COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,024: 14,336 11,736 1,971 682 423 804 1,535 180 438 3,516 1,896: 976 1,056
Old : 21,024: 14,336 11,736 1,971 682 423 804 1,535 180 438 3,516 1,896: 976 1,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,015: 626 601 27 195 -6 0 0 0 -18 -65 374: 12 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 55.8 9.4 3.2 2.0 3.8 7.3 0.9 2.1 16.7 9.0: 4.6 5.0
Old : 100.0: 68.2 55.8 9.4 3.2 2.0 3.8 7.3 0.9 2.1 16.7 9.0: 4.6 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: 13 13 . . . . . . . . 5:
Old : 29: 13 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 : 50.1 48.2 73.8 73.3 32.0 37.3 45.7 45.8
Old : 50.1 48.2 73.8 73.3 32.0 37.3 45.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,467: 15,738 14,531 491 2,284 4,063 2,907 801 1,301 351 2,099 2,082: 534 308
Old : 27,467: 15,738 14,531 491 2,284 4,063 2,907 801 1,301 351 2,099 2,082: 534 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,374: 1,478 1,243 55 -93 298 34 25 251 100 470 154: 4 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 52.9 1.8 8.3 14.8 10.6 2.9 4.7 1.3 7.6 7.6: 1.9 1.1
Old : 100.0: 57.3 52.9 1.8 8.3 14.8 10.6 2.9 4.7 1.3 7.6 7.6: 1.9 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 : 46: 24 23 . . . 4 . 5 6 6 11:
Old : 46: 24 23 . . . 4 . 5 6 6 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 : 41.7 47.4 62.4 65.6 20.8 22.7 28.7 29.5
Old : 41.7 47.4 62.4 65.6 20.8 22.7 28.7 29.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,273: 27,935 37,621 7,034 0 1,459 150 1,338 5 4,570 850 1,000: 120 0
Old : 42,273: 27,935 37,621 7,034 0 1,459 150 1,338 5 4,570 850 1,000: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 426: 983 307 425 0 -377 -100 176 0 -580 245 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 89.0 16.6 0.0 3.5 0.4 3.2 0.0 10.8 2.0 2.4: 0.3 0.0
Old : 100.0: 66.1 89.0 16.6 0.0 3.5 0.4 3.2 0.0 10.8 2.0 2.4: 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 . . . . . . 5:
Old : 40: 23 21 . 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 : 49.8 55.8 78.7 79.4 43.6 50.7 63.5 68.9
Old : 49.8 55.8 78.7 79.4 43.6 50.7 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,342: 24,292 28,642 1,140 209 2,007 0 156 378 4,075 500 450: 0 0
Old : 32,342: 24,292 28,642 1,140 209 2,007 0 156 378 4,075 500 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 494: 740 95 -100 -180 79 -244 156 219 -275 50 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 88.6 3.5 0.6 6.2 0.0 0.5 1.2 12.6 1.5 1.4: 0.0 0.0
Old : 100.0: 75.1 88.6 3.5 0.6 6.2 0.0 0.5 1.2 12.6 1.5 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 19 . . . 0 . . . 4 .:
Old : 32: 16 19 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 70.4 79.7 86.7 52.9 64.4 72.8 76.4
Old : 53.1 70.4 79.7 86.7 52.9 64.4 72.8 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,448: 111,267 88,640 2,114 18,745 6,412 1,560 2,421 7,651 1,037 6,092 3,129: 278 358
Old : 133,448: 111,267 88,640 2,114 18,745 6,412 1,560 2,421 7,651 1,037 6,092 3,129: 278 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,949: 1,414 456 -17 1,066 543 0 31 0 -175 -307 186: -2 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 66.4 1.6 14.0 4.8 1.2 1.8 5.7 0.8 4.6 2.3: 0.2 0.3
Old : 100.0: 83.4 66.4 1.6 14.0 4.8 1.2 1.8 5.7 0.8 4.6 2.3: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 26 29 . . 4 . 6 4 5 4 5:
Old : 51: 26 29 . . 4 . 6 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 : 55.5 42.2 72.1 62.6 43.5 29.6 49.6 38.8
Old : 55.5 42.2 72.1 62.6 43.5 29.6 49.6 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 72,046: 58,174 54,411 5,835 9,429 3,699 370 993 2,107 1,145 700 687: 30 20
Old : 72,046: 58,174 54,411 5,835 9,429 3,699 370 993 2,107 1,145 700 687: 30 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 738: 544 -139 0 111 -61 -25 423 29 100 225 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 75.5 8.1 13.1 5.1 0.5 1.4 2.9 1.6 1.0 1.0: 0.0 0.0
Old : 100.0: 80.7 75.5 8.1 13.1 5.1 0.5 1.4 2.9 1.6 1.0 1.0: 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 : 36: 18 21 . . . . . . 4 . .:
Old : 36: 18 21 . . . . . . 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 : 61.0 73.5 81.4 88.5 60.7 64.2 69.7 70.1
Old : 61.0 73.5 81.4 88.5 60.7 64.2 69.7 70.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,142: 30,753 22,547 1,218 9,375 420 0 375 0 401 75 350: 0 0
Old : 33,142: 30,753 22,547 1,218 9,375 420 0 375 0 401 75 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 75: 73 -100 2 125 0 0 75 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 68.0 3.7 28.3 1.3 0.0 1.1 0.0 1.2 0.2 1.1: 0.0 0.0
Old : 100.0: 92.8 68.0 3.7 28.3 1.3 0.0 1.1 0.0 1.2 0.2 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 : 26: 9 13 . . . 0 . 0 . . .:
Old : 26: 9 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.2 84.9 95.2 93.3 73.9 73.7 78.8 79.6
Old : 86.2 84.9 95.2 93.3 73.9 73.7 78.8 79.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,569: 31,579 26,607 716 21,795 5,626 15,724 0 286 354 395 5,828: 456 32
Old : 60,569: 31,579 26,607 716 21,795 5,626 15,724 0 286 354 395 5,828: 456 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 655: 329 -390 -10 792 263 0 0 0 0 -10 0: 73 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 43.9 1.2 36.0 9.3 26.0 0.0 0.5 0.6 0.7 9.6: 0.8 0.1
Old : 100.0: 52.1 43.9 1.2 36.0 9.3 26.0 0.0 0.5 0.6 0.7 9.6: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.3 58.3 75.8 75.6 46.3 45.2 54.4 55.7
Old : 52.3 58.3 75.8 75.6 46.3 45.2 54.4 55.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 81,432: 45,159 30,666 0 37,909 5,908 24,013 1,020 460 964 873 4,596: 332 0
Old : 81,432: 45,159 30,666 0 37,909 5,908 24,013 1,020 460 964 873 4,596: 332 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 924: 612 -266 0 941 230 0 120 0 6 -116 80: -4 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 37.7 0.0 46.6 7.3 29.5 1.3 0.6 1.2 1.1 5.6: 0.4 0.0
