : 100.0: 45.7 36.1 3.4 37.1 3.5 37.3 0.4 0.0 0.0 14.5 2.5: 7.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . . 0 0 . .:
Old : 24: 14 7 . . . . . 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 : 68.0 84.7 84.9 92.9 62.3 71.8 73.3 76.0
Old : 68.0 84.7 84.9 92.9 62.3 71.8 73.3 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,367: 13,063 9,680 932 11,455 842 12,175 100 0 0 5,305 190: 2,165 1,795
Old : 29,367: 13,063 9,680 932 11,455 842 12,175 100 0 0 5,305 190: 2,165 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 740: 720 -150 400 -200 100 0 0 0 0 1,470 -455: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 33.0 3.2 39.0 2.9 41.5 0.3 0.0 0.0 18.1 0.6: 7.4 6.1
Old : 100.0: 44.5 33.0 3.2 39.0 2.9 41.5 0.3 0.0 0.0 18.1 0.6: 7.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 6 . . . . . 0 0 . .:
Old : 23: 13 6 . . . . . 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 84.3 86.7 93.2 67.1 77.8 80.9 83.5
Old : 68.4 84.3 86.7 93.2 67.1 77.8 80.9 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,856: 17,831 45,955 7,799 5,540 200 15,835 0 45 10,145 0 0: 3,001 3,116
Old : 54,856: 17,831 45,955 7,799 5,540 200 15,835 0 45 10,145 0 0: 3,001 3,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,395: 300 1,350 -250 0 0 1,150 0 45 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 83.8 14.2 10.1 0.4 28.9 0.0 0.1 18.5 0.0 0.0: 5.5 5.7
Old : 100.0: 32.5 83.8 14.2 10.1 0.4 28.9 0.0 0.1 18.5 0.0 0.0: 5.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 . . . . 0 . . 0 0:
Old : 24: 11 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 83.8 86.8 91.5 64.0 80.4 82.6 84.8
Old : 64.3 83.8 86.8 91.5 64.0 80.4 82.6 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,729: 19,734 47,725 8,715 6,345 340 16,010 0 45 9,765 0 0: 3,120 3,274
Old : 57,729: 19,734 47,725 8,715 6,345 340 16,010 0 45 9,765 0 0: 3,120 3,274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,295: 300 1,250 -250 0 0 1,150 0 45 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 82.7 15.1 11.0 0.6 27.7 0.0 0.1 16.9 0.0 0.0: 5.4 5.7
Old : 100.0: 34.2 82.7 15.1 11.0 0.6 27.7 0.0 0.1 16.9 0.0 0.0: 5.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . . . 0 . . 0 0:
Old : 22: 12 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 87.0 88.3 92.0 65.6 84.4 86.6 88.3
Old : 66.1 87.0 88.3 92.0 65.6 84.4 86.6 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,175: 21,040 45,125 5,446 3,910 1,185 6,640 0 915 15,729 0 1,080: 3,140 2,960
Old : 55,175: 21,040 45,125 5,446 3,910 1,185 6,640 0 915 15,729 0 1,080: 3,140 2,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 385: -500 285 225 -60 125 0 0 0 500 0 -130: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 81.8 9.9 7.1 2.1 12.0 0.0 1.7 28.5 0.0 2.0: 5.7 5.4
Old : 100.0: 38.1 81.8 9.9 7.1 2.1 12.0 0.0 1.7 28.5 0.0 2.0: 5.7 5.4
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 : 31: 17 9 . . . 4 0 . . 0 .:
Old : 31: 17 9 . . . 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 : 53.0 76.4 77.8 89.0 48.2 74.8 73.0 85.1
Old : 53.0 76.4 77.8 89.0 48.2 74.8 73.0 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,950: 21,175 43,725 4,546 3,970 1,510 6,440 0 1,065 15,354 0 1,030: 2,830 2,650
Old : 53,950: 21,175 43,725 4,546 3,970 1,510 6,440 0 1,065 15,354 0 1,030: 2,830 2,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 255: -500 225 425 0 30 0 0 0 300 0 -100: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 81.0 8.4 7.4 2.8 11.9 0.0 2.0 28.5 0.0 1.9: 5.2 4.9
Old : 100.0: 39.2 81.0 8.4 7.4 2.8 11.9 0.0 2.0 28.5 0.0 1.9: 5.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 9 . . . 4 0 . . 0 .:
Old : 31: 17 9 . . . 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 : 52.3 75.6 78.4 88.5 46.5 74.0 72.6 84.5
