COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,009: 13,710 11,135 1,944 487 429 804 1,535 180 456 3,581 1,522: 964 1,140
Old : 20,009: 13,710 11,135 1,944 487 429 804 1,535 180 456 3,581 1,522: 964 1,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 638: 289 440 96 74 60 0 -120 0 9 -65 302: -118 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 55.6 9.7 2.4 2.1 4.0 7.7 0.9 2.3 17.9 7.6: 4.8 5.7
Old : 100.0: 68.5 55.6 9.7 2.4 2.1 4.0 7.7 0.9 2.3 17.9 7.6: 4.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . . . . . . . . 5:
Old : 29: 14 13 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 48.3 70.7 72.3 32.4 38.0 45.7 45.4
Old : 48.7 48.3 70.7 72.3 32.4 38.0 45.7 45.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,093: 14,260 13,289 437 2,376 3,764 2,873 776 1,050 251 1,629 1,928: 530 281
Old : 25,093: 14,260 13,289 437 2,376 3,764 2,873 776 1,050 251 1,629 1,928: 530 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 824: 738 404 -2 68 22 37 201 -11 -7 89 46: 1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 53.0 1.7 9.5 15.0 11.4 3.1 4.2 1.0 6.5 7.7: 2.1 1.1
Old : 100.0: 56.8 53.0 1.7 9.5 15.0 11.4 3.1 4.2 1.0 6.5 7.7: 2.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 22 . . . 4 . 6 5 7 11:
Old : 44: 23 22 . . . 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 : 41.9 48.9 63.6 66.4 22.2 25.4 30.8 31.3
Old : 41.9 48.9 63.6 66.4 22.2 25.4 30.8 31.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,847: 26,952 37,314 6,609 0 1,836 250 1,162 5 5,150 605 925: 120 0
Old : 41,847: 26,952 37,314 6,609 0 1,836 250 1,162 5 5,150 605 925: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 814: 1,070 165 177 0 -63 -75 597 -225 -335 75 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 89.2 15.8 0.0 4.4 0.6 2.8 0.0 12.3 1.4 2.2: 0.3 0.0
Old : 100.0: 64.4 89.2 15.8 0.0 4.4 0.6 2.8 0.0 12.3 1.4 2.2: 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 21 . 0 . . . . . 4 4:
Old : 40: 23 21 . 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 : 50.6 55.5 79.7 79.5 44.7 50.1 63.5 68.9
Old : 50.6 55.5 79.7 79.5 44.7 50.1 63.5 68.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,848: 23,552 28,547 1,240 389 1,928 244 0 159 4,350 450 375: 0 0
Old : 31,848: 23,552 28,547 1,240 389 1,928 244 0 159 4,350 450 375: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 828: 778 863 75 -60 0 0 0 0 -25 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 89.6 3.9 1.2 6.1 0.8 0.0 0.5 13.7 1.4 1.2: 0.0 0.0
Old : 100.0: 74.0 89.6 3.9 1.2 6.1 0.8 0.0 0.5 13.7 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 17 . . . . 0 . . . .:
Old : 31: 16 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 71.3 80.1 88.2 52.9 66.2 73.1 78.8
Old : 53.7 71.3 80.1 88.2 52.9 66.2 73.1 78.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,499: 109,853 88,184 2,131 17,679 5,869 1,560 2,390 7,651 1,212 6,399 2,943: 280 384
Old : 131,499: 109,853 88,184 2,131 17,679 5,869 1,560 2,390 7,651 1,212 6,399 2,943: 280 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,232: 1,255 -679 0 303 558 -632 630 137 -124 310 38: 0 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 67.1 1.6 13.4 4.5 1.2 1.8 5.8 0.9 4.9 2.2: 0.2 0.3
Old : 100.0: 83.5 67.1 1.6 13.4 4.5 1.2 1.8 5.8 0.9 4.9 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 : 52: 27 29 . . 4 . 7 4 5 4 5:
Old : 52: 27 29 . . 4 . 7 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 40.9 72.3 62.3 43.4 28.9 49.7 39.1
Old : 55.8 40.9 72.3 62.3 43.4 28.9 49.7 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,309: 57,629 54,550 5,835 9,319 3,759 395 571 2,078 1,045 475 537: 30 20
Old : 71,309: 57,629 54,550 5,835 9,319 3,759 395 571 2,078 1,045 475 537: 30 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,372: 1,730 626 0 1,044 -350 -25 10 67 75 100 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 76.5 8.2 13.1 5.3 0.6 0.8 2.9 1.5 0.7 0.8: 0.0 0.0
Old : 100.0: 80.8 76.5 8.2 13.1 5.3 0.6 0.8 2.9 1.5 0.7 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 21 . . . . . . . . .:
Old : 36: 18 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 : 61.1 74.2 81.5 89.1 60.7 64.8 69.9 70.7
Old : 61.1 74.2 81.5 89.1 60.7 64.8 69.9 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,067: 30,680 22,647 1,216 9,250 420 0 300 0 401 100 350: 0 0
Old : 33,067: 30,680 22,647 1,216 9,250 420 0 300 0 401 100 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 780: 855 -25 -75 330 0 0 300 0 -150 25 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 68.5 3.7 28.0 1.3 0.0 0.9 0.0 1.2 0.3 1.1: 0.0 0.0
Old : 100.0: 92.8 68.5 3.7 28.0 1.3 0.0 0.9 0.0 1.2 0.3 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 12 . . . 0 . 0 . . .:
Old : 25: 9 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 : 86.0 85.2 95.2 93.5 73.6 73.9 78.5 79.7
Old : 86.0 85.2 95.2 93.5 73.6 73.9 78.5 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,914: 31,250 26,997 726 21,003 5,363 15,724 0 286 354 405 5,828: 383 32
Old : 59,914: 31,250 26,997 726 21,003 5,363 15,724 0 286 354 405 5,828: 383 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 805: 126 116 0 350 14 0 0 0 -50 -390 715: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 45.1 1.2 35.1 9.0 26.2 0.0 0.5 0.6 0.7 9.7: 0.6 0.1
Old : 100.0: 52.2 45.1 1.2 35.1 9.0 26.2 0.0 0.5 0.6 0.7 9.7: 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 20 . . 5 4 0 . . . .:
Old : 34: 20 20 . . 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 : 53.0 57.0 76.6 74.6 46.9 43.5 54.8 54.1
Old : 53.0 57.0 76.6 74.6 46.9 43.5 54.8 54.1
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,508: 44,547 30,932 0 36,968 5,678 24,013 900 460 958 989 4,516: 336 65