Old : 100.0: 55.5 37.7 0.0 46.6 7.3 29.5 1.3 0.6 1.2 1.1 5.6: 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 : 43: 23 25 0 4 4 . 4 . . . 5:
Old : 43: 23 25 0 4 4 . 4 . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 63.9 73.3 80.0 53.3 56.0 61.3 63.2
Old : 54.5 63.9 73.3 80.0 53.3 56.0 61.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,603: 56,454 53,115 10,419 15,427 2,338 950 0 0 1,285 1,320 1,294: 863 109
Old : 73,603: 56,454 53,115 10,419 15,427 2,338 950 0 0 1,285 1,320 1,294: 863 109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 286: 331 100 -50 181 0 0 0 0 -10 0 0: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 72.2 14.2 21.0 3.2 1.3 0.0 0.0 1.7 1.8 1.8: 1.2 0.1
Old : 100.0: 76.7 72.2 14.2 21.0 3.2 1.3 0.0 0.0 1.7 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 : 46.4 70.5 71.4 83.0 44.7 69.9 68.7 79.0
Old : 46.4 70.5 71.4 83.0 44.7 69.9 68.7 79.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 93,079: 67,399 57,900 19,196 30,606 1,288 950 0 0 1,429 1,389 1,836: 981 60
Old : 93,079: 67,399 57,900 19,196 30,606 1,288 950 0 0 1,429 1,389 1,836: 981 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 369: 406 219 -100 0 50 0 0 0 -2 100 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 62.2 20.6 32.9 1.4 1.0 0.0 0.0 1.5 1.5 2.0: 1.1 0.1
Old : 100.0: 72.4 62.2 20.6 32.9 1.4 1.0 0.0 0.0 1.5 1.5 2.0: 1.1 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 : 40: 23 22 5 . 5 . 0 0 . . .:
Old : 40: 23 22 5 . 5 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 70.7 68.3 85.1 44.1 70.2 67.5 81.4
Old : 44.5 70.7 68.3 85.1 44.1 70.2 67.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,422: 29,333 37,959 8,524 0 3,509 0 0 0 400 120 230: 426 604
Old : 42,422: 29,333 37,959 8,524 0 3,509 0 0 0 400 120 230: 426 604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,455: 1,780 2,400 320 0 125 0 0 0 0 -300 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 89.5 20.1 0.0 8.3 0.0 0.0 0.0 0.9 0.3 0.5: 1.0 1.4
Old : 100.0: 69.1 89.5 20.1 0.0 8.3 0.0 0.0 0.0 0.9 0.3 0.5: 1.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 . 0 . 0 0 0 . . .:
Old : 23: 16 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 : 68.9 85.8 86.8 95.2 60.4 81.3 74.4 82.6
Old : 68.9 85.8 86.8 95.2 60.4 81.3 74.4 82.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,068: 22,324 18,411 0 3,977 1,751 0 600 0 360 180 45: 588 104
Old : 25,068: 22,324 18,411 0 3,977 1,751 0 600 0 360 180 45: 588 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -51: -26 -141 0 95 -10 0 0 0 0 20 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 73.4 0.0 15.9 7.0 0.0 2.4 0.0 1.4 0.7 0.2: 2.3 0.4
Old : 100.0: 89.1 73.4 0.0 15.9 7.0 0.0 2.4 0.0 1.4 0.7 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 : 58.5 68.9 76.4 87.8 49.1 56.5 60.5 65.8
Old : 58.5 68.9 76.4 87.8 49.1 56.5 60.5 65.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 86,914: 53,930 61,708 320 10,991 9,013 8,794 831 1,537 10,768 502 2,132: 419 199
Old : 86,914: 53,930 61,708 320 10,991 9,013 8,794 831 1,537 10,768 502 2,132: 419 199
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,583: 1,292 1,512 0 -34 246 73 550 6 678 -4 225: 63 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 71.0 0.4 12.6 10.4 10.1 1.0 1.8 12.4 0.6 2.5: 0.5 0.2
Old : 100.0: 62.0 71.0 0.4 12.6 10.4 10.1 1.0 1.8 12.4 0.6 2.5: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 27 28 . . . 8 . 5 12 . 7:
Old : 58: 27 28 . . . 8 . 5 12 . 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 : 34.0 44.0 54.3 65.1 14.1 17.6 22.4 27.3
Old : 34.0 44.0 54.3 65.1 14.1 17.6 22.4 27.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,538: 26,086 29,508 0 6,132 1,956 500 0 0 9,396 300 300: 300 342
Old : 38,538: 26,086 29,508 0 6,132 1,956 500 0 0 9,396 300 300: 300 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,040: 1,540 2,040 0 0 0 0 0 0 500 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 76.6 0.0 15.9 5.1 1.3 0.0 0.0 24.4 0.8 0.8: 0.8 0.9
Old : 100.0: 67.7 76.6 0.0 15.9 5.1 1.3 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 : 33: 16 17 0 . . . 0 0 6 . .:
Old : 33: 16 17 0 . . . 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 : 51.6 49.1 77.4 76.6 42.9 39.6 60.3 58.7
Old : 51.6 49.1 77.4 76.6 42.9 39.6 60.3 58.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,655: 35,221 42,952 7,909 0 3,649 0 0 0 500 204 246: 130 604
Old : 47,655: 35,221 42,952 7,909 0 3,649 0 0 0 500 204 246: 130 604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,290: 1,605 2,135 330 0 125 0 0 0 0 -216 246: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 90.1 16.6 0.0 7.7 0.0 0.0 0.0 1.0 0.4 0.5: 0.3 1.3
Old : 100.0: 73.9 90.1 16.6 0.0 7.7 0.0 0.0 0.0 1.0 0.4 0.5: 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 : 29: 20 15 . 0 . 0 0 0 . . .:
Old : 29: 20 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 84.2 81.0 94.3 44.5 77.2 64.8 78.4
Old : 54.8 84.2 81.0 94.3 44.5 77.2 64.8 78.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 41,710: 34,525 28,627 0 5,659 5,387 0 1,645 0 400 278 0: 1,398 114
Old : 41,710: 34,525 28,627 0 5,659 5,387 0 1,645 0 400 278 0: 1,398 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,882: 1,892 1,867 0 100 -100 0 0 0 100 15 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 68.6 0.0 13.6 12.9 0.0 3.9 0.0 1.0 0.7 0.0: 3.4 0.3
Old : 100.0: 82.8 68.6 0.0 13.6 12.9 0.0 3.9 0.0 1.0 0.7 0.0: 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 : 29: 17 17 0 . . 0 4 0 . . 0:
Old : 29: 17 17 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 : 60.7 46.1 81.2 73.7 38.4 28.3 43.5 42.9
Old : 60.7 46.1 81.2 73.7 38.4 28.3 43.5 42.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,367: 52,508 60,662 6,808 0 3,960 0 0 0 2,483 1,400 0: 608 345
