COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 20,228: 14,965 11,900 801 109 1,134 510 1,600 180 378 3,364 1,183: 1,077 758
Old : 20,228: 14,965 11,900 801 109 1,134 510 1,600 180 378 3,364 1,183: 1,077 758
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 916: 1,127 680 14 -74 -129 0 45 0 -6 655 -165: 75 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 58.8 4.0 0.5 5.6 2.5 7.9 0.9 1.9 16.6 5.8: 5.3 3.7
Old : 100.0: 74.0 58.8 4.0 0.5 5.6 2.5 7.9 0.9 1.9 16.6 5.8: 5.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . 4 . . . . 5 5:
Old : 28: 13 13 . . 4 . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 45.6 69.0 71.1 26.9 26.8 33.8 35.1
Old : 48.0 45.6 69.0 71.1 26.9 26.8 33.8 35.1
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, March 17, 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 : 10,770: 5,284 6,209 723 2,923 1,071 2,761 66 0 501 286 0: 430 215
Old : 10,770: 5,284 6,209 723 2,923 1,071 2,761 66 0 501 286 0: 430 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 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: 49.1 57.7 6.7 27.1 9.9 25.6 0.6 0.0 4.7 2.7 0.0: 4.0 2.0
Old : 100.0: 49.1 57.7 6.7 27.1 9.9 25.6 0.6 0.0 4.7 2.7 0.0: 4.0 2.0
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: 11 14 . . . . . 0 4 4 0:
Old : 31: 11 14 . . . . . 0 4 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 68.3 81.6 87.8 48.2 60.8 63.5 68.6
Old : 59.7 68.3 81.6 87.8 48.2 60.8 63.5 68.6
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, March 17, 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 : 42,550: 28,328 36,349 5,697 0 2,211 0 853 362 4,195 1,005 1,755: 2 15
Old : 42,550: 28,328 36,349 5,697 0 2,211 0 853 362 4,195 1,005 1,755: 2 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,390: 717 1,152 360 0 88 0 -125 0 -50 0 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 85.4 13.4 0.0 5.2 0.0 2.0 0.9 9.9 2.4 4.1: 0.0 0.0
Old : 100.0: 66.6 85.4 13.4 0.0 5.2 0.0 2.0 0.9 9.9 2.4 4.1: 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 : 39: 22 21 . 0 . 0 . . 4 5 4:
Old : 39: 22 21 . 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 : 48.2 53.3 76.5 78.8 42.8 47.5 63.4 63.7
Old : 48.2 53.3 76.5 78.8 42.8 47.5 63.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 31,306: 24,781 26,338 0 1,082 1,807 0 476 453 3,050 175 975: 240 0
Old : 31,306: 24,781 26,338 0 1,082 1,807 0 476 453 3,050 175 975: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,550: 1,675 1,200 -470 130 170 0 0 0 -75 -200 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 84.1 0.0 3.5 5.8 0.0 1.5 1.4 9.7 0.6 3.1: 0.8 0.0
Old : 100.0: 79.2 84.1 0.0 3.5 5.8 0.0 1.5 1.4 9.7 0.6 3.1: 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 : 32: 19 18 0 . . 0 . . . . 5:
Old : 32: 19 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 : 52.6 64.3 77.0 86.7 51.0 59.6 72.1 75.4
Old : 52.6 64.3 77.0 86.7 51.0 59.6 72.1 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 140,969: 119,175 91,507 3,430 24,353 5,076 2,226 5,083 6,080 1,189 5,279 3,535: 258 56
Old : 140,969: 119,175 91,507 3,430 24,353 5,076 2,226 5,083 6,080 1,189 5,279 3,535: 258 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,365: 2,952 4,115 210 -715 395 -300 -260 0 68 -150 0: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 64.9 2.4 17.3 3.6 1.6 3.6 4.3 0.8 3.7 2.5: 0.2 0.0
Old : 100.0: 84.5 64.9 2.4 17.3 3.6 1.6 3.6 4.3 0.8 3.7 2.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 27 31 . . 4 . 6 4 4 7 7:
Old : 57: 27 31 . . 4 . 6 4 4 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 40.8 69.8 61.1 39.6 33.3 47.8 41.8
Old : 53.1 40.8 69.8 61.1 39.6 33.3 47.8 41.8
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, March 17, 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 : 72,119: 58,378 54,012 4,880 8,352 4,014 325 1,862 1,851 1,988 1,325 683: 0 20
Old : 72,119: 58,378 54,012 4,880 8,352 4,014 325 1,862 1,851 1,988 1,325 683: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 525: 907 -49 45 725 -162 0 1 -15 -300 -25 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 74.9 6.8 11.6 5.6 0.5 2.6 2.6 2.8 1.8 0.9: 0.0 0.0
Old : 100.0: 80.9 74.9 6.8 11.6 5.6 0.5 2.6 2.6 2.8 1.8 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 19 . . . . 4 . 5 . .:
Old : 39: 20 19 . . . . 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 : 56.1 75.3 78.8 90.8 54.9 63.4 68.9 72.3
Old : 56.1 75.3 78.8 90.8 54.9 63.4 68.9 72.3
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, March 17, 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 : 34,940: 32,042 22,705 958 10,220 840 0 600 0 575 50 525: 0 0
Old : 34,940: 32,042 22,705 958 10,220 840 0 600 0 575 50 525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,080: 1,080 -180 0 1,260 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 65.0 2.7 29.3 2.4 0.0 1.7 0.0 1.6 0.1 1.5: 0.0 0.0
Old : 100.0: 91.7 65.0 2.7 29.3 2.4 0.0 1.7 0.0 1.6 0.1 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 : 27: 10 13 . . . 0 . 0 4 . .:
Old : 27: 10 13 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 85.2 92.7 94.7 69.6 72.2 75.8 78.9
Old : 81.2 85.2 92.7 94.7 69.6 72.2 75.8 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 59,111: 32,889 23,400 518 25,748 3,753 15,800 160 50 1,127 1,182 4,805: 169 13
Old : 59,111: 32,889 23,400 518 25,748 3,753 15,800 160 50 1,127 1,182 4,805: 169 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -45: -56 -125 0 70 15 0 0 0 -4 -5 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 39.6 0.9 43.6 6.3 26.7 0.3 0.1 1.9 2.0 8.1: 0.3 0.0
Old : 100.0: 55.6 39.6 0.9 43.6 6.3 26.7 0.3 0.1 1.9 2.0 8.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 18 . 4 5 . . . . . .:
Old : 36: 19 18 . 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 : 49.9 63.2 73.3 81.7 48.9 52.4 61.7 67.5
Old : 49.9 63.2 73.3 81.7 48.9 52.4 61.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 81,050: 45,877 26,935 0 41,662 5,614 24,712 1,260 50 1,356 2,584 2,852: 589 93
Old : 81,050: 45,877 26,935 0 41,662 5,614 24,712 1,260 50 1,356 2,584 2,852: 589 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 682: 290 751 0 -37 4 140 -25 0 -93 -40 -7: 348 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 33.2 0.0 51.4 6.9 30.5 1.6 0.1 1.7 3.2 3.5: 0.7 0.1
Old : 100.0: 56.6 33.2 0.0 51.4 6.9 30.5 1.6 0.1 1.7 3.2 3.5: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 20 0 4 4 5 4 . . . .:
Old : 42: 21 20 0 4 4 5 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 66.8 71.0 82.5 51.0 60.3 63.0 70.4
Old : 52.6 66.8 71.0 82.5 51.0 60.3 63.0 70.4
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, March 17, 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 : 71,326: 54,582 46,146 9,479 20,155 2,193 450 25 0 1,745 345 2,158: 719 304
Old : 71,326: 54,582 46,146 9,479 20,155 2,193 450 25 0 1,745 345 2,158: 719 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 248: 254 249 -10 0 0 0 0 0 0 0 0: 4 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 64.7 13.3 28.3 3.1 0.6 0.0 0.0 2.4 0.5 3.0: 1.0 0.4
Old : 100.0: 76.5 64.7 13.3 28.3 3.1 0.6 0.0 0.0 2.4 0.5 3.0: 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 : 37: 23 19 . . . . . 0 . . .:
Old : 37: 23 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 : 45.2 72.2 68.0 86.8 43.2 72.2 65.7 82.4
Old : 45.2 72.2 68.0 86.8 43.2 72.2 65.7 82.4
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, March 17, 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 : 87,949: 63,764 50,688 17,725 33,083 702 450 0 0 1,795 539 2,700: 813 237
Old : 87,949: 63,764 50,688 17,725 33,083 702 450 0 0 1,795 539 2,700: 813 237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 802: 787 747 10 0 0 0 0 0 0 55 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 57.6 20.2 37.6 0.8 0.5 0.0 0.0 2.0 0.6 3.1: 0.9 0.3
Old : 100.0: 72.5 57.6 20.2 37.6 0.8 0.5 0.0 0.0 2.0 0.6 3.1: 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 24 4 . 4 . 0 0 . . .:
Old : 41: 23 24 4 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 71.7 65.6 86.4 42.5 71.6 64.5 81.4
Old : 43.2 71.7 65.6 86.4 42.5 71.6 64.5 81.4
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, March 17, 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 : 43,973: 28,543 40,231 11,604 0 2,924 0 0 0 250 170 230: 422 418
Old : 43,973: 28,543 40,231 11,604 0 2,924 0 0 0 250 170 230: 422 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 420: 420 405 0 0 0 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 91.5 26.4 0.0 6.6 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0
Old : 100.0: 64.9 91.5 26.4 0.0 6.6 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 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 : 26: 16 15 . 0 . 0 0 0 . . .:
Old : 26: 16 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 82.6 88.9 93.9 63.6 77.3 72.9 79.3
Old : 73.0 82.6 88.9 93.9 63.6 77.3 72.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 26,131: 23,164 17,055 0 6,148 1,967 0 600 0 460 361 0: 540 0
Old : 26,131: 23,164 17,055 0 6,148 1,967 0 600 0 460 361 0: 540 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 534: 352 457 0 -110 167 0 0 0 0 20 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 65.3 0.0 23.5 7.5 0.0 2.3 0.0 1.8 1.4 0.0: 2.1 0.0
Old : 100.0: 88.6 65.3 0.0 23.5 7.5 0.0 2.3 0.0 1.8 1.4 0.0: 2.1 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 : 26: 17 16 0 . . 0 . 0 . . 0:
Old : 26: 17 16 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 : 55.1 71.2 73.6 86.3 44.6 57.7 58.6 65.0
Old : 55.1 71.2 73.6 86.3 44.6 57.7 58.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 87,649: 54,489 66,405 320 9,381 7,941 8,544 75 448 13,283 1,053 2,160: 464 186
Old : 87,649: 54,489 66,405 320 9,381 7,941 8,544 75 448 13,283 1,053 2,160: 464 186
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -461: -31 1,473 0 -1,629 -129 -960 -86 -102 703 -8 4: 54 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 75.8 0.4 10.7 9.1 9.7 0.1 0.5 15.2 1.2 2.5: 0.5 0.2
Old : 100.0: 62.2 75.8 0.4 10.7 9.1 9.7 0.1 0.5 15.2 1.2 2.5: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 31 31 . . . 8 . 5 11 . 7:
Old : 60: 31 31 . . . 8 . 5 11 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 44.0 51.6 64.8 17.3 18.2 27.2 29.6
Old : 31.7 44.0 51.6 64.8 17.3 18.2 27.2 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 39,634: 27,072 30,604 0 6,072 1,896 100 199 1 10,035 300 250: 280 312
Old : 39,634: 27,072 30,604 0 6,072 1,896 100 199 1 10,035 300 250: 280 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 422: -978 610 0 -188 0 0 0 0 1,400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 77.2 0.0 15.3 4.8 0.3 0.5 0.0 25.3 0.8 0.6: 0.7 0.8
Old : 100.0: 68.3 77.2 0.0 15.3 4.8 0.3 0.5 0.0 25.3 0.8 0.6: 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 . . . . . 5 . .:
Old : 33: 17 18 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 : 51.7 51.2 75.6 77.9 46.2 42.0 61.4 59.1
Old : 51.7 51.2 75.6 77.9 46.2 42.0 61.4 59.1
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, March 17, 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 : 49,891: 35,110 45,475 10,292 0 3,721 0 0 0 350 102 273: 145 320
Old : 49,891: 35,110 45,475 10,292 0 3,721 0 0 0 350 102 273: 145 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 609: 464 609 140 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 91.1 20.6 0.0 7.5 0.0 0.0 0.0 0.7 0.2 0.5: 0.3 0.6
Old : 100.0: 70.4 91.1 20.6 0.0 7.5 0.0 0.0 0.0 0.7 0.2 0.5: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 17 . 0 . 0 0 0 . . .:
Old : 31: 22 17 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 80.6 81.8 94.3 46.3 75.4 64.0 75.8
Old : 57.1 80.6 81.8 94.3 46.3 75.4 64.0 75.8
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, March 17, 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 : 37,576: 30,805 25,309 0 4,662 5,228 50 1,730 0 80 410 120: 1,293 117
Old : 37,576: 30,805 25,309 0 4,662 5,228 50 1,730 0 80 410 120: 1,293 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -159: -498 537 0 -995 289 50 10 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 67.4 0.0 12.4 13.9 0.1 4.6 0.0 0.2 1.1 0.3: 3.4 0.3
Old : 100.0: 82.0 67.4 0.0 12.4 13.9 0.1 4.6 0.0 0.2 1.1 0.3: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 20 0 . . . 4 0 . 4 .:
Old : 34: 19 20 0 . . . 4 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 46.9 80.7 73.0 42.1 27.7 45.8 42.4
Old : 60.9 46.9 80.7 73.0 42.1 27.7 45.8 42.4
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, March 17, 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 : 63,530: 51,573 60,570 6,516 0 2,470 0 0 0 2,223 250 0: 748 240
Old : 63,530: 51,573 60,570 6,516 0 2,470 0 0 0 2,223 250 0: 748 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 595: 465 1,900 1,300 0 -1,200 0 0 0 0 0 0: 30 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 95.3 10.3 0.0 3.9 0.0 0.0 0.0 3.5 0.4 0.0: 1.2 0.4
Old : 100.0: 81.2 95.3 10.3 0.0 3.9 0.0 0.0 0.0 3.5 0.4 0.0: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 6 0 4 0 0 0 . . 0:
Old : 32: 17 12 6 0 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 : 59.0 91.5 77.2 97.7 59.0 88.1 73.8 91.2
Old : 59.0 91.5 77.2 97.7 59.0 88.1 73.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 67,691: 58,342 60,617 2,913 3,119 3,485 0 0 0 2,536 230 60: 355 180
Old : 67,691: 58,342 60,617 2,913 3,119 3,485 0 0 0 2,536 230 60: 355 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 922: 932 922 -20 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 89.5 4.3 4.6 5.1 0.0 0.0 0.0 3.7 0.3 0.1: 0.5 0.3
Old : 100.0: 86.2 89.5 4.3 4.6 5.1 0.0 0.0 0.0 3.7 0.3 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 : 32: 19 13 . . 4 0 0 0 . . .:
Old : 32: 19 13 . . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 83.3 74.5 95.8 56.3 80.2 70.9 88.8
Old : 56.6 83.3 74.5 95.8 56.3 80.2 70.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 74,058: 60,637 68,208 8,731 1,931 2,366 299 0 55 926 671 807: 237 20
Old : 74,058: 60,637 68,208 8,731 1,931 2,366 299 0 55 926 671 807: 237 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,057: 868 1,384 -5 0 0 0 0 0 0 -521 194: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 92.1 11.8 2.6 3.2 0.4 0.0 0.1 1.3 0.9 1.1: 0.3 0.0
Old : 100.0: 81.9 92.1 11.8 2.6 3.2 0.4 0.0 0.1 1.3 0.9 1.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 22 5 . . . 0 . . 4 4:
Old : 43: 22 22 5 . . . 0 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 54.0 74.8 82.0 57.1 51.6 73.5 73.6
Old : 58.0 54.0 74.8 82.0 57.1 51.6 73.5 73.6
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, March 17, 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 : 93,780: 74,710 82,658 10,616 2,481 3,702 381 1,380 211 2,263 1,755 1,562: 335 31
Old : 93,780: 74,710 82,658 10,616 2,481 3,702 381 1,380 211 2,263 1,755 1,562: 335 31
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 221: 299 -23 20 55 0 -35 -75 60 100 446 -228: 5 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 88.1 11.3 2.6 3.9 0.4 1.5 0.2 2.4 1.9 1.7: 0.4 0.0
Old : 100.0: 79.7 88.1 11.3 2.6 3.9 0.4 1.5 0.2 2.4 1.9 1.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 20 26 5 . . . 5 . . . 4:
Old : 52: 20 26 5 . . . 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 : 51.4 51.5 68.0 73.9 51.0 47.6 63.8 67.0
Old : 51.4 51.5 68.0 73.9 51.0 47.6 63.8 67.0
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, March 17, 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 : 60,843: 40,625 52,150 19,513 2,699 60 0 3,459 0 625 2,475 0: 20 0
Old : 60,843: 40,625 52,150 19,513 2,699 60 0 3,459 0 625 2,475 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,851: 2,301 3,998 2,550 625 0 0 3 0 0 225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 85.7 32.1 4.4 0.1 0.0 5.7 0.0 1.0 4.1 0.0: 0.0 0.0
Old : 100.0: 66.8 85.7 32.1 4.4 0.1 0.0 5.7 0.0 1.0 4.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 11 . . . 0 . 0 . 4 0:
Old : 29: 13 11 . . . 0 . 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 87.9 94.0 96.9 74.2 85.8 90.5 91.8
Old : 74.3 87.9 94.0 96.9 74.2 85.8 90.5 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 52,900: 37,385 50,860 13,550 0 815 0 225 0 700 550 450: 0 0
Old : 52,900: 37,385 50,860 13,550 0 815 0 225 0 700 550 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,750: 450 3,750 3,300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 96.1 25.6 0.0 1.5 0.0 0.4 0.0 1.3 1.0 0.9: 0.0 0.0
Old : 100.0: 70.7 96.1 25.6 0.0 1.5 0.0 0.4 0.0 1.3 1.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . 0 . 0 . 0 . . .:
Old : 21: 10 9 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.1 94.5 95.3 98.1 80.6 92.2 92.5 94.1
Old : 81.1 94.5 95.3 98.1 80.6 92.2 92.5 94.1
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, March 17, 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 : 62,001: 44,266 57,053 13,834 430 1,861 700 105 0 736 1,810 560: 44 182
Old : 62,001: 44,266 57,053 13,834 430 1,861 700 105 0 736 1,810 560: 44 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 339: -61 354 410 0 -10 0 0 0 0 -5 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 92.0 22.3 0.7 3.0 1.1 0.2 0.0 1.2 2.9 0.9: 0.1 0.3
Old : 100.0: 71.4 92.0 22.3 0.7 3.0 1.1 0.2 0.0 1.2 2.9 0.9: 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 : 33: 19 18 4 . . . . 0 . . .:
Old : 33: 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 : 50.0 84.0 75.9 93.0 49.1 80.1 71.8 83.9
Old : 50.0 84.0 75.9 93.0 49.1 80.1 71.8 83.9
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, March 17, 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 : 68,629: 51,443 60,430 12,926 746 192 180 3,030 1,280 1,367 1,445 1,129: 112 377
Old : 68,629: 51,443 60,430 12,926 746 192 180 3,030 1,280 1,367 1,445 1,129: 112 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 278: 36 219 333 0 -10 0 5 0 0 0 0: -81 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 88.1 18.8 1.1 0.3 0.3 4.4 1.9 2.0 2.1 1.6: 0.2 0.5
Old : 100.0: 75.0 88.1 18.8 1.1 0.3 0.3 4.4 1.9 2.0 2.1 1.6: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 15 . . . . . . . . .:
Old : 33: 20 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 : 48.6 77.3 74.0 88.2 47.5 70.1 68.5 76.9
Old : 48.6 77.3 74.0 88.2 47.5 70.1 68.5 76.9
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, March 17, 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 : 25,410: 15,548 24,411 9,444 0 138 0 275 75 0 231 0: 205 280
Old : 25,410: 15,548 24,411 9,444 0 138 0 275 75 0 231 0: 205 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 740: 195 650 450 0 0 0 -75 75 0 0 0: 20 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 96.1 37.2 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.1
Old : 100.0: 61.2 96.1 37.2 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 4 0 . 0 . . 0 . 0:
Old : 23: 14 11 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 : 63.4 82.0 83.5 94.9 62.8 71.1 78.0 83.3
Old : 63.4 82.0 83.5 94.9 62.8 71.1 78.0 83.3
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, March 17, 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 : 24,871: 14,935 24,736 9,384 0 135 75 0 0 0 0 0: 342 0
Old : 24,871: 14,935 24,736 9,384 0 135 75 0 0 0 0 0: 342 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 550: 315 610 120 0 0 75 0 0 0 0 0: 40 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 99.5 37.7 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 60.0 99.5 37.7 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 5 0 . . 0 0 0 0 0:
Old : 23: 12 11 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 85.9 82.4 97.9 62.2 73.1 75.7 84.3
Old : 64.6 85.9 82.4 97.9 62.2 73.1 75.7 84.3
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, March 17, 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 : 32,851: 26,854 25,944 3,485 3,682 831 60 509 335 235 530 1,015: 36 5
Old : 32,851: 26,854 25,944 3,485 3,682 831 60 509 335 235 530 1,015: 36 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 820: -149 1,026 1,065 0 -240 30 0 0 -80 -160 194: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 79.0 10.6 11.2 2.5 0.2 1.5 1.0 0.7 1.6 3.1: 0.1 0.0
Old : 100.0: 81.7 79.0 10.6 11.2 2.5 0.2 1.5 1.0 0.7 1.6 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 : 33: 16 16 . . . . . . . . .:
Old : 33: 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 : 69.4 58.0 83.6 77.9 61.7 55.2 74.1 71.5
Old : 69.4 58.0 83.6 77.9 61.7 55.2 74.1 71.5
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, March 17, 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 : 21,029: 16,022 18,175 2,848 0 60 0 1,485 0 671 714 305: 1,123 290
Old : 21,029: 16,022 18,175 2,848 0 60 0 1,485 0 671 714 305: 1,123 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,157: -60 1,050 1,140 0 -73 0 0 0 0 -150 150: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 86.4 13.5 0.0 0.3 0.0 7.1 0.0 3.2 3.4 1.5: 5.3 1.4
Old : 100.0: 76.2 86.4 13.5 0.0 0.3 0.0 7.1 0.0 3.2 3.4 1.5: 5.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . 0 . 0 . 0 . . .:
Old : 22: 11 11 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 73.4 91.4 90.1 74.4 70.1 87.3 86.7
Old : 74.4 73.4 91.4 90.1 74.4 70.1 87.3 86.7
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, March 17, 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 : 59,751: 46,157 34,815 6,395 17,523 723 2,374 4,586 426 2,272 335 1,343: 61 0
Old : 59,751: 46,157 34,815 6,395 17,523 723 2,374 4,586 426 2,272 335 1,343: 61 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 740: 720 -415 150 165 82 -300 465 325 -380 0 142: 1 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 58.3 10.7 29.3 1.2 4.0 7.7 0.7 3.8 0.6 2.2: 0.1 0.0