Old : 80,508: 44,547 30,932 0 36,968 5,678 24,013 900 460 958 989 4,516: 336 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 503: 377 61 0 103 44 -590 60 0 -48 -485 720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 38.4 0.0 45.9 7.1 29.8 1.1 0.6 1.2 1.2 5.6: 0.4 0.1
Old : 100.0: 55.3 38.4 0.0 45.9 7.1 29.8 1.1 0.6 1.2 1.2 5.6: 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 : 42: 23 25 0 4 4 . 4 . . . 4:
Old : 42: 23 25 0 4 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 : 54.9 63.5 73.7 79.8 53.6 54.9 61.5 62.4
Old : 54.9 63.5 73.7 79.8 53.6 54.9 61.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,317: 56,123 53,015 10,469 15,246 2,338 950 0 0 1,295 1,320 1,294: 848 104
Old : 73,317: 56,123 53,015 10,469 15,246 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: January 7, 2020 :
: 500: 400 400 100 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 72.3 14.3 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 14.3 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 : 46.5 70.5 71.3 83.0 44.8 69.9 68.6 78.9
Old : 46.5 70.5 71.3 83.0 44.8 69.9 68.6 78.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,710: 66,993 57,681 19,296 30,606 1,238 950 0 0 1,431 1,289 1,836: 966 60
Old : 92,710: 66,993 57,681 19,296 30,606 1,238 950 0 0 1,431 1,289 1,836: 966 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 389: 244 290 75 50 50 0 0 0 20 -1 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 62.2 20.8 33.0 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 33.0 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 : 44.4 70.8 68.3 85.3 44.0 70.3 67.5 81.6
Old : 44.4 70.8 68.3 85.3 44.0 70.3 67.5 81.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,967: 27,553 35,559 8,204 0 3,384 0 0 0 400 420 0: 426 604
Old : 39,967: 27,553 35,559 8,204 0 3,384 0 0 0 400 420 0: 426 604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -840: -925 -1,865 -1,159 0 1,010 0 0 0 -50 0 0: 284 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 89.0 20.5 0.0 8.5 0.0 0.0 0.0 1.0 1.1 0.0: 1.1 1.5
Old : 100.0: 68.9 89.0 20.5 0.0 8.5 0.0 0.0 0.0 1.0 1.1 0.0: 1.1 1.5
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 : 23: 16 12 . 0 . 0 0 0 . . 0:
Old : 23: 16 12 . 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 : 68.3 84.8 86.9 94.7 60.4 81.8 75.2 83.9
Old : 68.3 84.8 86.9 94.7 60.4 81.8 75.2 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,119: 22,350 18,552 0 3,882 1,761 0 600 0 360 160 60: 588 104
Old : 25,119: 22,350 18,552 0 3,882 1,761 0 600 0 360 160 60: 588 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -460: -1,112 -214 0 -535 335 0 0 0 5 -45 -5: 317 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 73.9 0.0 15.5 7.0 0.0 2.4 0.0 1.4 0.6 0.2: 2.3 0.4
Old : 100.0: 89.0 73.9 0.0 15.5 7.0 0.0 2.4 0.0 1.4 0.6 0.2: 2.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 0 . . 0 . 0 . . .:
Old : 24: 17 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 : 58.4 68.9 76.1 87.8 48.9 57.0 60.4 65.7
Old : 58.4 68.9 76.1 87.8 48.9 57.0 60.4 65.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,331: 52,638 60,196 320 11,025 8,767 8,721 281 1,531 10,090 506 1,908: 356 117
Old : 84,331: 52,638 60,196 320 11,025 8,767 8,721 281 1,531 10,090 506 1,908: 356 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -2,178: -1,633 -2,546 0 249 -531 -524 136 889 -50 -53 -333: 4 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 71.4 0.4 13.1 10.4 10.3 0.3 1.8 12.0 0.6 2.3: 0.4 0.1
Old : 100.0: 62.4 71.4 0.4 13.1 10.4 10.3 0.3 1.8 12.0 0.6 2.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 27 28 . . . 8 . 5 11 . 7:
Old : 56: 27 28 . . . 8 . 5 11 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 45.0 55.4 66.1 15.4 17.8 23.3 27.9
Old : 35.1 45.0 55.4 66.1 15.4 17.8 23.3 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,498: 24,546 27,468 0 6,132 1,956 500 0 0 8,896 300 300: 300 342
Old : 36,498: 24,546 27,468 0 6,132 1,956 500 0 0 8,896 300 300: 300 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -691: -536 -336 0 325 -325 0 0 0 475 -55 -300: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 75.3 0.0 16.8 5.4 1.4 0.0 0.0 24.4 0.8 0.8: 0.8 0.9
Old : 100.0: 67.3 75.3 0.0 16.8 5.4 1.4 0.0 0.0 24.4 0.8 0.8: 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: 16 17 0 . . . 0 0 5 . .:
Old : 32: 16 17 0 . . . 0 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 51.0 78.7 75.9 45.3 41.1 59.2 58.2
Old : 54.2 51.0 78.7 75.9 45.3 41.1 59.2 58.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,365: 33,616 40,817 7,579 0 3,524 0 0 0 500 420 0: 146 604
Old : 45,365: 33,616 40,817 7,579 0 3,524 0 0 0 500 420 0: 146 604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -1,166: -1,339 -2,201 -655 0 960 0 0 0 -100 25 -25: -7 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 90.0 16.7 0.0 7.8 0.0 0.0 0.0 1.1 0.9 0.0: 0.3 1.3
Old : 100.0: 74.1 90.0 16.7 0.0 7.8 0.0 0.0 0.0 1.1 0.9 0.0: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 15 . 0 . 0 0 0 . . 0:
Old : 28: 19 15 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 83.8 81.6 94.0 43.5 77.5 64.9 79.4
Old : 54.3 83.8 81.6 94.0 43.5 77.5 64.9 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,828: 32,633 26,760 0 5,559 5,487 0 1,645 0 300 263 0: 1,408 114
Old : 39,828: 32,633 26,760 0 5,559 5,487 0 1,645 0 300 263 0: 1,408 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -1,436: -1,579 -601 0 -749 30 -210 -50 0 -25 -75 -5: 353 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 67.2 0.0 14.0 13.8 0.0 4.1 0.0 0.8 0.7 0.0: 3.5 0.3
Old : 100.0: 81.9 67.2 0.0 14.0 13.8 0.0 4.1 0.0 0.8 0.7 0.0: 3.5 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 : 27: 17 16 0 . . 0 4 0 . . 0:
Old : 27: 17 16 0 . . 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 : 58.6 46.6 79.9 73.3 38.1 28.7 44.1 43.6
Old : 58.6 46.6 79.9 73.3 38.1 28.7 44.1 43.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,315: 49,391 56,600 6,378 495 3,475 0 0 0 2,463 1,400 0: 608 345