Old : 52.3 75.6 78.4 88.5 46.5 74.0 72.6 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,675: 12,990 12,155 3,595 0 1,395 135 5,065 660 730 390 1,035: 2,135 1,975
Old : 22,675: 12,990 12,155 3,595 0 1,395 135 5,065 660 730 390 1,035: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,945: 600 3,000 0 0 0 0 0 0 730 -1,670 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 53.6 15.9 0.0 6.2 0.6 22.3 2.9 3.2 1.7 4.6: 9.4 8.7
Old : 100.0: 57.3 53.6 15.9 0.0 6.2 0.6 22.3 2.9 3.2 1.7 4.6: 9.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . 0 . . . . . . .:
Old : 23: 12 9 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 66.1 76.9 83.3 47.8 63.5 65.5 74.7
Old : 52.0 66.1 76.9 83.3 47.8 63.5 65.5 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,840: 11,855 12,070 3,370 0 1,465 85 5,065 660 1,835 465 520: 2,050 1,595
Old : 21,840: 11,855 12,070 3,370 0 1,465 85 5,065 660 1,835 465 520: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,230: 600 3,000 0 0 0 0 0 0 1,835 -565 -205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 55.3 15.4 0.0 6.7 0.4 23.2 3.0 8.4 2.1 2.4: 9.4 7.3
Old : 100.0: 54.3 55.3 15.4 0.0 6.7 0.4 23.2 3.0 8.4 2.1 2.4: 9.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 . 0 . . . . . . .:
Old : 22: 11 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 : 56.1 68.6 79.2 84.8 50.5 65.5 69.6 77.5
Old : 56.1 68.6 79.2 84.8 50.5 65.5 69.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,185: 38,270 44,495 1,100 0 3,470 1,325 16,670 1,325 21,710 1,300 535: 5,450 5,390
Old : 73,185: 38,270 44,495 1,100 0 3,470 1,325 16,670 1,325 21,710 1,300 535: 5,450 5,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,030: -785 130 -135 0 65 -150 -1,200 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 60.8 1.5 0.0 4.7 1.8 22.8 1.8 29.7 1.8 0.7: 7.4 7.4
Old : 100.0: 52.3 60.8 1.5 0.0 4.7 1.8 22.8 1.8 29.7 1.8 0.7: 7.4 7.4
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 : 29: 15 14 . 0 . . . . . . .:
Old : 29: 15 14 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 67.1 75.9 81.9 60.0 64.8 73.8 78.0
Old : 60.9 67.1 75.9 81.9 60.0 64.8 73.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,530: 37,405 42,085 2,410 0 2,620 1,360 16,670 1,300 18,820 1,300 520: 5,095 5,035
Old : 69,530: 37,405 42,085 2,410 0 2,620 1,360 16,670 1,300 18,820 1,300 520: 5,095 5,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,050: -475 140 -135 0 65 -150 -1,200 0 -300 0 0: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 60.5 3.5 0.0 3.8 2.0 24.0 1.9 27.1 1.9 0.7: 7.3 7.2
Old : 100.0: 53.8 60.5 3.5 0.0 3.8 2.0 24.0 1.9 27.1 1.9 0.7: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 . 0 . . . . . . .:
Old : 29: 16 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 67.5 75.6 82.0 59.4 65.1 72.1 78.3
Old : 60.6 67.5 75.6 82.0 59.4 65.1 72.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,227: 39,427 23,217 0 16,673 580 14,510 0 3,135 83 14,470 880: 3,612 3,272
Old : 62,227: 39,427 23,217 0 16,673 580 14,510 0 3,135 83 14,470 880: 3,612 3,272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 990: 770 -65 0 80 -7 150 0 25 0 905 0: 52 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 37.3 0.0 26.8 0.9 23.3 0.0 5.0 0.1 23.3 1.4: 5.8 5.3
Old : 100.0: 63.4 37.3 0.0 26.8 0.9 23.3 0.0 5.0 0.1 23.3 1.4: 5.8 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 : 32: 20 12 0 . . . 0 . . . .:
Old : 32: 20 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 71.0 76.3 89.0 52.4 67.9 71.0 81.3
Old : 57.0 71.0 76.3 89.0 52.4 67.9 71.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,884: 36,318 19,369 0 13,972 1,125 6,815 0 3,155 83 10,215 1,205: 2,183 1,843
Old : 50,884: 36,318 19,369 0 13,972 1,125 6,815 0 3,155 83 10,215 1,205: 2,183 1,843