Old : 66,367: 52,508 60,662 6,808 0 3,960 0 0 0 2,483 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 14, 2020 :
: 4,052: 3,117 4,062 430 -495 485 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 91.4 10.3 0.0 6.0 0.0 0.0 0.0 3.7 2.1 0.0: 0.9 0.5
Old : 100.0: 79.1 91.4 10.3 0.0 6.0 0.0 0.0 0.0 3.7 2.1 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 11 6 0 4 0 0 0 . . 0:
Old : 31: 18 11 6 0 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 87.4 75.2 95.3 54.1 82.6 71.6 87.8
Old : 54.8 87.4 75.2 95.3 54.1 82.6 71.6 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,910: 57,248 60,316 4,637 4,000 3,114 0 0 0 3,521 1,200 60: 330 220
Old : 68,910: 57,248 60,316 4,637 4,000 3,114 0 0 0 3,521 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 14, 2020 :
: 3,859: 3,104 4,070 300 -641 430 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 87.5 6.7 5.8 4.5 0.0 0.0 0.0 5.1 1.7 0.1: 0.5 0.3
Old : 100.0: 83.1 87.5 6.7 5.8 4.5 0.0 0.0 0.0 5.1 1.7 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 : 54.2 80.8 73.3 93.4 53.2 77.3 68.7 87.8
Old : 54.2 80.8 73.3 93.4 53.2 77.3 68.7 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,484: 64,483 73,521 10,306 652 3,652 333 0 0 1,369 2,579 65: 276 15
Old : 80,484: 64,483 73,521 10,306 652 3,652 333 0 0 1,369 2,579 65: 276 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 668: 852 -184 -129 602 -2 -30 0 0 -10 275 -23: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 91.3 12.8 0.8 4.5 0.4 0.0 0.0 1.7 3.2 0.1: 0.3 0.0
Old : 100.0: 80.1 91.3 12.8 0.8 4.5 0.4 0.0 0.0 1.7 3.2 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 5 . 4 . 0 0 . 5 .:
Old : 42: 21 23 5 . 4 . 0 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 51.1 76.1 77.2 58.0 48.5 73.1 69.3
Old : 58.5 51.1 76.1 77.2 58.0 48.5 73.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 99,804: 78,206 84,549 12,663 1,987 5,513 171 1,822 193 2,157 5,084 572: 329 83
Old : 99,804: 78,206 84,549 12,663 1,987 5,513 171 1,822 193 2,157 5,084 572: 329 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,253: 1,299 966 -77 639 128 -72 -20 60 -360 -773 260: 15 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 84.7 12.7 2.0 5.5 0.2 1.8 0.2 2.2 5.1 0.6: 0.3 0.1
Old : 100.0: 78.4 84.7 12.7 2.0 5.5 0.2 1.8 0.2 2.2 5.1 0.6: 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 : 55: 24 26 5 . . . 8 . . 7 6:
Old : 55: 24 26 5 . . . 8 . . 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 : 51.8 47.6 70.1 70.6 51.1 43.6 63.6 59.5
Old : 51.8 47.6 70.1 70.6 51.1 43.6 63.6 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,757: 36,269 47,807 17,833 1,233 60 0 2,632 125 275 2,725 175: 20 0
Old : 54,757: 36,269 47,807 17,833 1,233 60 0 2,632 125 275 2,725 175: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 825: 675 325 0 25 0 0 400 0 125 50 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 87.3 32.6 2.3 0.1 0.0 4.8 0.2 0.5 5.0 0.3: 0.0 0.0
Old : 100.0: 66.2 87.3 32.6 2.3 0.1 0.0 4.8 0.2 0.5 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 . . . . .:
Old : 28: 14 11 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 89.5 95.0 96.4 76.9 87.4 91.7 92.3
Old : 77.0 89.5 95.0 96.4 76.9 87.4 91.7 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 47,241: 36,300 45,905 10,081 0 60 0 0 0 625 1,101 175: 0 0
Old : 47,241: 36,300 45,905 10,081 0 60 0 0 0 625 1,101 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 97.2 21.3 0.0 0.1 0.0 0.0 0.0 1.3 2.3 0.4: 0.0 0.0
Old : 100.0: 76.8 97.2 21.3 0.0 0.1 0.0 0.0 0.0 1.3 2.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 8 . 0 . 0 0 0 . . .:
Old : 20: 7 8 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 96.8 97.9 98.7 81.1 95.4 97.0 97.2
Old : 81.2 96.8 97.9 98.7 81.1 95.4 97.0 97.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 62,995: 44,183 58,608 14,754 0 1,893 700 0 0 821 1,640 592: 52 262
Old : 62,995: 44,183 58,608 14,754 0 1,893 700 0 0 821 1,640 592: 52 262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -746: -952 -875 209 0 125 0 0 0 20 150 -151: 3 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 93.0 23.4 0.0 3.0 1.1 0.0 0.0 1.3 2.6 0.9: 0.1 0.4
Old : 100.0: 70.1 93.0 23.4 0.0 3.0 1.1 0.0 0.0 1.3 2.6 0.9: 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 : 51.9 84.1 77.4 93.7 49.5 81.8 71.1 84.3
Old : 51.9 84.1 77.4 93.7 49.5 81.8 71.1 84.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,596: 51,461 64,289 13,313 292 136 984 575 3,250 1,065 1,643 1,322: 65 89
Old : 71,596: 51,461 64,289 13,313 292 136 984 575 3,250 1,065 1,643 1,322: 65 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 227: 124 70 -12 74 81 25 0 0 129 120 -120: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 89.8 18.6 0.4 0.2 1.4 0.8 4.5 1.5 2.3 1.8: 0.1 0.1
Old : 100.0: 71.9 89.8 18.6 0.4 0.2 1.4 0.8 4.5 1.5 2.3 1.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.3 76.6 73.4 88.1 47.4 68.9 66.7 74.9
Old : 48.3 76.6 73.4 88.1 47.4 68.9 66.7 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,697: 15,093 26,052 10,491 0 50 0 575 0 865 0 0: 198 20
Old : 26,697: 15,093 26,052 10,491 0 50 0 575 0 865 0 0: 198 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 5: 5 5 -2 0 0 0 0 0 0 0 0: 2 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 10,304 0 120 0 50 0 745 0 0: 359 70
Old : 26,191: 14,663 25,951 10,304 0 120 0 50 0 745 0 0: 359 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 0: 0 0 -2 0 0 0 0 0 0 0 0: 2 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,001: 27,706 26,032 3,681 2,985 1,195 0 875 377 81 1,576 872: 89 89
Old : 34,001: 27,706 26,032 3,681 2,985 1,195 0 875 377 81 1,576 872: 89 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 9: -36 -13 25 0 0 0 5 0 0 20 0: 20 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 76.6 10.8 8.8 3.5 0.0 2.6 1.1 0.2 4.6 2.6: 0.3 0.3
