COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 19,371: 13,421 10,695 1,848 413 369 804 1,655 180 447 3,646 1,220: 1,082 1,193
Old : 19,371: 13,421 10,695 1,848 413 369 804 1,655 180 447 3,646 1,220: 1,082 1,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 128: 120 74 116 37 -32 0 5 0 -15 95 -51: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 55.2 9.5 2.1 1.9 4.2 8.5 0.9 2.3 18.8 6.3: 5.6 6.2
Old : 100.0: 69.3 55.2 9.5 2.1 1.9 4.2 8.5 0.9 2.3 18.8 6.3: 5.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 12 . . . . . . . . 5:
Old : 29: 13 12 . . . . . . . . 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 : 52.1 48.2 72.2 73.7 33.7 38.9 44.8 45.9
Old : 52.1 48.2 72.2 73.7 33.7 38.9 44.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 24,269: 13,522 12,884 439 2,308 3,742 2,835 575 1,061 258 1,539 1,882: 529 277
Old : 24,269: 13,522 12,884 439 2,308 3,742 2,835 575 1,061 258 1,539 1,882: 529 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,541: -1,721 -575 250 -444 -352 2,098 -268 650 -2,521 -569 -907: -38 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 53.1 1.8 9.5 15.4 11.7 2.4 4.4 1.1 6.3 7.8: 2.2 1.1
Old : 100.0: 55.7 53.1 1.8 9.5 15.4 11.7 2.4 4.4 1.1 6.3 7.8: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 21 . . . 4 . 6 5 7 11:
Old : 44: 21 21 . . . 4 . 6 5 7 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 49.4 65.5 67.2 22.4 25.2 30.3 31.2
Old : 43.2 49.4 65.5 67.2 22.4 25.2 30.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 41,033: 25,882 37,149 6,432 0 1,899 325 565 230 5,485 530 660: 120 0
Old : 41,033: 25,882 37,149 6,432 0 1,899 325 565 230 5,485 530 660: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,203: 672 -1,722 -142 0 17 25 92 -25 -1,775 275 160: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 90.5 15.7 0.0 4.6 0.8 1.4 0.6 13.4 1.3 1.6: 0.3 0.0
Old : 100.0: 63.1 90.5 15.7 0.0 4.6 0.8 1.4 0.6 13.4 1.3 1.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 22 . 0 . . . . . 4 4:
Old : 40: 23 22 . 0 . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 56.1 80.2 80.9 44.8 50.1 63.0 68.2
Old : 50.8 56.1 80.2 80.9 44.8 50.1 63.0 68.2
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 - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 31,020: 22,774 27,684 1,165 449 1,928 244 0 159 4,375 425 375: 0 0
Old : 31,020: 22,774 27,684 1,165 449 1,928 244 0 159 4,375 425 375: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,621: -488 -1,757 290 -108 -215 -515 0 134 -775 250 75: -127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 89.2 3.8 1.4 6.2 0.8 0.0 0.5 14.1 1.4 1.2: 0.0 0.0
Old : 100.0: 73.4 89.2 3.8 1.4 6.2 0.8 0.0 0.5 14.1 1.4 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 18 . . . . 0 . . 4 .:
Old : 31: 16 18 . . . . 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 : 54.0 71.1 79.7 88.5 53.4 66.0 72.5 79.2
Old : 54.0 71.1 79.7 88.5 53.4 66.0 72.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 130,267: 108,598 88,863 2,131 17,376 5,311 2,192 1,760 7,514 1,336 6,089 2,905: 280 449
Old : 130,267: 108,598 88,863 2,131 17,376 5,311 2,192 1,760 7,514 1,336 6,089 2,905: 280 449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,114: -4,206 -2,541 194 -1,643 -1,351 266 300 6,133 -686 -465 -6,538: 74 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 68.2 1.6 13.3 4.1 1.7 1.4 5.8 1.0 4.7 2.2: 0.2 0.3
Old : 100.0: 83.4 68.2 1.6 13.3 4.1 1.7 1.4 5.8 1.0 4.7 2.2: 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 : 51: 27 29 . . 4 . 5 4 5 4 5:
Old : 51: 27 29 . . 4 . 5 4 5 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 39.7 72.0 60.3 43.7 27.6 48.4 37.4
Old : 55.8 39.7 72.0 60.3 43.7 27.6 48.4 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 69,937: 55,899 53,924 5,835 8,275 4,109 420 561 2,011 970 375 662: 30 20
Old : 69,937: 55,899 53,924 5,835 8,275 4,109 420 561 2,011 970 375 662: 30 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,471: -2,657 -4,788 -252 1,314 -139 195 221 -293 -505 125 150: 30 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 77.1 8.3 11.8 5.9 0.6 0.8 2.9 1.4 0.5 0.9: 0.0 0.0
Old : 100.0: 79.9 77.1 8.3 11.8 5.9 0.6 0.8 2.9 1.4 0.5 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 21 . . . . . . . . .:
Old : 35: 17 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 74.5 81.8 89.0 60.5 64.8 70.1 70.7
Old : 60.8 74.5 81.8 89.0 60.5 64.8 70.1 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 32,287: 29,825 22,672 1,291 8,920 420 0 0 0 551 75 200: 0 0
Old : 32,287: 29,825 22,672 1,291 8,920 420 0 0 0 551 75 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,675: -1,165 -1,600 -200 310 -310 0 0 0 75 0 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 70.2 4.0 27.6 1.3 0.0 0.0 0.0 1.7 0.2 0.6: 0.0 0.0
Old : 100.0: 92.4 70.2 4.0 27.6 1.3 0.0 0.0 0.0 1.7 0.2 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 12 . . . 0 0 0 . . .:
Old : 23: 8 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 : 86.6 86.2 96.0 95.0 75.7 75.2 80.4 81.0
Old : 86.6 86.2 96.0 95.0 75.7 75.2 80.4 81.0
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 - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 59,109: 31,124 26,881 726 20,653 5,349 15,724 0 286 404 795 5,113: 383 32
Old : 59,109: 31,124 26,881 726 20,653 5,349 15,724 0 286 404 795 5,113: 383 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,141: 259 -2,728 10 2,043 -1,448 15,000 -75 -52 -15,145 754 -662: -103 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 45.5 1.2 34.9 9.0 26.6 0.0 0.5 0.7 1.3 8.7: 0.6 0.1
Old : 100.0: 52.7 45.5 1.2 34.9 9.0 26.6 0.0 0.5 0.7 1.3 8.7: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 19 . . 5 4 0 . . . .:
Old : 34: 20 19 . . 5 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 57.1 76.0 75.0 47.2 43.3 55.1 54.5
Old : 52.2 57.1 76.0 75.0 47.2 43.3 55.1 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 80,005: 44,170 30,871 0 36,865 5,634 24,603 840 460 1,006 1,474 3,796: 336 65
Old : 80,005: 44,170 30,871 0 36,865 5,634 24,603 840 460 1,006 1,474 3,796: 336 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,043: -887 -2,575 0 1,253 -1,127 22,996 15 -201 -22,913 641 -961: 50 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 38.6 0.0 46.1 7.0 30.8 1.0 0.6 1.3 1.8 4.7: 0.4 0.1
Old : 100.0: 55.2 38.6 0.0 46.1 7.0 30.8 1.0 0.6 1.3 1.8 4.7: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 24 0 4 4 . 4 . . . .:
Old : 42: 22 24 0 4 4 . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 63.3 74.1 79.7 55.2 55.5 63.4 63.7
Old : 56.3 63.3 74.1 79.7 55.2 55.5 63.4 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 72,817: 55,723 52,615 10,369 15,146 2,338 950 0 0 1,295 1,320 1,294: 848 104