Old : 100.0: 77.2 58.3 10.7 29.3 1.2 4.0 7.7 0.7 3.8 0.6 2.2: 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 : 44: 23 22 5 . 6 . . . 5 . 4:
Old : 44: 23 22 5 . 6 . . . 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 : 56.8 67.9 72.6 83.4 39.9 54.7 53.4 62.2
Old : 56.8 67.9 72.6 83.4 39.9 54.7 53.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 36,670: 31,199 17,710 2,608 15,938 715 350 547 565 440 473 637: 156 85
Old : 36,670: 31,199 17,710 2,608 15,938 715 350 547 565 440 473 637: 156 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 551: 151 -107 482 420 -62 0 300 0 -20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 48.3 7.1 43.5 1.9 1.0 1.5 1.5 1.2 1.3 1.7: 0.4 0.2
Old : 100.0: 85.1 48.3 7.1 43.5 1.9 1.0 1.5 1.5 1.2 1.3 1.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 18 4 . . . . . . . 4:
Old : 36: 19 18 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 : 68.4 71.5 81.5 84.8 59.2 65.2 68.0 72.4
Old : 68.4 71.5 81.5 84.8 59.2 65.2 68.0 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 19,942: 10,623 18,026 7,194 0 1,024 0 401 226 700 225 25: 150 15
Old : 19,942: 10,623 18,026 7,194 0 1,024 0 401 226 700 225 25: 150 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 75: 75 75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 90.4 36.1 0.0 5.1 0.0 2.0 1.1 3.5 1.1 0.1: 0.8 0.1
Old : 100.0: 53.3 90.4 36.1 0.0 5.1 0.0 2.0 1.1 3.5 1.1 0.1: 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 : 31: 17 15 . 0 . 0 . . . . .:
Old : 31: 17 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 73.7 84.1 86.6 58.8 69.7 76.0 78.4
Old : 64.2 73.7 84.1 86.6 58.8 69.7 76.0 78.4
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, March 17, 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 : 21,823: 11,541 19,273 7,577 0 2,075 0 300 0 500 175 0: 130 0
Old : 21,823: 11,541 19,273 7,577 0 2,075 0 300 0 500 175 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 925: 925 925 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 88.3 34.7 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 0.6 0.0
Old : 100.0: 52.9 88.3 34.7 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . 0 . 0 . 0 . . 0:
Old : 21: 11 8 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 92.3 93.8 99.1 60.3 83.8 84.3 88.3
Old : 69.8 92.3 93.8 99.1 60.3 83.8 84.3 88.3
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, March 17, 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 : 9,406: 8,394 6,680 46 450 701 0 600 0 75 950 25: 165 0
Old : 9,406: 8,394 6,680 46 450 701 0 600 0 75 950 25: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 40: 0 40 0 0 0 0 0 0 0 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 71.0 0.5 4.8 7.5 0.0 6.4 0.0 0.8 10.1 0.3: 1.8 0.0
Old : 100.0: 89.2 71.0 0.5 4.8 7.5 0.0 6.4 0.0 0.8 10.1 0.3: 1.8 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 : 20: 9 9 . . . 0 . 0 . . .:
Old : 20: 9 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 : 75.3 65.1 93.1 89.3 67.4 64.8 78.9 81.2
Old : 75.3 65.1 93.1 89.3 67.4 64.8 78.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 9,484: 8,642 6,440 25 512 632 0 600 0 75 1,300 0: 110 0
Old : 9,484: 8,642 6,440 25 512 632 0 600 0 75 1,300 0: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 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: 91.1 67.9 0.3 5.4 6.7 0.0 6.3 0.0 0.8 13.7 0.0: 1.2 0.0
Old : 100.0: 91.1 67.9 0.3 5.4 6.7 0.0 6.3 0.0 0.8 13.7 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 : 21: 10 9 . . . 0 . 0 . . 0:
Old : 21: 10 9 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 65.8 92.8 89.8 68.2 65.8 79.6 82.1
Old : 73.4 65.8 92.8 89.8 68.2 65.8 79.6 82.1
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, March 17, 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 : 12,217: 7,201 10,132 3,368 1,400 20 0 0 0 865 150 515: 248 0
Old : 12,217: 7,201 10,132 3,368 1,400 20 0 0 0 865 150 515: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -153: 215 -160 -375 0 7 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 82.9 27.6 11.5 0.2 0.0 0.0 0.0 7.1 1.2 4.2: 2.0 0.0
Old : 100.0: 58.9 82.9 27.6 11.5 0.2 0.0 0.0 0.0 7.1 1.2 4.2: 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 : 23: 11 11 . . . 0 0 0 . . .:
Old : 23: 11 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 73.5 79.0 90.8 48.9 67.4 70.2 76.5
Old : 54.8 73.5 79.0 90.8 48.9 67.4 70.2 76.5
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, March 17, 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 : 12,133: 6,860 10,125 3,432 1,400 43 0 0 0 1,135 150 415: 248 0
Old : 12,133: 6,860 10,125 3,432 1,400 43 0 0 0 1,135 150 415: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -127: 215 -160 -375 0 33 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 83.5 28.3 11.5 0.4 0.0 0.0 0.0 9.4 1.2 3.4: 2.0 0.0
Old : 100.0: 56.5 83.5 28.3 11.5 0.4 0.0 0.0 0.0 9.4 1.2 3.4: 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 : 23: 11 12 . . . 0 0 0 . . .:
Old : 23: 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 : 55.1 72.4 79.8 89.1 46.7 64.0 66.0 73.8
Old : 55.1 72.4 79.8 89.1 46.7 64.0 66.0 73.8
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, March 17, 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 : 35,075: 22,935 31,210 7,940 0 820 145 0 5 1,125 935 2,065: 40 40
Old : 35,075: 22,935 31,210 7,940 0 820 145 0 5 1,125 935 2,065: 40 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 255: 255 220 100 0 55 0 0 0 0 50 -50: -105 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 89.0 22.6 0.0 2.3 0.4 0.0 0.0 3.2 2.7 5.9: 0.1 0.1
Old : 100.0: 65.4 89.0 22.6 0.0 2.3 0.4 0.0 0.0 3.2 2.7 5.9: 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 : 31: 19 12 . 0 . . 0 . . . .:
Old : 31: 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 : 67.9 76.5 80.8 95.2 59.9 68.4 70.7 78.2
Old : 67.9 76.5 80.8 95.2 59.9 68.4 70.7 78.2
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, March 17, 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 : 35,006: 22,910 31,406 7,510 0 810 145 0 5 1,415 700 2,065: 146 20
Old : 35,006: 22,910 31,406 7,510 0 810 145 0 5 1,415 700 2,065: 146 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 205: 100 150 100 0 55 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 89.7 21.5 0.0 2.3 0.4 0.0 0.0 4.0 2.0 5.9: 0.4 0.1
Old : 100.0: 65.4 89.7 21.5 0.0 2.3 0.4 0.0 0.0 4.0 2.0 5.9: 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 12 . 0 . . 0 . 4 . .:
Old : 31: 18 12 . 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 : 66.2 78.1 79.0 95.9 57.5 67.6 67.9 79.1
Old : 66.2 78.1 79.0 95.9 57.5 67.6 67.9 79.1
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, March 17, 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 : 103,703: 80,349 79,632 17,926 13,728 2,596 1,280 105 245 700 6,819 518: 89 60
Old : 103,703: 80,349 79,632 17,926 13,728 2,596 1,280 105 245 700 6,819 518: 89 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,910: 1,394 1,757 -220 -205 428 80 -220 200 0 -75 25: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 76.8 17.3 13.2 2.5 1.2 0.1 0.2 0.7 6.6 0.5: 0.1 0.1