Old : 100.0: 81.5 76.6 10.8 8.8 3.5 0.0 2.6 1.1 0.2 4.6 2.6: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 15 . . 4 0 . . . . .:
Old : 30: 14 15 . . 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 59.7 84.3 77.5 62.4 57.0 76.0 70.4
Old : 68.4 59.7 84.3 77.5 62.4 57.0 76.0 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,476: 17,354 17,871 2,360 0 120 0 1,470 0 358 1,643 342: 942 30
Old : 21,476: 17,354 17,871 2,360 0 120 0 1,470 0 358 1,643 342: 942 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -35: -58 -40 20 0 0 0 0 0 25 30 -25: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 83.2 11.0 0.0 0.6 0.0 6.8 0.0 1.7 7.7 1.6: 4.4 0.1
Old : 100.0: 80.8 83.2 11.0 0.0 0.6 0.0 6.8 0.0 1.7 7.7 1.6: 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 : 73.1 70.8 90.8 86.8 72.8 68.8 84.8 81.5
Old : 73.1 70.8 90.8 86.8 72.8 68.8 84.8 81.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,935: 45,188 36,303 7,168 14,850 561 435 3,136 408 2,051 622 1,050: 74 5
Old : 56,935: 45,188 36,303 7,168 14,850 561 435 3,136 408 2,051 622 1,050: 74 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 94: 177 -381 -148 129 90 -210 86 -55 25 20 210: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 63.8 12.6 26.1 1.0 0.8 5.5 0.7 3.6 1.1 1.8: 0.1 0.0
Old : 100.0: 79.4 63.8 12.6 26.1 1.0 0.8 5.5 0.7 3.6 1.1 1.8: 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 : 43: 23 21 5 . 4 . . . 4 . 4:
Old : 43: 23 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 64.2 72.7 81.9 42.7 51.8 54.6 62.8
Old : 59.0 64.2 72.7 81.9 42.7 51.8 54.6 62.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,417: 34,303 20,429 2,834 16,722 577 275 243 329 416 551 566: 117 0
Old : 39,417: 34,303 20,429 2,834 16,722 577 275 243 329 416 551 566: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 214: 368 59 -18 105 50 0 0 0 0 0 0: -186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 51.8 7.2 42.4 1.5 0.7 0.6 0.8 1.1 1.4 1.4: 0.3 0.0
Old : 100.0: 87.0 51.8 7.2 42.4 1.5 0.7 0.6 0.8 1.1 1.4 1.4: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 20 4 . . . . . . . .:
Old : 36: 20 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 71.7 82.5 85.4 60.9 66.4 68.9 74.5
Old : 69.2 71.7 82.5 85.4 60.9 66.4 68.9 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,151: 9,488 17,706 7,272 0 1,645 0 484 276 1,350 25 0: 120 15
Old : 20,151: 9,488 17,706 7,272 0 1,645 0 484 276 1,350 25 0: 120 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 100: 100 100 25 0 -25 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 87.9 36.1 0.0 8.2 0.0 2.4 1.4 6.7 0.1 0.0: 0.6 0.1
Old : 100.0: 47.1 87.9 36.1 0.0 8.2 0.0 2.4 1.4 6.7 0.1 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 : 28: 14 14 . 0 . 0 . . . . 0:
Old : 28: 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 : 61.8 78.5 83.6 88.4 53.3 69.9 71.0 76.1
Old : 61.8 78.5 83.6 88.4 53.3 69.9 71.0 76.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,545: 8,478 12,810 3,650 725 35 0 80 0 1,150 120 730: 502 45
Old : 14,545: 8,478 12,810 3,650 725 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 14, 2020 :
: 475: 400 325 75 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 88.1 25.1 5.0 0.2 0.0 0.6 0.0 7.9 0.8 5.0: 3.5 0.3
Old : 100.0: 58.3 88.1 25.1 5.0 0.2 0.0 0.6 0.0 7.9 0.8 5.0: 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: 12 12 . . . 0 . 0 . . .:
Old : 27: 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 : 56.8 69.8 81.1 87.7 55.3 61.1 71.8 73.0
Old : 56.8 69.8 81.1 87.7 55.3 61.1 71.8 73.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,285: 7,995 12,785 3,865 725 35 0 80 0 1,350 50 565: 475 45
Old : 14,285: 7,995 12,785 3,865 725 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 14, 2020 :
: 475: 400 325 75 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 89.5 27.1 5.1 0.2 0.0 0.6 0.0 9.5 0.4 4.0: 3.3 0.3
Old : 100.0: 56.0 89.5 27.1 5.1 0.2 0.0 0.6 0.0 9.5 0.4 4.0: 3.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . . . 0 . 0 . . .:
Old : 27: 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 : 59.3 70.9 81.6 87.5 56.1 60.4 70.6 72.6
Old : 59.3 70.9 81.6 87.5 56.1 60.4 70.6 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 0 550 970 2,915: 166 60
Old : 37,506: 26,055 32,546 6,860 0 960 0 55 0 550 970 2,915: 166 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 50 50 -50: 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 1.5 2.6 7.8: 0.4 0.2
Old : 100.0: 69.5 86.8 18.3 0.0 2.6 0.0 0.1 0.0 1.5 2.6 7.8: 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 93.0 59.0 65.7 70.0 76.0
Old : 67.1 72.9 81.3 93.0 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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 93.9 57.1 65.0 68.1 77.4
Old : 65.9 75.0 79.1 93.9 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,412: 81,618 77,813 19,805 16,375 2,718 405 460 140 530 7,748 1,123: 73 35
Old : 106,412: 81,618 77,813 19,805 16,375 2,718 405 460 140 530 7,748 1,123: 73 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,155: 1,228 773 -13 105 -10 0 0 0 30 367 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 73.1 18.6 15.4 2.6 0.4 0.4 0.1 0.5 7.3 1.1: 0.1 0.0
Old : 100.0: 76.7 73.1 18.6 15.4 2.6 0.4 0.4 0.1 0.5 7.3 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 . . . . 5 4:
Old : 54: 31 27 4 4 4 . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 47.5 60.4 70.4 31.5 44.0 54.8 62.6
Old : 36.6 47.5 60.4 70.4 31.5 44.0 54.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,443: 90,174 93,925 22,878 12,684 4,333 979 1,360 120 692 6,736 2,215: 52 70
Old : 121,443: 90,174 93,925 22,878 12,684 4,333 979 1,360 120 692 6,736 2,215: 52 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,547: 2,415 665 -80 1,260 23 0 0 0 65 475 124: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 77.3 18.8 10.4 3.6 0.8 1.1 0.1 0.6 5.5 1.8: 0.0 0.1