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,605: 1,710 -25 0 455 -41 -50 0 25 0 1,230 -100: 61 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 38.1 0.0 27.5 2.2 13.4 0.0 6.2 0.2 20.1 2.4: 4.3 3.6
Old : 100.0: 71.4 38.1 0.0 27.5 2.2 13.4 0.0 6.2 0.2 20.1 2.4: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 12 0 . . . 0 . . . .:
Old : 32: 19 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 64.6 76.9 90.3 49.6 55.7 66.1 74.5
Old : 56.9 64.6 76.9 90.3 49.6 55.7 66.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 175,172: 97,887 89,326 19,654 705 5,695 0 14,968 9,357 1,300 13,902 3,285: 37,994 37,934
Old : 175,172: 97,887 89,326 19,654 705 5,695 0 14,968 9,357 1,300 13,902 3,285: 37,994 37,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,165: 1,310 540 -570 0 945 0 -125 50 0 325 180: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 51.0 11.2 0.4 3.3 0.0 8.5 5.3 0.7 7.9 1.9: 21.7 21.7
Old : 100.0: 55.9 51.0 11.2 0.4 3.3 0.0 8.5 5.3 0.7 7.9 1.9: 21.7 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 30 . . . 0 4 . . . .:
Old : 42: 25 30 . . . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 29.9 66.3 47.7 45.4 25.4 52.2 37.5
Old : 51.1 29.9 66.3 47.7 45.4 25.4 52.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 148,953: 84,426 76,768 15,177 0 5,694 1,212 6,140 9,296 1,300 19,267 1,860: 29,988 29,928
Old : 148,953: 84,426 76,768 15,177 0 5,694 1,212 6,140 9,296 1,300 19,267 1,860: 29,988 29,928
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,830: 1,635 1,700 -685 0 915 250 -200 -175 0 -300 -355: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 51.5 10.2 0.0 3.8 0.8 4.1 6.2 0.9 12.9 1.2: 20.1 20.1
Old : 100.0: 56.7 51.5 10.2 0.0 3.8 0.8 4.1 6.2 0.9 12.9 1.2: 20.1 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 27 . 0 . . . . . . .:
Old : 40: 22 27 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 33.7 66.8 49.7 41.5 30.4 50.4 41.9
Old : 49.5 33.7 66.8 49.7 41.5 30.4 50.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,425: 33,720 29,425 18,411 9,341 4,964 0 7,605 2,600 0 5,760 0: 5,730 5,730
Old : 65,425: 33,720 29,425 18,411 9,341 4,964 0 7,605 2,600 0 5,760 0: 5,730 5,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 120: -640 730 0 -100 55 0 -1,270 735 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 45.0 28.1 14.3 7.6 0.0 11.6 4.0 0.0 8.8 0.0: 8.8 8.8
Old : 100.0: 51.5 45.0 28.1 14.3 7.6 0.0 11.6 4.0 0.0 8.8 0.0: 8.8 8.8
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 : 27: 15 16 . . . 0 . . 0 . 0:
Old : 27: 15 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 48.4 78.1 70.8 52.4 42.8 63.9 58.9
Old : 60.9 48.4 78.1 70.8 52.4 42.8 63.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,035: 31,410 21,285 8,651 5,441 8,389 0 8,300 2,630 0 5,035 0: 5,955 5,955
Old : 57,035: 31,410 21,285 8,651 5,441 8,389 0 8,300 2,630 0 5,035 0: 5,955 5,955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 485: -330 690 0 -100 65 0 -965 905 0 0 0: -155 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 37.3 15.2 9.5 14.7 0.0 14.6 4.6 0.0 8.8 0.0: 10.4 10.4
Old : 100.0: 55.1 37.3 15.2 9.5 14.7 0.0 14.6 4.6 0.0 8.8 0.0: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 17 . . . 0 . . 0 . 0:
Old : 25: 15 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 : 53.4 51.7 72.7 74.9 40.5 42.3 52.4 51.9
Old : 53.4 51.7 72.7 74.9 40.5 42.3 52.4 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,200: 15,475 27,700 1,185 8,145 2,695 18,815 0 625 30 0 1,350: 3,025 2,685
Old : 43,200: 15,475 27,700 1,185 8,145 2,695 18,815 0 625 30 0 1,350: 3,025 2,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -805: 40 -1,270 20 0 0 -1,375 0 470 0 0 0: 40 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 64.1 2.7 18.9 6.2 43.6 0.0 1.4 0.1 0.0 3.1: 7.0 6.2
