COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 20,108: 13,869 10,557 1,036 134 1,083 412 1,215 291 415 4,087 2,117: 885 624
Old : 20,108: 13,869 10,557 1,036 134 1,083 412 1,215 291 415 4,087 2,117: 885 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -1,106: -823 -1,236 -133 -55 46 37 0 -54 -51 564 -170: 42 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 52.5 5.2 0.7 5.4 2.0 6.0 1.4 2.1 20.3 10.5: 4.4 3.1
Old : 100.0: 69.0 52.5 5.2 0.7 5.4 2.0 6.0 1.4 2.1 20.3 10.5: 4.4 3.1
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 : 27: 12 10 . . 4 . . . . 5 5:
Old : 27: 12 10 . . 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 : 43.5 45.5 68.2 71.4 26.7 26.0 35.2 37.8
Old : 43.5 45.5 68.2 71.4 26.7 26.0 35.2 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 10,110: 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0: 193 215
Old : 10,110: 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0: 193 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0: 1.9 2.1
Old : 100.0: 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0: 1.9 2.1
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: 11 14 . . . . . . . 5 0:
Old : 31: 11 14 . . . . . . . 5 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 67.8 83.8 82.5 50.7 59.5 65.2 67.1
Old : 62.1 67.8 83.8 82.5 50.7 59.5 65.2 67.1
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, April 28, 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 : 42,404: 27,939 37,559 5,785 0 2,298 380 100 207 3,805 240 1,975: 15 25
Old : 42,404: 27,939 37,559 5,785 0 2,298 380 100 207 3,805 240 1,975: 15 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 476: 365 165 -425 0 211 50 0 -50 0 -175 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 88.6 13.6 0.0 5.4 0.9 0.2 0.5 9.0 0.6 4.7: 0.0 0.1
Old : 100.0: 65.9 88.6 13.6 0.0 5.4 0.9 0.2 0.5 9.0 0.6 4.7: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 . 0 . . . . . 4 5:
Old : 35: 22 22 . 0 . . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 55.8 72.5 80.4 40.7 47.0 60.6 65.2
Old : 47.3 55.8 72.5 80.4 40.7 47.0 60.6 65.2
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, April 28, 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 : 34,806: 27,714 28,646 0 1,820 1,361 0 348 456 3,625 525 1,650: 0 0
Old : 34,806: 27,714 28,646 0 1,820 1,361 0 348 456 3,625 525 1,650: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,165: 1,775 2,025 0 75 -135 0 0 0 400 75 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 82.3 0.0 5.2 3.9 0.0 1.0 1.3 10.4 1.5 4.7: 0.0 0.0
Old : 100.0: 79.6 82.3 0.0 5.2 3.9 0.0 1.0 1.3 10.4 1.5 4.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 18 0 . . 0 . . 4 . 5:
Old : 33: 19 18 0 . . 0 . . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 64.0 74.2 84.0 51.5 58.6 70.8 72.7
Old : 53.7 64.0 74.2 84.0 51.5 58.6 70.8 72.7
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, April 28, 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 : 143,723: 118,037 100,599 3,353 18,857 6,255 2,480 1,631 6,892 2,845 5,740 3,665: 196 84
Old : 143,723: 118,037 100,599 3,353 18,857 6,255 2,480 1,631 6,892 2,845 5,740 3,665: 196 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 669: -376 651 -472 -1,281 1,147 -190 -250 5 691 509 -112: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 70.0 2.3 13.1 4.4 1.7 1.1 4.8 2.0 4.0 2.6: 0.1 0.1
Old : 100.0: 82.1 70.0 2.3 13.1 4.4 1.7 1.1 4.8 2.0 4.0 2.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 29 32 . . 4 . 7 4 5 8 8:
Old : 62: 29 32 . . 4 . 7 4 5 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 32.8 70.1 56.6 44.1 31.2 50.7 44.1
Old : 51.7 32.8 70.1 56.6 44.1 31.2 50.7 44.1
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, April 28, 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 : 69,876: 56,191 50,965 4,440 7,903 4,316 325 1,114 2,180 950 1,904 1,474: 0 20
Old : 69,876: 56,191 50,965 4,440 7,903 4,316 325 1,114 2,180 950 1,904 1,474: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 628: 120 5 60 -95 163 25 195 -65 104 204 221: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 72.9 6.4 11.3 6.2 0.5 1.6 3.1 1.4 2.7 2.1: 0.0 0.0
Old : 100.0: 80.4 72.9 6.4 11.3 6.2 0.5 1.6 3.1 1.4 2.7 2.1: 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 : 42: 21 20 . . . . 4 . 4 . .:
Old : 42: 21 20 . . . . 4 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 75.2 76.5 88.7 54.2 60.6 65.7 70.2
Old : 56.7 75.2 76.5 88.7 54.2 60.6 65.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 40,226: 36,654 28,010 684 8,650 1,288 0 903 0 800 575 800: 0 0
Old : 40,226: 36,654 28,010 684 8,650 1,288 0 903 0 800 575 800: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,203: 530 1,580 0 -1,375 448 0 75 0 250 500 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 69.6 1.7 21.5 3.2 0.0 2.2 0.0 2.0 1.4 2.0: 0.0 0.0
Old : 100.0: 91.1 69.6 1.7 21.5 3.2 0.0 2.2 0.0 2.0 1.4 2.0: 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: 12 14 . . . 0 . 0 . . 4:
Old : 29: 12 14 . . . 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 : 78.5 77.8 91.6 90.4 70.9 64.7 76.2 77.0
Old : 78.5 77.8 91.6 90.4 70.9 64.7 76.2 77.0
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, April 28, 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 : 58,765: 31,561 23,941 764 24,480 4,077 15,750 150 50 1,522 1,190 4,864: 177 13
Old : 58,765: 31,561 23,941 764 24,480 4,077 15,750 150 50 1,522 1,190 4,864: 177 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -1,066: -582 -1,095 125 635 -608 0 0 0 -3 0 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 40.7 1.3 41.7 6.9 26.8 0.3 0.1 2.6 2.0 8.3: 0.3 0.0
Old : 100.0: 53.7 40.7 1.3 41.7 6.9 26.8 0.3 0.1 2.6 2.0 8.3: 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 : 39: 18 19 . . 5 . . . . . .:
Old : 39: 18 19 . . 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 : 49.5 64.3 71.7 80.4 47.8 52.4 58.9 65.0
Old : 49.5 64.3 71.7 80.4 47.8 52.4 58.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 77,706: 42,542 25,605 0 40,650 5,436 23,797 400 100 2,092 2,380 2,962: 777 173
Old : 77,706: 42,542 25,605 0 40,650 5,436 23,797 400 100 2,092 2,380 2,962: 777 173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -591: -749 -1,293 0 565 2 127 -25 50 -8 173 -18: 5 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 33.0 0.0 52.3 7.0 30.6 0.5 0.1 2.7 3.1 3.8: 1.0 0.2
Old : 100.0: 54.7 33.0 0.0 52.3 7.0 30.6 0.5 0.1 2.7 3.1 3.8: 1.0 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 : 42: 20 20 0 4 4 5 . . . . .:
Old : 42: 20 20 0 4 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 : 52.0 68.4 70.2 83.2 51.1 60.3 63.2 71.2
Old : 52.0 68.4 70.2 83.2 51.1 60.3 63.2 71.2
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, April 28, 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 : 73,947: 57,918 46,037 7,408 21,707 3,706 300 0 0 1,773 227 2,260: 582 10
Old : 73,947: 57,918 46,037 7,408 21,707 3,706 300 0 0 1,773 227 2,260: 582 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,896: 1,968 1,557 0 430 -75 0 0 0 0 -3 3: 0 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 62.3 10.0 29.4 5.0 0.4 0.0 0.0 2.4 0.3 3.1: 0.8 0.0
