COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 21,441: 14,303 12,173 1,981 547 586 804 1,530 180 458 3,265 2,107: 1,022 1,053
Old : 21,441: 14,303 12,173 1,981 547 586 804 1,530 180 458 3,265 2,107: 1,022 1,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 417: -33 437 10 -135 163 0 -5 0 20 -251 211: 46 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 56.8 9.2 2.6 2.7 3.7 7.1 0.8 2.1 15.2 9.8: 4.8 4.9
Old : 100.0: 66.7 56.8 9.2 2.6 2.7 3.7 7.1 0.8 2.1 15.2 9.8: 4.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 . . 4 . . . . . 6:
Old : 30: 13 14 . . 4 . . . . . 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 : 46.7 46.6 71.3 73.6 29.1 36.4 41.0 43.0
Old : 46.7 46.6 71.3 73.6 29.1 36.4 41.0 43.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 29,193: 16,186 15,169 501 2,355 4,346 2,910 907 1,337 834 2,257 2,546: 534 277
Old : 29,193: 16,186 15,169 501 2,355 4,346 2,910 907 1,337 834 2,257 2,546: 534 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,726: 447 638 9 71 283 3 106 36 482 158 464: 0 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 52.0 1.7 8.1 14.9 10.0 3.1 4.6 2.9 7.7 8.7: 1.8 0.9
Old : 100.0: 55.4 52.0 1.7 8.1 14.9 10.0 3.1 4.6 2.9 7.7 8.7: 1.8 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 : 47: 23 23 . . . 4 . 5 6 7 13:
Old : 47: 23 23 . . . 4 . 5 6 7 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 46.6 60.4 64.6 19.7 21.8 27.9 28.6
Old : 40.7 46.6 60.4 64.6 19.7 21.8 27.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,383: 30,040 37,051 6,659 0 1,539 75 1,588 5 3,900 2,155 1,045: 120 0
Old : 43,383: 30,040 37,051 6,659 0 1,539 75 1,588 5 3,900 2,155 1,045: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,110: 2,105 -570 -375 0 80 -75 250 0 -670 1,305 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 85.4 15.3 0.0 3.5 0.2 3.7 0.0 9.0 5.0 2.4: 0.3 0.0
Old : 100.0: 69.2 85.4 15.3 0.0 3.5 0.2 3.7 0.0 9.0 5.0 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 : 39: 23 21 . 0 . . . . . 5 5:
Old : 39: 23 21 . 0 . . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 54.0 78.7 77.0 45.3 49.3 64.7 66.7
Old : 51.4 54.0 78.7 77.0 45.3 49.3 64.7 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 32,792: 25,134 28,814 1,140 454 1,790 0 406 378 3,925 525 425: 0 0
Old : 32,792: 25,134 28,814 1,140 454 1,790 0 406 378 3,925 525 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 450: 842 172 0 245 -217 0 250 0 -150 25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 87.9 3.5 1.4 5.5 0.0 1.2 1.2 12.0 1.6 1.3: 0.0 0.0
Old : 100.0: 76.6 87.9 3.5 1.4 5.5 0.0 1.2 1.2 12.0 1.6 1.3: 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 : 32: 18 19 . . . 0 . . . . .:
Old : 32: 18 19 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 69.7 79.8 86.1 52.6 64.2 73.2 76.7
Old : 52.8 69.7 79.8 86.1 52.6 64.2 73.2 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 136,389: 114,875 89,767 2,279 19,972 6,421 1,595 3,461 7,031 987 6,625 2,978: 223 134
Old : 136,389: 114,875 89,767 2,279 19,972 6,421 1,595 3,461 7,031 987 6,625 2,978: 223 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 2,941: 3,608 1,127 165 1,227 9 35 1,040 -620 -50 533 -151: -55 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 65.8 1.7 14.6 4.7 1.2 2.5 5.2 0.7 4.9 2.2: 0.2 0.1
Old : 100.0: 84.2 65.8 1.7 14.6 4.7 1.2 2.5 5.2 0.7 4.9 2.2: 0.2 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 : 54: 26 29 . . 4 . 6 6 5 6 6:
Old : 54: 26 29 . . 4 . 6 6 5 6 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 : 55.6 41.9 71.7 62.7 43.5 30.0 49.2 38.5
Old : 55.6 41.9 71.7 62.7 43.5 30.0 49.2 38.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 73,591: 58,941 55,868 5,835 9,051 3,797 425 988 2,256 1,670 975 637: 30 20
Old : 73,591: 58,941 55,868 5,835 9,051 3,797 425 988 2,256 1,670 975 637: 30 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,545: 768 1,457 0 -379 99 55 -6 149 525 275 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 75.9 7.9 12.3 5.2 0.6 1.3 3.1 2.3 1.3 0.9: 0.0 0.0
Old : 100.0: 80.1 75.9 7.9 12.3 5.2 0.6 1.3 3.1 2.3 1.3 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.8 71.5 80.3 86.4 60.5 62.3 68.0 68.4
Old : 60.8 71.5 80.3 86.4 60.5 62.3 68.0 68.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,656: 31,033 23,077 1,203 9,235 420 0 450 0 576 50 424: 0 0