Old : 72,817: 55,723 52,615 10,369 15,146 2,338 950 0 0 1,295 1,320 1,294: 848 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,836: -4,309 -3,806 -645 -1,985 0 -250 0 0 -563 -52 0: -69 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 72.3 14.2 20.8 3.2 1.3 0.0 0.0 1.8 1.8 1.8: 1.2 0.1
Old : 100.0: 76.5 72.3 14.2 20.8 3.2 1.3 0.0 0.0 1.8 1.8 1.8: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 20 . . 4 . 0 0 . . .:
Old : 36: 22 20 . . 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 : 46.6 70.4 71.7 83.0 44.9 69.8 68.9 78.7
Old : 46.6 70.4 71.7 83.0 44.9 69.8 68.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 92,321: 66,749 57,391 19,221 30,556 1,188 950 0 0 1,411 1,290 1,836: 966 60
Old : 92,321: 66,749 57,391 19,221 30,556 1,188 950 0 0 1,411 1,290 1,836: 966 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -7,696: -5,421 -5,376 -1,172 -2,281 -24 -200 0 0 -773 -3 0: -106 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 62.2 20.8 33.1 1.3 1.0 0.0 0.0 1.5 1.4 2.0: 1.0 0.1
Old : 100.0: 72.3 62.2 20.8 33.1 1.3 1.0 0.0 0.0 1.5 1.4 2.0: 1.0 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 : 39: 23 22 5 . 5 . 0 0 . . .:
Old : 39: 23 22 5 . 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 : 44.5 70.6 68.5 85.2 44.1 70.1 67.6 81.4
Old : 44.5 70.6 68.5 85.2 44.1 70.1 67.6 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 40,807: 28,478 37,424 9,363 0 2,374 0 0 0 450 420 0: 142 589
Old : 40,807: 28,478 37,424 9,363 0 2,374 0 0 0 450 420 0: 142 589
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,438: -15 1,280 1,559 0 -106 0 0 0 0 0 0: 0 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 91.7 22.9 0.0 5.8 0.0 0.0 0.0 1.1 1.0 0.0: 0.3 1.4
Old : 100.0: 69.8 91.7 22.9 0.0 5.8 0.0 0.0 0.0 1.1 1.0 0.0: 0.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . 0 . 0 0 0 . . 0:
Old : 28: 17 19 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 85.4 87.4 93.9 61.5 84.8 78.0 87.0
Old : 68.8 85.4 87.4 93.9 61.5 84.8 78.0 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 25,579: 23,462 18,766 0 4,417 1,426 0 600 0 355 205 65: 271 100
Old : 25,579: 23,462 18,766 0 4,417 1,426 0 600 0 355 205 65: 271 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 577: 591 77 0 514 -14 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 73.4 0.0 17.3 5.6 0.0 2.3 0.0 1.4 0.8 0.3: 1.1 0.4
Old : 100.0: 91.7 73.4 0.0 17.3 5.6 0.0 2.3 0.0 1.4 0.8 0.3: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 17 0 . . 0 . 0 . . .:
Old : 28: 18 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 : 58.6 66.8 77.8 85.9 48.7 56.7 61.6 64.9
Old : 58.6 66.8 77.8 85.9 48.7 56.7 61.6 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 86,509: 54,271 62,741 320 10,776 9,298 9,245 145 642 10,141 559 2,240: 352 107
Old : 86,509: 54,271 62,741 320 10,776 9,298 9,245 145 642 10,141 559 2,240: 352 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,264: 1,030 418 0 283 -27 -124 29 300 -177 3 259: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 72.5 0.4 12.5 10.7 10.7 0.2 0.7 11.7 0.6 2.6: 0.4 0.1
Old : 100.0: 62.7 72.5 0.4 12.5 10.7 10.7 0.2 0.7 11.7 0.6 2.6: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 28 29 . . . 7 . 5 12 . 8:
Old : 56: 28 29 . . . 7 . 5 12 . 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 : 34.9 47.8 55.5 68.2 15.5 19.3 22.9 28.8
Old : 34.9 47.8 55.5 68.2 15.5 19.3 22.9 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 37,189: 25,082 27,804 0 5,807 2,281 500 0 0 8,421 355 600: 305 342
Old : 37,189: 25,082 27,804 0 5,807 2,281 500 0 0 8,421 355 600: 305 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 85: 285 85 0 0 0 -200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 74.8 0.0 15.6 6.1 1.3 0.0 0.0 22.6 1.0 1.6: 0.8 0.9
Old : 100.0: 67.4 74.8 0.0 15.6 6.1 1.3 0.0 0.0 22.6 1.0 1.6: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 19 0 . . . 0 0 4 . .:
Old : 32: 17 19 0 . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 51.4 80.2 75.1 43.7 39.9 59.5 55.1
Old : 54.8 51.4 80.2 75.1 43.7 39.9 59.5 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 46,531: 34,955 43,018 8,234 0 2,564 0 0 0 600 395 25: 153 529
Old : 46,531: 34,955 43,018 8,234 0 2,564 0 0 0 600 395 25: 153 529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,646: 93 1,488 1,659 0 -106 0 0 0 0 0 0: 0 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 92.5 17.7 0.0 5.5 0.0 0.0 0.0 1.3 0.8 0.1: 0.3 1.1
Old : 100.0: 75.1 92.5 17.7 0.0 5.5 0.0 0.0 0.0 1.3 0.8 0.1: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 21 . 0 . 0 0 0 . . .:
Old : 31: 20 21 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 84.9 80.7 93.6 44.8 78.8 66.1 80.9
Old : 54.1 84.9 80.7 93.6 44.8 78.8 66.1 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 41,264: 34,212 27,361 0 6,308 5,457 210 1,695 0 325 338 5: 1,055 100
Old : 41,264: 34,212 27,361 0 6,308 5,457 210 1,695 0 325 338 5: 1,055 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 609: 559 9 0 550 50 150 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 66.3 0.0 15.3 13.2 0.5 4.1 0.0 0.8 0.8 0.0: 2.6 0.2
Old : 100.0: 82.9 66.3 0.0 15.3 13.2 0.5 4.1 0.0 0.8 0.8 0.0: 2.6 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 : 33: 19 18 0 . . . 4 0 . . .:
Old : 33: 19 18 0 . . . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 46.8 78.6 73.4 37.4 29.5 44.6 43.4
Old : 56.7 46.8 78.6 73.4 37.4 29.5 44.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 61,580: 48,656 56,465 6,843 60 3,010 0 0 0 2,463 1,700 0: 608 345
Old : 61,580: 48,656 56,465 6,843 60 3,010 0 0 0 2,463 1,700 0: 608 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,442: -2,279 -3,367 -892 15 -15 0 -75 0 -241 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 91.7 11.1 0.1 4.9 0.0 0.0 0.0 4.0 2.8 0.0: 1.0 0.6
Old : 100.0: 79.0 91.7 11.1 0.1 4.9 0.0 0.0 0.0 4.0 2.8 0.0: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 11 4 . . 0 0 0 . . 0:
Old : 30: 18 11 4 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 87.4 74.5 95.5 52.3 83.4 71.0 88.3
Old : 53.2 87.4 74.5 95.5 52.3 83.4 71.0 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 64,626: 53,534 55,536 4,767 2,346 2,464 0 0 0 3,471 4,000 60: 330 220
Old : 64,626: 53,534 55,536 4,767 2,346 2,464 0 0 0 3,471 4,000 60: 330 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,452: -2,755 -4,071 -1,041 80 -126 0 -75 0 -525 -300 0: -5 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 85.9 7.4 3.6 3.8 0.0 0.0 0.0 5.4 6.2 0.1: 0.5 0.3