Old : 100.0: 78.3 62.3 10.0 29.4 5.0 0.4 0.0 0.0 2.4 0.3 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 : 38: 22 21 . . . . 0 0 . . .:
Old : 38: 22 21 . . . . 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 : 43.8 68.1 69.4 83.8 39.5 68.1 60.1 76.8
Old : 43.8 68.1 69.4 83.8 39.5 68.1 60.1 76.8
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, April 28, 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 : 92,054: 69,096 52,777 15,511 33,957 2,101 300 0 0 1,472 241 2,738: 836 240
Old : 92,054: 69,096 52,777 15,511 33,957 2,101 300 0 0 1,472 241 2,738: 836 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,461: 2,642 2,156 -222 300 10 0 0 0 28 0 0: 3 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 57.3 16.8 36.9 2.3 0.3 0.0 0.0 1.6 0.3 3.0: 0.9 0.3
Old : 100.0: 75.1 57.3 16.8 36.9 2.3 0.3 0.0 0.0 1.6 0.3 3.0: 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 : 40: 22 23 4 . 4 . 0 0 . . .:
Old : 40: 22 23 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 : 42.2 68.6 66.0 82.9 40.3 68.6 61.0 79.4
Old : 42.2 68.6 66.0 82.9 40.3 68.6 61.0 79.4
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, April 28, 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 : 43,050: 29,234 38,277 9,091 0 4,122 0 0 0 225 45 230: 148 376
Old : 43,050: 29,234 38,277 9,091 0 4,122 0 0 0 225 45 230: 148 376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 560: 530 560 30 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 88.9 21.1 0.0 9.6 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9
Old : 100.0: 67.9 88.9 21.1 0.0 9.6 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 15 . 0 . 0 0 0 . . .:
Old : 24: 18 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 : 71.2 83.3 87.3 94.7 59.1 74.5 69.5 76.2
Old : 71.2 83.3 87.3 94.7 59.1 74.5 69.5 76.2
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, April 28, 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 : 29,781: 27,578 20,888 0 6,569 1,318 0 600 0 360 396 0: 525 10
Old : 29,781: 27,578 20,888 0 6,569 1,318 0 600 0 360 396 0: 525 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,612: 1,548 2,598 0 -1,050 64 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 70.1 0.0 22.1 4.4 0.0 2.0 0.0 1.2 1.3 0.0: 1.8 0.0
Old : 100.0: 92.6 70.1 0.0 22.1 4.4 0.0 2.0 0.0 1.2 1.3 0.0: 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 : 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 : 61.6 69.5 80.1 83.9 51.4 59.9 65.3 68.6
Old : 61.6 69.5 80.1 83.9 51.4 59.9 65.3 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 18,687: 11,675 18,062 5,695 0 625 0 0 0 575 0 0: 117 0
Old : 18,687: 11,675 18,062 5,695 0 625 0 0 0 575 0 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 62.5 96.7 30.5 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.0: 0.6 0.0
Old : 100.0: 62.5 96.7 30.5 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 11 . 0 . 0 0 0 . 0 0:
Old : 20: 11 11 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 81.8 83.4 97.3 55.5 74.8 69.6 76.6
Old : 59.6 81.8 83.4 97.3 55.5 74.8 69.6 76.6
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, April 28, 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 : 86,375: 55,740 63,990 320 10,317 7,995 7,237 270 322 12,395 1,513 1,814: 552 154
Old : 86,375: 55,740 63,990 320 10,317 7,995 7,237 270 322 12,395 1,513 1,814: 552 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -1,308: -478 -479 0 -790 -135 -33 10 0 -686 83 7: 17 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 74.1 0.4 11.9 9.3 8.4 0.3 0.4 14.4 1.8 2.1: 0.6 0.2
Old : 100.0: 64.5 74.1 0.4 11.9 9.3 8.4 0.3 0.4 14.4 1.8 2.1: 0.6 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 : 62: 31 35 . . . 7 . . 9 . 5:
Old : 62: 31 35 . . . 7 . . 9 . 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 : 28.1 42.4 50.2 66.1 20.9 25.0 30.9 36.2
Old : 28.1 42.4 50.2 66.1 20.9 25.0 30.9 36.2
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, April 28, 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 : 43,136: 33,457 32,674 0 6,868 2,412 0 299 1 6,695 300 285: 286 297
Old : 43,136: 33,457 32,674 0 6,868 2,412 0 299 1 6,695 300 285: 286 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 385: 385 435 0 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 75.7 0.0 15.9 5.6 0.0 0.7 0.0 15.5 0.7 0.7: 0.7 0.7
Old : 100.0: 77.6 75.7 0.0 15.9 5.6 0.0 0.7 0.0 15.5 0.7 0.7: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 19 0 . . 0 . . 4 . .:
Old : 32: 18 19 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 : 47.0 55.1 71.2 81.3 39.2 46.7 57.0 60.8
Old : 47.0 55.1 71.2 81.3 39.2 46.7 57.0 60.8
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, April 28, 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 : 48,131: 35,387 42,111 6,829 0 5,244 0 25 0 240 96 254: 177 401
Old : 48,131: 35,387 42,111 6,829 0 5,244 0 25 0 240 96 254: 177 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 260: 775 160 -615 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 87.5 14.2 0.0 10.9 0.0 0.1 0.0 0.5 0.2 0.5: 0.4 0.8
Old : 100.0: 73.5 87.5 14.2 0.0 10.9 0.0 0.1 0.0 0.5 0.2 0.5: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 19 . 0 . 0 . 0 . . .:
Old : 31: 20 19 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 78.2 81.3 92.6 45.8 70.4 61.3 72.5
Old : 59.5 78.2 81.3 92.6 45.8 70.4 61.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 38,087: 30,785 28,054 0 2,755 5,986 10 930 40 40 210 60: 1,166 52
Old : 38,087: 30,785 28,054 0 2,755 5,986 10 930 40 40 210 60: 1,166 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,335: 1,359 2,380 0 -976 31 0 0 0 40 -5 -95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 73.7 0.0 7.2 15.7 0.0 2.4 0.1 0.1 0.6 0.2: 3.1 0.1
Old : 100.0: 80.8 73.7 0.0 7.2 15.7 0.0 2.4 0.1 0.1 0.6 0.2: 3.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 0 . . . . . . . .:
Old : 34: 21 20 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 55.2 80.4 77.4 42.2 38.9 49.5 49.7
Old : 62.8 55.2 80.4 77.4 42.2 38.9 49.5 49.7
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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,579: 54,260 67,051 10,621 0 2,895 0 105 0 1,840 200 73: 890 255
Old : 70,579: 54,260 67,051 10,621 0 2,895 0 105 0 1,840 200 73: 890 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,043: 1,373 1,713 380 0 290 0 25 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 95.0 15.0 0.0 4.1 0.0 0.1 0.0 2.6 0.3 0.1: 1.3 0.4
Old : 100.0: 76.9 95.0 15.0 0.0 4.1 0.0 0.1 0.0 2.6 0.3 0.1: 1.3 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 : 34: 17 11 6 0 4 0 . 0 5 . .:
Old : 34: 17 11 6 0 4 0 . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 91.8 76.4 96.6 55.1 87.3 72.5 89.8
Old : 55.8 91.8 76.4 96.6 55.1 87.3 72.5 89.8
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, April 28, 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 : 73,193: 61,189 66,379 5,578 2,721 3,558 0 45 0 2,318 250 60: 490 180