Old : 33,656: 31,033 23,077 1,203 9,235 420 0 450 0 576 50 424: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 514: 280 530 -15 -140 0 0 75 0 175 -25 74: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 68.6 3.6 27.4 1.2 0.0 1.3 0.0 1.7 0.1 1.3: 0.0 0.0
Old : 100.0: 92.2 68.6 3.6 27.4 1.2 0.0 1.3 0.0 1.7 0.1 1.3: 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 : 27: 10 15 . . . 0 . 0 4 . .:
Old : 27: 10 15 . . . 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 : 85.2 83.2 94.0 91.3 72.6 71.8 77.5 78.3
Old : 85.2 83.2 94.0 91.3 72.6 71.8 77.5 78.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 61,930: 32,893 27,499 691 22,251 5,561 15,689 0 321 923 448 5,818: 34 32
Old : 61,930: 32,893 27,499 691 22,251 5,561 15,689 0 321 923 448 5,818: 34 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,361: 1,314 892 -25 456 -65 -35 0 35 569 53 -10: -422 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 44.4 1.1 35.9 9.0 25.3 0.0 0.5 1.5 0.7 9.4: 0.1 0.1
Old : 100.0: 53.1 44.4 1.1 35.9 9.0 25.3 0.0 0.5 1.5 0.7 9.4: 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 : 35: 20 20 . . 5 4 0 . . . .:
Old : 35: 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 : 51.3 58.5 74.6 76.7 45.9 46.7 55.9 57.1
Old : 51.3 58.5 74.6 76.7 45.9 46.7 55.9 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 82,177: 45,992 30,947 0 38,381 5,797 24,023 1,115 450 969 883 4,604: 342 0
Old : 82,177: 45,992 30,947 0 38,381 5,797 24,023 1,115 450 969 883 4,604: 342 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 745: 833 281 0 472 -111 10 95 -10 5 10 8: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 37.7 0.0 46.7 7.1 29.2 1.4 0.5 1.2 1.1 5.6: 0.4 0.0
Old : 100.0: 56.0 37.7 0.0 46.7 7.1 29.2 1.4 0.5 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 24 0 4 4 . 4 . . . 4:
Old : 43: 23 24 0 4 4 . 4 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 63.7 73.2 79.9 53.4 56.1 61.3 63.3
Old : 54.8 63.7 73.2 79.9 53.4 56.1 61.3 63.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,858: 56,649 53,370 10,479 15,422 2,338 950 0 0 1,285 1,320 1,294: 863 114
Old : 73,858: 56,649 53,370 10,479 15,422 2,338 950 0 0 1,285 1,320 1,294: 863 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 255: 195 255 60 -5 0 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 72.3 14.2 20.9 3.2 1.3 0.0 0.0 1.7 1.8 1.8: 1.2 0.2
Old : 100.0: 76.7 72.3 14.2 20.9 3.2 1.3 0.0 0.0 1.7 1.8 1.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 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 : 46.3 70.2 71.5 83.3 44.6 69.6 69.0 79.3
Old : 46.3 70.2 71.5 83.3 44.6 69.6 69.0 79.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 93,235: 67,480 58,053 19,283 30,581 1,286 950 0 0 1,399 1,389 1,866: 971 60
Old : 93,235: 67,480 58,053 19,283 30,581 1,286 950 0 0 1,399 1,389 1,866: 971 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 156: 81 153 87 -25 -2 0 0 0 -30 0 30: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 62.3 20.7 32.8 1.4 1.0 0.0 0.0 1.5 1.5 2.0: 1.0 0.1
Old : 100.0: 72.4 62.3 20.7 32.8 1.4 1.0 0.0 0.0 1.5 1.5 2.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 70.4 68.3 85.5 44.1 69.9 67.4 81.7
Old : 44.5 70.4 68.3 85.5 44.1 69.9 67.4 81.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,672: 29,183 40,284 10,999 0 3,434 0 0 0 400 120 230: 426 604
Old : 44,672: 29,183 40,284 10,999 0 3,434 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 21, 2020 :
: 2,250: -150 2,325 2,475 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 90.2 24.6 0.0 7.7 0.0 0.0 0.0 0.9 0.3 0.5: 1.0 1.4
Old : 100.0: 65.3 90.2 24.6 0.0 7.7 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 13 . 0 . 0 0 0 . . .:
Old : 23: 16 13 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 85.0 87.3 95.2 59.9 79.6 73.0 80.8
Old : 70.3 85.0 87.3 95.2 59.9 79.6 73.0 80.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 27,532: 24,648 19,465 0 5,207 1,921 0 600 0 360 290 45: 558 4
Old : 27,532: 24,648 19,465 0 5,207 1,921 0 600 0 360 290 45: 558 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 2,464: 2,324 1,054 0 1,230 170 0 0 0 0 110 0: -30 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 70.7 0.0 18.9 7.0 0.0 2.2 0.0 1.3 1.1 0.2: 2.0 0.0
Old : 100.0: 89.5 70.7 0.0 18.9 7.0 0.0 2.2 0.0 1.3 1.1 0.2: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . 0 . 0 . . .:
Old : 25: 18 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 : 55.9 68.6 74.8 84.2 47.3 57.6 61.2 64.7