Old : 100.0: 82.8 85.9 7.4 3.6 3.8 0.0 0.0 0.0 5.4 6.2 0.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 12 . . . 0 0 0 4 . .:
Old : 32: 19 12 . . . 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 81.7 73.1 94.9 52.1 79.7 68.1 89.3
Old : 53.2 81.7 73.1 94.9 52.1 79.7 68.1 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 77,836: 62,045 71,649 10,270 282 3,674 148 0 20 1,379 2,161 35: 265 15
Old : 77,836: 62,045 71,649 10,270 282 3,674 148 0 20 1,379 2,161 35: 265 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,940: -3,534 -4,513 -237 197 -152 0 0 0 -4 523 0: -13 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.1 13.2 0.4 4.7 0.2 0.0 0.0 1.8 2.8 0.0: 0.3 0.0
Old : 100.0: 79.7 92.1 13.2 0.4 4.7 0.2 0.0 0.0 1.8 2.8 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 23 5 . 4 . 0 . . 5 .:
Old : 41: 20 23 5 . 4 . 0 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 52.0 77.6 76.9 58.6 49.8 73.6 69.3
Old : 59.7 52.0 77.6 76.9 58.6 49.8 73.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 95,939: 74,708 81,200 12,633 1,424 5,308 122 1,548 208 2,447 5,997 184: 329 70
Old : 95,939: 74,708 81,200 12,633 1,424 5,308 122 1,548 208 2,447 5,997 184: 329 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -5,383: -4,351 -4,689 -1,017 69 -92 22 -269 -22 63 -432 8: 7 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 84.6 13.2 1.5 5.5 0.1 1.6 0.2 2.6 6.3 0.2: 0.3 0.1
Old : 100.0: 77.9 84.6 13.2 1.5 5.5 0.1 1.6 0.2 2.6 6.3 0.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 22 25 5 . . . 7 . . 7 .:
Old : 51: 22 25 5 . . . 7 . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 48.2 71.3 73.5 52.2 45.0 65.4 63.4
Old : 52.5 48.2 71.3 73.5 52.2 45.0 65.4 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 52,822: 34,859 47,497 17,508 1,218 60 0 1,322 125 50 2,400 200: 20 0
Old : 52,822: 34,859 47,497 17,508 1,218 60 0 1,322 125 50 2,400 200: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,605: -2,893 -2,475 469 44 -256 0 357 0 -25 -375 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 89.9 33.1 2.3 0.1 0.0 2.5 0.2 0.1 4.5 0.4: 0.0 0.0
Old : 100.0: 66.0 89.9 33.1 2.3 0.1 0.0 2.5 0.2 0.1 4.5 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . . . 0 . . . . .:
Old : 27: 13 11 . . . 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 : 78.0 89.4 96.3 96.3 77.9 87.5 93.1 92.5
Old : 78.0 89.4 96.3 96.3 77.9 87.5 93.1 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 63,245: 44,906 58,579 13,925 0 2,176 700 0 0 746 1,490 743: 49 257
Old : 63,245: 44,906 58,579 13,925 0 2,176 700 0 0 746 1,490 743: 49 257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,057: -2,196 -958 477 0 -63 425 0 0 -655 -1,101 -40: -5 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 92.6 22.0 0.0 3.4 1.1 0.0 0.0 1.2 2.4 1.2: 0.1 0.4
Old : 100.0: 71.0 92.6 22.0 0.0 3.4 1.1 0.0 0.0 1.2 2.4 1.2: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 17 4 0 . . 0 0 . . .:
Old : 29: 18 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 : 49.9 85.4 75.7 94.1 47.5 82.2 69.4 84.4
Old : 49.9 85.4 75.7 94.1 47.5 82.2 69.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 70,343: 51,057 63,156 12,542 78 232 809 575 3,250 951 1,523 1,442: 60 87
Old : 70,343: 51,057 63,156 12,542 78 232 809 575 3,250 951 1,523 1,442: 60 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -100: -1,127 1,224 1,630 0 -365 170 58 3,190 -325 -967 -3,240: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 89.8 17.8 0.1 0.3 1.2 0.8 4.6 1.4 2.2 2.0: 0.1 0.1
Old : 100.0: 72.6 89.8 17.8 0.1 0.3 1.2 0.8 4.6 1.4 2.2 2.0: 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 : 38: 19 17 . . . 6 . . . . .:
Old : 38: 19 17 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 77.6 73.3 88.7 46.7 69.8 66.9 75.9
Old : 48.0 77.6 73.3 88.7 46.7 69.8 66.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 26,667: 14,998 26,022 10,558 0 50 0 575 0 865 0 0: 196 20
Old : 26,667: 14,998 26,022 10,558 0 50 0 575 0 865 0 0: 196 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,422: -940 -1,220 -91 0 -173 0 35 -40 -135 0 -10: -33 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 97.6 39.6 0.0 0.2 0.0 2.2 0.0 3.2 0.0 0.0: 0.7 0.1
Old : 100.0: 56.2 97.6 39.6 0.0 0.2 0.0 2.2 0.0 3.2 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 4 0 . 0 . 0 . 0 0:
Old : 22: 12 11 4 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 81.5 82.7 96.7 65.8 73.6 79.9 88.8
Old : 66.0 81.5 82.7 96.7 65.8 73.6 79.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 25,986: 14,458 25,746 10,306 0 120 0 50 0 745 0 0: 357 70
Old : 25,986: 14,458 25,746 10,306 0 120 0 50 0 745 0 0: 357 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,348: -1,151 -1,120 -89 0 -181 0 -10 0 -65 0 0: 138 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 99.1 39.7 0.0 0.5 0.0 0.2 0.0 2.9 0.0 0.0: 1.4 0.3
Old : 100.0: 55.6 99.1 39.7 0.0 0.5 0.0 0.2 0.0 2.9 0.0 0.0: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 5 0 . 0 . 0 . 0 0:
Old : 21: 11 9 5 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 85.2 80.8 98.5 64.2 74.7 75.9 85.0
Old : 65.4 85.2 80.8 98.5 64.2 74.7 75.9 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 33,789: 27,512 25,344 3,681 2,985 1,195 0 1,070 340 36 1,918 790: 235 147
Old : 33,789: 27,512 25,344 3,681 2,985 1,195 0 1,070 340 36 1,918 790: 235 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,177: -1,680 -1,830 -269 -30 0 0 -25 0 0 41 -79: -149 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 75.0 10.9 8.8 3.5 0.0 3.2 1.0 0.1 5.7 2.3: 0.7 0.4
Old : 100.0: 81.4 75.0 10.9 8.8 3.5 0.0 3.2 1.0 0.1 5.7 2.3: 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 : 28: 13 13 . . 4 0 . . . . .:
Old : 28: 13 13 . . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 58.8 84.8 76.5 61.8 55.9 76.2 68.8
Old : 68.4 58.8 84.8 76.5 61.8 55.9 76.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,329: 17,158 17,849 2,405 0 120 0 1,460 10 333 1,503 367: 936 20
Old : 21,329: 17,158 17,849 2,405 0 120 0 1,460 10 333 1,503 367: 936 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,632: -1,513 -1,510 -387 0 0 0 -25 0 40 -67 -40: 268 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 83.7 11.3 0.0 0.6 0.0 6.8 0.0 1.6 7.0 1.7: 4.4 0.1
Old : 100.0: 80.4 83.7 11.3 0.0 0.6 0.0 6.8 0.0 1.6 7.0 1.7: 4.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . 0 . 0 . . . . .:
Old : 22: 10 11 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 71.0 90.6 86.7 72.3 68.6 84.4 82.2
Old : 72.6 71.0 90.6 86.7 72.3 68.6 84.4 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 54,785: 43,379 34,772 7,161 14,538 501 230 2,943 619 2,066 672 725: 104 15