Old : 62,315: 49,391 56,600 6,378 495 3,475 0 0 0 2,463 1,400 0: 608 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 735: 735 135 -465 435 465 0 0 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 90.8 10.2 0.8 5.6 0.0 0.0 0.0 4.0 2.2 0.0: 1.0 0.6
Old : 100.0: 79.3 90.8 10.2 0.8 5.6 0.0 0.0 0.0 4.0 2.2 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 : 31: 18 11 . . . 0 0 0 . . 0:
Old : 31: 18 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 87.6 74.8 95.1 52.8 82.6 71.3 87.2
Old : 53.5 87.6 74.8 95.1 52.8 82.6 71.3 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,051: 54,144 56,246 4,337 4,641 2,684 0 0 0 3,496 1,200 60: 330 220
Old : 65,051: 54,144 56,246 4,337 4,641 2,684 0 0 0 3,496 1,200 60: 330 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 425: 610 710 -430 2,295 220 0 0 0 25 -2,800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 86.5 6.7 7.1 4.1 0.0 0.0 0.0 5.4 1.8 0.1: 0.5 0.3
Old : 100.0: 83.2 86.5 6.7 7.1 4.1 0.0 0.0 0.0 5.4 1.8 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 . . 4 0 0 0 4 . .:
Old : 32: 19 12 . . 4 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 81.1 73.8 93.0 52.9 77.6 68.8 88.4
Old : 54.0 81.1 73.8 93.0 52.9 77.6 68.8 88.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,816: 63,631 73,705 10,435 50 3,654 363 0 0 1,379 2,304 88: 266 15
Old : 79,816: 63,631 73,705 10,435 50 3,654 363 0 0 1,379 2,304 88: 266 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,980: 1,586 2,056 165 -232 -20 215 0 -20 0 143 53: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.3 13.1 0.1 4.6 0.5 0.0 0.0 1.7 2.9 0.1: 0.3 0.0
Old : 100.0: 79.7 92.3 13.1 0.1 4.6 0.5 0.0 0.0 1.7 2.9 0.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 23 6 . 4 . 0 0 . 6 .:
Old : 42: 21 23 6 . 4 . 0 0 . 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 : 59.2 51.9 77.0 77.9 58.7 49.7 73.8 70.2
Old : 59.2 51.9 77.0 77.9 58.7 49.7 73.8 70.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,551: 76,907 83,583 12,740 1,348 5,385 243 1,842 133 2,517 5,857 312: 314 91
Old : 98,551: 76,907 83,583 12,740 1,348 5,385 243 1,842 133 2,517 5,857 312: 314 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,612: 2,199 2,383 107 -76 77 121 294 -75 70 -140 128: -15 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 84.8 12.9 1.4 5.5 0.2 1.9 0.1 2.6 5.9 0.3: 0.3 0.1
Old : 100.0: 78.0 84.8 12.9 1.4 5.5 0.2 1.9 0.1 2.6 5.9 0.3: 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 : 53: 24 26 5 . . . 8 . . 7 4:
Old : 53: 24 26 5 . . . 8 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 47.7 70.7 72.3 51.9 44.5 64.6 62.7
Old : 52.2 47.7 70.7 72.3 51.9 44.5 64.6 62.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,932: 35,594 47,482 17,833 1,208 60 0 2,232 125 150 2,675 150: 20 0
Old : 53,932: 35,594 47,482 17,833 1,208 60 0 2,232 125 150 2,675 150: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,110: 735 -15 325 -10 0 0 910 0 100 275 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 88.0 33.1 2.2 0.1 0.0 4.1 0.2 0.3 5.0 0.3: 0.0 0.0
Old : 100.0: 66.0 88.0 33.1 2.2 0.1 0.0 4.1 0.2 0.3 5.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 11 . . . 0 . . . 4 .:
Old : 28: 14 11 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 89.5 95.6 96.4 77.4 87.5 92.1 92.2
Old : 77.5 89.5 95.6 96.4 77.4 87.5 92.1 92.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,741: 45,135 59,483 14,545 0 1,768 700 0 0 801 1,490 743: 49 257
Old : 63,741: 45,135 59,483 14,545 0 1,768 700 0 0 801 1,490 743: 49 257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 496: 229 904 620 0 -408 0 0 0 55 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 93.3 22.8 0.0 2.8 1.1 0.0 0.0 1.3 2.3 1.2: 0.1 0.4
Old : 100.0: 70.8 93.3 22.8 0.0 2.8 1.1 0.0 0.0 1.3 2.3 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 : 50.9 85.6 76.4 94.6 49.0 83.0 70.7 85.5
Old : 50.9 85.6 76.4 94.6 49.0 83.0 70.7 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,369: 51,337 64,219 13,325 218 55 959 575 3,250 936 1,523 1,442: 65 87
Old : 71,369: 51,337 64,219 13,325 218 55 959 575 3,250 936 1,523 1,442: 65 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,026: 280 1,063 783 140 -177 150 0 0 -15 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 90.0 18.7 0.3 0.1 1.3 0.8 4.6 1.3 2.1 2.0: 0.1 0.1
Old : 100.0: 71.9 90.0 18.7 0.3 0.1 1.3 0.8 4.6 1.3 2.1 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: 20 16 . . . 6 . . . . .:
Old : 38: 20 16 . . . 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 : 48.4 77.8 73.2 88.8 47.4 70.3 67.0 76.2
Old : 48.4 77.8 73.2 88.8 47.4 70.3 67.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,692: 15,088 26,047 10,493 0 50 0 575 0 865 0 0: 196 20
Old : 26,692: 15,088 26,047 10,493 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: January 7, 2020 :
: 25: 90 25 -65 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 97.6 39.3 0.0 0.2 0.0 2.2 0.0 3.2 0.0 0.0: 0.7 0.1
Old : 100.0: 56.5 97.6 39.3 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 81.6 82.6 96.8 65.8 73.7 79.9 88.9
Old : 66.0 81.6 82.6 96.8 65.8 73.7 79.9 88.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,191: 14,663 25,951 10,306 0 120 0 50 0 745 0 0: 357 70
Old : 26,191: 14,663 25,951 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: January 7, 2020 :
: 205: 205 205 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 99.1 39.3 0.0 0.5 0.0 0.2 0.0 2.8 0.0 0.0: 1.4 0.3
Old : 100.0: 56.0 99.1 39.3 0.0 0.5 0.0 0.2 0.0 2.8 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 : 64.9 85.5 81.0 98.5 63.7 74.1 76.4 85.4
Old : 64.9 85.5 81.0 98.5 63.7 74.1 76.4 85.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,992: 27,742 26,045 3,656 2,985 1,195 0 870 377 81 1,556 872: 69 92