Old : 55.9 68.6 74.8 84.2 47.3 57.6 61.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 88,376: 54,335 63,048 320 10,651 9,224 8,884 1,048 1,589 11,501 472 2,167: 356 177
Old : 88,376: 54,335 63,048 320 10,651 9,224 8,884 1,048 1,589 11,501 472 2,167: 356 177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,462: 406 1,340 0 -340 211 90 217 52 732 -30 34: -63 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 71.3 0.4 12.1 10.4 10.1 1.2 1.8 13.0 0.5 2.5: 0.4 0.2
Old : 100.0: 61.5 71.3 0.4 12.1 10.4 10.1 1.2 1.8 13.0 0.5 2.5: 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 : 61: 28 29 . . . 8 . 5 13 . 8:
Old : 61: 28 29 . . . 8 . 5 13 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 43.1 54.1 64.2 13.6 16.9 21.8 27.5
Old : 33.6 43.1 54.1 64.2 13.6 16.9 21.8 27.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,858: 26,266 29,828 0 6,192 1,896 400 0 0 9,696 300 300: 300 342
Old : 38,858: 26,266 29,828 0 6,192 1,896 400 0 0 9,696 300 300: 300 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 320: 180 320 0 60 -60 -100 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 76.8 0.0 15.9 4.9 1.0 0.0 0.0 25.0 0.8 0.8: 0.8 0.9
Old : 100.0: 67.6 76.8 0.0 15.9 4.9 1.0 0.0 0.0 25.0 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 18 0 . . . 0 0 6 . .:
Old : 33: 16 18 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 : 51.2 48.7 77.1 76.7 42.8 39.6 60.1 59.2
Old : 51.2 48.7 77.1 76.7 42.8 39.6 60.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,791: 35,157 45,188 10,209 0 3,549 0 0 0 500 204 246: 130 604
Old : 49,791: 35,157 45,188 10,209 0 3,549 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 21, 2020 :
: 2,136: -64 2,236 2,300 0 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 90.8 20.5 0.0 7.1 0.0 0.0 0.0 1.0 0.4 0.5: 0.3 1.2
Old : 100.0: 70.6 90.8 20.5 0.0 7.1 0.0 0.0 0.0 1.0 0.4 0.5: 0.3 1.2
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 : 30: 20 17 . 0 . 0 0 0 . . .:
Old : 30: 20 17 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 82.7 80.3 93.9 44.9 74.8 63.3 76.0
Old : 56.0 82.7 80.3 93.9 44.9 74.8 63.3 76.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 41,353: 34,580 28,195 0 5,731 5,195 0 1,745 0 400 373 0: 1,178 114
Old : 41,353: 34,580 28,195 0 5,731 5,195 0 1,745 0 400 373 0: 1,178 114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -357: 55 -432 0 72 -192 0 100 0 0 95 0: -220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 68.2 0.0 13.9 12.6 0.0 4.2 0.0 1.0 0.9 0.0: 2.8 0.3
Old : 100.0: 83.6 68.2 0.0 13.9 12.6 0.0 4.2 0.0 1.0 0.9 0.0: 2.8 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: 18 18 0 . . 0 4 0 . . 0:
Old : 30: 18 18 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 : 61.7 45.4 81.2 74.0 39.5 28.1 43.9 41.9
Old : 61.7 45.4 81.2 74.0 39.5 28.1 43.9 41.9
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,632: 53,558 61,327 6,918 510 4,050 0 0 0 2,483 1,400 0: 623 345
Old : 67,632: 53,558 61,327 6,918 510 4,050 0 0 0 2,483 1,400 0: 623 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,265: 1,050 665 110 510 90 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 90.7 10.2 0.8 6.0 0.0 0.0 0.0 3.7 2.1 0.0: 0.9 0.5
Old : 100.0: 79.2 90.7 10.2 0.8 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 5 . 4 0 0 0 . . 0:
Old : 31: 18 11 5 . 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 : 55.5 87.4 75.6 95.3 54.5 81.8 72.0 87.4
Old : 55.5 87.4 75.6 95.3 54.5 81.8 72.0 87.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,826: 58,774 61,871 4,836 4,250 3,265 0 0 0 3,546 1,200 60: 345 180
Old : 70,826: 58,774 61,871 4,836 4,250 3,265 0 0 0 3,546 1,200 60: 345 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,916: 1,526 1,555 199 250 151 0 0 0 25 0 0: 15 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 87.4 6.8 6.0 4.6 0.0 0.0 0.0 5.0 1.7 0.1: 0.5 0.3
Old : 100.0: 83.0 87.4 6.8 6.0 4.6 0.0 0.0 0.0 5.0 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 : 33: 20 13 . . 4 0 0 0 4 . .:
Old : 33: 20 13 . . 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 : 54.4 80.6 73.7 93.1 53.4 77.2 68.5 87.4
Old : 54.4 80.6 73.7 93.1 53.4 77.2 68.5 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 79,712: 63,570 72,375 10,274 407 3,897 333 0 0 1,264 2,925 68: 306 40