Old : 54,785: 43,379 34,772 7,161 14,538 501 230 2,943 619 2,066 672 725: 104 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,102: -1,271 -2,235 -573 172 5 95 96 -70 -248 -11 -74: 34 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 63.5 13.1 26.5 0.9 0.4 5.4 1.1 3.8 1.2 1.3: 0.2 0.0
Old : 100.0: 79.2 63.5 13.1 26.5 0.9 0.4 5.4 1.1 3.8 1.2 1.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 22 5 . 5 . . . 4 . .:
Old : 41: 23 22 5 . 5 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 64.5 71.7 81.0 41.9 52.0 53.5 61.4
Old : 58.6 64.5 71.7 81.0 41.9 52.0 53.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,774: 33,608 19,800 2,672 16,575 682 275 253 327 351 571 566: 293 0
Old : 38,774: 33,608 19,800 2,672 16,575 682 275 253 327 351 571 566: 293 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,311: -1,050 -662 -349 -325 -49 200 0 -200 -141 -158 83: 195 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 51.1 6.9 42.7 1.8 0.7 0.7 0.8 0.9 1.5 1.5: 0.8 0.0
Old : 100.0: 86.7 51.1 6.9 42.7 1.8 0.7 0.7 0.8 0.9 1.5 1.5: 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 : 35: 19 20 4 . . . . . . . .:
Old : 35: 19 20 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 72.2 82.8 85.6 61.7 66.7 69.4 74.5
Old : 69.8 72.2 82.8 85.6 61.7 66.7 69.4 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 19,918: 9,088 17,681 7,214 0 1,670 24 300 252 1,550 0 0: 120 15
Old : 19,918: 9,088 17,681 7,214 0 1,670 24 300 252 1,550 0 0: 120 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,272: -662 -1,075 22 0 -322 -370 300 150 -75 -300 0: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 88.8 36.2 0.0 8.4 0.1 1.5 1.3 7.8 0.0 0.0: 0.6 0.1
Old : 100.0: 45.6 88.8 36.2 0.0 8.4 0.1 1.5 1.3 7.8 0.0 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 13 . 0 . . . . . 0 0:
Old : 26: 14 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 80.3 84.3 89.9 54.3 72.0 72.0 77.9
Old : 62.9 80.3 84.3 89.9 54.3 72.0 72.0 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 10,664: 9,341 7,765 125 681 683 0 260 0 100 1,025 250: 165 0
Old : 10,664: 9,341 7,765 125 681 683 0 260 0 100 1,025 250: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -965: -583 -940 -56 286 -286 0 0 0 0 -10 -15: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 72.8 1.2 6.4 6.4 0.0 2.4 0.0 0.9 9.6 2.3: 1.5 0.0
Old : 100.0: 87.6 72.8 1.2 6.4 6.4 0.0 2.4 0.0 0.9 9.6 2.3: 1.5 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 : 23: 11 10 . . . 0 . 0 . . .:
Old : 23: 11 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 75.8 87.7 91.7 58.9 69.5 76.2 78.5
Old : 67.8 75.8 87.7 91.7 58.9 69.5 76.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 10,826: 9,589 7,765 125 494 717 0 250 0 100 1,425 175: 120 0
Old : 10,826: 9,589 7,765 125 494 717 0 250 0 100 1,425 175: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -965: -639 -940 -212 99 -99 0 0 0 0 -10 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 71.7 1.2 4.6 6.6 0.0 2.3 0.0 0.9 13.2 1.6: 1.1 0.0
Old : 100.0: 88.6 71.7 1.2 4.6 6.6 0.0 2.3 0.0 0.9 13.2 1.6: 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 : 24: 12 10 . . . 0 . 0 . . .:
Old : 24: 12 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 76.2 87.0 92.0 58.2 72.2 75.4 80.4
Old : 66.2 76.2 87.0 92.0 58.2 72.2 75.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 14,070: 8,073 12,485 3,575 575 35 0 80 0 1,155 120 730: 502 45
Old : 14,070: 8,073 12,485 3,575 575 35 0 80 0 1,155 120 730: 502 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,930: -1,527 -1,200 -560 -574 0 0 -100 0 -25 45 -95: 277 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 88.7 25.4 4.1 0.2 0.0 0.6 0.0 8.2 0.9 5.2: 3.6 0.3
Old : 100.0: 57.4 88.7 25.4 4.1 0.2 0.0 0.6 0.0 8.2 0.9 5.2: 3.6 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 : 25: 12 12 . . . 0 . 0 . . .:
Old : 25: 12 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 69.8 81.4 88.4 57.2 59.8 72.7 72.1
Old : 57.2 69.8 81.4 88.4 57.2 59.8 72.7 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 13,810: 7,590 12,460 3,790 575 35 0 80 0 1,355 50 565: 475 45
Old : 13,810: 7,590 12,460 3,790 575 35 0 80 0 1,355 50 565: 475 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,884: -1,554 -1,095 -598 -569 0 0 -100 0 90 -25 -90: 268 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 90.2 27.4 4.2 0.3 0.0 0.6 0.0 9.8 0.4 4.1: 3.4 0.3
Old : 100.0: 55.0 90.2 27.4 4.2 0.3 0.0 0.6 0.0 9.8 0.4 4.1: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . 0 . 0 . . .:
Old : 25: 12 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 : 58.9 71.0 81.9 88.2 58.0 59.1 73.1 73.0
Old : 58.9 71.0 81.9 88.2 58.0 59.1 73.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 37,506: 26,055 32,546 6,860 0 960 0 55 0 500 920 2,965: 166 60
Old : 37,506: 26,055 32,546 6,860 0 960 0 55 0 500 920 2,965: 166 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,451: -2,127 -1,836 -158 -200 -250 0 -75 0 -15 -80 -10: 109 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 86.8 18.3 0.0 2.6 0.0 0.1 0.0 1.3 2.5 7.9: 0.4 0.2
Old : 100.0: 69.5 86.8 18.3 0.0 2.6 0.0 0.1 0.0 1.3 2.5 7.9: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 . 0 . 0 . 0 . . .:
Old : 29: 17 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 : 67.1 72.9 81.3 92.9 59.0 65.7 70.0 76.0
Old : 67.1 72.9 81.3 92.9 59.0 65.7 70.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 37,397: 26,350 32,912 6,415 0 860 0 55 0 745 710 2,860: 167 0
Old : 37,397: 26,350 32,912 6,415 0 860 0 55 0 745 710 2,860: 167 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,420: -2,177 -1,801 -121 -200 -204 0 -75 0 115 0 -140: 107 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 88.0 17.2 0.0 2.3 0.0 0.1 0.0 2.0 1.9 7.6: 0.4 0.0
Old : 100.0: 70.5 88.0 17.2 0.0 2.3 0.0 0.1 0.0 2.0 1.9 7.6: 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 : 30: 17 11 . 0 . 0 . 0 . . 4:
Old : 30: 17 11 . 0 . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 75.0 79.1 93.8 57.1 65.0 68.1 77.4
Old : 65.9 75.0 79.1 93.8 57.1 65.0 68.1 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 102,104: 77,164 73,779 19,818 16,360 2,706 595 400 20 525 7,601 1,203: 73 35
Old : 102,104: 77,164 73,779 19,818 16,360 2,706 595 400 20 525 7,601 1,203: 73 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,899: -5,058 -4,891 -1,203 -1,004 -95 -380 -367 0 -25 -399 -143: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 72.3 19.4 16.0 2.7 0.6 0.4 0.0 0.5 7.4 1.2: 0.1 0.0
Old : 100.0: 75.6 72.3 19.4 16.0 2.7 0.6 0.4 0.0 0.5 7.4 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: 31 27 4 4 4 . . . . 6 4:
Old : 54: 31 27 4 4 4 . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 48.8 60.8 70.9 33.9 44.9 57.0 62.8
Old : 37.2 48.8 60.8 70.9 33.9 44.9 57.0 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 109,594: 78,447 84,539 22,958 11,254 4,280 1,009 785 115 647 6,470 2,086: 52 65
Old : 109,594: 78,447 84,539 22,958 11,254 4,280 1,009 785 115 647 6,470 2,086: 52 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,443: -7,810 -6,764 -1,015 -1,422 -347 -195 -200 0 37 -572 -148: 35 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 77.1 20.9 10.3 3.9 0.9 0.7 0.1 0.6 5.9 1.9: 0.0 0.1
Old : 100.0: 71.6 77.1 20.9 10.3 3.9 0.9 0.7 0.1 0.6 5.9 1.9: 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 : 59: 34 29 . 4 5 . . . . 7 6:
Old : 59: 34 29 . 4 5 . . . . 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 50.6 54.1 70.3 27.7 43.2 46.3 57.0
Old : 33.2 50.6 54.1 70.3 27.7 43.2 46.3 57.0
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 - Options and Futures Combined, January 07, 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 : 418,630: 227,171 271,607 54,263 2,510 75,299 10,816 22,100 21,479 9,208 5,366 20,038: 355 231
Old : 418,630: 227,171 271,607 54,263 2,510 75,299 10,816 22,100 21,479 9,208 5,366 20,038: 355 231
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,641: -1,021 -76 2,179 -604 -495 -1,358 13,375 14,175 -2,429 -15,465 -15,665: -28 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 64.9 13.0 0.6 18.0 2.6 5.3 5.1 2.2 1.3 4.8: 0.1 0.1
Old : 100.0: 54.3 64.9 13.0 0.6 18.0 2.6 5.3 5.1 2.2 1.3 4.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 35 35 5 . 5 7 9 8 13 7 12:
Old : 82: 35 35 5 . 5 7 9 8 13 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 40.6 65.2 62.7 21.2 21.7 26.9 29.7
Old : 46.3 40.6 65.2 62.7 21.2 21.7 26.9 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 14,617: 7,586 13,403 2,630 778 436 610 0 0 3,210 0 0: 145 0
Old : 14,617: 7,586 13,403 2,630 778 436 610 0 0 3,210 0 0: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,364: -992 -1,299 -200 -40 0 -215 0 0 -95 -25 0: 138 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 91.7 18.0 5.3 3.0 4.2 0.0 0.0 22.0 0.0 0.0: 1.0 0.0
Old : 100.0: 51.9 91.7 18.0 5.3 3.0 4.2 0.0 0.0 22.0 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 6 . . . . 0 0 . 0 0:
Old : 25: 14 6 . . . . 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 : 58.6 90.8 76.7 100.0 58.6 87.1 76.7 95.7
Old : 58.6 90.8 76.7 100.0 58.6 87.1 76.7 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 14,182: 7,091 13,168 2,697 105 709 10 0 70 3,280 0 0: 325 130
Old : 14,182: 7,091 13,168 2,697 105 709 10 0 70 3,280 0 0: 325 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,237: -944 -1,170 -128 1 -73 -140 -90 -10 -85 -25 0: 143 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 92.9 19.0 0.7 5.0 0.1 0.0 0.5 23.1 0.0 0.0: 2.3 0.9
Old : 100.0: 50.0 92.9 19.0 0.7 5.0 0.1 0.0 0.5 23.1 0.0 0.0: 2.3 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 : 22: 13 4 . . . . 0 . . 0 0:
Old : 22: 13 4 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 93.9 80.3 99.1 60.5 92.0 77.5 92.7
Old : 61.8 93.9 80.3 99.1 60.5 92.0 77.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 4,789: 2,383 4,074 335 0 265 200 0 0 1,605 450 0: 1 0
Old : 4,789: 2,383 4,074 335 0 265 200 0 0 1,605 450 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 200: 0 200 0 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 85.1 7.0 0.0 5.5 4.2 0.0 0.0 33.5 9.4 0.0: 0.0 0.0
Old : 100.0: 49.8 85.1 7.0 0.0 5.5 4.2 0.0 0.0 33.5 9.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . 0 . . 0 0 . . 0:
Old : 25: 11 12 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 63.6 78.2 82.3 56.3 61.1 74.0 76.7
Old : 56.3 63.6 78.2 82.3 56.3 61.1 74.0 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 69,401: 46,099 47,251 14,241 10,671 0 0 1,718 240 0 700 0: 8,821 8,821
Old : 69,401: 46,099 47,251 14,241 10,671 0 0 1,718 240 0 700 0: 8,821 8,821
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,478: -1,103 -1,953 -635 -35 0 0 240 -95 0 0 0: -645 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 68.1 20.5 15.4 0.0 0.0 2.5 0.3 0.0 1.0 0.0: 12.7 12.7
Old : 100.0: 66.4 68.1 20.5 15.4 0.0 0.0 2.5 0.3 0.0 1.0 0.0: 12.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 19 . . 0 0 . . 0 . 0:
Old : 28: 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 : 72.8 53.0 82.0 73.9 66.9 52.8 73.1 68.1
Old : 72.8 53.0 82.0 73.9 66.9 52.8 73.1 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,725: 38,424 36,729 11,061 10,606 0 0 1,885 275 0 250 0: 7,965 7,980
Old : 57,725: 38,424 36,729 11,061 10,606 0 0 1,885 275 0 250 0: 7,965 7,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,640: -615 -1,815 -735 140 0 0 315 -75 0 0 0: -215 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 63.6 19.2 18.4 0.0 0.0 3.3 0.5 0.0 0.4 0.0: 13.8 13.8
Old : 100.0: 66.6 63.6 19.2 18.4 0.0 0.0 3.3 0.5 0.0 0.4 0.0: 13.8 13.8
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 : 24: 14 17 . . 0 0 . . 0 . 0:
Old : 24: 14 17 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 56.9 81.4 74.5 69.3 56.6 73.8 71.2
Old : 73.2 56.9 81.4 74.5 69.3 56.6 73.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 26,580: 8,000 18,900 12,750 2,180 940 150 1,760 0 2,085 0 0: 2,655 2,800
Old : 26,580: 8,000 18,900 12,750 2,180 940 150 1,760 0 2,085 0 0: 2,655 2,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -655: 151 -55 -571 -265 -164 0 -120 0 -25 0 -25: -21 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 71.1 48.0 8.2 3.5 0.6 6.6 0.0 7.8 0.0 0.0: 10.0 10.5
Old : 100.0: 30.1 71.1 48.0 8.2 3.5 0.6 6.6 0.0 7.8 0.0 0.0: 10.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 11 . . . . . 0 . 0 0:
Old : 22: 8 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 : 73.6 53.5 85.7 78.2 64.3 50.8 73.5 71.4
Old : 73.6 53.5 85.7 78.2 64.3 50.8 73.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 47,903: 21,846 15,533 6,363 21,131 498 10,055 1,035 6,120 0 610 350: 2,671 2,626
Old : 47,903: 21,846 15,533 6,363 21,131 498 10,055 1,035 6,120 0 610 350: 2,671 2,626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,020: -1,093 -3,275 -182 825 0 -540 575 1,070 0 -75 0: -275 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 32.4 13.3 44.1 1.0 21.0 2.2 12.8 0.0 1.3 0.7: 5.6 5.5
Old : 100.0: 45.6 32.4 13.3 44.1 1.0 21.0 2.2 12.8 0.0 1.3 0.7: 5.6 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: 16 16 . . . . . . 0 . .:
Old : 25: 16 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 69.6 78.4 83.1 43.8 51.3 54.6 57.3