Old : 33,992: 27,742 26,045 3,656 2,985 1,195 0 870 377 81 1,556 872: 69 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 203: 230 701 -25 0 0 0 -200 37 45 -362 82: -166 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 76.6 10.8 8.8 3.5 0.0 2.6 1.1 0.2 4.6 2.6: 0.2 0.3
Old : 100.0: 81.6 76.6 10.8 8.8 3.5 0.0 2.6 1.1 0.2 4.6 2.6: 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 : 29: 14 14 . . 4 0 . . . . .:
Old : 29: 14 14 . . 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 59.9 84.4 77.9 61.9 57.1 75.9 70.4
Old : 68.4 59.9 84.4 77.9 61.9 57.1 75.9 70.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,511: 17,412 17,911 2,340 0 120 0 1,470 0 333 1,613 367: 939 30
Old : 21,511: 17,412 17,911 2,340 0 120 0 1,470 0 333 1,613 367: 939 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 182: 254 62 -65 0 0 0 10 -10 0 110 0: 3 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 83.3 10.9 0.0 0.6 0.0 6.8 0.0 1.5 7.5 1.7: 4.4 0.1
Old : 100.0: 80.9 83.3 10.9 0.0 0.6 0.0 6.8 0.0 1.5 7.5 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 12 . 0 . 0 . 0 . . .:
Old : 22: 10 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 : 72.9 70.9 90.8 86.6 72.6 68.9 84.5 81.7
Old : 72.9 70.9 90.8 86.6 72.6 68.9 84.5 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,841: 45,011 36,684 7,316 14,721 471 645 3,050 463 2,026 602 840: 69 10
Old : 56,841: 45,011 36,684 7,316 14,721 471 645 3,050 463 2,026 602 840: 69 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,056: 1,632 1,912 155 183 -30 415 107 -156 -40 -70 115: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 64.5 12.9 25.9 0.8 1.1 5.4 0.8 3.6 1.1 1.5: 0.1 0.0
Old : 100.0: 79.2 64.5 12.9 25.9 0.8 1.1 5.4 0.8 3.6 1.1 1.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 21 5 . 4 . . . 4 . 4:
Old : 44: 24 21 5 . 4 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 63.9 72.3 82.2 43.0 51.9 55.0 63.6
Old : 59.0 63.9 72.3 82.2 43.0 51.9 55.0 63.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,203: 33,935 20,370 2,852 16,617 527 275 243 329 416 551 566: 303 0
Old : 39,203: 33,935 20,370 2,852 16,617 527 275 243 329 416 551 566: 303 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 429: 327 570 180 42 -155 0 -10 2 65 -20 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 52.0 7.3 42.4 1.3 0.7 0.6 0.8 1.1 1.4 1.4: 0.8 0.0
Old : 100.0: 86.6 52.0 7.3 42.4 1.3 0.7 0.6 0.8 1.1 1.4 1.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.2 72.2 82.4 86.2 61.1 66.6 69.1 74.7
Old : 69.2 72.2 82.4 86.2 61.1 66.6 69.1 74.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,051: 9,388 17,606 7,247 0 1,670 0 484 276 1,350 0 0: 120 15
Old : 20,051: 9,388 17,606 7,247 0 1,670 0 484 276 1,350 0 0: 120 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 133: 300 -75 33 0 0 -24 184 24 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 87.8 36.1 0.0 8.3 0.0 2.4 1.4 6.7 0.0 0.0: 0.6 0.1
Old : 100.0: 46.8 87.8 36.1 0.0 8.3 0.0 2.4 1.4 6.7 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 : 27: 14 14 . 0 . 0 . . . 0 0:
Old : 27: 14 14 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 78.9 83.7 88.5 53.5 70.4 71.3 76.4
Old : 62.1 78.9 83.7 88.5 53.5 70.4 71.3 76.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,832: 9,341 7,775 169 475 847 0 260 0 100 1,275 200: 175 0
Old : 10,832: 9,341 7,775 169 475 847 0 260 0 100 1,275 200: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 168: 0 10 44 -206 164 0 0 0 0 250 -50: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 71.8 1.6 4.4 7.8 0.0 2.4 0.0 0.9 11.8 1.8: 1.6 0.0
Old : 100.0: 86.2 71.8 1.6 4.4 7.8 0.0 2.4 0.0 0.9 11.8 1.8: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.6 76.0 88.3 91.8 58.0 70.8 75.1 79.1
Old : 68.6 76.0 88.3 91.8 58.0 70.8 75.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,994: 9,589 7,775 356 475 694 0 250 0 100 1,675 125: 130 0
Old : 10,994: 9,589 7,775 356 475 694 0 250 0 100 1,675 125: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 168: 0 10 231 -19 -23 0 0 0 0 250 -50: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 70.7 3.2 4.3 6.3 0.0 2.3 0.0 0.9 15.2 1.1: 1.2 0.0
Old : 100.0: 87.2 70.7 3.2 4.3 6.3 0.0 2.3 0.0 0.9 15.2 1.1: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.1 76.5 87.5 92.0 57.3 73.4 74.2 81.4
Old : 67.1 76.5 87.5 92.0 57.3 73.4 74.2 81.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 8,078 12,485 3,575 575 35 0 80 0 1,150 120 730: 502 45
Old : 14,070: 8,078 12,485 3,575 575 35 0 80 0 1,150 120 730: 502 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 0: 5 0 0 0 0 0 0 0 -5 0 0: 0 0
: : :
: : 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 81.3 88.4 57.2 59.8 72.7 72.1
Old : 57.2 69.8 81.3 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,595 12,460 3,790 575 35 0 80 0 1,350 50 565: 475 45
Old : 13,810: 7,595 12,460 3,790 575 35 0 80 0 1,350 50 565: 475 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 0: 5 0 0 0 0 0 0 0 -5 0 0: 0 0
: : :
: : 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 : 58.8 71.0 81.9 88.2 58.0 59.1 73.0 73.0
Old : 58.8 71.0 81.9 88.2 58.0 59.1 73.0 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: January 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: January 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,257: 80,390 77,040 19,818 16,270 2,728 405 460 140 500 7,381 1,203: 73 35
Old : 105,257: 80,390 77,040 19,818 16,270 2,728 405 460 140 500 7,381 1,203: 73 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 3,153: 3,226 3,261 0 -90 22 -190 60 120 -25 -220 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 73.2 18.8 15.5 2.6 0.4 0.4 0.1 0.5 7.0 1.1: 0.1 0.0
Old : 100.0: 76.4 73.2 18.8 15.5 2.6 0.4 0.4 0.1 0.5 7.0 1.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 36.9 47.8 60.8 69.3 31.7 44.2 55.2 61.4