Old : 73,193: 61,189 66,379 5,578 2,721 3,558 0 45 0 2,318 250 60: 490 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,681: 1,459 1,496 237 172 13 0 0 0 -33 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 90.7 7.6 3.7 4.9 0.0 0.1 0.0 3.2 0.3 0.1: 0.7 0.2
Old : 100.0: 83.6 90.7 7.6 3.7 4.9 0.0 0.1 0.0 3.2 0.3 0.1: 0.7 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 : 38: 21 15 . . 4 0 . 0 4 . .:
Old : 38: 21 15 . . 4 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 86.4 75.7 96.8 52.6 82.9 74.2 90.0
Old : 52.8 86.4 75.7 96.8 52.6 82.9 74.2 90.0
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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 78,947: 67,207 71,569 8,420 2,398 1,788 0 442 85 184 1,417 1,048: 215 200
Old : 78,947: 67,207 71,569 8,420 2,398 1,788 0 442 85 184 1,417 1,048: 215 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,215: 2,719 1,589 2 595 -304 0 -5 0 5 527 -207: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 90.7 10.7 3.0 2.3 0.0 0.6 0.1 0.2 1.8 1.3: 0.3 0.3
Old : 100.0: 85.1 90.7 10.7 3.0 2.3 0.0 0.6 0.1 0.2 1.8 1.3: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 22 5 . 4 0 . . . 4 .:
Old : 42: 22 22 5 . 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 : 57.9 54.6 76.0 82.1 57.4 52.2 74.9 73.9
Old : 57.9 54.6 76.0 82.1 57.4 52.2 74.9 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 96,404: 79,430 85,887 9,461 2,870 2,974 240 1,431 253 1,816 1,071 1,888: 342 30
Old : 96,404: 79,430 85,887 9,461 2,870 2,974 240 1,431 253 1,816 1,071 1,888: 342 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 3,379: 3,739 2,470 40 495 -182 -5 25 5 -120 654 -83: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 89.1 9.8 3.0 3.1 0.2 1.5 0.3 1.9 1.1 2.0: 0.4 0.0
Old : 100.0: 82.4 89.1 9.8 3.0 3.1 0.2 1.5 0.3 1.9 1.1 2.0: 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 : 54: 25 27 5 . 4 . 7 . . . 4:
Old : 54: 25 27 5 . 4 . 7 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.2 70.7 74.5 52.1 48.9 63.8 68.5
Old : 52.4 51.2 70.7 74.5 52.1 48.9 63.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 63,368: 43,105 54,652 19,433 2,710 60 0 3,921 0 325 1,600 425: 20 0
Old : 63,368: 43,105 54,652 19,433 2,710 60 0 3,921 0 325 1,600 425: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 585: 560 335 -75 -50 0 0 75 0 -275 -150 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 86.2 30.7 4.3 0.1 0.0 6.2 0.0 0.5 2.5 0.7: 0.0 0.0
Old : 100.0: 68.0 86.2 30.7 4.3 0.1 0.0 6.2 0.0 0.5 2.5 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 15 . . . 0 . 0 . . .:
Old : 31: 14 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 : 73.7 88.7 94.0 96.3 73.6 86.7 90.2 91.8
Old : 73.7 88.7 94.0 96.3 73.6 86.7 90.2 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, April 28, 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 : 54,900: 36,020 53,745 16,875 0 180 0 225 0 1,450 375 375: 0 0
Old : 54,900: 36,020 53,745 16,875 0 180 0 225 0 1,450 375 375: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,430: 530 2,030 1,200 0 -600 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 97.9 30.7 0.0 0.3 0.0 0.4 0.0 2.6 0.7 0.7: 0.0 0.0
Old : 100.0: 65.6 97.9 30.7 0.0 0.3 0.0 0.4 0.0 2.6 0.7 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 7 . 0 . 0 . 0 . . .:
Old : 22: 11 7 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 96.2 93.1 99.1 80.3 93.4 90.7 94.9
Old : 80.3 96.2 93.1 99.1 80.3 93.4 90.7 94.9
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, April 28, 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 : 60,399: 41,308 54,950 14,510 463 2,182 700 0 50 648 1,641 957: 44 156
Old : 60,399: 41,308 54,950 14,510 463 2,182 700 0 50 648 1,641 957: 44 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -164: -438 -221 -36 -8 260 0 -75 50 0 -155 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 91.0 24.0 0.8 3.6 1.2 0.0 0.1 1.1 2.7 1.6: 0.1 0.3
Old : 100.0: 68.4 91.0 24.0 0.8 3.6 1.2 0.0 0.1 1.1 2.7 1.6: 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 : 34: 20 19 4 . . . 0 . . 4 .:
Old : 34: 20 19 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 : 50.2 82.1 73.0 91.4 46.3 77.1 68.2 80.0
Old : 50.2 82.1 73.0 91.4 46.3 77.1 68.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 67,909: 49,857 60,137 13,693 728 86 240 2,815 1,340 1,470 1,474 1,080: 143 249
Old : 67,909: 49,857 60,137 13,693 728 86 240 2,815 1,340 1,470 1,474 1,080: 143 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,186: 642 1,376 386 -55 -30 110 -10 60 0 -178 18: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 88.6 20.2 1.1 0.1 0.4 4.1 2.0 2.2 2.2 1.6: 0.2 0.4
Old : 100.0: 73.4 88.6 20.2 1.1 0.1 0.4 4.1 2.0 2.2 2.2 1.6: 0.2 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 : 37: 20 17 . . . . . . 4 . .:
Old : 37: 20 17 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 77.4 73.7 88.4 49.8 70.8 69.6 77.1
Old : 50.7 77.4 73.7 88.4 49.8 70.8 69.6 77.1
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, April 28, 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 : 24,705: 14,835 23,745 9,559 0 140 0 655 0 0 55 0: 171 110
Old : 24,705: 14,835 23,745 9,559 0 140 0 655 0 0 55 0: 171 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 365: 20 0 416 0 0 0 420 -75 0 0 0: 4 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 96.1 38.7 0.0 0.6 0.0 2.7 0.0 0.0 0.2 0.0: 0.7 0.4
Old : 100.0: 60.0 96.1 38.7 0.0 0.6 0.0 2.7 0.0 0.0 0.2 0.0: 0.7 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 : 24: 13 12 4 0 . 0 . 0 0 . 0:
Old : 24: 13 12 4 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 80.7 86.4 95.0 64.4 72.3 80.7 86.5
Old : 64.9 80.7 86.4 95.0 64.4 72.3 80.7 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 24,285: 14,268 23,940 9,381 0 115 0 225 0 0 0 0: 521 5
Old : 24,285: 14,268 23,940 9,381 0 115 0 225 0 0 0 0: 521 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 230: -2 0 300 0 0 -75 225 0 0 0 0: 7 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 98.6 38.6 0.0 0.5 0.0 0.9 0.0 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 58.8 98.6 38.6 0.0 0.5 0.0 0.9 0.0 0.0 0.0 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 : 22: 11 11 5 0 . 0 . 0 0 0 0:
Old : 22: 11 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 : 65.2 85.6 83.4 96.9 62.5 72.8 77.0 84.1
Old : 65.2 85.6 83.4 96.9 62.5 72.8 77.0 84.1
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, April 28, 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 : 31,583: 26,230 23,694 2,710 3,968 888 30 364 350 360 1,324 995: 20 0
Old : 31,583: 26,230 23,694 2,710 3,968 888 30 364 350 360 1,324 995: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 320: 250 90 -20 210 -115 0 -15 15 225 159 -24: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 75.0 8.6 12.6 2.8 0.1 1.2 1.1 1.1 4.2 3.2: 0.1 0.0
Old : 100.0: 83.1 75.0 8.6 12.6 2.8 0.1 1.2 1.1 1.1 4.2 3.2: 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 : 34: 17 18 . . . . . . . . .:
Old : 34: 17 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 57.5 82.9 76.4 60.7 55.8 72.6 69.8
Old : 68.7 57.5 82.9 76.4 60.7 55.8 72.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 18,385: 14,020 15,239 1,944 0 135 0 1,335 0 751 1,005 185: 1,350 486