Old : 60.2 69.6 78.4 83.1 43.8 51.3 54.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 27,387: 11,070 10,402 6,568 9,721 0 2,355 0 4,335 0 360 300: 2,759 2,269
Old : 27,387: 11,070 10,402 6,568 9,721 0 2,355 0 4,335 0 360 300: 2,759 2,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,026: 1,421 198 -307 311 0 -845 -20 765 0 -150 0: -8 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 38.0 24.0 35.5 0.0 8.6 0.0 15.8 0.0 1.3 1.1: 10.1 8.3
Old : 100.0: 40.4 38.0 24.0 35.5 0.0 8.6 0.0 15.8 0.0 1.3 1.1: 10.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 16 . . 0 . 0 . 0 . .:
Old : 22: 14 16 . . 0 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 75.5 78.7 84.3 47.6 56.0 54.5 59.2
Old : 62.5 75.5 78.7 84.3 47.6 56.0 54.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,075: 19,755 10,135 4,080 1,330 360 535 13,405 1,920 0 0 0: 1,425 925
Old : 28,075: 19,755 10,135 4,080 1,330 360 535 13,405 1,920 0 0 0: 1,425 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,465: 1,405 460 35 445 -60 225 935 25 0 0 0: -165 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 36.1 14.5 4.7 1.3 1.9 47.7 6.8 0.0 0.0 0.0: 5.1 3.3
Old : 100.0: 70.4 36.1 14.5 4.7 1.3 1.9 47.7 6.8 0.0 0.0 0.0: 5.1 3.3
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: 12 10 . . . . . . 0 0 0:
Old : 20: 12 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 79.5 81.8 91.1 45.2 57.9 54.9 60.4
Old : 59.9 79.5 81.8 91.1 45.2 57.9 54.9 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 92,293: 45,115 33,283 9,548 33,360 3,115 11,530 2,285 120 3,325 170 1,380: 18,160 18,580
Old : 92,293: 45,115 33,283 9,548 33,360 3,115 11,530 2,285 120 3,325 170 1,380: 18,160 18,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,345: -1,830 -930 -950 -1,325 -25 -450 -30 -30 835 -75 0: -895 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 36.1 10.3 36.1 3.4 12.5 2.5 0.1 3.6 0.2 1.5: 19.7 20.1
Old : 100.0: 48.9 36.1 10.3 36.1 3.4 12.5 2.5 0.1 3.6 0.2 1.5: 19.7 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . . . . . . . . .:
Old : 31: 19 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 48.9 70.1 62.0 48.3 47.4 60.2 57.2
Old : 53.1 48.9 70.1 62.0 48.3 47.4 60.2 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,254: 43,860 31,755 10,850 32,955 3,115 12,730 2,325 95 125 50 2,135: 17,344 17,824
Old : 90,254: 43,860 31,755 10,850 32,955 3,115 12,730 2,325 95 125 50 2,135: 17,344 17,824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,488: -1,114 -689 -635 -750 -25 -650 145 -155 125 -940 745: -779 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 35.2 12.0 36.5 3.5 14.1 2.6 0.1 0.1 0.1 2.4: 19.2 19.7
Old : 100.0: 48.6 35.2 12.0 36.5 3.5 14.1 2.6 0.1 0.1 0.1 2.4: 19.2 19.7
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 : 30: 19 19 . . . . . . . . .:
Old : 30: 19 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 47.6 68.8 61.6 49.5 46.7 58.5 55.8
Old : 54.4 47.6 68.8 61.6 49.5 46.7 58.5 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 25,044: 12,636 6,587 2,415 3,239 1,065 3,480 7,410 425 825 2,565 445: 3,753 3,308
Old : 25,044: 12,636 6,587 2,415 3,239 1,065 3,480 7,410 425 825 2,565 445: 3,753 3,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -676: -106 -460 -295 1,104 -839 1,200 -750 -25 -255 -205 0: -356 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 26.3 9.6 12.9 4.3 13.9 29.6 1.7 3.3 10.2 1.8: 15.0 13.2
Old : 100.0: 50.5 26.3 9.6 12.9 4.3 13.9 29.6 1.7 3.3 10.2 1.8: 15.0 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . . . . . . . . .:
Old : 25: 15 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 60.7 61.7 79.1 38.6 55.0 59.1 67.4
Old : 40.3 60.7 61.7 79.1 38.6 55.0 59.1 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 26,189: 11,511 6,712 2,315 3,664 840 3,480 10,110 425 1,860 0 1,405: 4,353 3,033
Old : 26,189: 11,511 6,712 2,315 3,664 840 3,480 10,110 425 1,860 0 1,405: 4,353 3,033
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -691: -261 -460 -275 1,129 -606 1,200 -900 -25 -400 -175 80: -404 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 25.6 8.8 14.0 3.2 13.3 38.6 1.6 7.1 0.0 5.4: 16.6 11.6
Old : 100.0: 44.0 25.6 8.8 14.0 3.2 13.3 38.6 1.6 7.1 0.0 5.4: 16.6 11.6
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: 13 9 . . . . . . . 0 .:
Old : 23: 13 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 63.2 63.2 80.5 37.1 58.9 56.3 67.8
Old : 41.2 63.2 63.2 80.5 37.1 58.9 56.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 27,088: 12,893 9,020 1,517 8,075 184 8,790 155 350 0 6,390 70: 3,284 2,844
Old : 27,088: 12,893 9,020 1,517 8,075 184 8,790 155 350 0 6,390 70: 3,284 2,844
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -180: -15 270 -5 -300 0 -225 0 0 0 -80 45: 20 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 33.3 5.6 29.8 0.7 32.4 0.6 1.3 0.0 23.6 0.3: 12.1 10.5
Old : 100.0: 47.6 33.3 5.6 29.8 0.7 32.4 0.6 1.3 0.0 23.6 0.3: 12.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 7 . . . . . . 0 . .:
Old : 24: 13 7 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 77.7 83.6 86.4 61.9 70.6 75.6 78.5
Old : 64.1 77.7 83.6 86.4 61.9 70.6 75.6 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 25,649: 11,840 8,220 1,850 7,825 36 8,790 125 350 0 6,690 15: 2,768 2,388
Old : 25,649: 11,840 8,220 1,850 7,825 36 8,790 125 350 0 6,690 15: 2,768 2,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -883: -618 -275 -27 -200 0 -225 0 0 0 -255 0: -13 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 32.0 7.2 30.5 0.1 34.3 0.5 1.4 0.0 26.1 0.1: 10.8 9.3
Old : 100.0: 46.2 32.0 7.2 30.5 0.1 34.3 0.5 1.4 0.0 26.1 0.1: 10.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 6 . . . . . . 0 . .:
Old : 23: 12 6 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 79.2 84.4 89.3 65.2 74.5 80.5 83.7
Old : 66.7 79.2 84.4 89.3 65.2 74.5 80.5 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 55,183: 17,683 42,085 7,052 9,045 260 17,470 0 0 9,315 0 0: 3,403 3,793
Old : 55,183: 17,683 42,085 7,052 9,045 260 17,470 0 0 9,315 0 0: 3,403 3,793
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,231: -676 -3,786 -360 -400 0 -2,440 0 0 -445 0 0: -310 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 76.3 12.8 16.4 0.5 31.7 0.0 0.0 16.9 0.0 0.0: 6.2 6.9
Old : 100.0: 32.0 76.3 12.8 16.4 0.5 31.7 0.0 0.0 16.9 0.0 0.0: 6.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 12 . . . . 0 0 . 0 0:
Old : 23: 10 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 84.3 85.9 91.2 62.2 80.0 81.6 84.0
Old : 63.2 84.3 85.9 91.2 62.2 80.0 81.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,560: 17,835 40,586 6,255 9,865 295 17,645 0 0 9,100 0 0: 3,430 3,814