Old : 36.9 47.8 60.8 69.3 31.7 44.2 55.2 61.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 118,896: 87,759 93,260 22,958 11,424 4,310 979 1,360 120 627 6,261 2,091: 52 70
Old : 118,896: 87,759 93,260 22,958 11,424 4,310 979 1,360 120 627 6,261 2,091: 52 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 9,302: 9,312 8,721 0 170 30 -30 575 5 -20 -209 5: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 78.4 19.3 9.6 3.6 0.8 1.1 0.1 0.5 5.3 1.8: 0.0 0.1
Old : 100.0: 73.8 78.4 19.3 9.6 3.6 0.8 1.1 0.1 0.5 5.3 1.8: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 34 30 . 4 5 . . . . 7 6:
Old : 59: 34 30 . 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 : 33.0 51.8 54.9 72.4 27.3 40.7 46.5 55.7
Old : 33.0 51.8 54.9 72.4 27.3 40.7 46.5 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 424,063: 228,094 273,642 54,475 2,705 78,136 10,731 20,849 22,592 8,677 5,040 20,898: 460 201
Old : 424,063: 228,094 273,642 54,475 2,705 78,136 10,731 20,849 22,592 8,677 5,040 20,898: 460 201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 5,433: 923 2,035 212 195 2,837 -85 -1,251 1,113 -531 -326 859: 105 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 64.5 12.8 0.6 18.4 2.5 4.9 5.3 2.0 1.2 4.9: 0.1 0.0
Old : 100.0: 53.8 64.5 12.8 0.6 18.4 2.5 4.9 5.3 2.0 1.2 4.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 35 36 5 . 5 7 10 9 14 8 14:
Old : 86: 35 36 5 . 5 7 10 9 14 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 40.2 65.3 62.8 21.0 20.4 25.7 27.7
Old : 46.3 40.2 65.3 62.8 21.0 20.4 25.7 27.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,952: 7,346 13,703 2,630 788 436 1,185 0 0 3,185 0 25: 145 0
Old : 14,952: 7,346 13,703 2,630 788 436 1,185 0 0 3,185 0 25: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 335: -240 300 0 10 0 575 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 91.6 17.6 5.3 2.9 7.9 0.0 0.0 21.3 0.0 0.2: 1.0 0.0
Old : 100.0: 49.1 91.6 17.6 5.3 2.9 7.9 0.0 0.0 21.3 0.0 0.2: 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 .:
Old : 25: 14 6 . . . . 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 : 58.7 90.8 78.5 99.8 58.5 87.2 78.3 95.6
Old : 58.7 90.8 78.5 99.8 58.5 87.2 78.3 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,122: 6,851 13,168 2,697 115 709 260 0 0 3,280 0 0: 325 130
Old : 14,122: 6,851 13,168 2,697 115 709 260 0 0 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: January 7, 2020 :
: -60: -240 0 0 10 0 250 0 -70 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 93.2 19.1 0.8 5.0 1.8 0.0 0.0 23.2 0.0 0.0: 2.3 0.9
Old : 100.0: 48.5 93.2 19.1 0.8 5.0 1.8 0.0 0.0 23.2 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 0:
Old : 22: 13 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 : 61.7 94.3 80.3 99.1 60.4 92.4 77.5 93.2
Old : 61.7 94.3 80.3 99.1 60.4 92.4 77.5 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,850: 1,350 4,400 600 0 0 200 0 0 2,700 450 0: 0 0
Old : 4,850: 1,350 4,400 600 0 0 200 0 0 2,700 450 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 61: -1,033 326 265 0 -265 0 0 0 1,095 0 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 90.7 12.4 0.0 0.0 4.1 0.0 0.0 55.7 9.3 0.0: 0.0 0.0
Old : 100.0: 27.8 90.7 12.4 0.0 0.0 4.1 0.0 0.0 55.7 9.3 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 : 23: 6 12 . 0 0 . 0 0 . . 0:
Old : 23: 6 12 . 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 : 68.0 63.9 88.7 82.5 68.0 59.8 88.7 78.4
Old : 68.0 63.9 88.7 82.5 68.0 59.8 88.7 78.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,101: 47,736 48,132 14,310 11,471 0 0 1,743 140 0 700 0: 8,915 8,915
Old : 71,101: 47,736 48,132 14,310 11,471 0 0 1,743 140 0 700 0: 8,915 8,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,700: 1,637 881 69 800 0 0 25 -100 0 0 0: 94 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 67.7 20.1 16.1 0.0 0.0 2.5 0.2 0.0 1.0 0.0: 12.5 12.5
Old : 100.0: 67.1 67.7 20.1 16.1 0.0 0.0 2.5 0.2 0.0 1.0 0.0: 12.5 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 73.0 52.9 82.0 73.4 67.6 52.7 72.6 68.5
Old : 73.0 52.9 82.0 73.4 67.6 52.7 72.6 68.5
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,528: 39,879 38,443 11,545 11,206 0 0 1,410 275 0 350 0: 7,829 7,844
Old : 59,528: 39,879 38,443 11,545 11,206 0 0 1,410 275 0 350 0: 7,829 7,844
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,803: 1,455 1,714 484 600 0 0 -475 0 0 100 0: -136 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 64.6 19.4 18.8 0.0 0.0 2.4 0.5 0.0 0.6 0.0: 13.2 13.2
Old : 100.0: 67.0 64.6 19.4 18.8 0.0 0.0 2.4 0.5 0.0 0.6 0.0: 13.2 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: 14 18 . . 0 0 . . 0 . 0:
Old : 25: 14 18 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 56.6 81.2 74.0 69.4 56.2 73.6 69.2
Old : 73.2 56.6 81.2 74.0 69.4 56.2 73.6 69.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,615: 8,020 20,125 13,235 1,460 845 150 1,760 0 2,085 0 0: 3,280 3,425
Old : 27,615: 8,020 20,125 13,235 1,460 845 150 1,760 0 2,085 0 0: 3,280 3,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,035: 20 1,225 485 -720 -95 0 0 0 0 0 0: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 72.9 47.9 5.3 3.1 0.5 6.4 0.0 7.6 0.0 0.0: 11.9 12.4
Old : 100.0: 29.0 72.9 47.9 5.3 3.1 0.5 6.4 0.0 7.6 0.0 0.0: 11.9 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 13 . . . . . 0 . 0 0:
Old : 23: 9 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 : 72.5 49.8 83.9 76.4 63.6 49.3 72.5 69.8
Old : 72.5 49.8 83.9 76.4 63.6 49.3 72.5 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,808: 22,941 16,658 7,313 21,201 443 10,230 2,060 5,820 0 610 350: 2,711 2,666
Old : 49,808: 22,941 16,658 7,313 21,201 443 10,230 2,060 5,820 0 610 350: 2,711 2,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,905: 1,095 1,125 950 70 -55 175 1,025 -300 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 33.4 14.7 42.6 0.9 20.5 4.1 11.7 0.0 1.2 0.7: 5.4 5.4