Old : 79,712: 63,570 72,375 10,274 407 3,897 333 0 0 1,264 2,925 68: 306 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -772: -913 -1,146 -32 -245 245 0 0 0 -105 346 3: 30 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 90.8 12.9 0.5 4.9 0.4 0.0 0.0 1.6 3.7 0.1: 0.4 0.1
Old : 100.0: 79.7 90.8 12.9 0.5 4.9 0.4 0.0 0.0 1.6 3.7 0.1: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 24 5 . 4 . 0 0 . 5 .:
Old : 42: 21 24 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 : 57.7 51.6 75.7 76.7 57.1 49.0 72.2 68.1
Old : 57.7 51.6 75.7 76.7 57.1 49.0 72.2 68.1
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 99,775: 77,681 84,277 12,788 1,446 5,627 195 1,732 169 2,377 5,839 601: 336 83
Old : 99,775: 77,681 84,277 12,788 1,446 5,627 195 1,732 169 2,377 5,839 601: 336 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -30: -525 -272 125 -541 114 24 -90 -24 220 754 29: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 84.5 12.8 1.4 5.6 0.2 1.7 0.2 2.4 5.9 0.6: 0.3 0.1
Old : 100.0: 77.9 84.5 12.8 1.4 5.6 0.2 1.7 0.2 2.4 5.9 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 : 56: 25 27 5 . . . 8 . . 7 6:
Old : 56: 25 27 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 : 50.8 47.3 69.2 68.6 49.9 42.7 62.1 57.5
Old : 50.8 47.3 69.2 68.6 49.9 42.7 62.1 57.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,382: 36,869 48,307 17,833 1,383 60 0 2,757 50 425 2,700 125: 20 0
Old : 55,382: 36,869 48,307 17,833 1,383 60 0 2,757 50 425 2,700 125: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 625: 600 500 0 150 0 0 125 -75 150 -25 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 87.2 32.2 2.5 0.1 0.0 5.0 0.1 0.8 4.9 0.2: 0.0 0.0
Old : 100.0: 66.6 87.2 32.2 2.5 0.1 0.0 5.0 0.1 0.8 4.9 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.8 89.1 94.6 96.2 76.6 87.2 91.5 92.2
Old : 76.8 89.1 94.6 96.2 76.6 87.2 91.5 92.2
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 47,590: 36,600 46,205 10,081 0 60 0 0 0 550 1,026 299: 0 0
Old : 47,590: 36,600 46,205 10,081 0 60 0 0 0 550 1,026 299: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 349: 300 300 0 0 0 0 0 0 -75 -75 124: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 97.1 21.2 0.0 0.1 0.0 0.0 0.0 1.2 2.2 0.6: 0.0 0.0
Old : 100.0: 76.9 97.1 21.2 0.0 0.1 0.0 0.0 0.0 1.2 2.2 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.6 96.8 97.8 98.7 80.5 95.4 96.8 97.0
Old : 80.6 96.8 97.8 98.7 80.5 95.4 96.8 97.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 62,932: 44,020 58,130 14,797 374 1,899 700 0 0 872 1,640 592: 52 297
Old : 62,932: 44,020 58,130 14,797 374 1,899 700 0 0 872 1,640 592: 52 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -63: -163 -478 43 374 6 0 0 0 51 0 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 92.4 23.5 0.6 3.0 1.1 0.0 0.0 1.4 2.6 0.9: 0.1 0.5
Old : 100.0: 69.9 92.4 23.5 0.6 3.0 1.1 0.0 0.0 1.4 2.6 0.9: 0.1 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 : 30: 18 17 . . . . 0 0 . . .:
Old : 30: 18 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 83.7 77.4 93.1 49.6 80.9 71.0 84.1
Old : 52.0 83.7 77.4 93.1 49.6 80.9 71.0 84.1
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 71,653: 51,252 64,233 13,519 337 171 919 575 3,315 1,060 1,563 1,352: 65 107
Old : 71,653: 51,252 64,233 13,519 337 171 919 575 3,315 1,060 1,563 1,352: 65 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 57: -209 -56 206 45 35 -65 0 65 -5 -80 30: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 89.6 18.9 0.5 0.2 1.3 0.8 4.6 1.5 2.2 1.9: 0.1 0.1
Old : 100.0: 71.5 89.6 18.9 0.5 0.2 1.3 0.8 4.6 1.5 2.2 1.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 16 . . . 6 . . . . .:
Old : 38: 20 16 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 76.0 72.6 87.5 47.4 68.3 66.3 74.7
Old : 48.4 76.0 72.6 87.5 47.4 68.3 66.3 74.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,867: 15,263 25,997 10,491 0 50 0 600 0 865 200 0: 198 20
Old : 26,867: 15,263 25,997 10,491 0 50 0 600 0 865 200 0: 198 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 170: 170 -55 0 0 0 0 25 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 96.8 39.0 0.0 0.2 0.0 2.2 0.0 3.2 0.7 0.0: 0.7 0.1
Old : 100.0: 56.8 96.8 39.0 0.0 0.2 0.0 2.2 0.0 3.2 0.7 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 : 23: 12 11 4 0 . 0 . 0 . . 0:
Old : 23: 12 11 4 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 80.9 82.1 96.1 65.3 72.5 79.4 87.7
Old : 65.5 80.9 82.1 96.1 65.3 72.5 79.4 87.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 26,216: 14,704 25,976 10,288 0 120 0 50 0 745 0 0: 359 70