Old : 18,385: 14,020 15,239 1,944 0 135 0 1,335 0 751 1,005 185: 1,350 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 38: 60 70 -25 0 0 0 -5 0 20 -7 -20: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 82.9 10.6 0.0 0.7 0.0 7.3 0.0 4.1 5.5 1.0: 7.3 2.6
Old : 100.0: 76.3 82.9 10.6 0.0 0.7 0.0 7.3 0.0 4.1 5.5 1.0: 7.3 2.6
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: 8 9 . 0 . 0 . 0 . . .:
Old : 20: 8 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 : 74.3 73.5 88.4 88.9 74.3 69.7 83.4 84.3
Old : 74.3 73.5 88.4 88.9 74.3 69.7 83.4 84.3
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, April 28, 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 : 58,457: 45,289 32,443 5,179 18,821 1,111 2,630 4,570 445 2,905 165 877: 21 25
Old : 58,457: 45,289 32,443 5,179 18,821 1,111 2,630 4,570 445 2,905 165 877: 21 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -229: -159 -77 -260 3 240 -10 -395 0 -40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 55.5 8.9 32.2 1.9 4.5 7.8 0.8 5.0 0.3 1.5: 0.0 0.0
Old : 100.0: 77.5 55.5 8.9 32.2 1.9 4.5 7.8 0.8 5.0 0.3 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 : 46: 25 21 5 . 6 . . . 5 . .:
Old : 46: 25 21 5 . 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 : 50.9 68.5 67.5 83.7 41.2 53.9 54.5 63.9
Old : 50.9 68.5 67.5 83.7 41.2 53.9 54.5 63.9
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, April 28, 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 : 36,613: 31,427 17,004 1,729 16,217 1,126 725 615 335 455 542 690: 126 84
Old : 36,613: 31,427 17,004 1,729 16,217 1,126 725 615 335 455 542 690: 126 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 29: 24 255 -80 -15 59 25 -270 0 25 0 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 46.4 4.7 44.3 3.1 2.0 1.7 0.9 1.2 1.5 1.9: 0.3 0.2
Old : 100.0: 85.8 46.4 4.7 44.3 3.1 2.0 1.7 0.9 1.2 1.5 1.9: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 16 4 . . . . . . . .:
Old : 36: 21 16 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 : 60.5 70.7 78.5 84.4 52.0 62.6 60.9 68.0
Old : 60.5 70.7 78.5 84.4 52.0 62.6 60.9 68.0
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, April 28, 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 : 19,795: 10,773 17,800 7,082 0 929 0 415 301 450 225 125: 135 0
Old : 19,795: 10,773 17,800 7,082 0 929 0 415 301 450 225 125: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -135: 0 -150 -225 0 15 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 89.9 35.8 0.0 4.7 0.0 2.1 1.5 2.3 1.1 0.6: 0.7 0.0
Old : 100.0: 54.4 89.9 35.8 0.0 4.7 0.0 2.1 1.5 2.3 1.1 0.6: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 15 . 0 . 0 . . . . .:
Old : 31: 15 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 : 63.9 73.4 84.2 86.0 59.0 70.0 76.9 79.0
Old : 63.9 73.4 84.2 86.0 59.0 70.0 76.9 79.0
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, April 28, 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 : 21,885: 11,301 19,385 7,842 0 2,100 0 250 0 525 150 0: 117 0
Old : 21,885: 11,301 19,385 7,842 0 2,100 0 250 0 525 150 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 75: 0 75 75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 88.6 35.8 0.0 9.6 0.0 1.1 0.0 2.4 0.7 0.0: 0.5 0.0
Old : 100.0: 51.6 88.6 35.8 0.0 9.6 0.0 1.1 0.0 2.4 0.7 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 7 . 0 . 0 . 0 . . 0:
Old : 21: 11 7 . 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 : 70.7 89.8 93.8 99.0 61.1 81.9 84.2 88.3
Old : 70.7 89.8 93.8 99.0 61.1 81.9 84.2 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, April 28, 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 : 9,042: 8,085 5,945 0 900 647 25 600 25 100 925 0: 160 0
Old : 9,042: 8,085 5,945 0 900 647 25 600 25 100 925 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 25: 0 0 0 25 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 65.7 0.0 10.0 7.2 0.3 6.6 0.3 1.1 10.2 0.0: 1.8 0.0
Old : 100.0: 89.4 65.7 0.0 10.0 7.2 0.3 6.6 0.3 1.1 10.2 0.0: 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 : 21: 10 8 0 . . . . . . . 0:
Old : 21: 10 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 : 72.5 63.9 89.9 91.3 65.3 56.7 75.6 78.1
Old : 72.5 63.9 89.9 91.3 65.3 56.7 75.6 78.1
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, April 28, 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 : 9,315: 8,318 5,725 0 648 742 25 925 25 100 1,250 0: 105 0
Old : 9,315: 8,318 5,725 0 648 742 25 925 25 100 1,250 0: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 25: 0 0 0 25 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 61.5 0.0 7.0 8.0 0.3 9.9 0.3 1.1 13.4 0.0: 1.1 0.0
Old : 100.0: 89.3 61.5 0.0 7.0 8.0 0.3 9.9 0.3 1.1 13.4 0.0: 1.1 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 : 23: 12 8 0 . . . . . . . 0:
Old : 23: 12 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 : 70.6 62.7 89.2 91.6 64.2 60.8 74.5 77.7
Old : 70.6 62.7 89.2 91.6 64.2 60.8 74.5 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 11,716: 7,714 10,164 3,008 700 42 0 0 0 170 260 550: 232 0
Old : 11,716: 7,714 10,164 3,008 700 42 0 0 0 170 260 550: 232 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 65.8 86.8 25.7 6.0 0.4 0.0 0.0 0.0 1.5 2.2 4.7: 2.0 0.0
Old : 100.0: 65.8 86.8 25.7 6.0 0.4 0.0 0.0 0.0 1.5 2.2 4.7: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . 0 0 0 . . .:
Old : 26: 13 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 62.1 79.8 83.6 50.8 55.5 67.1 68.7
Old : 56.0 62.1 79.8 83.6 50.8 55.5 67.1 68.7
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, April 28, 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 : 10,761: 6,792 9,145 2,991 700 66 0 0 0 170 340 510: 232 0
Old : 10,761: 6,792 9,145 2,991 700 66 0 0 0 170 340 510: 232 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 63.1 85.0 27.8 6.5 0.6 0.0 0.0 0.0 1.6 3.2 4.7: 2.2 0.0
Old : 100.0: 63.1 85.0 27.8 6.5 0.6 0.0 0.0 0.0 1.6 3.2 4.7: 2.2 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 : 25: 12 14 . . . 0 0 0 . . .:
Old : 25: 12 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 61.9 80.1 86.5 49.5 53.9 65.2 68.6
Old : 57.9 61.9 80.1 86.5 49.5 53.9 65.2 68.6
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, April 28, 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 : 35,512: 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135: 37 0
Old : 35,512: 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0: 0.1 0.0
Old : 100.0: 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0: 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: 19 12 . 0 . . 0 0 . . .:
Old : 33: 19 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 : 68.1 68.8 82.0 93.4 61.7 61.2 72.0 76.7
Old : 68.1 68.8 82.0 93.4 61.7 61.2 72.0 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 35,732: 23,300 30,902 7,880 0 750 200 0 0 1,250 1,765 2,315: 37 0
Old : 35,732: 23,300 30,902 7,880 0 750 200 0 0 1,250 1,765 2,315: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 65.2 86.5 22.1 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5: 0.1 0.0