Old : 100.0: 46.1 33.4 14.7 42.6 0.9 20.5 4.1 11.7 0.0 1.2 0.7: 5.4 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 : 25: 16 17 . . . . . . 0 . .:
Old : 25: 16 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 67.3 79.5 82.1 44.9 51.8 56.4 59.9
Old : 60.6 67.3 79.5 82.1 44.9 51.8 56.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,042: 11,350 10,877 6,893 9,841 0 2,405 0 4,325 0 360 300: 2,769 2,339
Old : 28,042: 11,350 10,877 6,893 9,841 0 2,405 0 4,325 0 360 300: 2,769 2,339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 655: 280 475 325 120 0 50 0 -10 0 0 0: 10 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 38.8 24.6 35.1 0.0 8.6 0.0 15.4 0.0 1.3 1.1: 9.9 8.3
Old : 100.0: 40.5 38.8 24.6 35.1 0.0 8.6 0.0 15.4 0.0 1.3 1.1: 9.9 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: 15 15 . . 0 . 0 . 0 . .:
Old : 22: 15 15 . . 0 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 76.1 79.2 84.6 48.8 57.0 55.6 60.2
Old : 63.4 76.1 79.2 84.6 48.8 57.0 55.6 60.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,670: 20,430 10,070 4,020 1,930 420 535 13,605 1,720 0 0 0: 1,545 925
Old : 28,670: 20,430 10,070 4,020 1,930 420 535 13,605 1,720 0 0 0: 1,545 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 595: 675 -65 -60 600 60 0 200 -200 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 35.1 14.0 6.7 1.5 1.9 47.5 6.0 0.0 0.0 0.0: 5.4 3.2
Old : 100.0: 71.3 35.1 14.0 6.7 1.5 1.9 47.5 6.0 0.0 0.0 0.0: 5.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.2 79.9 81.7 91.2 45.0 59.5 56.1 61.9
Old : 60.2 79.9 81.7 91.2 45.0 59.5 56.1 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,228: 45,375 33,538 10,268 34,485 3,090 12,005 2,260 120 3,225 170 1,680: 18,465 18,885
Old : 94,228: 45,375 33,538 10,268 34,485 3,090 12,005 2,260 120 3,225 170 1,680: 18,465 18,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,935: 260 255 720 1,125 -25 475 -25 0 -100 0 300: 305 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 35.6 10.9 36.6 3.3 12.7 2.4 0.1 3.4 0.2 1.8: 19.6 20.0
Old : 100.0: 48.2 35.6 10.9 36.6 3.3 12.7 2.4 0.1 3.4 0.2 1.8: 19.6 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.3 49.1 70.1 62.2 48.5 47.5 60.1 57.4
Old : 53.3 49.1 70.1 62.2 48.5 47.5 60.1 57.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,403: 44,064 32,129 10,935 33,180 3,090 13,205 2,340 95 0 75 2,410: 17,604 18,084
Old : 91,403: 44,064 32,129 10,935 33,180 3,090 13,205 2,340 95 0 75 2,410: 17,604 18,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,149: 204 374 85 225 -25 475 15 0 -125 25 275: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 35.2 12.0 36.3 3.4 14.4 2.6 0.1 0.0 0.1 2.6: 19.3 19.8
Old : 100.0: 48.2 35.2 12.0 36.3 3.4 14.4 2.6 0.1 0.0 0.1 2.6: 19.3 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 19 . . . . . . 0 . .:
Old : 30: 19 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 47.3 68.8 61.5 49.6 46.3 58.8 56.0
Old : 54.5 47.3 68.8 61.5 49.6 46.3 58.8 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,479: 13,071 6,587 2,440 3,539 840 3,480 7,395 440 825 2,750 445: 3,938 3,483
Old : 25,479: 13,071 6,587 2,440 3,539 840 3,480 7,395 440 825 2,750 445: 3,938 3,483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 435: 435 0 25 300 -225 0 -15 15 0 185 0: 185 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 25.9 9.6 13.9 3.3 13.7 29.0 1.7 3.2 10.8 1.7: 15.5 13.7
Old : 100.0: 51.3 25.9 9.6 13.9 3.3 13.7 29.0 1.7 3.2 10.8 1.7: 15.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 40.9 60.7 62.0 78.7 39.2 55.9 59.4 68.2
Old : 40.9 60.7 62.0 78.7 39.2 55.9 59.4 68.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,549: 12,126 6,712 2,340 3,964 692 3,480 10,095 440 1,675 0 1,515: 4,281 3,131
Old : 26,549: 12,126 6,712 2,340 3,964 692 3,480 10,095 440 1,675 0 1,515: 4,281 3,131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 360: 615 0 25 300 -148 0 -15 15 -185 0 110: -72 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 25.3 8.8 14.9 2.6 13.1 38.0 1.7 6.3 0.0 5.7: 16.1 11.8
Old : 100.0: 45.7 25.3 8.8 14.9 2.6 13.1 38.0 1.7 6.3 0.0 5.7: 16.1 11.8
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 9 . . . . . . . 0 .:
Old : 24: 14 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 : 41.5 63.1 63.3 80.4 37.8 59.2 56.1 68.0
Old : 41.5 63.1 63.3 80.4 37.8 59.2 56.1 68.0
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,648: 14,098 9,085 872 8,000 526 8,790 155 350 0 6,960 70: 2,942 2,502
Old : 27,648: 14,098 9,085 872 8,000 526 8,790 155 350 0 6,960 70: 2,942 2,502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 560: 1,205 65 -645 -75 342 0 0 0 0 570 0: -342 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 32.9 3.2 28.9 1.9 31.8 0.6 1.3 0.0 25.2 0.3: 10.6 9.0
Old : 100.0: 51.0 32.9 3.2 28.9 1.9 31.8 0.6 1.3 0.0 25.2 0.3: 10.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.2 78.2 85.1 87.3 61.8 67.9 72.8 75.6
Old : 67.2 78.2 85.1 87.3 61.8 67.9 72.8 75.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,994: 12,260 8,220 1,775 7,750 36 8,790 125 350 0 7,110 15: 2,768 2,388
Old : 25,994: 12,260 8,220 1,775 7,750 36 8,790 125 350 0 7,110 15: 2,768 2,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 345: 420 0 -75 -75 0 0 0 0 0 420 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 31.6 6.8 29.8 0.1 33.8 0.5 1.3 0.0 27.4 0.1: 10.6 9.2
Old : 100.0: 47.2 31.6 6.8 29.8 0.1 33.8 0.5 1.3 0.0 27.4 0.1: 10.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 79.5 84.6 89.4 65.2 74.4 80.3 83.4
Old : 66.7 79.5 84.6 89.4 65.2 74.4 80.3 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,533: 17,683 42,435 7,052 9,045 260 17,670 0 0 9,465 0 0: 3,403 3,793
Old : 55,533: 17,683 42,435 7,052 9,045 260 17,670 0 0 9,465 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: January 7, 2020 :