Old : 100.0: 77.5 76.8 17.3 13.2 2.5 1.2 0.1 0.2 0.7 6.6 0.5: 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 : 50: 31 28 . . . . . . . 6 5:
Old : 50: 31 28 . . . . . . . 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 54.8 62.1 77.6 33.8 50.9 56.8 69.0
Old : 39.1 54.8 62.1 77.6 33.8 50.9 56.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 120,865: 91,377 96,385 20,917 10,907 4,402 1,699 900 301 781 6,615 1,350: 38 5
Old : 120,865: 91,377 96,385 20,917 10,907 4,402 1,699 900 301 781 6,615 1,350: 38 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 3,839: 3,235 3,052 0 -6 377 0 -300 280 -78 423 13: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 79.7 17.3 9.0 3.6 1.4 0.7 0.2 0.6 5.5 1.1: 0.0 0.0
Old : 100.0: 75.6 79.7 17.3 9.0 3.6 1.4 0.7 0.2 0.6 5.5 1.1: 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 : 60: 35 30 . . 5 . . . . 10 7:
Old : 60: 35 30 . . 5 . . . . 10 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 57.7 56.7 79.9 28.4 48.5 48.8 64.6
Old : 32.4 57.7 56.7 79.9 28.4 48.5 48.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 278,380: 153,548 196,347 32,506 3,443 37,824 14,439 7,235 11,683 16,998 10,819 10,989: 393 40
Old : 278,380: 153,548 196,347 32,506 3,443 37,824 14,439 7,235 11,683 16,998 10,819 10,989: 393 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,139: 4,375 4,074 907 -1,234 1,041 -527 -385 -397 -1,834 505 518: 56 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 70.5 11.7 1.2 13.6 5.2 2.6 4.2 6.1 3.9 3.9: 0.1 0.0
Old : 100.0: 55.2 70.5 11.7 1.2 13.6 5.2 2.6 4.2 6.1 3.9 3.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 39 33 5 . 4 10 7 8 14 11 17:
Old : 89: 39 33 5 . 4 10 7 8 14 11 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 43.7 57.2 63.4 25.2 22.4 32.4 34.0
Old : 42.2 43.7 57.2 63.4 25.2 22.4 32.4 34.0
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, March 17, 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 : 15,834: 7,018 14,155 2,432 160 794 995 600 55 4,105 0 0: 435 70
Old : 15,834: 7,018 14,155 2,432 160 794 995 600 55 4,105 0 0: 435 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -10: 0 -150 -75 25 60 -75 0 55 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 89.4 15.4 1.0 5.0 6.3 3.8 0.3 25.9 0.0 0.0: 2.7 0.4
Old : 100.0: 44.3 89.4 15.4 1.0 5.0 6.3 3.8 0.3 25.9 0.0 0.0: 2.7 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 : 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 : 56.6 85.4 78.2 98.1 56.2 80.0 74.4 87.6
Old : 56.6 85.4 78.2 98.1 56.2 80.0 74.4 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 14,824: 5,685 13,588 3,495 120 461 145 600 55 4,380 0 0: 603 0
Old : 14,824: 5,685 13,588 3,495 120 461 145 600 55 4,380 0 0: 603 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -20: 0 -150 -75 25 50 -75 0 55 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 91.7 23.6 0.8 3.1 1.0 4.0 0.4 29.5 0.0 0.0: 4.1 0.0
Old : 100.0: 38.3 91.7 23.6 0.8 3.1 1.0 4.0 0.4 29.5 0.0 0.0: 4.1 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 : 22: 12 6 . . . . . . . 0 0:
Old : 22: 12 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 : 67.2 87.5 85.6 98.7 64.3 85.8 81.5 93.7
Old : 67.2 87.5 85.6 98.7 64.3 85.8 81.5 93.7
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, March 17, 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 : 10,873: 4,713 9,920 708 0 2 450 0 0 5,000 951 0: 0 0
Old : 10,873: 4,713 9,920 708 0 2 450 0 0 5,000 951 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,370: 1,110 1,870 108 0 2 0 0 0 1,150 500 0: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 91.2 6.5 0.0 0.0 4.1 0.0 0.0 46.0 8.7 0.0: 0.0 0.0
Old : 100.0: 43.3 91.2 6.5 0.0 0.0 4.1 0.0 0.0 46.0 8.7 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 : 27: 9 16 . 0 . . 0 0 . . 0:
Old : 27: 9 16 . 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 : 79.1 76.4 89.7 89.3 77.3 74.1 87.4 87.0
Old : 79.1 76.4 89.7 89.3 77.3 74.1 87.4 87.0
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, March 17, 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 : 78,278: 53,977 54,118 16,402 12,391 0 0 3,870 95 0 0 0: 7,804 7,804
Old : 78,278: 53,977 54,118 16,402 12,391 0 0 3,870 95 0 0 0: 7,804 7,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,667: 2,232 2,370 480 0 0 0 342 -140 0 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 69.1 21.0 15.8 0.0 0.0 4.9 0.1 0.0 0.0 0.0: 10.0 10.0
Old : 100.0: 69.0 69.1 21.0 15.8 0.0 0.0 4.9 0.1 0.0 0.0 0.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 19 . . 0 0 . . 0 0 0:
Old : 27: 17 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 50.4 85.1 76.4 75.0 50.2 78.9 71.2
Old : 77.3 50.4 85.1 76.4 75.0 50.2 78.9 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 64,553: 44,975 42,608 13,633 11,425 0 0 4,575 30 0 0 0: 5,915 5,915
Old : 64,553: 44,975 42,608 13,633 11,425 0 0 4,575 30 0 0 0: 5,915 5,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 2,054: 2,459 2,354 255 0 0 0 360 -185 0 0 0: -475 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 66.0 21.1 17.7 0.0 0.0 7.1 0.0 0.0 0.0 0.0: 9.2 9.2
Old : 100.0: 69.7 66.0 21.1 17.7 0.0 0.0 7.1 0.0 0.0 0.0 0.0: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 19 . . 0 0 . . 0 0 0:
Old : 26: 15 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 55.6 86.7 74.4 77.0 55.3 78.8 72.4
Old : 79.9 55.6 86.7 74.4 77.0 55.3 78.8 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 24,875: 6,730 17,445 12,050 1,885 1,110 150 1,300 0 1,835 0 0: 3,000 3,135
Old : 24,875: 6,730 17,445 12,050 1,885 1,110 150 1,300 0 1,835 0 0: 3,000 3,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 0: 0 -50 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 70.1 48.4 7.6 4.5 0.6 5.2 0.0 7.4 0.0 0.0: 12.1 12.6
Old : 100.0: 27.1 70.1 48.4 7.6 4.5 0.6 5.2 0.0 7.4 0.0 0.0: 12.1 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 11 . . . . . 0 . 0 0:
Old : 21: 6 11 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 49.5 86.1 76.4 65.8 48.7 74.6 71.4
Old : 74.4 49.5 86.1 76.4 65.8 48.7 74.6 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 22,450: 5,945 15,255 10,660 1,960 1,660 150 1,300 0 1,895 0 0: 2,140 2,275
Old : 22,450: 5,945 15,255 10,660 1,960 1,660 150 1,300 0 1,895 0 0: 2,140 2,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 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: 26.5 68.0 47.5 8.7 7.4 0.7 5.8 0.0 8.4 0.0 0.0: 9.5 10.1
Old : 100.0: 26.5 68.0 47.5 8.7 7.4 0.7 5.8 0.0 8.4 0.0 0.0: 9.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 12 . . . . . 0 . 0 0:
Old : 20: 6 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 : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2
Old : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2
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, March 17, 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 : 56,973: 26,658 20,367 9,520 23,891 660 11,680 2,905 4,735 0 985 0: 3,720 3,430
Old : 56,973: 26,658 20,367 9,520 23,891 660 11,680 2,905 4,735 0 985 0: 3,720 3,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -115: -715 305 525 -75 0 300 0 -300 0 0 0: 75 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 35.7 16.7 41.9 1.2 20.5 5.1 8.3 0.0 1.7 0.0: 6.5 6.0