Old : 100.0: 65.2 86.5 22.1 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 14 . 0 . . 0 0 . . .:
Old : 33: 19 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 : 66.2 70.4 80.2 93.9 59.6 60.3 69.5 76.4
Old : 66.2 70.4 80.2 93.9 59.6 60.3 69.5 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 108,995: 83,578 85,860 16,884 11,672 4,675 1,305 120 230 884 5,057 1,361: 78 20
Old : 108,995: 83,578 85,860 16,884 11,672 4,675 1,305 120 230 884 5,057 1,361: 78 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,993: 1,690 1,920 10 396 1,032 0 -35 0 76 -500 180: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 78.8 15.5 10.7 4.3 1.2 0.1 0.2 0.8 4.6 1.2: 0.1 0.0
Old : 100.0: 76.7 78.8 15.5 10.7 4.3 1.2 0.1 0.2 0.8 4.6 1.2: 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 : 54: 32 27 . . . . . . 4 7 5:
Old : 54: 32 27 . . . . . . 4 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 57.7 62.9 78.1 38.8 52.8 59.4 68.6
Old : 42.0 57.7 62.9 78.1 38.8 52.8 59.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 123,767: 92,016 99,880 19,700 8,663 6,229 2,025 980 325 1,008 5,290 2,390: 74 10
Old : 123,767: 92,016 99,880 19,700 8,663 6,229 2,025 980 325 1,008 5,290 2,390: 74 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 3,167: 1,537 2,393 0 -669 1,428 0 25 0 -45 -253 243: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 80.7 15.9 7.0 5.0 1.6 0.8 0.3 0.8 4.3 1.9: 0.1 0.0
Old : 100.0: 74.3 80.7 15.9 7.0 5.0 1.6 0.8 0.3 0.8 4.3 1.9: 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 : 63: 35 28 . . 5 . . . 6 9 9:
Old : 63: 35 28 . . 5 . . . 6 9 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 59.7 57.4 79.8 31.4 56.7 52.2 69.0
Old : 33.1 59.7 57.4 79.8 31.4 56.7 52.2 69.0
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, April 28, 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 : 281,814: 154,484 213,159 40,496 1,565 30,459 16,244 5,534 10,213 18,748 9,879 10,880: 290 125
Old : 281,814: 154,484 213,159 40,496 1,565 30,459 16,244 5,534 10,213 18,748 9,879 10,880: 290 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 9,330: 6,353 8,516 3,127 88 -361 425 48 -76 -959 314 771: 50 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 75.6 14.4 0.6 10.8 5.8 2.0 3.6 6.7 3.5 3.9: 0.1 0.0
Old : 100.0: 54.8 75.6 14.4 0.6 10.8 5.8 2.0 3.6 6.7 3.5 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 : 95: 42 37 . . 5 9 9 9 16 12 14:
Old : 95: 42 37 . . 5 9 9 9 16 12 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 43.9 57.3 65.2 26.3 29.0 33.4 41.6
Old : 44.0 43.9 57.3 65.2 26.3 29.0 33.4 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 18,144: 9,898 16,386 1,993 115 918 965 600 55 3,920 0 0: 395 70
Old : 18,144: 9,898 16,386 1,993 115 918 965 600 55 3,920 0 0: 395 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 75: 25 75 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 90.3 11.0 0.6 5.1 5.3 3.3 0.3 21.6 0.0 0.0: 2.2 0.4
Old : 100.0: 54.6 90.3 11.0 0.6 5.1 5.3 3.3 0.3 21.6 0.0 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . . . . 0 0:
Old : 24: 14 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 : 63.1 82.4 81.8 97.9 62.7 74.3 77.4 85.3
Old : 63.1 82.4 81.8 97.9 62.7 74.3 77.4 85.3
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, April 28, 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 : 14,857: 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0: 536 5
Old : 14,857: 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0: 536 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0: 3.6 0.0
Old : 100.0: 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 . . . . . . . 0 0:
Old : 22: 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 : 66.0 82.5 86.9 98.1 65.5 78.0 81.2 89.2
Old : 66.0 82.5 86.9 98.1 65.5 78.0 81.2 89.2
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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,517: 5,635 11,457 848 0 125 350 0 0 6,487 1,850 50: 22 35
Old : 13,517: 5,635 11,457 848 0 125 350 0 0 6,487 1,850 50: 22 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,125: 545 720 53 0 0 0 0 0 457 350 50: 20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 84.8 6.3 0.0 0.9 2.6 0.0 0.0 48.0 13.7 0.4: 0.2 0.3
Old : 100.0: 41.7 84.8 6.3 0.0 0.9 2.6 0.0 0.0 48.0 13.7 0.4: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 10 17 4 0 . . 0 0 . . .:
Old : 28: 10 17 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 : 82.2 71.6 91.2 87.8 79.2 71.6 87.6 86.2
Old : 82.2 71.6 91.2 87.8 79.2 71.6 87.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 83,554: 58,410 60,953 17,114 10,826 700 0 3,745 75 0 0 0: 7,255 7,255
Old : 83,554: 58,410 60,953 17,114 10,826 700 0 3,745 75 0 0 0: 7,255 7,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,465: 2,089 2,239 210 60 250 0 0 0 0 0 0: -84 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 73.0 20.5 13.0 0.8 0.0 4.5 0.1 0.0 0.0 0.0: 8.7 8.7
Old : 100.0: 69.9 73.0 20.5 13.0 0.8 0.0 4.5 0.1 0.0 0.0 0.0: 8.7 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 : 27: 17 18 . . . 0 . . 0 0 0:
Old : 27: 17 18 . . . 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 : 78.8 51.5 85.5 79.3 76.2 50.2 81.0 75.7
Old : 78.8 51.5 85.5 79.3 76.2 50.2 81.0 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 70,213: 49,421 50,353 14,352 9,125 725 0 4,280 30 0 0 0: 5,685 5,700
Old : 70,213: 49,421 50,353 14,352 9,125 725 0 4,280 30 0 0 0: 5,685 5,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,520: 1,915 2,080 240 60 600 0 0 0 0 0 0: -235 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 71.7 20.4 13.0 1.0 0.0 6.1 0.0 0.0 0.0 0.0: 8.1 8.1
Old : 100.0: 70.4 71.7 20.4 13.0 1.0 0.0 6.1 0.0 0.0 0.0 0.0: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 19 . . . 0 . . 0 0 0:
Old : 26: 15 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 55.9 86.8 77.6 77.7 54.6 80.5 73.9
Old : 79.8 55.9 86.8 77.6 77.7 54.6 80.5 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 24,400: 6,770 16,250 11,340 2,585 1,160 325 1,035 175 1,745 0 0: 2,885 3,195
Old : 24,400: 6,770 16,250 11,340 2,585 1,160 325 1,035 175 1,745 0 0: 2,885 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -120: 0 0 -240 -240 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 66.6 46.5 10.6 4.8 1.3 4.2 0.7 7.2 0.0 0.0: 11.8 13.1
Old : 100.0: 27.7 66.6 46.5 10.6 4.8 1.3 4.2 0.7 7.2 0.0 0.0: 11.8 13.1
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 : 21: 6 10 . . . . . . . 0 0:
Old : 21: 6 10 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 51.0 84.0 76.4 63.7 48.5 72.4 71.3
Old : 72.2 51.0 84.0 76.4 63.7 48.5 72.4 71.3
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, April 28, 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 : 22,010: 5,630 15,025 10,265 1,655 1,850 325 1,035 175 1,805 0 0: 1,960 2,270
Old : 22,010: 5,630 15,025 10,265 1,655 1,850 325 1,035 175 1,805 0 0: 1,960 2,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -120: 0 0 -170 -170 120 0 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 68.3 46.6 7.5 8.4 1.5 4.7 0.8 8.2 0.0 0.0: 8.9 10.3