: 350: 0 350 0 0 0 200 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 76.4 12.7 16.3 0.5 31.8 0.0 0.0 17.0 0.0 0.0: 6.1 6.8
Old : 100.0: 31.8 76.4 12.7 16.3 0.5 31.8 0.0 0.0 17.0 0.0 0.0: 6.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 63.5 84.0 86.0 91.3 62.5 79.5 81.4 83.8
Old : 63.5 84.0 86.0 91.3 62.5 79.5 81.4 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,915: 17,835 40,941 6,260 9,865 295 17,845 0 0 9,250 0 0: 3,430 3,814
Old : 54,915: 17,835 40,941 6,260 9,865 295 17,845 0 0 9,250 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: January 7, 2020 :
: 355: 0 355 5 0 0 200 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 74.6 11.4 18.0 0.5 32.5 0.0 0.0 16.8 0.0 0.0: 6.2 6.9
Old : 100.0: 32.5 74.6 11.4 18.0 0.5 32.5 0.0 0.0 16.8 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 : 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 : 63.7 84.8 87.2 90.8 63.2 82.2 84.5 86.6
Old : 63.7 84.8 87.2 90.8 63.2 82.2 84.5 86.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,350: 20,590 47,630 1,595 4,040 1,555 7,780 0 855 21,525 0 110: 3,340 3,160
Old : 57,350: 20,590 47,630 1,595 4,040 1,555 7,780 0 855 21,525 0 110: 3,340 3,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 255: -150 75 150 0 0 150 0 0 -75 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 83.1 2.8 7.0 2.7 13.6 0.0 1.5 37.5 0.0 0.2: 5.8 5.5
Old : 100.0: 35.9 83.1 2.8 7.0 2.7 13.6 0.0 1.5 37.5 0.0 0.2: 5.8 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 : 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 : 57.7 77.0 78.9 90.7 56.0 76.4 74.8 87.0
Old : 57.7 77.0 78.9 90.7 56.0 76.4 74.8 87.0
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,410: 20,680 46,265 690 4,040 2,175 7,530 0 1,005 21,225 0 110: 2,995 2,815
Old : 56,410: 20,680 46,265 690 4,040 2,175 7,530 0 1,005 21,225 0 110: 2,995 2,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 230: -150 75 150 0 0 150 0 0 -75 0 0: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 82.0 1.2 7.2 3.9 13.3 0.0 1.8 37.6 0.0 0.2: 5.3 5.0
Old : 100.0: 36.7 82.0 1.2 7.2 3.9 13.3 0.0 1.8 37.6 0.0 0.2: 5.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 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 : 57.9 75.9 79.0 90.9 55.9 75.0 75.0 85.9
Old : 57.9 75.9 79.0 90.9 55.9 75.0 75.0 85.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,715: 12,725 8,560 4,090 0 2,025 100 6,060 0 0 2,360 515: 2,260 2,195
Old : 21,715: 12,725 8,560 4,090 0 2,025 100 6,060 0 0 2,360 515: 2,260 2,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 525: 690 600 -90 0 0 0 -550 0 0 550 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 39.4 18.8 0.0 9.3 0.5 27.9 0.0 0.0 10.9 2.4: 10.4 10.1
Old : 100.0: 58.6 39.4 18.8 0.0 9.3 0.5 27.9 0.0 0.0 10.9 2.4: 10.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.6 63.0 77.7 83.9 53.7 60.7 70.6 75.4
Old : 58.6 63.0 77.7 83.9 53.7 60.7 70.6 75.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,450: 37,940 36,410 0 2,090 3,265 1,575 21,070 680 21,230 1,250 450: 4,310 4,235
Old : 69,450: 37,940 36,410 0 2,090 3,265 1,575 21,070 680 21,230 1,250 450: 4,310 4,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 105: 100 80 0 20 0 0 0 0 0 0 0: 5 5
: : :
: : 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 30.3 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 30.3 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 67.0 78.6 83.9 63.5 65.0 77.6 79.6
Old : 63.8 67.0 78.6 83.9 63.5 65.0 77.6 79.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,735: 36,475 34,175 35 215 3,865 1,650 21,070 600 18,475 1,250 420: 4,215 4,140
Old : 65,735: 36,475 34,175 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: January 7, 2020 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 52.0 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: 55.5 52.0 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 69.2 76.8 83.7 62.7 67.2 75.1 79.9
Old : 62.9 69.2 76.8 83.7 62.7 67.2 75.1 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,844: 33,394 19,110 955 13,324 1,365 14,105 245 1,630 50 16,185 280: 2,065 1,705
Old : 53,844: 33,394 19,110 955 13,324 1,365 14,105 245 1,630 50 16,185 280: 2,065 1,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,070: 315 -90 -50 -660 175 525 15 0 0 1,525 280: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 35.5 1.8 24.7 2.5 26.2 0.5 3.0 0.1 30.1 0.5: 3.8 3.2
Old : 100.0: 62.0 35.5 1.8 24.7 2.5 26.2 0.5 3.0 0.1 30.1 0.5: 3.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 11 . . . . . . . . .:
Old : 31: 20 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 : 51.3 79.1 76.4 92.1 48.2 74.2 72.8 83.0
Old : 51.3 79.1 76.4 92.1 48.2 74.2 72.8 83.0
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,539: 29,730 16,330 25 10,410 2,260 8,205 240 1,705 50 11,390 435: 1,129 769
Old : 43,539: 29,730 16,330 25 10,410 2,260 8,205 240 1,705 50 11,390 435: 1,129 769
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 515: 75 -40 -50 215 0 50 15 0 0 125 175: 265 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 37.5 0.1 23.9 5.2 18.8 0.6 3.9 0.1 26.2 1.0: 2.6 1.8
Old : 100.0: 68.3 37.5 0.1 23.9 5.2 18.8 0.6 3.9 0.1 26.2 1.0: 2.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.2 73.6 75.7 92.4 50.4 66.8 70.7 80.5
Old : 54.2 73.6 75.7 92.4 50.4 66.8 70.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,602: 91,534 87,994 19,696 470 6,130 1,944 12,175 7,545 1,330 13,865 1,660: 30,763 30,763
Old : 160,602: 91,534 87,994 19,696 470 6,130 1,944 12,175 7,545 1,330 13,865 1,660: 30,763 30,763
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 4,620: 1,220 -595 605 0 185 -4,500 1,225 3,245 0 -3,305 910: 2,955 2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 54.8 12.3 0.3 3.8 1.2 7.6 4.7 0.8 8.6 1.0: 19.2 19.2