Old : 100.0: 74.3 77.3 18.8 10.4 3.6 0.8 1.1 0.1 0.6 5.5 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 : 60: 34 31 . 4 5 . . . . 7 6:
Old : 60: 34 31 . 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 : 33.1 51.8 55.3 73.0 27.2 41.8 47.0 56.1
Old : 33.1 51.8 55.3 73.0 27.2 41.8 47.0 56.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 434,364: 237,039 274,136 46,058 2,936 87,595 12,537 21,144 21,063 7,440 5,163 22,239: 394 90
Old : 434,364: 237,039 274,136 46,058 2,936 87,595 12,537 21,144 21,063 7,440 5,163 22,239: 394 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 10,301: 8,945 493 -8,417 231 9,459 1,805 295 -1,529 -1,237 123 1,341: -66 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 63.1 10.6 0.7 20.2 2.9 4.9 4.8 1.7 1.2 5.1: 0.1 0.0
Old : 100.0: 54.6 63.1 10.6 0.7 20.2 2.9 4.9 4.8 1.7 1.2 5.1: 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 : 89: 36 37 5 . 5 6 11 8 12 12 15:
Old : 89: 36 37 5 . 5 6 11 8 12 12 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 : 46.3 41.3 64.8 63.1 19.3 19.9 24.7 26.4
Old : 46.3 41.3 64.8 63.1 19.3 19.9 24.7 26.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,052: 6,871 13,753 2,605 788 436 1,185 0 0 3,735 0 75: 145 0
Old : 15,052: 6,871 13,753 2,605 788 436 1,185 0 0 3,735 0 75: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 100: -475 50 -25 0 0 0 0 0 550 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 91.4 17.3 5.2 2.9 7.9 0.0 0.0 24.8 0.0 0.5: 1.0 0.0
Old : 100.0: 45.6 91.4 17.3 5.2 2.9 7.9 0.0 0.0 24.8 0.0 0.5: 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: 16 6 . . . . 0 0 . 0 .:
Old : 25: 16 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 : 58.5 87.2 78.1 99.5 58.0 85.9 77.7 94.8
Old : 58.5 87.2 78.1 99.5 58.0 85.9 77.7 94.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,212: 6,431 13,373 2,672 115 709 260 0 0 3,830 0 15: 295 0
Old : 14,212: 6,431 13,373 2,672 115 709 260 0 0 3,830 0 15: 295 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 90: -420 205 -25 0 0 0 0 0 550 0 15: -30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 94.1 18.8 0.8 5.0 1.8 0.0 0.0 26.9 0.0 0.1: 2.1 0.0
Old : 100.0: 45.3 94.1 18.8 0.8 5.0 1.8 0.0 0.0 26.9 0.0 0.1: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 5 . . . . 0 0 . 0 .:
Old : 23: 14 5 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 90.3 80.0 100.0 60.2 88.9 77.2 93.5
Old : 61.6 90.3 80.0 100.0 60.2 88.9 77.2 93.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,170: 1,650 4,720 600 0 0 200 0 0 2,700 450 0: 20 0
Old : 5,170: 1,650 4,720 600 0 0 200 0 0 2,700 450 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 320: 300 320 0 0 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 91.3 11.6 0.0 0.0 3.9 0.0 0.0 52.2 8.7 0.0: 0.4 0.0
Old : 100.0: 31.9 91.3 11.6 0.0 0.0 3.9 0.0 0.0 52.2 8.7 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 7 13 . 0 0 . 0 0 . . 0:
Old : 23: 7 13 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 64.2 85.1 81.6 65.8 60.3 82.2 77.8
Old : 65.8 64.2 85.1 81.6 65.8 60.3 82.2 77.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,151: 49,002 49,002 14,274 11,831 0 0 1,743 140 0 700 0: 8,735 8,735
Old : 72,151: 49,002 49,002 14,274 11,831 0 0 1,743 140 0 700 0: 8,735 8,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,050: 1,266 870 -36 360 0 0 0 0 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 67.9 19.8 16.4 0.0 0.0 2.4 0.2 0.0 1.0 0.0: 12.1 12.1
Old : 100.0: 67.9 67.9 19.8 16.4 0.0 0.0 2.4 0.2 0.0 1.0 0.0: 12.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 19 . . 0 0 . . 0 . 0:
Old : 28: 15 19 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 52.1 81.5 74.1 67.1 51.9 72.0 66.1
Old : 72.2 52.1 81.5 74.1 67.1 51.9 72.0 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,464: 39,960 37,964 11,545 11,781 0 0 1,410 275 0 350 0: 7,684 7,684
Old : 59,464: 39,960 37,964 11,545 11,781 0 0 1,410 275 0 350 0: 7,684 7,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -64: 81 -479 0 575 0 0 0 0 0 0 0: -145 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 63.8 19.4 19.8 0.0 0.0 2.4 0.5 0.0 0.6 0.0: 12.9 12.9
Old : 100.0: 67.2 63.8 19.4 19.8 0.0 0.0 2.4 0.5 0.0 0.6 0.0: 12.9 12.9
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 : 26: 14 19 . . 0 0 . . 0 . 0:
Old : 26: 14 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 : 73.4 57.9 81.4 74.1 69.7 57.4 74.0 69.9
Old : 73.4 57.9 81.4 74.1 69.7 57.4 74.0 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 49.3 83.9 75.9 63.6 48.9 72.5 69.3
Old : 72.5 49.3 83.9 75.9 63.6 48.9 72.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,400: 6,900 17,060 10,795 1,065 1,380 150 1,580 50 2,005 0 0: 2,120 2,265
Old : 23,400: 6,900 17,060 10,795 1,065 1,380 150 1,580 50 2,005 0 0: 2,120 2,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 72.9 46.1 4.6 5.9 0.6 6.8 0.2 8.6 0.0 0.0: 9.1 9.7
Old : 100.0: 29.5 72.9 46.1 4.6 5.9 0.6 6.8 0.2 8.6 0.0 0.0: 9.1 9.7
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: 7 13 . . . . . . . 0 0:
Old : 20: 7 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 51.1 88.3 75.9 62.9 46.2 69.0 66.4
Old : 74.4 51.1 88.3 75.9 62.9 46.2 69.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,366: 22,494 16,128 7,430 21,306 443 10,240 2,300 5,660 0 610 350: 2,749 2,569
Old : 49,366: 22,494 16,128 7,430 21,306 443 10,240 2,300 5,660 0 610 350: 2,749 2,569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -442: -447 -530 117 105 0 10 240 -160 0 0 0: 38 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 32.7 15.1 43.2 0.9 20.7 4.7 11.5 0.0 1.2 0.7: 5.6 5.2
Old : 100.0: 45.6 32.7 15.1 43.2 0.9 20.7 4.7 11.5 0.0 1.2 0.7: 5.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 18 . . . . . . 0 . .:
Old : 26: 17 18 . . . . . . 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 68.0 79.2 81.6 45.4 53.1 57.9 61.5
Old : 60.6 68.0 79.2 81.6 45.4 53.1 57.9 61.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,474: 12,481 12,460 7,430 9,841 0 2,305 0 4,275 0 360 300: 2,683 2,238
Old : 29,474: 12,481 12,460 7,430 9,841 0 2,305 0 4,275 0 360 300: 2,683 2,238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,432: 1,131 1,583 537 0 0 -100 0 -50 0 0 0: -86 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 42.3 25.2 33.4 0.0 7.8 0.0 14.5 0.0 1.2 1.0: 9.1 7.6
Old : 100.0: 42.3 42.3 25.2 33.4 0.0 7.8 0.0 14.5 0.0 1.2 1.0: 9.1 7.6
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 : 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 : 65.1 75.9 80.1 84.1 51.5 58.0 58.1 61.7
Old : 65.1 75.9 80.1 84.1 51.5 58.0 58.1 61.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,635: 20,395 10,035 4,020 1,930 420 535 13,605 1,720 0 0 0: 1,545 925
Old : 28,635: 20,395 10,035 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 14, 2020 :
: -35: -35 -35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 35.0 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: 71.2 35.0 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 : 60.1 80.0 81.7 91.3 44.9 59.6 56.2 62.0
Old : 60.1 80.0 81.7 91.3 44.9 59.6 56.2 62.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,093: 45,100 34,213 10,593 33,885 2,740 12,005 2,260 120 3,275 195 1,680: 18,580 19,000
Old : 94,093: 45,100 34,213 10,593 33,885 2,740 12,005 2,260 120 3,275 195 1,680: 18,580 19,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -135: -275 675 325 -600 -350 0 0 0 50 25 0: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 36.4 11.3 36.0 2.9 12.8 2.4 0.1 3.5 0.2 1.8: 19.7 20.2
Old : 100.0: 47.9 36.4 11.3 36.0 2.9 12.8 2.4 0.1 3.5 0.2 1.8: 19.7 20.2
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: 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 : 53.6 48.9 69.8 61.9 48.9 47.3 59.6 57.2
Old : 53.6 48.9 69.8 61.9 48.9 47.3 59.6 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,858: 44,179 33,219 11,260 32,580 2,740 13,205 2,340 95 25 50 2,435: 17,919 18,399
Old : 91,858: 44,179 33,219 11,260 32,580 2,740 13,205 2,340 95 25 50 2,435: 17,919 18,399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 455: 115 1,090 325 -600 -350 0 0 0 25 -25 25: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 36.2 12.3 35.5 3.0 14.4 2.5 0.1 0.0 0.1 2.7: 19.5 20.0
Old : 100.0: 48.1 36.2 12.3 35.5 3.0 14.4 2.5 0.1 0.0 0.1 2.7: 19.5 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 : 30: 19 19 . . . . . . . . .:
Old : 30: 19 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.7 68.2 60.5 49.7 45.8 58.0 55.4
Old : 54.3 46.7 68.2 60.5 49.7 45.8 58.0 55.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,519: 13,111 6,812 2,440 3,314 840 3,480 7,395 440 825 2,790 445: 3,938 3,483
Old : 25,519: 13,111 6,812 2,440 3,314 840 3,480 7,395 440 825 2,790 445: 3,938 3,483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 40: 40 225 0 -225 0 0 0 0 0 40 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 26.7 9.6 13.0 3.3 13.6 29.0 1.7 3.2 10.9 1.7: 15.4 13.6
Old : 100.0: 51.4 26.7 9.6 13.0 3.3 13.6 29.0 1.7 3.2 10.9 1.7: 15.4 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 40.8 59.9 62.0 78.5 39.1 55.7 59.4 67.9
Old : 40.8 59.9 62.0 78.5 39.1 55.7 59.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,589: 12,166 6,937 2,340 3,739 692 3,480 10,095 440 1,635 0 1,555: 4,281 3,131
Old : 26,589: 12,166 6,937 2,340 3,739 692 3,480 10,095 440 1,635 0 1,555: 4,281 3,131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 40: 40 225 0 -225 0 0 0 0 -40 0 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 26.1 8.8 14.1 2.6 13.1 38.0 1.7 6.1 0.0 5.8: 16.1 11.8
Old : 100.0: 45.8 26.1 8.8 14.1 2.6 13.1 38.0 1.7 6.1 0.0 5.8: 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 10 . . . . . . . 0 .:
Old : 24: 14 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 62.4 63.3 80.2 37.7 58.9 56.0 67.6
Old : 41.4 62.4 63.3 80.2 37.7 58.9 56.0 67.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,858: 14,298 9,285 752 8,000 593 8,790 155 350 0 6,960 70: 3,005 2,445
Old : 27,858: 14,298 9,285 752 8,000 593 8,790 155 350 0 6,960 70: 3,005 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 210: 200 200 -120 0 67 0 0 0 0 0 0: 63 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 33.3 2.7 28.7 2.1 31.6 0.6 1.3 0.0 25.0 0.3: 10.8 8.8
Old : 100.0: 51.3 33.3 2.7 28.7 2.1 31.6 0.6 1.3 0.0 25.0 0.3: 10.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.4 78.3 85.0 87.6 61.3 67.4 71.8 75.1
Old : 67.4 78.3 85.0 87.6 61.3 67.4 71.8 75.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,558: 17,683 42,460 7,052 9,045 260 17,670 0 0 9,490 0 0: 3,403 3,793
Old : 55,558: 17,683 42,460 7,052 9,045 260 17,670 0 0 9,490 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 14, 2020 :
: 25: 0 25 0 0 0 0 0 0 25 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 17.1 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 17.1 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 : 63.4 84.0 85.9 91.3 62.4 79.6 81.3 83.8
Old : 63.4 84.0 85.9 91.3 62.4 79.6 81.3 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,495: 20,965 46,905 2,945 4,115 1,235 7,780 0 855 19,150 0 110: 3,455 3,275
Old : 56,495: 20,965 46,905 2,945 4,115 1,235 7,780 0 855 19,150 0 110: 3,455 3,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -855: 375 -725 1,350 75 -320 0 0 0 -2,375 0 0: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 83.0 5.2 7.3 2.2 13.8 0.0 1.5 33.9 0.0 0.2: 6.1 5.8
Old : 100.0: 37.1 83.0 5.2 7.3 2.2 13.8 0.0 1.5 33.9 0.0 0.2: 6.1 5.8
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 : 29: 17 8 . . . 4 0 . . 0 .:
Old : 29: 17 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 : 54.6 78.2 78.0 90.5 52.9 77.5 74.4 86.7