Old : 100.0: 46.8 35.7 16.7 41.9 1.2 20.5 5.1 8.3 0.0 1.7 0.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 16 . . . . . . 0 . 0:
Old : 26: 18 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 : 61.9 65.8 78.3 84.8 53.4 58.5 64.9 67.9
Old : 61.9 65.8 78.3 84.8 53.4 58.5 64.9 67.9
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, March 17, 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 : 38,568: 18,551 20,870 9,785 10,886 730 3,295 0 3,115 0 385 300: 2,792 2,282
Old : 38,568: 18,551 20,870 9,785 10,886 730 3,295 0 3,115 0 385 300: 2,792 2,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 360: -20 660 260 0 0 300 0 -300 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 54.1 25.4 28.2 1.9 8.5 0.0 8.1 0.0 1.0 0.8: 7.2 5.9
Old : 100.0: 48.1 54.1 25.4 28.2 1.9 8.5 0.0 8.1 0.0 1.0 0.8: 7.2 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: 15 16 . . . . 0 . 0 . .:
Old : 24: 15 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 : 76.7 69.0 85.0 82.9 68.5 64.3 72.6 71.6
Old : 76.7 69.0 85.0 82.9 68.5 64.3 72.6 71.6
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, March 17, 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 : 28,125: 22,220 9,480 3,760 1,590 380 535 15,835 140 0 0 0: 1,090 700
Old : 28,125: 22,220 9,480 3,760 1,590 380 535 15,835 140 0 0 0: 1,090 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 385: 565 815 0 -900 0 0 660 0 0 0 0: -180 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 33.7 13.4 5.7 1.4 1.9 56.3 0.5 0.0 0.0 0.0: 3.9 2.5
Old : 100.0: 79.0 33.7 13.4 5.7 1.4 1.9 56.3 0.5 0.0 0.0 0.0: 3.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . . . . . 0 0 0:
Old : 21: 13 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 : 65.7 75.5 85.3 88.4 57.1 69.9 68.5 72.8
Old : 65.7 75.5 85.3 88.4 57.1 69.9 68.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 13,910: 11,990 8,010 0 1,035 0 350 4,080 0 25 0 0: 1,545 785
Old : 13,910: 11,990 8,010 0 1,035 0 350 4,080 0 25 0 0: 1,545 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 57.6 0.0 7.4 0.0 2.5 29.3 0.0 0.2 0.0 0.0: 11.1 5.6
Old : 100.0: 86.2 57.6 0.0 7.4 0.0 2.5 29.3 0.0 0.2 0.0 0.0: 11.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 0 . 0 . . 0 . 0 0:
Old : 20: 11 13 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 : 71.3 61.5 84.1 85.2 52.8 52.8 60.0 63.3
Old : 71.3 61.5 84.1 85.2 52.8 52.8 60.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 96,773: 51,974 28,198 5,309 39,580 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635
Old : 96,773: 51,974 28,198 5,309 39,580 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 580: 505 410 -420 0 245 300 -300 0 0 275 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 29.1 5.5 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.3 20.3
Old : 100.0: 53.7 29.1 5.5 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.3 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . . . . . . 0 . .:
Old : 30: 18 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 : 50.6 53.1 70.1 65.1 46.4 51.6 59.7 57.8
Old : 50.6 53.1 70.1 65.1 46.4 51.6 59.7 57.8
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, March 17, 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 : 90,480: 47,035 26,015 5,500 34,375 3,440 14,365 1,805 160 0 4,675 820: 19,160 19,190
Old : 90,480: 47,035 26,015 5,500 34,375 3,440 14,365 1,805 160 0 4,675 820: 19,160 19,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 75: 230 -190 -420 0 200 0 -300 0 0 300 0: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 28.8 6.1 38.0 3.8 15.9 2.0 0.2 0.0 5.2 0.9: 21.2 21.2
Old : 100.0: 52.0 28.8 6.1 38.0 3.8 15.9 2.0 0.2 0.0 5.2 0.9: 21.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . . . . . . 0 . .:
Old : 28: 17 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 50.2 69.4 63.4 44.8 49.2 58.7 58.0
Old : 50.7 50.2 69.4 63.4 44.8 49.2 58.7 58.0
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, March 17, 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 : 23,162: 12,259 5,802 910 1,902 1,047 3,745 6,615 175 210 3,700 675: 4,141 3,246
Old : 23,162: 12,259 5,802 910 1,902 1,047 3,745 6,615 175 210 3,700 675: 4,141 3,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 100: 100 150 0 0 0 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 25.0 3.9 8.2 4.5 16.2 28.6 0.8 0.9 16.0 2.9: 17.9 14.0
Old : 100.0: 52.9 25.0 3.9 8.2 4.5 16.2 28.6 0.8 0.9 16.0 2.9: 17.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 . . . . 4 . . . .:
Old : 29: 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 : 42.6 58.1 64.2 71.3 41.1 52.8 59.9 64.3
Old : 42.6 58.1 64.2 71.3 41.1 52.8 59.9 64.3
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, March 17, 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 : 23,147: 11,794 6,427 1,075 2,462 638 3,745 8,465 175 40 180 1,895: 3,785 2,905
Old : 23,147: 11,794 6,427 1,075 2,462 638 3,745 8,465 175 40 180 1,895: 3,785 2,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 175: 100 150 0 0 0 0 0 0 40 -10 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 27.8 4.6 10.6 2.8 16.2 36.6 0.8 0.2 0.8 8.2: 16.4 12.6
Old : 100.0: 51.0 27.8 4.6 10.6 2.8 16.2 36.6 0.8 0.2 0.8 8.2: 16.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 . . . . 4 . . . .:
Old : 29: 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 : 41.1 58.0 65.4 72.6 39.7 52.8 57.7 60.8
Old : 41.1 58.0 65.4 72.6 39.7 52.8 57.7 60.8
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, March 17, 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 : 32,383: 14,423 11,705 1,042 11,380 988 12,060 75 0 0 5,130 1,040: 2,830 2,065
Old : 32,383: 14,423 11,705 1,042 11,380 988 12,060 75 0 0 5,130 1,040: 2,830 2,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 530: 0 0 300 100 -182 0 0 0 0 440 -10: 422 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 36.1 3.2 35.1 3.1 37.2 0.2 0.0 0.0 15.8 3.2: 8.7 6.4
Old : 100.0: 44.5 36.1 3.2 35.1 3.1 37.2 0.2 0.0 0.0 15.8 3.2: 8.7 6.4
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 : 21: 13 5 . . . . . 0 0 . .:
Old : 21: 13 5 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 85.5 84.0 92.8 61.8 71.8 72.0 75.9
Old : 67.8 85.5 84.0 92.8 61.8 71.8 72.0 75.9
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, March 17, 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 : 51,213: 16,943 41,815 8,301 6,000 95 13,175 0 45 9,860 0 0: 2,794 3,258
Old : 51,213: 16,943 41,815 8,301 6,000 95 13,175 0 45 9,860 0 0: 2,794 3,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,020: 0 900 900 0 0 0 0 0 120 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 81.6 16.2 11.7 0.2 25.7 0.0 0.1 19.3 0.0 0.0: 5.5 6.4
Old : 100.0: 33.1 81.6 16.2 11.7 0.2 25.7 0.0 0.1 19.3 0.0 0.0: 5.5 6.4
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 : 22: 12 10 . . . . 0 . . 0 0:
Old : 22: 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 : 63.3 84.3 86.7 91.3 63.1 81.2 82.6 84.4
Old : 63.3 84.3 86.7 91.3 63.1 81.2 82.6 84.4
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, March 17, 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 : 53,970: 18,955 44,050 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925