Old : 100.0: 35.8 64.1 2.7 18.9 6.2 43.6 0.0 1.4 0.1 0.0 3.1: 7.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . . 0 . . 0 .:
Old : 25: 14 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 68.3 77.2 81.9 57.1 61.5 66.0 68.1
Old : 61.8 68.3 77.2 81.9 57.1 61.5 66.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,710: 10,545 37,435 0 4,525 3,090 31,280 0 930 30 0 1,350: 1,485 1,380
Old : 48,710: 10,545 37,435 0 4,525 3,090 31,280 0 930 30 0 1,350: 1,485 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -730: 255 -1,105 0 30 -130 -1,345 -15 440 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 76.9 0.0 9.3 6.3 64.2 0.0 1.9 0.1 0.0 2.8: 3.0 2.8
Old : 100.0: 21.6 76.9 0.0 9.3 6.3 64.2 0.0 1.9 0.1 0.0 2.8: 3.0 2.8
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 : 21: 12 13 0 . . . 0 . . 0 .:
Old : 21: 12 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 : 81.7 71.7 91.7 89.0 76.2 65.9 79.1 77.9
Old : 81.7 71.7 91.7 89.0 76.2 65.9 79.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 142,980: 79,590 74,220 1,745 15,760 14,930 5,240 2,215 7,310 5,625 0 0: 28,540 28,545
Old : 142,980: 79,590 74,220 1,745 15,760 14,930 5,240 2,215 7,310 5,625 0 0: 28,540 28,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,055: -635 -385 -210 760 -370 260 -960 1,240 0 0 0: 770 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 51.9 1.2 11.0 10.4 3.7 1.5 5.1 3.9 0.0 0.0: 20.0 20.0
Old : 100.0: 55.7 51.9 1.2 11.0 10.4 3.7 1.5 5.1 3.9 0.0 0.0: 20.0 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 25 . . . . . . . 0 0:
Old : 37: 27 25 . . . . . . . 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 : 30.7 43.7 47.8 60.3 23.1 32.1 32.3 38.2
Old : 30.7 43.7 47.8 60.3 23.1 32.1 32.3 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 117,410: 67,990 61,754 4,100 17,981 8,900 4,720 2,000 7,495 4,890 85 0: 19,315 19,195
Old : 117,410: 67,990 61,754 4,100 17,981 8,900 4,720 2,000 7,495 4,890 85 0: 19,315 19,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,300: 2,820 1,020 -870 2,120 -875 1,155 -60 395 0 85 0: 675 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 52.6 3.5 15.3 7.6 4.0 1.7 6.4 4.2 0.1 0.0: 16.5 16.3
Old : 100.0: 57.9 52.6 3.5 15.3 7.6 4.0 1.7 6.4 4.2 0.1 0.0: 16.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 23 . . . . . . . . 0:
Old : 35: 24 23 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 44.6 61.9 64.8 30.9 36.4 44.1 47.6
Old : 43.3 44.6 61.9 64.8 30.9 36.4 44.1 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,710: 20,630 15,530 0 10,345 2,370 4,380 300 95 1,125 0 575: 1,535 1,495
Old : 30,710: 20,630 15,530 0 10,345 2,370 4,380 300 95 1,125 0 575: 1,535 1,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 350: 105 475 0 -370 175 0 0 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 50.6 0.0 33.7 7.7 14.3 1.0 0.3 3.7 0.0 1.9: 5.0 4.9
Old : 100.0: 67.2 50.6 0.0 33.7 7.7 14.3 1.0 0.3 3.7 0.0 1.9: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . . . . . . 0 .:
Old : 21: 13 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
Old : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Futures Only, February 25, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,075: 21,090 14,635 0 11,035 2,280 3,665 300 135 725 0 500: 1,680 1,190
Old : 30,075: 21,090 14,635 0 11,035 2,280 3,665 300 135 725 0 500: 1,680 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 280: 105 475 0 -370 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 48.7 0.0 36.7 7.6 12.2 1.0 0.4 2.4 0.0 1.7: 5.6 4.0
Old : 100.0: 70.1 48.7 0.0 36.7 7.6 12.2 1.0 0.4 2.4 0.0 1.7: 5.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 0 . . . . . . 0 .:
Old : 20: 12 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Old : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020