Old : 26,216: 14,704 25,976 10,288 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 21, 2020 :
: 25: 41 25 -16 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 99.1 39.2 0.0 0.5 0.0 0.2 0.0 2.8 0.0 0.0: 1.4 0.3
Old : 100.0: 56.1 99.1 39.2 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 : 22: 11 10 5 0 . 0 . 0 . 0 0:
Old : 22: 11 10 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 85.4 81.0 98.5 63.7 74.1 76.5 85.4
Old : 64.9 85.4 81.0 98.5 63.7 74.1 76.5 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,283: 28,163 26,000 3,592 3,297 1,145 0 912 340 71 1,612 903: 69 74
Old : 34,283: 28,163 26,000 3,592 3,297 1,145 0 912 340 71 1,612 903: 69 74
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 282: 457 -32 -89 312 -50 0 37 -37 -10 36 31: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 75.8 10.5 9.6 3.3 0.0 2.7 1.0 0.2 4.7 2.6: 0.2 0.2
Old : 100.0: 82.1 75.8 10.5 9.6 3.3 0.0 2.7 1.0 0.2 4.7 2.6: 0.2 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 : 30: 15 15 . . 4 0 . . . . .:
Old : 30: 15 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 : 69.2 59.4 84.8 77.8 63.2 56.7 76.8 70.9
Old : 69.2 59.4 84.8 77.8 63.2 56.7 76.8 70.9
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,667: 17,461 18,086 2,422 0 108 0 1,420 0 383 1,701 342: 951 10
Old : 21,667: 17,461 18,086 2,422 0 108 0 1,420 0 383 1,701 342: 951 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 191: 107 215 62 0 -12 0 -50 0 25 58 0: 9 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 83.5 11.2 0.0 0.5 0.0 6.6 0.0 1.8 7.9 1.6: 4.4 0.0
Old : 100.0: 80.6 83.5 11.2 0.0 0.5 0.0 6.6 0.0 1.8 7.9 1.6: 4.4 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 : 24: 12 13 . 0 . 0 . 0 . . .:
Old : 24: 12 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 : 73.1 70.6 91.0 86.4 72.8 68.6 85.6 81.5
Old : 73.1 70.6 91.0 86.4 72.8 68.6 85.6 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 57,687: 45,434 36,247 7,328 15,605 528 823 3,151 172 2,011 627 1,347: 44 10
Old : 57,687: 45,434 36,247 7,328 15,605 528 823 3,151 172 2,011 627 1,347: 44 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 752: 246 -56 160 755 -33 388 15 -236 -40 5 297: -30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 62.8 12.7 27.1 0.9 1.4 5.5 0.3 3.5 1.1 2.3: 0.1 0.0
Old : 100.0: 78.8 62.8 12.7 27.1 0.9 1.4 5.5 0.3 3.5 1.1 2.3: 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 : 45: 23 23 5 . 4 . . 4 4 . 4:
Old : 45: 23 23 5 . 4 . . 4 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 63.8 73.1 81.4 44.5 53.0 56.4 64.0
Old : 59.8 63.8 73.1 81.4 44.5 53.0 56.4 64.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 39,316: 34,260 20,735 2,885 16,324 528 225 243 374 426 551 561: 57 0
Old : 39,316: 34,260 20,735 2,885 16,324 528 225 243 374 426 551 561: 57 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -101: -43 306 51 -398 -49 -50 0 45 10 0 -5: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 52.7 7.3 41.5 1.3 0.6 0.6 1.0 1.1 1.4 1.4: 0.1 0.0
Old : 100.0: 87.1 52.7 7.3 41.5 1.3 0.6 0.6 1.0 1.1 1.4 1.4: 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 : 38: 22 21 4 . . . . . . . .:
Old : 38: 22 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 : 69.1 71.0 82.4 84.8 60.8 65.5 68.8 73.8
Old : 69.1 71.0 82.4 84.8 60.8 65.5 68.8 73.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,161: 9,713 17,781 7,372 0 1,530 0 484 276 1,150 75 0: 120 15
Old : 20,161: 9,713 17,781 7,372 0 1,530 0 484 276 1,150 75 0: 120 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 10: 225 75 100 0 -115 0 0 0 -200 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 88.2 36.6 0.0 7.6 0.0 2.4 1.4 5.7 0.4 0.0: 0.6 0.1
Old : 100.0: 48.2 88.2 36.6 0.0 7.6 0.0 2.4 1.4 5.7 0.4 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 : 30: 14 15 . 0 . 0 . . . . 0:
Old : 30: 14 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 : 61.7 77.0 83.5 87.4 53.4 69.4 70.1 75.5
Old : 61.7 77.0 83.5 87.4 53.4 69.4 70.1 75.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,132: 9,641 7,775 169 475 847 0 860 0 100 975 200: 175 0
Old : 11,132: 9,641 7,775 169 475 847 0 860 0 100 975 200: 175 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 300: 300 0 0 0 0 0 600 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 69.8 1.5 4.3 7.6 0.0 7.7 0.0 0.9 8.8 1.8: 1.6 0.0