Old : 53,970: 18,955 44,050 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,120: 0 1,120 1,000 0 0 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 81.6 17.0 12.4 0.5 24.7 0.0 0.1 17.5 0.0 0.0: 5.2 5.4
Old : 100.0: 35.1 81.6 17.0 12.4 0.5 24.7 0.0 0.1 17.5 0.0 0.0: 5.2 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 : 21: 12 11 . . . . 0 . . 0 0:
Old : 21: 12 11 . . . . 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 : 65.6 88.2 88.3 92.5 65.1 85.5 87.1 88.4
Old : 65.6 88.2 88.3 92.5 65.1 85.5 87.1 88.4
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, March 17, 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 : 51,610: 18,620 42,240 6,451 3,665 890 6,325 0 855 14,329 0 1,180: 2,960 2,780
Old : 51,610: 18,620 42,240 6,451 3,665 890 6,325 0 855 14,329 0 1,180: 2,960 2,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 250: 340 150 110 0 0 0 0 0 -300 0 50: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 81.8 12.5 7.1 1.7 12.3 0.0 1.7 27.8 0.0 2.3: 5.7 5.4
Old : 100.0: 36.1 81.8 12.5 7.1 1.7 12.3 0.0 1.7 27.8 0.0 2.3: 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 : 30: 15 9 . . . 4 0 . 4 0 .:
Old : 30: 15 9 . . . 4 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 78.1 78.4 89.4 50.2 77.2 73.7 86.1
Old : 55.0 78.1 78.4 89.4 50.2 77.2 73.7 86.1
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, March 17, 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 : 49,705: 18,505 40,410 5,871 3,650 880 6,175 0 1,005 13,329 0 1,130: 2,810 2,630
Old : 49,705: 18,505 40,410 5,871 3,650 880 6,175 0 1,005 13,329 0 1,130: 2,810 2,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 250: 340 150 110 0 -30 0 0 0 -300 0 50: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 81.3 11.8 7.3 1.8 12.4 0.0 2.0 26.8 0.0 2.3: 5.7 5.3
Old : 100.0: 37.2 81.3 11.8 7.3 1.8 12.4 0.0 2.0 26.8 0.0 2.3: 5.7 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 : 30: 15 9 . . . 4 0 . 4 0 .:
Old : 30: 15 9 . . . 4 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 77.8 78.8 89.3 48.6 76.8 73.7 85.7
Old : 53.8 77.8 78.8 89.3 48.6 76.8 73.7 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 21,570: 11,660 11,820 4,395 0 645 85 5,080 665 410 325 1,160: 2,550 1,875
Old : 21,570: 11,660 11,820 4,395 0 645 85 5,080 665 410 325 1,160: 2,550 1,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 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 54.8 20.4 0.0 3.0 0.4 23.6 3.1 1.9 1.5 5.4: 11.8 8.7
Old : 100.0: 54.1 54.8 20.4 0.0 3.0 0.4 23.6 3.1 1.9 1.5 5.4: 11.8 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 : 25: 12 10 . 0 . . . . . . .:
Old : 25: 12 10 . 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 : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7
Old : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7
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, March 17, 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 : 20,410: 11,095 11,535 3,855 0 715 0 5,080 660 1,600 400 520: 1,965 1,500
Old : 20,410: 11,095 11,535 3,855 0 715 0 5,080 660 1,600 400 520: 1,965 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 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: 54.4 56.5 18.9 0.0 3.5 0.0 24.9 3.2 7.8 2.0 2.5: 9.6 7.3
Old : 100.0: 54.4 56.5 18.9 0.0 3.5 0.0 24.9 3.2 7.8 2.0 2.5: 9.6 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 : 24: 13 8 . 0 . 0 . . . . .:
Old : 24: 13 8 . 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 : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1
Old : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 72,480: 38,095 43,440 3,005 0 3,170 1,325 16,620 1,325 19,090 1,500 1,310: 5,160 5,115
Old : 72,480: 38,095 43,440 3,005 0 3,170 1,325 16,620 1,325 19,090 1,500 1,310: 5,160 5,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 195: -205 195 350 0 -100 0 0 0 50 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 59.9 4.1 0.0 4.4 1.8 22.9 1.8 26.3 2.1 1.8: 7.1 7.1
Old : 100.0: 52.6 59.9 4.1 0.0 4.4 1.8 22.9 1.8 26.3 2.1 1.8: 7.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . 0 . . . . . . .:
Old : 28: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 71.6 76.3 84.4 57.8 69.8 71.1 80.8
Old : 60.1 71.6 76.3 84.4 57.8 69.8 71.1 80.8
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, March 17, 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 : 68,705: 37,360 40,920 4,325 0 2,300 1,320 16,620 1,325 15,990 1,500 1,310: 4,775 4,730
Old : 68,705: 37,360 40,920 4,325 0 2,300 1,320 16,620 1,325 15,990 1,500 1,310: 4,775 4,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 195: -175 225 350 0 -100 0 0 0 50 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 59.6 6.3 0.0 3.3 1.9 24.2 1.9 23.3 2.2 1.9: 7.0 6.9
Old : 100.0: 54.4 59.6 6.3 0.0 3.3 1.9 24.2 1.9 23.3 2.2 1.9: 7.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . 0 . . . . . . .:
Old : 28: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 72.4 76.0 84.1 56.7 70.5 71.4 81.3
Old : 59.6 72.4 76.0 84.1 56.7 70.5 71.4 81.3
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, March 17, 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 : 60,750: 37,070 22,417 0 16,611 92 15,050 0 2,980 58 13,495 1,705: 3,795 3,450
Old : 60,750: 37,070 22,417 0 16,611 92 15,050 0 2,980 58 13,495 1,705: 3,795 3,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 550: -100 -200 0 -100 0 350 0 0 0 550 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 36.9 0.0 27.3 0.2 24.8 0.0 4.9 0.1 22.2 2.8: 6.2 5.7
Old : 100.0: 61.0 36.9 0.0 27.3 0.2 24.8 0.0 4.9 0.1 22.2 2.8: 6.2 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 : 28: 18 11 0 . . . 0 . . . .:
Old : 28: 18 11 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 71.9 76.9 89.7 51.8 68.8 71.5 82.7
Old : 56.5 71.9 76.9 89.7 51.8 68.8 71.5 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 49,178: 34,492 18,529 0 14,341 291 6,205 0 3,115 58 8,230 2,355: 2,662 2,317
Old : 49,178: 34,492 18,529 0 14,341 291 6,205 0 3,115 58 8,230 2,355: 2,662 2,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -150: -50 -150 0 -350 0 -500 0 100 0 -50 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 37.7 0.0 29.2 0.6 12.6 0.0 6.3 0.1 16.7 4.8: 5.4 4.7
Old : 100.0: 70.1 37.7 0.0 29.2 0.6 12.6 0.0 6.3 0.1 16.7 4.8: 5.4 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 : 28: 17 11 0 . . . 0 . . . .:
Old : 28: 17 11 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 64.3 76.4 90.4 48.6 54.4 65.6 74.9
Old : 54.8 64.3 76.4 90.4 48.6 54.4 65.6 74.9
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, March 17, 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 : 168,945: 91,544 85,736 19,680 1,251 5,620 640 15,880 9,045 1,450 10,327 4,775: 36,191 36,311
Old : 168,945: 91,544 85,736 19,680 1,251 5,620 640 15,880 9,045 1,450 10,327 4,775: 36,191 36,311
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,710: -805 -975 -710 0 470 -45 605 45 0 -1,190 705: 2,050 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 50.7 11.6 0.7 3.3 0.4 9.4 5.4 0.9 6.1 2.8: 21.4 21.5
Old : 100.0: 54.2 50.7 11.6 0.7 3.3 0.4 9.4 5.4 0.9 6.1 2.8: 21.4 21.5
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 : 42: 24 29 . . . . . . . . .:
Old : 42: 24 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 30.6 67.1 47.0 45.4 26.2 53.5 37.9
Old : 51.0 30.6 67.1 47.0 45.4 26.2 53.5 37.9
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, March 17, 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 : 139,397: 76,444 73,704 15,022 290 5,046 2,380 5,330 8,021 1,450 15,747 2,810: 28,224 28,449
Old : 139,397: 76,444 73,704 15,022 290 5,046 2,380 5,330 8,021 1,450 15,747 2,810: 28,224 28,449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 1,255: -467 -737 -1,060 0 522 0 -200 100 0 -590 295: 1,865 1,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 52.9 10.8 0.2 3.6 1.7 3.8 5.8 1.0 11.3 2.0: 20.2 20.4
Old : 100.0: 54.8 52.9 10.8 0.2 3.6 1.7 3.8 5.8 1.0 11.3 2.0: 20.2 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 25 . . . . . . . . .:
Old : 38: 21 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.1 67.0 47.7 41.1 28.7 50.7 40.1
Old : 49.5 32.1 67.0 47.7 41.1 28.7 50.7 40.1
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, March 17, 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 : 62,950: 32,065 28,145 17,651 9,916 4,524 870 7,655 2,055 0 5,010 0: 5,785 5,645
Old : 62,950: 32,065 28,145 17,651 9,916 4,524 870 7,655 2,055 0 5,010 0: 5,785 5,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -175: -125 0 0 175 -100 0 -300 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 44.7 28.0 15.8 7.2 1.4 12.2 3.3 0.0 8.0 0.0: 9.2 9.0
Old : 100.0: 50.9 44.7 28.0 15.8 7.2 1.4 12.2 3.3 0.0 8.0 0.0: 9.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . . . . . . 0 . 0:
Old : 25: 13 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 49.6 78.3 70.7 53.0 45.7 65.7 60.8
Old : 61.5 49.6 78.3 70.7 53.0 45.7 65.7 60.8
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, March 17, 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 : 55,505: 30,725 20,135 8,321 6,686 7,679 770 8,805 1,995 0 4,310 0: 6,015 5,895
Old : 55,505: 30,725 20,135 8,321 6,686 7,679 770 8,805 1,995 0 4,310 0: 6,015 5,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 310: 525 -225 180 930 -445 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 36.3 15.0 12.0 13.8 1.4 15.9 3.6 0.0 7.8 0.0: 10.8 10.6
Old : 100.0: 55.4 36.3 15.0 12.0 13.8 1.4 15.9 3.6 0.0 7.8 0.0: 10.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 16 . . . . . . 0 . 0:
Old : 25: 15 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 : 53.5 52.2 71.8 75.5 41.7 44.0 54.1 53.8
Old : 53.5 52.2 71.8 75.5 41.7 44.0 54.1 53.8
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, March 17, 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 : 41,610: 13,435 27,295 2,210 6,805 2,310 17,605 0 1,385 370 0 1,310: 2,985 2,505
Old : 41,610: 13,435 27,295 2,210 6,805 2,310 17,605 0 1,385 370 0 1,310: 2,985 2,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 305: 0 430 330 -100 -50 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 65.6 5.3 16.4 5.6 42.3 0.0 3.3 0.9 0.0 3.1: 7.2 6.0
Old : 100.0: 32.3 65.6 5.3 16.4 5.6 42.3 0.0 3.3 0.9 0.0 3.1: 7.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 . . . . 0 . . 0 .:
Old : 23: 11 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 : 64.0 67.9 79.8 81.4 58.2 63.4 66.2 69.7
Old : 64.0 67.9 79.8 81.4 58.2 63.4 66.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, March 17, 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 : 50,890: 8,635 39,255 0 4,105 3,140 34,265 0 1,455 370 0 1,310: 1,715 1,625
Old : 50,890: 8,635 39,255 0 4,105 3,140 34,265 0 1,455 370 0 1,310: 1,715 1,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 175: 0 75 0 -75 50 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 77.1 0.0 8.1 6.2 67.3 0.0 2.9 0.7 0.0 2.6: 3.4 3.2
Old : 100.0: 17.0 77.1 0.0 8.1 6.2 67.3 0.0 2.9 0.7 0.0 2.6: 3.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 14 0 . . . 0 . . 0 .:
Old : 21: 10 14 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 70.1 93.4 85.1 78.2 65.4 80.9 76.8
Old : 84.7 70.1 93.4 85.1 78.2 65.4 80.9 76.8
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, March 17, 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 : 135,225: 75,329 68,100 2,086 16,410 14,220 4,855 2,225 6,870 4,260 0 0: 27,605 27,400
Old : 135,225: 75,329 68,100 2,086 16,410 14,220 4,855 2,225 6,870 4,260 0 0: 27,605 27,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -276: 639 -1,571 -60 1,010 -495 -955 235 495 50 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 50.4 1.5 12.1 10.5 3.6 1.6 5.1 3.2 0.0 0.0: 20.4 20.3
Old : 100.0: 55.7 50.4 1.5 12.1 10.5 3.6 1.6 5.1 3.2 0.0 0.0: 20.4 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 25 24 . . . . . . . 0 0:
Old : 34: 25 24 . . . . . . . 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 : 32.1 42.7 48.0 59.4 23.6 31.7 33.7 38.5
Old : 32.1 42.7 48.0 59.4 23.6 31.7 33.7 38.5
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, March 17, 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 : 112,501: 66,046 57,469 4,280 20,496 7,135 5,474 1,780 6,761 3,940 85 0: 18,865 18,775
Old : 112,501: 66,046 57,469 4,280 20,496 7,135 5,474 1,780 6,761 3,940 85 0: 18,865 18,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 885: -25 495 410 -110 -525 0 0 190 0 0 0: 835 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 51.1 3.8 18.2 6.3 4.9 1.6 6.0 3.5 0.1 0.0: 16.8 16.7
Old : 100.0: 58.7 51.1 3.8 18.2 6.3 4.9 1.6 6.0 3.5 0.1 0.0: 16.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 22 . . . . . . . . 0:
Old : 32: 21 22 . . . . . . . . 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 : 43.8 44.8 63.3 65.1 31.2 37.8 44.7 48.4
Old : 43.8 44.8 63.3 65.1 31.2 37.8 44.7 48.4
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, March 17, 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 : 29,740: 19,505 15,420 0 9,320 2,285 4,435 300 0 1,100 0 575: 1,840 1,840
Old : 29,740: 19,505 15,420 0 9,320 2,285 4,435 300 0 1,100 0 575: 1,840 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 395: -45 495 0 -540 0 0 0 0 0 0 0: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 51.8 0.0 31.3 7.7 14.9 1.0 0.0 3.7 0.0 1.9: 6.2 6.2
Old : 100.0: 65.6 51.8 0.0 31.3 7.7 14.9 1.0 0.0 3.7 0.0 1.9: 6.2 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 : 22: 13 10 0 . . . . 0 . 0 .:
Old : 22: 13 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 : 60.8 77.2 80.9 89.0 60.3 69.5 74.6 78.3
Old : 60.8 77.2 80.9 89.0 60.3 69.5 74.6 78.3
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, March 17, 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 : 29,070: 20,265 14,665 0 9,945 2,135 3,885 300 0 700 0 500: 1,585 1,525
Old : 29,070: 20,265 14,665 0 9,945 2,135 3,885 300 0 700 0 500: 1,585 1,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 430: 360 555 0 -540 0 0 0 0 0 0 0: 70 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 50.4 0.0 34.2 7.3 13.4 1.0 0.0 2.4 0.0 1.7: 5.5 5.2
Old : 100.0: 69.7 50.4 0.0 34.2 7.3 13.4 1.0 0.0 2.4 0.0 1.7: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 0 . . . . 0 . 0 .:
Old : 22: 13 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 : 64.5 78.3 81.6 89.8 64.5 70.9 75.8 79.7
Old : 64.5 78.3 81.6 89.8 64.5 70.9 75.8 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020