Old : 100.0: 25.6 68.3 46.6 7.5 8.4 1.5 4.7 0.8 8.2 0.0 0.0: 8.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 5 12 . . . . . . . 0 0:
Old : 20: 5 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 : 75.1 52.3 88.8 75.2 62.0 47.0 69.1 66.8
Old : 75.1 52.3 88.8 75.2 62.0 47.0 69.1 66.8
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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,914: 31,204 20,243 7,800 26,006 1,020 11,500 3,580 4,380 0 960 0: 3,010 2,725
Old : 58,914: 31,204 20,243 7,800 26,006 1,020 11,500 3,580 4,380 0 960 0: 3,010 2,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,385: 1,460 1,265 105 0 -180 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 34.4 13.2 44.1 1.7 19.5 6.1 7.4 0.0 1.6 0.0: 5.1 4.6
Old : 100.0: 53.0 34.4 13.2 44.1 1.7 19.5 6.1 7.4 0.0 1.6 0.0: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . . . . 0 . 0:
Old : 26: 16 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 69.0 79.2 85.5 49.1 62.6 63.2 70.9
Old : 62.5 69.0 79.2 85.5 49.1 62.6 63.2 70.9
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, April 28, 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 : 39,278: 22,074 19,579 8,315 13,405 50 2,965 295 3,120 0 360 300: 2,454 2,169
Old : 39,278: 22,074 19,579 8,315 13,405 50 2,965 295 3,120 0 360 300: 2,454 2,169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 165: -15 -135 180 0 0 -5 295 5 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 49.8 21.2 34.1 0.1 7.5 0.8 7.9 0.0 0.9 0.8: 6.2 5.5
Old : 100.0: 56.2 49.8 21.2 34.1 0.1 7.5 0.8 7.9 0.0 0.9 0.8: 6.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 15 . . . . . . 0 . .:
Old : 25: 15 15 . . . . . . 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 70.1 87.1 83.3 65.1 64.6 72.5 71.6
Old : 73.0 70.1 87.1 83.3 65.1 64.6 72.5 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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,450: 23,560 10,835 3,780 2,115 360 1,035 15,820 90 0 0 0: 1,625 1,230
Old : 30,450: 23,560 10,835 3,780 2,115 360 1,035 15,820 90 0 0 0: 1,625 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,540: 1,540 1,335 0 205 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 35.6 12.4 6.9 1.2 3.4 52.0 0.3 0.0 0.0 0.0: 5.3 4.0
Old : 100.0: 77.4 35.6 12.4 6.9 1.2 3.4 52.0 0.3 0.0 0.0 0.0: 5.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . . . . . . 0 0 0:
Old : 22: 13 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 74.2 83.9 87.9 55.9 69.3 69.4 74.8
Old : 65.2 74.2 83.9 87.9 55.9 69.3 69.4 74.8
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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 101,731: 53,614 31,036 2,312 39,790 5,315 19,090 1,675 195 0 2,520 1,420: 19,785 19,780
Old : 101,731: 53,614 31,036 2,312 39,790 5,315 19,090 1,675 195 0 2,520 1,420: 19,785 19,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 4,510: 2,375 2,810 -200 2,250 510 2,895 100 -25 0 -90 0: -1,045 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 30.5 2.3 39.1 5.2 18.8 1.6 0.2 0.0 2.5 1.4: 19.4 19.4
Old : 100.0: 52.7 30.5 2.3 39.1 5.2 18.8 1.6 0.2 0.0 2.5 1.4: 19.4 19.4
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: 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 : 54.8 51.9 72.8 67.1 51.6 50.4 59.9 57.7
Old : 54.8 51.9 72.8 67.1 51.6 50.4 59.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 96,846: 50,091 30,066 2,445 34,820 5,150 19,320 1,670 165 0 5,290 555: 19,120 19,130
Old : 96,846: 50,091 30,066 2,445 34,820 5,150 19,320 1,670 165 0 5,290 555: 19,120 19,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 4,775: 2,945 3,110 -480 2,250 525 2,895 0 0 0 0 0: -1,110 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 31.0 2.5 36.0 5.3 19.9 1.7 0.2 0.0 5.5 0.6: 19.7 19.8
Old : 100.0: 51.7 31.0 2.5 36.0 5.3 19.9 1.7 0.2 0.0 5.5 0.6: 19.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 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 : 52.7 48.3 72.6 66.1 49.6 47.7 58.2 56.8
Old : 52.7 48.3 72.6 66.1 49.6 47.7 58.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,641: 14,441 4,555 0 1,686 1,441 3,315 10,705 175 300 1,990 1,335: 4,634 3,754
Old : 25,641: 14,441 4,555 0 1,686 1,441 3,315 10,705 175 300 1,990 1,335: 4,634 3,754
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,850: 600 -840 -20 -950 297 0 2,490 0 300 180 0: 673 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 17.8 0.0 6.6 5.6 12.9 41.7 0.7 1.2 7.8 5.2: 18.1 14.6
Old : 100.0: 56.3 17.8 0.0 6.6 5.6 12.9 41.7 0.7 1.2 7.8 5.2: 18.1 14.6
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 10 0 . . . . . . 4 .:
Old : 29: 16 10 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 : 43.0 62.7 62.5 74.4 42.7 56.0 61.1 64.1
Old : 43.0 62.7 62.5 74.4 42.7 56.0 61.1 64.1
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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,461: 13,592 4,581 0 2,336 1,018 3,315 11,805 175 1,285 340 1,670: 4,406 3,536
Old : 25,461: 13,592 4,581 0 2,336 1,018 3,315 11,805 175 1,285 340 1,670: 4,406 3,536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,900: 600 -840 -255 -1,085 109 0 2,490 0 150 -70 300: 996 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 18.0 0.0 9.2 4.0 13.0 46.4 0.7 5.0 1.3 6.6: 17.3 13.9
Old : 100.0: 53.4 18.0 0.0 9.2 4.0 13.0 46.4 0.7 5.0 1.3 6.6: 17.3 13.9
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 : 29: 16 10 0 . . . . . . . .:
Old : 29: 16 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 : 43.4 64.1 65.4 75.3 40.4 59.4 59.9 65.9
Old : 43.4 64.1 65.4 75.3 40.4 59.4 59.9 65.9
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, April 28, 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 : 32,644: 14,099 11,435 1,226 11,255 969 12,720 50 0 0 6,170 975: 2,655 1,790
Old : 32,644: 14,099 11,435 1,226 11,255 969 12,720 50 0 0 6,170 975: 2,655 1,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 0: 300 0 0 0 0 -300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 35.0 3.8 34.5 3.0 39.0 0.2 0.0 0.0 18.9 3.0: 8.1 5.5
Old : 100.0: 43.2 35.0 3.8 34.5 3.0 39.0 0.2 0.0 0.0 18.9 3.0: 8.1 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 5 . . . . . 0 0 . .:
Old : 20: 12 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 : 68.3 83.4 85.6 93.8 62.9 69.8 73.3 77.4
Old : 68.3 83.4 85.6 93.8 62.9 69.8 73.3 77.4
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, April 28, 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 : 56,651: 16,626 48,135 13,163 5,810 60 13,985 0 30 10,265 0 0: 2,522 2,616
Old : 56,651: 16,626 48,135 13,163 5,810 60 13,985 0 30 10,265 0 0: 2,522 2,616
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,160: -60 2,160 420 0 -35 1,800 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 85.0 23.2 10.3 0.1 24.7 0.0 0.1 18.1 0.0 0.0: 4.5 4.6
Old : 100.0: 29.3 85.0 23.2 10.3 0.1 24.7 0.0 0.1 18.1 0.0 0.0: 4.5 4.6
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 : 23: 12 11 . . . . 0 . . 0 0:
Old : 23: 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 : 67.8 86.9 89.2 93.1 67.7 83.0 86.1 87.1