Old : 100.0: 86.6 69.8 1.5 4.3 7.6 0.0 7.7 0.0 0.9 8.8 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 : 24: 11 10 . . . 0 . 0 . . .:
Old : 24: 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 : 69.5 71.3 88.6 89.3 59.2 67.3 75.7 78.3
Old : 69.5 71.3 88.6 89.3 59.2 67.3 75.7 78.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,294: 9,889 7,775 356 475 694 0 850 0 100 1,375 125: 130 0
Old : 11,294: 9,889 7,775 356 475 694 0 850 0 100 1,375 125: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 300: 300 0 0 0 0 0 600 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 68.8 3.2 4.2 6.1 0.0 7.5 0.0 0.9 12.2 1.1: 1.2 0.0
Old : 100.0: 87.6 68.8 3.2 4.2 6.1 0.0 7.5 0.0 0.9 12.2 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 : 25: 12 10 . . . 0 . 0 . . .:
Old : 25: 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 : 68.0 71.8 87.9 89.6 58.4 69.9 74.9 80.6
Old : 68.0 71.8 87.9 89.6 58.4 69.9 74.9 80.6
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,545: 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 21, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,285: 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 21, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 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 21, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 73.0 81.3 93.0 59.0 65.8 70.0 76.0
Old : 67.1 73.0 81.3 93.0 59.0 65.8 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,457: 26,350 32,972 6,475 0 860 0 55 0 745 710 2,860: 167 0
Old : 37,457: 26,350 32,972 6,475 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 21, 2020 :
: 60: 0 60 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 88.0 17.3 0.0 2.3 0.0 0.1 0.0 2.0 1.9 7.6: 0.4 0.0
Old : 100.0: 70.3 88.0 17.3 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 : 65.8 75.2 79.0 94.0 57.0 65.2 68.1 77.4
Old : 65.8 75.2 79.0 94.0 57.0 65.2 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,425: 82,066 79,233 19,730 16,043 2,883 1,005 460 140 530 7,633 998: 73 35
Old : 107,425: 82,066 79,233 19,730 16,043 2,883 1,005 460 140 530 7,633 998: 73 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,013: 448 1,420 -75 -332 165 600 0 0 0 -115 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 73.8 18.4 14.9 2.7 0.9 0.4 0.1 0.5 7.1 0.9: 0.1 0.0
Old : 100.0: 76.4 73.8 18.4 14.9 2.7 0.9 0.4 0.1 0.5 7.1 0.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 32 27 4 4 4 . . . . 5 4:
Old : 55: 32 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 : 36.4 47.3 59.9 69.9 31.3 44.3 54.3 62.3
Old : 36.4 47.3 59.9 69.9 31.3 44.3 54.3 62.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 122,211: 90,498 95,549 22,878 12,339 4,363 1,579 1,410 100 637 6,291 2,089: 67 70
Old : 122,211: 90,498 95,549 22,878 12,339 4,363 1,579 1,410 100 637 6,291 2,089: 67 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 768: 324 1,624 0 -345 30 600 50 -20 -55 -445 -126: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 78.2 18.7 10.1 3.6 1.3 1.2 0.1 0.5 5.1 1.7: 0.1 0.1
Old : 100.0: 74.1 78.2 18.7 10.1 3.6 1.3 1.2 0.1 0.5 5.1 1.7: 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 : 60: 35 31 . 4 5 . . . . 7 6:
Old : 60: 35 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 : 32.5 51.6 54.6 72.2 26.6 41.2 46.2 55.0
Old : 32.5 51.6 54.6 72.2 26.6 41.2 46.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 461,769: 250,994 293,164 49,553 3,142 92,230 13,225 20,342 24,368 8,219 5,415 22,788: 392 321
Old : 461,769: 250,994 293,164 49,553 3,142 92,230 13,225 20,342 24,368 8,219 5,415 22,788: 392 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 27,405: 13,955 19,028 3,496 206 4,635 688 -802 3,305 779 252 550: -2 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 63.5 10.7 0.7 20.0 2.9 4.4 5.3 1.8 1.2 4.9: 0.1 0.1
Old : 100.0: 54.4 63.5 10.7 0.7 20.0 2.9 4.4 5.3 1.8 1.2 4.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 89: 37 38 5 . 5 6 11 7 13 11 16:
Old : 89: 37 38 5 . 5 6 11 7 13 11 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 40.5 65.2 63.4 19.1 19.8 24.6 26.4
Old : 47.4 40.5 65.2 63.4 19.1 19.8 24.6 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,062: 6,831 13,763 2,605 788 436 1,235 0 0 3,735 0 75: 145 0
Old : 15,062: 6,831 13,763 2,605 788 436 1,235 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 21, 2020 :