Old : 54.6 78.2 78.0 90.5 52.9 77.5 74.4 86.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,590: 21,055 45,540 2,040 4,115 1,915 7,530 0 1,005 18,850 0 110: 3,085 2,905
Old : 55,590: 21,055 45,540 2,040 4,115 1,915 7,530 0 1,005 18,850 0 110: 3,085 2,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -820: 375 -725 1,350 75 -260 0 0 0 -2,375 0 0: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 81.9 3.7 7.4 3.4 13.5 0.0 1.8 33.9 0.0 0.2: 5.5 5.2
Old : 100.0: 37.9 81.9 3.7 7.4 3.4 13.5 0.0 1.8 33.9 0.0 0.2: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 8 . . . 4 0 . . 0 .:
Old : 29: 17 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 : 54.8 77.0 78.2 90.7 52.8 76.1 73.0 85.4
Old : 54.8 77.0 78.2 90.7 52.8 76.1 73.0 85.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,840: 12,900 8,840 4,165 0 2,025 150 6,210 0 0 2,335 515: 2,085 1,915
Old : 21,840: 12,900 8,840 4,165 0 2,025 150 6,210 0 0 2,335 515: 2,085 1,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 125: 175 280 75 0 0 50 150 0 0 -25 0: -175 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 40.5 19.1 0.0 9.3 0.7 28.4 0.0 0.0 10.7 2.4: 9.5 8.8
Old : 100.0: 59.1 40.5 19.1 0.0 9.3 0.7 28.4 0.0 0.0 10.7 2.4: 9.5 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 8 . 0 . . . 0 0 . .:
Old : 22: 12 8 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 62.6 78.3 84.0 54.1 60.2 71.2 75.5
Old : 59.0 62.6 78.3 84.0 54.1 60.2 71.2 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,530: 10,760 8,755 3,905 0 1,985 100 6,210 0 0 1,240 800: 2,980 1,540
Old : 20,530: 10,760 8,755 3,905 0 1,985 100 6,210 0 0 1,240 800: 2,980 1,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 42.6 19.0 0.0 9.7 0.5 30.2 0.0 0.0 6.0 3.9: 14.5 7.5
Old : 100.0: 52.4 42.6 19.0 0.0 9.7 0.5 30.2 0.0 0.0 6.0 3.9: 14.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . 0 . . . 0 0 . .:
Old : 20: 10 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 : 61.4 62.5 78.6 84.8 56.1 62.3 68.4 74.6
Old : 61.4 62.5 78.6 84.8 56.1 62.3 68.4 74.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,700: 38,120 37,635 0 1,070 3,750 1,650 21,070 650 21,180 1,250 450: 4,900 4,825
Old : 70,700: 38,120 37,635 0 1,070 3,750 1,650 21,070 650 21,180 1,250 450: 4,900 4,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,250: 180 1,225 0 -1,020 485 75 0 -30 -50 0 0: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 53.2 0.0 1.5 5.3 2.3 29.8 0.9 30.0 1.8 0.6: 6.9 6.8
Old : 100.0: 53.9 53.2 0.0 1.5 5.3 2.3 29.8 0.9 30.0 1.8 0.6: 6.9 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 : 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 : 62.6 67.5 77.6 83.5 62.3 65.6 76.2 79.1
Old : 62.6 67.5 77.6 83.5 62.3 65.6 76.2 79.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,835: 36,475 35,400 1,185 165 3,455 1,725 21,070 600 18,425 1,250 420: 4,550 4,475
Old : 66,835: 36,475 35,400 1,185 165 3,455 1,725 21,070 600 18,425 1,250 420: 4,550 4,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,100: 0 1,225 1,150 -50 -410 75 0 0 -50 0 0: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 53.0 1.8 0.2 5.2 2.6 31.5 0.9 27.6 1.9 0.6: 6.8 6.7
Old : 100.0: 54.6 53.0 1.8 0.2 5.2 2.6 31.5 0.9 27.6 1.9 0.6: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 61.8 69.7 76.6 83.6 61.6 67.7 73.7 80.5
Old : 61.8 69.7 76.6 83.6 61.6 67.7 73.7 80.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,715: 33,233 20,024 955 13,949 1,365 14,180 245 1,630 50 14,510 280: 2,022 1,712
Old : 53,715: 33,233 20,024 955 13,949 1,365 14,180 245 1,630 50 14,510 280: 2,022 1,712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -129: -161 914 0 625 0 75 0 0 0 -1,675 0: -43 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 37.3 1.8 26.0 2.5 26.4 0.5 3.0 0.1 27.0 0.5: 3.8 3.2
Old : 100.0: 61.9 37.3 1.8 26.0 2.5 26.4 0.5 3.0 0.1 27.0 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 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 : 52.5 78.7 76.5 91.8 49.4 73.7 72.5 82.6
Old : 52.5 78.7 76.5 91.8 49.4 73.7 72.5 82.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,398: 29,619 16,944 25 11,160 2,260 8,205 240 1,705 50 9,865 435: 1,099 789
Old : 43,398: 29,619 16,944 25 11,160 2,260 8,205 240 1,705 50 9,865 435: 1,099 789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -141: -111 614 0 750 0 0 0 0 0 -1,525 0: -30 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 39.0 0.1 25.7 5.2 18.9 0.6 3.9 0.1 22.7 1.0: 2.5 1.8
Old : 100.0: 68.2 39.0 0.1 25.7 5.2 18.9 0.6 3.9 0.1 22.7 1.0: 2.5 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 : 54.1 73.1 75.6 91.9 49.8 66.3 70.2 80.0
Old : 54.1 73.1 75.6 91.9 49.8 66.3 70.2 80.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 162,053: 93,024 88,164 16,986 395 6,684 1,944 12,225 7,520 1,280 12,500 1,880: 32,735 32,685
Old : 162,053: 93,024 88,164 16,986 395 6,684 1,944 12,225 7,520 1,280 12,500 1,880: 32,735 32,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,451: 1,490 170 -2,710 -75 554 0 50 -25 -50 -1,365 220: 1,972 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 54.4 10.5 0.2 4.1 1.2 7.5 4.6 0.8 7.7 1.2: 20.2 20.2
Old : 100.0: 57.4 54.4 10.5 0.2 4.1 1.2 7.5 4.6 0.8 7.7 1.2: 20.2 20.2
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 . . . . . . . . 4:
Old : 41: 23 29 . . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 31.7 67.3 47.6 47.6 28.7 53.6 40.9
Old : 52.8 31.7 67.3 47.6 47.6 28.7 53.6 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,657: 81,398 76,336 14,609 0 5,215 4,194 6,310 6,401 1,350 18,955 1,275: 26,215 26,165
Old : 140,657: 81,398 76,336 14,609 0 5,215 4,194 6,310 6,401 1,350 18,955 1,275: 26,215 26,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,135: 1,279 59 -2,510 0 60 0 -75 0 -50 -1,215 165: 2,191 2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 54.3 10.4 0.0 3.7 3.0 4.5 4.6 1.0 13.5 0.9: 18.6 18.6