Old : 67.8 86.9 89.2 93.1 67.7 83.0 86.1 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,901: 18,646 49,646 13,545 6,385 260 14,110 0 30 9,850 0 0: 2,460 2,580
Old : 58,901: 18,646 49,646 13,545 6,385 260 14,110 0 30 9,850 0 0: 2,460 2,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,100: 0 2,100 300 0 0 1,800 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 84.3 23.0 10.8 0.4 24.0 0.0 0.1 16.7 0.0 0.0: 4.2 4.4
Old : 100.0: 31.7 84.3 23.0 10.8 0.4 24.0 0.0 0.1 16.7 0.0 0.0: 4.2 4.4
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 : 69.4 90.1 90.6 93.9 68.9 87.9 89.7 90.4
Old : 69.4 90.1 90.6 93.9 68.9 87.9 89.7 90.4
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, April 28, 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 : 60,655: 20,510 52,625 10,866 3,005 810 5,815 0 615 18,259 0 815: 2,965 2,785
Old : 60,655: 20,510 52,625 10,866 3,005 810 5,815 0 615 18,259 0 815: 2,965 2,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,225: 0 1,225 595 0 0 0 0 0 630 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 86.8 17.9 5.0 1.3 9.6 0.0 1.0 30.1 0.0 1.3: 4.9 4.6
Old : 100.0: 33.8 86.8 17.9 5.0 1.3 9.6 0.0 1.0 30.1 0.0 1.3: 4.9 4.6
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: 17 10 . . . . 0 . 5 0 .:
Old : 31: 17 10 . . . . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 81.7 78.9 92.0 56.9 80.4 76.4 88.3
Old : 59.5 81.7 78.9 92.0 56.9 80.4 76.4 88.3
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, April 28, 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 : 51,015: 20,025 42,700 9,936 3,465 670 5,715 0 715 10,309 0 945: 2,700 2,520
Old : 51,015: 20,025 42,700 9,936 3,465 670 5,715 0 715 10,309 0 945: 2,700 2,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 625: 0 625 595 0 0 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 83.7 19.5 6.8 1.3 11.2 0.0 1.4 20.2 0.0 1.9: 5.3 4.9
Old : 100.0: 39.3 83.7 19.5 6.8 1.3 11.2 0.0 1.4 20.2 0.0 1.9: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 10 . . . . 0 . 5 0 .:
Old : 31: 18 10 . . . . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 79.1 77.3 91.0 50.1 77.9 73.8 86.8
Old : 53.6 79.1 77.3 91.0 50.1 77.9 73.8 86.8
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, April 28, 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 : 21,240: 11,690 11,945 1,700 0 1,415 0 4,225 505 2,920 785 375: 2,635 1,990
Old : 21,240: 11,690 11,945 1,700 0 1,415 0 4,225 505 2,920 785 375: 2,635 1,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 515: 765 0 -735 0 445 0 -270 25 0 300 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 56.2 8.0 0.0 6.7 0.0 19.9 2.4 13.7 3.7 1.8: 12.4 9.4
Old : 100.0: 55.0 56.2 8.0 0.0 6.7 0.0 19.9 2.4 13.7 3.7 1.8: 12.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . 0 . 0 4 . . . .:
Old : 25: 12 10 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 66.6 75.1 84.8 46.9 66.0 68.4 76.9
Old : 50.5 66.6 75.1 84.8 46.9 66.0 68.4 76.9
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, April 28, 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 : 20,330: 11,025 11,660 1,475 20 1,225 0 4,225 505 3,930 935 120: 2,050 1,640
Old : 20,330: 11,025 11,660 1,475 20 1,225 0 4,225 505 3,930 935 120: 2,050 1,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 525: 685 0 -535 20 370 0 -270 25 0 400 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 57.4 7.3 0.1 6.0 0.0 20.8 2.5 19.3 4.6 0.6: 10.1 8.1
Old : 100.0: 54.2 57.4 7.3 0.1 6.0 0.0 20.8 2.5 19.3 4.6 0.6: 10.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 8 . . . 0 4 . . . .:
Old : 25: 12 8 . . . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 69.5 77.3 88.0 54.7 68.7 73.9 80.8
Old : 55.3 69.5 77.3 88.0 54.7 68.7 73.9 80.8
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, April 28, 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 : 75,770: 42,035 44,405 5,865 0 2,140 2,005 19,670 1,135 15,410 1,500 1,270: 5,910 5,650
Old : 75,770: 42,035 44,405 5,865 0 2,140 2,005 19,670 1,135 15,410 1,500 1,270: 5,910 5,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 650: 10 670 410 0 0 -200 0 0 450 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 58.6 7.7 0.0 2.8 2.6 26.0 1.5 20.3 2.0 1.7: 7.8 7.5
Old : 100.0: 55.5 58.6 7.7 0.0 2.8 2.6 26.0 1.5 20.3 2.0 1.7: 7.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 10 . 0 . . . . 4 . .:
Old : 30: 15 10 . 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 : 60.7 72.0 74.2 84.8 57.1 70.5 69.9 82.0
Old : 60.7 72.0 74.2 84.8 57.1 70.5 69.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Futures Only, April 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,655: 42,210 39,785 5,590 0 1,805 1,960 19,670 1,125 11,125 1,500 1,270: 4,570 4,500
Old : 69,655: 42,210 39,785 5,590 0 1,805 1,960 19,670 1,125 11,125 1,500 1,270: 4,570 4,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 680: 40 700 410 0 20 -200 0 0 450 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 57.1 8.0 0.0 2.6 2.8 28.2 1.6 16.0 2.2 1.8: 6.6 6.5
Old : 100.0: 60.6 57.1 8.0 0.0 2.6 2.8 28.2 1.6 16.0 2.2 1.8: 6.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 12 . 0 . . . . 4 . .:
Old : 30: 15 12 . 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 : 58.9 75.2 73.9 86.1 55.1 73.6 69.2 82.7
Old : 58.9 75.2 73.9 86.1 55.1 73.6 69.2 82.7
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, April 28, 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 : 63,641: 38,141 23,178 0 18,486 0 16,530 0 2,810 58 13,175 2,005: 4,097 3,987
Old : 63,641: 38,141 23,178 0 18,486 0 16,530 0 2,810 58 13,175 2,005: 4,097 3,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 806: 455 -35 0 885 0 75 0 0 0 -320 0: 276 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 36.4 0.0 29.0 0.0 26.0 0.0 4.4 0.1 20.7 3.2: 6.4 6.3
Old : 100.0: 59.9 36.4 0.0 29.0 0.0 26.0 0.0 4.4 0.1 20.7 3.2: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 10 0 . 0 . 0 . . . .:
Old : 28: 18 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 : 55.1 72.1 75.8 89.5 50.7 69.1 71.2 81.5
Old : 55.1 72.1 75.8 89.5 50.7 69.1 71.2 81.5
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, April 28, 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 : 50,765: 34,223 18,164 0 15,732 175 7,485 0 3,150 58 8,190 2,675: 2,999 2,679
Old : 50,765: 34,223 18,164 0 15,732 175 7,485 0 3,150 58 8,190 2,675: 2,999 2,679
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 231: 30 -435 0 835 -86 0 0 0 0 -370 0: 287 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 35.8 0.0 31.0 0.3 14.7 0.0 6.2 0.1 16.1 5.3: 5.9 5.3
Old : 100.0: 67.4 35.8 0.0 31.0 0.3 14.7 0.0 6.2 0.1 16.1 5.3: 5.9 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 : 28: 18 10 0 . . . 0 . . . .:
Old : 28: 18 10 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 65.9 75.2 90.0 48.7 55.4 65.0 74.6
Old : 54.4 65.9 75.2 90.0 48.7 55.4 65.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 179,321: 94,905 85,141 18,310 225 7,117 2,838 17,125 7,387 1,400 15,022 3,235: 44,129 44,069
Old : 179,321: 94,905 85,141 18,310 225 7,117 2,838 17,125 7,387 1,400 15,022 3,235: 44,129 44,069