: 10: -40 10 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 91.4 17.3 5.2 2.9 8.2 0.0 0.0 24.8 0.0 0.5: 1.0 0.0
Old : 100.0: 45.4 91.4 17.3 5.2 2.9 8.2 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: 15 6 . . . . 0 0 . 0 .:
Old : 25: 15 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 : 58.6 87.2 78.3 99.5 58.1 86.0 77.8 94.9
Old : 58.6 87.2 78.3 99.5 58.1 86.0 77.8 94.9
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,112: 6,406 13,273 2,672 115 709 260 0 0 3,755 0 15: 295 0
Old : 14,112: 6,406 13,273 2,672 115 709 260 0 0 3,755 0 15: 295 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -100: -25 -100 0 0 0 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 94.1 18.9 0.8 5.0 1.8 0.0 0.0 26.6 0.0 0.1: 2.1 0.0
Old : 100.0: 45.4 94.1 18.9 0.8 5.0 1.8 0.0 0.0 26.6 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 : 61.3 90.2 79.9 100.0 59.9 88.8 77.1 93.4
Old : 61.3 90.2 79.9 100.0 59.9 88.8 77.1 93.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 5,470: 1,950 4,920 600 0 0 200 0 0 2,700 550 0: 20 0
Old : 5,470: 1,950 4,920 600 0 0 200 0 0 2,700 550 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 300: 300 200 0 0 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 89.9 11.0 0.0 0.0 3.7 0.0 0.0 49.4 10.1 0.0: 0.4 0.0
Old : 100.0: 35.6 89.9 11.0 0.0 0.0 3.7 0.0 0.0 49.4 10.1 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 : 24: 9 14 . 0 0 . 0 0 . . 0:
Old : 24: 9 14 . 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 : 62.2 62.5 80.4 80.8 62.2 58.9 77.7 75.3
Old : 62.2 62.5 80.4 80.8 62.2 58.9 77.7 75.3
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 76,181: 52,742 50,597 14,744 11,771 0 0 4,418 140 0 700 0: 8,555 8,555
Old : 76,181: 52,742 50,597 14,744 11,771 0 0 4,418 140 0 700 0: 8,555 8,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 4,030: 3,740 1,595 470 -60 0 0 2,675 0 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 66.4 19.4 15.5 0.0 0.0 5.8 0.2 0.0 0.9 0.0: 11.2 11.2
Old : 100.0: 69.2 66.4 19.4 15.5 0.0 0.0 5.8 0.2 0.0 0.9 0.0: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 18 . . 0 0 . . 0 . 0:
Old : 28: 15 18 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 49.8 82.5 76.2 69.9 49.5 75.4 69.2
Old : 73.3 49.8 82.5 76.2 69.9 49.5 75.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,476: 43,467 38,842 11,965 11,745 0 0 4,495 255 0 350 0: 7,789 7,789
Old : 63,476: 43,467 38,842 11,965 11,745 0 0 4,495 255 0 350 0: 7,789 7,789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 4,012: 3,507 878 420 -36 0 0 3,085 -20 0 0 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 61.2 18.8 18.5 0.0 0.0 7.1 0.4 0.0 0.6 0.0: 12.3 12.3
Old : 100.0: 68.5 61.2 18.8 18.5 0.0 0.0 7.1 0.4 0.0 0.6 0.0: 12.3 12.3
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: 14 18 . . 0 0 . . 0 . 0:
Old : 26: 14 18 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 55.3 82.7 75.7 73.5 54.9 78.1 71.7
Old : 75.6 55.3 82.7 75.7 73.5 54.9 78.1 71.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,365: 7,905 19,875 12,985 1,345 845 150 1,760 0 2,085 0 0: 3,395 3,540
Old : 27,365: 7,905 19,875 12,985 1,345 845 150 1,760 0 2,085 0 0: 3,395 3,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -250: -115 -250 -250 -115 0 0 0 0 0 0 0: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 72.6 47.5 4.9 3.1 0.5 6.4 0.0 7.6 0.0 0.0: 12.4 12.9
Old : 100.0: 28.9 72.6 47.5 4.9 3.1 0.5 6.4 0.0 7.6 0.0 0.0: 12.4 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 : 23: 8 13 . . . . . 0 . 0 0:
Old : 23: 8 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 : 72.2 48.8 83.8 75.3 63.3 48.8 72.3 69.0
Old : 72.2 48.8 83.8 75.3 63.3 48.8 72.3 69.0
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,550: 6,850 17,210 10,795 865 1,380 150 1,580 50 2,005 0 0: 2,320 2,465
Old : 23,550: 6,850 17,210 10,795 865 1,380 150 1,580 50 2,005 0 0: 2,320 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 150: -50 150 0 -200 0 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 73.1 45.8 3.7 5.9 0.6 6.7 0.2 8.5 0.0 0.0: 9.9 10.5
Old : 100.0: 29.1 73.1 45.8 3.7 5.9 0.6 6.7 0.2 8.5 0.0 0.0: 9.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.9 49.9 87.7 74.6 62.5 45.9 68.6 65.1
Old : 73.9 49.9 87.7 74.6 62.5 45.9 68.6 65.1
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,740: 22,533 17,142 8,335 22,006 0 10,710 2,000 5,660 0 610 350: 3,152 2,972