Old : 54,560: 17,835 40,586 6,255 9,865 295 17,645 0 0 9,100 0 0: 3,430 3,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,269: -649 -3,476 -460 -395 0 -2,365 0 0 -395 0 0: -400 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 74.4 11.5 18.1 0.5 32.3 0.0 0.0 16.7 0.0 0.0: 6.3 7.0
Old : 100.0: 32.7 74.4 11.5 18.1 0.5 32.3 0.0 0.0 16.7 0.0 0.0: 6.3 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . . . 0 0 . 0 0:
Old : 21: 11 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 85.1 87.1 90.8 63.0 82.4 84.7 86.9
Old : 63.5 85.1 87.1 90.8 63.0 82.4 84.7 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,095: 20,740 47,555 1,445 4,040 1,555 7,630 0 855 21,600 0 110: 3,160 2,980
Old : 57,095: 20,740 47,555 1,445 4,040 1,555 7,630 0 855 21,600 0 110: 3,160 2,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,940: -1,800 -2,735 495 -150 -395 -50 0 -250 -1,605 -75 0: -335 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 83.3 2.5 7.1 2.7 13.4 0.0 1.5 37.8 0.0 0.2: 5.5 5.2
Old : 100.0: 36.3 83.3 2.5 7.1 2.7 13.4 0.0 1.5 37.8 0.0 0.2: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 8 . . . 4 0 . . 0 .:
Old : 29: 16 8 . . . 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 : 58.2 76.7 79.4 91.0 56.5 76.1 75.4 87.3
Old : 58.2 76.7 79.4 91.0 56.5 76.1 75.4 87.3
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 - Options and Futures Combined, January 07, 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 : 56,180: 20,830 46,190 540 4,040 2,175 7,380 0 1,005 21,300 0 110: 2,840 2,660
Old : 56,180: 20,830 46,190 540 4,040 2,175 7,380 0 1,005 21,300 0 110: 2,840 2,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,970: -1,855 -2,685 395 -150 -495 0 0 -300 -1,400 -25 0: -315 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 82.2 1.0 7.2 3.9 13.1 0.0 1.8 37.9 0.0 0.2: 5.1 4.7
Old : 100.0: 37.1 82.2 1.0 7.2 3.9 13.1 0.0 1.8 37.9 0.0 0.2: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 8 . . . 4 0 . . 0 .:
Old : 29: 16 8 . . . 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 : 58.4 75.5 79.5 91.1 56.4 74.7 75.7 86.1
Old : 58.4 75.5 79.5 91.1 56.4 74.7 75.7 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 21,190: 12,035 7,960 4,180 0 2,025 100 6,610 0 0 1,810 590: 2,260 2,195
Old : 21,190: 12,035 7,960 4,180 0 2,025 100 6,610 0 0 1,810 590: 2,260 2,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 625: -500 -410 1,760 0 -795 -25 945 0 0 585 -95: 280 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 37.6 19.7 0.0 9.6 0.5 31.2 0.0 0.0 8.5 2.8: 10.7 10.4
Old : 100.0: 56.8 37.6 19.7 0.0 9.6 0.5 31.2 0.0 0.0 8.5 2.8: 10.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 7 . 0 . . . 0 0 . .:
Old : 21: 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 : 59.1 60.8 78.7 84.8 54.0 58.0 70.8 74.4
Old : 59.1 60.8 78.7 84.8 54.0 58.0 70.8 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 69,345: 37,840 36,330 0 2,070 3,265 1,575 21,070 680 21,230 1,250 450: 4,305 4,230
Old : 69,345: 37,840 36,330 0 2,070 3,265 1,575 21,070 680 21,230 1,250 450: 4,305 4,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,505: -560 -2,000 -200 55 0 -415 260 -110 -420 75 -290: -510 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 52.4 0.0 3.0 4.7 2.3 30.4 1.0 30.6 1.8 0.6: 6.2 6.1
Old : 100.0: 54.6 52.4 0.0 3.0 4.7 2.3 30.4 1.0 30.6 1.8 0.6: 6.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 13 0 . . . . . . . .:
Old : 27: 13 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 66.9 78.5 83.9 63.5 65.0 77.6 79.5
Old : 63.8 66.9 78.5 83.9 63.5 65.0 77.6 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,635: 36,375 34,075 35 215 3,865 1,650 21,070 600 18,475 1,250 420: 4,215 4,140
Old : 65,635: 36,375 34,075 35 215 3,865 1,650 21,070 600 18,475 1,250 420: 4,215 4,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,565: -565 -2,000 -305 -85 90 -380 335 -185 -485 0 -195: -540 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 51.9 0.1 0.3 5.9 2.5 32.1 0.9 28.1 1.9 0.6: 6.4 6.3
Old : 100.0: 55.4 51.9 0.1 0.3 5.9 2.5 32.1 0.9 28.1 1.9 0.6: 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 : 27: 14 15 . . . . . . . . .:
Old : 27: 14 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 69.1 76.8 83.7 62.6 67.2 75.0 79.9
Old : 62.9 69.1 76.8 83.7 62.6 67.2 75.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 52,774: 33,079 19,200 1,005 13,984 1,190 13,580 230 1,630 50 14,660 0: 2,240 1,880
Old : 52,774: 33,079 19,200 1,005 13,984 1,190 13,580 230 1,630 50 14,660 0: 2,240 1,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -2,990: -2,863 -95 -445 -1,743 -175 1,445 -50 -940 -25 5 0: 13 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 36.4 1.9 26.5 2.3 25.7 0.4 3.1 0.1 27.8 0.0: 4.2 3.6
Old : 100.0: 62.7 36.4 1.9 26.5 2.3 25.7 0.4 3.1 0.1 27.8 0.0: 4.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 11 . . . . . . . . 0:
Old : 31: 20 11 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 78.1 76.9 91.7 48.2 73.4 73.2 83.2
Old : 51.3 78.1 76.9 91.7 48.2 73.4 73.2 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,024: 29,655 16,370 75 10,195 2,260 8,155 225 1,705 50 11,265 260: 864 744
Old : 43,024: 29,655 16,370 75 10,195 2,260 8,155 225 1,705 50 11,265 260: 864 744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,490: -2,480 -580 -470 -1,680 0 395 -50 -940 -25 -280 0: 30 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 38.0 0.2 23.7 5.3 19.0 0.5 4.0 0.1 26.2 0.6: 2.0 1.7
Old : 100.0: 68.9 38.0 0.2 23.7 5.3 19.0 0.5 4.0 0.1 26.2 0.6: 2.0 1.7
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 : 31: 20 12 . . . . . . . . .:
Old : 31: 20 12 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 73.3 76.4 92.3 51.0 66.4 71.3 80.7
Old : 54.9 73.3 76.4 92.3 51.0 66.4 71.3 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 155,982: 90,314 88,589 19,091 470 5,945 6,444 10,950 4,300 1,330 17,170 750: 27,808 27,808
Old : 155,982: 90,314 88,589 19,091 470 5,945 6,444 10,950 4,300 1,330 17,170 750: 27,808 27,808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -8,523: -3,848 -2,927 -2,304 165 -990 605 -205 -405 -50 -2,630 -320: -1,211 -1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 56.8 12.2 0.3 3.8 4.1 7.0 2.8 0.9 11.0 0.5: 17.8 17.8
Old : 100.0: 57.9 56.8 12.2 0.3 3.8 4.1 7.0 2.8 0.9 11.0 0.5: 17.8 17.8
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 : 41: 23 29 . . . . . . . . .:
Old : 41: 23 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 36.4 70.3 51.8 50.9 33.2 60.3 47.7
Old : 56.1 36.4 70.3 51.8 50.9 33.2 60.3 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 136,871: 78,899 77,762 16,229 0 5,235 8,694 5,635 4,380 1,400 21,825 930: 21,104 21,104