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 5,723: 1,961 6 -465 -1,050 1,180 -855 375 -335 0 1,310 55: 4,182 4,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 47.5 10.2 0.1 4.0 1.6 9.5 4.1 0.8 8.4 1.8: 24.6 24.6
Old : 100.0: 52.9 47.5 10.2 0.1 4.0 1.6 9.5 4.1 0.8 8.4 1.8: 24.6 24.6
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 : 44: 25 29 . . . . . . . 5 4:
Old : 44: 25 29 . . . . . . . 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 : 44.9 33.4 62.2 47.7 39.0 30.1 50.9 40.4
Old : 44.9 33.4 62.2 47.7 39.0 30.1 50.9 40.4
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, April 28, 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 : 147,014: 71,954 80,076 20,661 0 5,448 3,748 6,435 6,731 1,400 11,047 3,300: 33,772 33,977
Old : 147,014: 71,954 80,076 20,661 0 5,448 3,748 6,435 6,731 1,400 11,047 3,300: 33,772 33,977
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 8,709: 1,301 4,181 4,505 -300 235 -855 400 -345 0 670 0: 3,868 3,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 54.5 14.1 0.0 3.7 2.5 4.4 4.6 1.0 7.5 2.2: 23.0 23.1
Old : 100.0: 48.9 54.5 14.1 0.0 3.7 2.5 4.4 4.6 1.0 7.5 2.2: 23.0 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 26 . 0 . . . . . 5 4:
Old : 41: 21 26 . 0 . . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 31.3 62.5 46.6 40.5 26.6 46.9 37.3
Old : 50.0 31.3 62.5 46.6 40.5 26.6 46.9 37.3
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, April 28, 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 : 64,435: 31,520 29,910 18,161 7,216 6,214 1,145 9,090 2,255 0 4,760 0: 5,140 4,990
Old : 64,435: 31,520 29,910 18,161 7,216 6,214 1,145 9,090 2,255 0 4,760 0: 5,140 4,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -425: -240 1,450 -250 -140 320 0 -1,800 250 0 0 0: -505 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 46.4 28.2 11.2 9.6 1.8 14.1 3.5 0.0 7.4 0.0: 8.0 7.7
Old : 100.0: 48.9 46.4 28.2 11.2 9.6 1.8 14.1 3.5 0.0 7.4 0.0: 8.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 16 . . . . . . 0 . 0:
Old : 27: 13 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 : 59.4 51.7 78.1 71.3 51.4 44.6 64.4 59.1
Old : 59.4 51.7 78.1 71.3 51.4 44.6 64.4 59.1
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, April 28, 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 : 56,574: 29,605 20,715 8,671 4,346 8,643 990 10,190 2,275 0 4,135 0: 6,390 6,270
Old : 56,574: 29,605 20,715 8,671 4,346 8,643 990 10,190 2,275 0 4,135 0: 6,390 6,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -625: -890 720 -300 -110 420 0 -1,800 250 0 0 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 36.6 15.3 7.7 15.3 1.7 18.0 4.0 0.0 7.3 0.0: 11.3 11.1
Old : 100.0: 52.3 36.6 15.3 7.7 15.3 1.7 18.0 4.0 0.0 7.3 0.0: 11.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 . . . . . . 0 . 0:
Old : 26: 15 17 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 53.1 71.7 74.8 41.0 41.5 52.7 52.8
Old : 52.3 53.1 71.7 74.8 41.0 41.5 52.7 52.8
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, April 28, 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 : 44,935: 12,295 28,640 0 7,475 2,975 22,815 0 1,330 480 0 1,200: 3,840 3,315
Old : 44,935: 12,295 28,640 0 7,475 2,975 22,815 0 1,330 480 0 1,200: 3,840 3,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,590: -70 675 0 755 -30 1,500 0 0 0 0 0: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 63.7 0.0 16.6 6.6 50.8 0.0 3.0 1.1 0.0 2.7: 8.5 7.4
Old : 100.0: 27.4 63.7 0.0 16.6 6.6 50.8 0.0 3.0 1.1 0.0 2.7: 8.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 17 0 . . . 0 . . 0 .:
Old : 25: 11 17 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 60.4 80.6 75.5 63.4 56.2 66.5 66.7
Old : 69.2 60.4 80.6 75.5 63.4 56.2 66.5 66.7
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, April 28, 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 : 55,115: 8,170 41,425 0 6,865 2,745 39,845 280 1,100 480 0 1,200: 1,575 1,500
Old : 55,115: 8,170 41,425 0 6,865 2,745 39,845 280 1,100 480 0 1,200: 1,575 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,130: 15 760 0 755 -410 1,780 280 -280 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 75.2 0.0 12.5 5.0 72.3 0.5 2.0 0.9 0.0 2.2: 2.9 2.7
Old : 100.0: 14.8 75.2 0.0 12.5 5.0 72.3 0.5 2.0 0.9 0.0 2.2: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 15 0 . . . . . . 0 .:
Old : 23: 10 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 : 88.8 65.7 94.5 82.5 82.8 62.4 83.9 75.9
Old : 88.8 65.7 94.5 82.5 82.8 62.4 83.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 143,557: 81,382 78,130 5,570 10,972 14,965 4,625 6,545 6,690 4,070 0 0: 26,255 26,255
Old : 143,557: 81,382 78,130 5,570 10,972 14,965 4,625 6,545 6,690 4,070 0 0: 26,255 26,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 4,480: 3,795 2,175 455 -1,225 730 0 3,300 -35 0 0 0: -465 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 54.4 3.9 7.6 10.4 3.2 4.6 4.7 2.8 0.0 0.0: 18.3 18.3
Old : 100.0: 56.7 54.4 3.9 7.6 10.4 3.2 4.6 4.7 2.8 0.0 0.0: 18.3 18.3
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 : 36: 25 26 . . . . . . . 0 0:
Old : 36: 25 26 . . . . . . . 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 : 36.2 43.6 52.1 63.4 28.7 30.7 39.7 40.3
Old : 36.2 43.6 52.1 63.4 28.7 30.7 39.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 120,775: 71,365 61,380 5,610 17,515 11,915 25 1,520 10,555 3,670 0 0: 17,635 17,890
Old : 120,775: 71,365 61,380 5,610 17,515 11,915 25 1,520 10,555 3,670 0 0: 17,635 17,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 6,415: 4,960 2,035 640 -600 2,075 -3,815 360 2,915 0 0 0: -360 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 50.8 4.6 14.5 9.9 0.0 1.3 8.7 3.0 0.0 0.0: 14.6 14.8
Old : 100.0: 59.1 50.8 4.6 14.5 9.9 0.0 1.3 8.7 3.0 0.0 0.0: 14.6 14.8
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 : 32: 22 22 . . . . . . . 0 0:
Old : 32: 22 22 . . . . . . . 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 : 41.4 45.6 63.1 66.0 29.2 34.3 39.3 43.0
Old : 41.4 45.6 63.1 66.0 29.2 34.3 39.3 43.0
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, April 28, 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 : 29,780: 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550: 1,530 1,530
Old : 29,780: 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8: 5.1 5.1
Old : 100.0: 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4
Old : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4
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, April 28, 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 : 29,625: 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500: 1,560 1,520
Old : 29,625: 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500: 1,560 1,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 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: 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7: 5.3 5.1
Old : 100.0: 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4
Old : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 01, 2020