Old : 100.0: 57.0 54.8 12.3 0.3 3.8 1.2 7.6 4.7 0.8 8.6 1.0: 19.2 19.2
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 : 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 : 54.2 33.0 67.9 49.0 48.7 30.2 55.0 42.7
Old : 54.2 33.0 67.9 49.0 48.7 30.2 55.0 42.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 139,522: 80,119 76,277 17,119 0 5,155 4,194 6,385 6,401 1,400 20,170 1,110: 24,024 24,024
Old : 139,522: 80,119 76,277 17,119 0 5,155 4,194 6,385 6,401 1,400 20,170 1,110: 24,024 24,024
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 2,651: 1,220 -1,485 890 0 -80 -4,500 750 2,021 0 -1,655 180: 2,920 2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 54.7 12.3 0.0 3.7 3.0 4.6 4.6 1.0 14.5 0.8: 17.2 17.2
Old : 100.0: 57.4 54.7 12.3 0.0 3.7 3.0 4.6 4.6 1.0 14.5 0.8: 17.2 17.2
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 : 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 : 55.4 37.3 68.5 52.0 48.5 35.7 56.7 46.4
Old : 55.4 37.3 68.5 52.0 48.5 35.7 56.7 46.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,895: 30,200 27,480 19,775 6,945 2,965 0 8,335 2,325 0 7,215 0: 5,630 5,630
Old : 60,895: 30,200 27,480 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: January 7, 2020 :
: 170: 170 170 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 45.1 32.5 11.4 4.9 0.0 13.7 3.8 0.0 11.8 0.0: 9.2 9.2
Old : 100.0: 49.6 45.1 32.5 11.4 4.9 0.0 13.7 3.8 0.0 11.8 0.0: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 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 : 59.9 50.6 78.0 72.0 56.0 47.2 66.9 61.5
Old : 59.9 50.6 78.0 72.0 56.0 47.2 66.9 61.5
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: January 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 73.7 75.9 55.6 47.2 68.0 65.0
Old : 57.9 52.9 73.7 75.9 55.6 47.2 68.0 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,625: 15,225 20,285 0 15,975 1,740 20,130 40 255 595 0 785: 3,895 3,545
Old : 42,625: 15,225 20,285 0 15,975 1,740 20,130 40 255 595 0 785: 3,895 3,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 50: 200 0 0 0 0 -200 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 47.6 0.0 37.5 4.1 47.2 0.1 0.6 1.4 0.0 1.8: 9.1 8.3
Old : 100.0: 35.7 47.6 0.0 37.5 4.1 47.2 0.1 0.6 1.4 0.0 1.8: 9.1 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 : 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 : 65.6 66.4 78.0 81.2 61.7 56.1 67.8 67.3
Old : 65.6 66.4 78.0 81.2 61.7 56.1 67.8 67.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,100: 11,815 30,030 0 14,600 1,680 32,080 0 685 595 0 785: 1,460 1,320
Old : 49,100: 11,815 30,030 0 14,600 1,680 32,080 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: January 7, 2020 :
: 25: 225 25 0 0 0 -200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 61.2 0.0 29.7 3.4 65.3 0.0 1.4 1.2 0.0 1.6: 3.0 2.7
Old : 100.0: 24.1 61.2 0.0 29.7 3.4 65.3 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 : 82.7 74.6 92.1 90.7 76.7 64.5 80.4 79.2
Old : 82.7 74.6 92.1 90.7 76.7 64.5 80.4 79.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,260: 74,360 73,140 1,170 8,830 10,415 4,640 5,800 4,500 7,660 0 0: 20,515 20,575
Old : 123,260: 74,360 73,140 1,170 8,830 10,415 4,640 5,800 4,500 7,660 0 0: 20,515 20,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 5,480: -2,360 3,415 -500 25 125 900 -5,400 2,790 0 0 0: 4,525 4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 59.3 0.9 7.2 8.4 3.8 4.7 3.7 6.2 0.0 0.0: 16.6 16.7
Old : 100.0: 60.3 59.3 0.9 7.2 8.4 3.8 4.7 3.7 6.2 0.0 0.0: 16.6 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 25 . . . . . . . 0 0:
Old : 37: 26 25 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.3 52.3 58.1 27.2 26.0 36.6 37.5
Old : 34.2 34.3 52.3 58.1 27.2 26.0 36.6 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 101,394: 57,235 49,689 1,330 14,526 9,744 590 1,885 8,460 6,845 0 0: 17,190 17,090
Old : 101,394: 57,235 49,689 1,330 14,526 9,744 590 1,885 8,460 6,845 0 0: 17,190 17,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 4,465: -3,980 2,115 -300 -1,575 1,415 590 -4,230 2,645 0 0 0: 4,095 4,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 49.0 1.3 14.3 9.6 0.6 1.9 8.3 6.8 0.0 0.0: 17.0 16.9
Old : 100.0: 56.4 49.0 1.3 14.3 9.6 0.6 1.9 8.3 6.8 0.0 0.0: 17.0 16.9
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 : 34: 24 23 . . . . . . . 0 0:
Old : 34: 24 23 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.1 61.3 64.5 31.8 35.2 42.7 45.9
Old : 41.1 42.1 61.3 64.5 31.8 35.2 42.7 45.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10,900 1,145 4,380 300 190 1,175 0 575: 1,695 1,645
Old : 29,640: 20,480 14,885 0 10,900 1,145 4,380 300 190 1,175 0 575: 1,695 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 0: 0 0 0 -50 0 0 0 0 -50 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 50.2 0.0 36.8 3.9 14.8 1.0 0.6 4.0 0.0 1.9: 5.7 5.5
Old : 100.0: 69.1 50.2 0.0 36.8 3.9 14.8 1.0 0.6 4.0 0.0 1.9: 5.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 77.5 83.3 89.6 64.0 73.7 77.3 79.7
Old : 64.7 77.5 83.3 89.6 64.0 73.7 77.3 79.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,520: 20,935 13,885 0 11,580 1,480 3,635 325 270 775 0 500: 1,925 1,480
Old : 29,520: 20,935 13,885 0 11,580 1,480 3,635 325 270 775 0 500: 1,925 1,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 440: 400 170 0 270 0 -60 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 47.0 0.0 39.2 5.0 12.3 1.1 0.9 2.6 0.0 1.7: 6.5 5.0
Old : 100.0: 70.9 47.0 0.0 39.2 5.0 12.3 1.1 0.9 2.6 0.0 1.7: 6.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 0 . . . . . . 0 .:
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 78.3 83.4 89.8 66.5 73.3 76.3 79.3
Old : 67.4 78.3 83.4 89.8 66.5 73.3 76.3 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2020