Old : 136,871: 78,899 77,762 16,229 0 5,235 8,694 5,635 4,380 1,400 21,825 930: 21,104 21,104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -8,438: -4,620 -3,229 -2,379 0 -470 600 -1,120 -400 -100 -2,150 -25: -1,044 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 56.8 11.9 0.0 3.8 6.4 4.1 3.2 1.0 15.9 0.7: 15.4 15.4
Old : 100.0: 57.6 56.8 11.9 0.0 3.8 6.4 4.1 3.2 1.0 15.9 0.7: 15.4 15.4
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 : 40: 21 28 . 0 . . . . . . .:
Old : 40: 21 28 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 41.0 70.9 54.6 50.9 39.2 60.8 51.0
Old : 57.4 41.0 70.9 54.6 50.9 39.2 60.8 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 60,725: 30,030 27,310 19,775 6,945 2,965 0 8,335 2,325 0 7,215 0: 5,630 5,630
Old : 60,725: 30,030 27,310 19,775 6,945 2,965 0 8,335 2,325 0 7,215 0: 5,630 5,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,340: 2,110 -1,575 1,315 -645 -385 0 7,320 -700 0 -1,825 0: 0 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 45.0 32.6 11.4 4.9 0.0 13.7 3.8 0.0 11.9 0.0: 9.3 9.3
Old : 100.0: 49.5 45.0 32.6 11.4 4.9 0.0 13.7 3.8 0.0 11.9 0.0: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . 0 . . 0 . 0:
Old : 26: 15 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 50.7 78.2 72.2 56.3 47.3 66.9 61.7
Old : 60.1 50.7 78.2 72.2 56.3 47.3 66.9 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 52,590: 24,320 22,940 17,125 3,575 2,970 0 8,505 2,535 0 6,465 0: 5,640 5,600
Old : 52,590: 24,320 22,940 17,125 3,575 2,970 0 8,505 2,535 0 6,465 0: 5,640 5,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 3,530: 2,975 -745 1,795 -605 -470 0 7,975 -1,000 0 -1,865 0: 230 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 43.6 32.6 6.8 5.6 0.0 16.2 4.8 0.0 12.3 0.0: 10.7 10.6
Old : 100.0: 46.2 43.6 32.6 6.8 5.6 0.0 16.2 4.8 0.0 12.3 0.0: 10.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 . . . 0 . . 0 . 0:
Old : 24: 14 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 52.9 73.6 75.9 55.6 47.2 67.8 65.0
Old : 57.9 52.9 73.6 75.9 55.6 47.2 67.8 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 42,575: 15,025 20,285 0 15,975 1,740 20,330 40 255 595 0 785: 3,845 3,495
Old : 42,575: 15,025 20,285 0 15,975 1,740 20,330 40 255 595 0 785: 3,845 3,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 3,505: -1,145 2,740 0 1,270 -225 6,605 0 -150 -1,725 0 105: 40 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 47.6 0.0 37.5 4.1 47.8 0.1 0.6 1.4 0.0 1.8: 9.0 8.2
Old : 100.0: 35.3 47.6 0.0 37.5 4.1 47.8 0.1 0.6 1.4 0.0 1.8: 9.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 15 0 . . . . . . 0 .:
Old : 25: 12 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 : 66.0 66.4 78.6 81.3 61.7 55.9 67.4 67.1
Old : 66.0 66.4 78.6 81.3 61.7 55.9 67.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,075: 11,590 30,005 0 14,600 1,680 32,280 0 685 595 0 785: 1,460 1,320
Old : 49,075: 11,590 30,005 0 14,600 1,680 32,280 0 685 595 0 785: 1,460 1,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,380: -2,230 2,070 0 1,250 -235 6,970 0 -355 -1,725 0 105: -150 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 61.1 0.0 29.8 3.4 65.8 0.0 1.4 1.2 0.0 1.6: 3.0 2.7
Old : 100.0: 23.6 61.1 0.0 29.8 3.4 65.8 0.0 1.4 1.2 0.0 1.6: 3.0 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 : 20: 9 12 0 . . . 0 . . 0 .:
Old : 20: 9 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 : 82.8 74.6 92.1 90.8 76.7 64.5 80.4 79.3
Old : 82.8 74.6 92.1 90.8 76.7 64.5 80.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 117,780: 76,720 69,725 1,670 8,805 10,290 3,740 11,200 1,710 7,660 0 0: 15,990 16,050
Old : 117,780: 76,720 69,725 1,670 8,805 10,290 3,740 11,200 1,710 7,660 0 0: 15,990 16,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,785: -2,283 -1,773 -250 450 -760 570 -740 -25 -100 0 0: -1,937 -1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 59.2 1.4 7.5 8.7 3.2 9.5 1.5 6.5 0.0 0.0: 13.6 13.6
Old : 100.0: 65.1 59.2 1.4 7.5 8.7 3.2 9.5 1.5 6.5 0.0 0.0: 13.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 24 . . . . . . . 0 0:
Old : 37: 26 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 36.9 57.7 60.9 32.2 28.0 41.4 41.4
Old : 38.8 36.9 57.7 60.9 32.2 28.0 41.4 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 96,929: 61,215 47,574 1,630 16,101 8,329 0 6,115 5,815 6,845 0 0: 13,095 12,995
Old : 96,929: 61,215 47,574 1,630 16,101 8,329 0 6,115 5,815 6,845 0 0: 13,095 12,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -3,395: -1,730 335 -130 -1,240 -95 0 -1,280 -145 -340 0 0: -955 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 49.1 1.7 16.6 8.6 0.0 6.3 6.0 7.1 0.0 0.0: 13.5 13.4
Old : 100.0: 63.2 49.1 1.7 16.6 8.6 0.0 6.3 6.0 7.1 0.0 0.0: 13.5 13.4
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: 24 23 . . . 0 4 . . 0 0:
Old : 34: 24 23 . . . 0 4 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 44.7 66.1 67.2 38.5 36.6 49.9 50.6
Old : 46.4 44.7 66.1 67.2 38.5 36.6 49.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 29,640: 20,480 14,885 0 10,950 1,145 4,380 300 190 1,225 0 575: 1,645 1,595
Old : 29,640: 20,480 14,885 0 10,950 1,145 4,380 300 190 1,225 0 575: 1,645 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,320: -755 -750 0 -10 0 320 0 0 -320 0 160: -725 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 50.2 0.0 36.9 3.9 14.8 1.0 0.6 4.1 0.0 1.9: 5.5 5.4
Old : 100.0: 69.1 50.2 0.0 36.9 3.9 14.8 1.0 0.6 4.1 0.0 1.9: 5.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 0 . . . . . . 0 .:
Old : 20: 11 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 77.7 83.5 89.8 64.0 73.9 77.4 79.8
Old : 64.7 77.7 83.5 89.8 64.0 73.9 77.4 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, January 07, 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 : 29,080: 20,535 13,715 0 11,310 1,480 3,695 325 270 775 0 500: 1,825 1,480
Old : 29,080: 20,535 13,715 0 11,310 1,480 3,695 325 270 775 0 500: 1,825 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,005: -1,110 -900 0 390 0 535 -135 0 -410 0 175: -195 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 47.2 0.0 38.9 5.1 12.7 1.1 0.9 2.7 0.0 1.7: 6.3 5.1
Old : 100.0: 70.6 47.2 0.0 38.9 5.1 12.7 1.1 0.9 2.7 0.0 1.7: 6.3 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 : 20: 10 8 0 . . . . . . 0 .:
Old : 20: 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 : 67.4 77.8 83.6 89.7 66.4 72.7 76.4 79.0
Old : 67.4 77.8 83.6 89.7 66.4 72.7 76.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020