Old : 100.0: 57.9 54.3 10.4 0.0 3.7 3.0 4.5 4.6 1.0 13.5 0.9: 18.6 18.6
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 : 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 : 53.3 36.5 67.1 50.9 47.1 35.2 55.3 45.8
Old : 53.3 36.5 67.1 50.9 47.1 35.2 55.3 45.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,820: 30,125 27,780 19,775 6,645 3,195 0 8,365 2,325 0 7,110 0: 5,400 5,400
Old : 60,820: 30,125 27,780 19,775 6,645 3,195 0 8,365 2,325 0 7,110 0: 5,400 5,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -75: -75 300 0 -300 230 0 30 0 0 -105 0: -230 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 45.7 32.5 10.9 5.3 0.0 13.8 3.8 0.0 11.7 0.0: 8.9 8.9
Old : 100.0: 49.5 45.7 32.5 10.9 5.3 0.0 13.8 3.8 0.0 11.7 0.0: 8.9 8.9
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 : 27: 15 16 . . . 0 . . 0 . 0:
Old : 27: 15 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 50.4 78.1 71.8 56.1 46.5 66.3 61.0
Old : 60.0 50.4 78.1 71.8 56.1 46.5 66.3 61.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,255: 24,030 23,025 17,125 3,275 3,210 0 8,535 2,505 0 6,360 0: 5,385 5,345
Old : 52,255: 24,030 23,025 17,125 3,275 3,210 0 8,535 2,505 0 6,360 0: 5,385 5,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -335: -290 85 0 -300 240 0 30 -30 0 -105 0: -255 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 44.1 32.8 6.3 6.1 0.0 16.3 4.8 0.0 12.2 0.0: 10.3 10.2
Old : 100.0: 46.0 44.1 32.8 6.3 6.1 0.0 16.3 4.8 0.0 12.2 0.0: 10.3 10.2
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 : 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 : 58.2 53.0 74.4 76.1 55.9 47.5 67.5 64.8
Old : 58.2 53.0 74.4 76.1 55.9 47.5 67.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,820: 15,325 20,310 0 15,925 1,840 20,110 40 270 490 0 890: 3,895 3,545
Old : 42,820: 15,325 20,310 0 15,925 1,840 20,110 40 270 490 0 890: 3,895 3,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 195: 100 25 0 -50 100 -20 0 15 -105 0 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 47.4 0.0 37.2 4.3 47.0 0.1 0.6 1.1 0.0 2.1: 9.1 8.3
Old : 100.0: 35.8 47.4 0.0 37.2 4.3 47.0 0.1 0.6 1.1 0.0 2.1: 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 : 26: 13 15 0 . . . . . . 0 .:
Old : 26: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 65.9 77.8 80.6 61.3 55.8 67.2 66.9
Old : 65.3 65.9 77.8 80.6 61.3 55.8 67.2 66.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,170: 11,815 30,005 0 14,550 1,680 32,110 0 675 490 0 890: 1,510 1,370
Old : 49,170: 11,815 30,005 0 14,550 1,680 32,110 0 675 490 0 890: 1,510 1,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 70: 0 -25 0 -50 0 30 0 -10 -105 0 105: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 61.0 0.0 29.6 3.4 65.3 0.0 1.4 1.0 0.0 1.8: 3.1 2.8
Old : 100.0: 24.0 61.0 0.0 29.6 3.4 65.3 0.0 1.4 1.0 0.0 1.8: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 82.6 74.2 92.0 90.3 76.6 64.2 80.1 78.9
Old : 82.6 74.2 92.0 90.3 76.6 64.2 80.1 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,740: 77,525 72,435 920 12,740 9,715 4,930 5,800 4,490 7,660 0 0: 20,500 20,560
Old : 125,740: 77,525 72,435 920 12,740 9,715 4,930 5,800 4,490 7,660 0 0: 20,500 20,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,480: 3,165 -705 -250 3,910 -700 290 0 -10 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 57.6 0.7 10.1 7.7 3.9 4.6 3.6 6.1 0.0 0.0: 16.3 16.4
Old : 100.0: 61.7 57.6 0.7 10.1 7.7 3.9 4.6 3.6 6.1 0.0 0.0: 16.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 26 . . . . . . . 0 0:
Old : 37: 26 26 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 35.9 53.2 58.6 27.9 28.5 38.0 39.8
Old : 35.2 35.9 53.2 58.6 27.9 28.5 38.0 39.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,384: 59,265 49,254 1,150 16,811 9,914 590 1,885 8,460 6,845 0 0: 17,160 17,060
Old : 103,384: 59,265 49,254 1,150 16,811 9,914 590 1,885 8,460 6,845 0 0: 17,160 17,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,990: 2,030 -435 -180 2,285 170 0 0 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 47.6 1.1 16.3 9.6 0.6 1.8 8.2 6.6 0.0 0.0: 16.6 16.5
Old : 100.0: 57.3 47.6 1.1 16.3 9.6 0.6 1.8 8.2 6.6 0.0 0.0: 16.6 16.5
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 : 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 : 40.4 43.1 60.8 65.3 31.9 35.4 42.6 45.9
Old : 40.4 43.1 60.8 65.3 31.9 35.4 42.6 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,615: 21,380 15,185 0 11,500 1,620 4,380 300 190 1,175 0 575: 1,295 1,245
Old : 30,615: 21,380 15,185 0 11,500 1,620 4,380 300 190 1,175 0 575: 1,295 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 975: 900 300 0 600 475 0 0 0 0 0 0: -400 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 49.6 0.0 37.6 5.3 14.3 1.0 0.6 3.8 0.0 1.9: 4.2 4.1
Old : 100.0: 69.8 49.6 0.0 37.6 5.3 14.3 1.0 0.6 3.8 0.0 1.9: 4.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 0 . . . . . . 0 .:
Old : 20: 12 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 79.6 80.7 91.2 62.0 74.3 75.9 79.7
Old : 62.6 79.6 80.7 91.2 62.0 74.3 75.9 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,420: 21,835 14,185 0 12,180 1,680 3,635 325 270 775 0 500: 1,725 1,280
Old : 30,420: 21,835 14,185 0 12,180 1,680 3,635 325 270 775 0 500: 1,725 1,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 900: 900 300 0 600 200 0 0 0 0 0 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 46.6 0.0 40.0 5.5 11.9 1.1 0.9 2.5 0.0 1.6: 5.7 4.2
Old : 100.0: 71.8 46.6 0.0 40.0 5.5 11.9 1.1 0.9 2.5 0.0 1.6: 5.7 4.2
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: 11 8 0 . . . . . . 0 .:
Old : 20: 11 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 : 65.4 79.6 80.9 90.8 64.5 74.1 75.5 79.6
Old : 65.4 79.6 80.9 90.8 64.5 74.1 75.5 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020