Old : 50,740: 22,533 17,142 8,335 22,006 0 10,710 2,000 5,660 0 610 350: 3,152 2,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,374: 39 1,014 905 700 -443 470 -300 0 0 0 0: 403 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 33.8 16.4 43.4 0.0 21.1 3.9 11.2 0.0 1.2 0.7: 6.2 5.9
Old : 100.0: 44.4 33.8 16.4 43.4 0.0 21.1 3.9 11.2 0.0 1.2 0.7: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 19 . . 0 . . . 0 . .:
Old : 26: 17 19 . . 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 : 61.3 66.1 79.5 80.9 47.9 52.1 57.3 60.2
Old : 61.3 66.1 79.5 80.9 47.9 52.1 57.3 60.2
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,085: 13,172 13,301 8,120 10,541 0 2,475 0 4,405 0 360 300: 2,613 2,178
Old : 31,085: 13,172 13,301 8,120 10,541 0 2,475 0 4,405 0 360 300: 2,613 2,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,611: 691 841 690 700 0 170 0 130 0 0 0: -70 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 42.8 26.1 33.9 0.0 8.0 0.0 14.2 0.0 1.2 1.0: 8.4 7.0
Old : 100.0: 42.4 42.8 26.1 33.9 0.0 8.0 0.0 14.2 0.0 1.2 1.0: 8.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 16 . . 0 . 0 . 0 . .:
Old : 23: 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 : 66.6 75.8 81.8 84.2 52.6 59.0 59.7 62.5
Old : 66.6 75.8 81.8 84.2 52.6 59.0 59.7 62.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,350: 20,310 9,750 4,020 1,930 420 535 13,805 1,520 0 0 0: 1,545 925
Old : 28,350: 20,310 9,750 4,020 1,930 420 535 13,805 1,520 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 21, 2020 :
: -285: -85 -285 0 0 0 0 200 -200 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 34.4 14.2 6.8 1.5 1.9 48.7 5.4 0.0 0.0 0.0: 5.4 3.3
Old : 100.0: 71.6 34.4 14.2 6.8 1.5 1.9 48.7 5.4 0.0 0.0 0.0: 5.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . . . . 0 0 0:
Old : 20: 12 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 79.3 81.8 90.8 46.9 60.9 58.2 63.4
Old : 60.7 79.3 81.8 90.8 46.9 60.9 58.2 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 94,093: 45,300 33,538 10,593 34,485 2,740 12,005 2,335 120 3,075 195 1,680: 18,580 19,000
Old : 94,093: 45,300 33,538 10,593 34,485 2,740 12,005 2,335 120 3,075 195 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 21, 2020 :
: 0: 200 -675 0 600 0 0 75 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 35.6 11.3 36.6 2.9 12.8 2.5 0.1 3.3 0.2 1.8: 19.7 20.2
Old : 100.0: 48.1 35.6 11.3 36.6 2.9 12.8 2.5 0.1 3.3 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 49.5 69.7 61.9 48.9 47.9 59.5 57.2
Old : 53.6 49.5 69.7 61.9 48.9 47.9 59.5 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 92,028: 44,379 32,544 11,260 33,180 2,740 13,205 2,415 95 0 225 2,260: 18,089 18,569
Old : 92,028: 44,379 32,544 11,260 33,180 2,740 13,205 2,415 95 0 225 2,260: 18,089 18,569
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 170: 200 -675 0 600 0 0 75 0 -25 175 -175: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 35.4 12.2 36.1 3.0 14.3 2.6 0.1 0.0 0.2 2.5: 19.7 20.2
Old : 100.0: 48.2 35.4 12.2 36.1 3.0 14.3 2.6 0.1 0.0 0.2 2.5: 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 : 30: 19 19 . . . . . . 0 . .:
Old : 30: 19 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 47.3 68.0 60.2 49.7 46.3 58.3 55.2
Old : 54.2 47.3 68.0 60.2 49.7 46.3 58.3 55.2
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,939: 13,336 7,112 2,440 3,314 840 3,480 7,470 440 645 2,460 820: 3,938 3,483
Old : 25,939: 13,336 7,112 2,440 3,314 840 3,480 7,470 440 645 2,460 820: 3,938 3,483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 420: 225 300 0 0 0 0 75 0 -180 -330 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 27.4 9.4 12.8 3.2 13.4 28.8 1.7 2.5 9.5 3.2: 15.2 13.4
Old : 100.0: 51.4 27.4 9.4 12.8 3.2 13.4 28.8 1.7 2.5 9.5 3.2: 15.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . . 4 . . . .:
Old : 26: 15 10 . . . . 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 : 40.2 58.4 61.4 77.0 38.5 53.5 57.8 65.5
Old : 40.2 58.4 61.4 77.0 38.5 53.5 57.8 65.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,954: 12,391 7,237 2,340 3,739 692 3,480 10,170 440 1,785 0 1,545: 4,281 3,131
Old : 26,954: 12,391 7,237 2,340 3,739 692 3,480 10,170 440 1,785 0 1,545: 4,281 3,131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 365: 225 300 0 0 0 0 75 0 150 0 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 26.8 8.7 13.9 2.6 12.9 37.7 1.6 6.6 0.0 5.7: 15.9 11.6
Old : 100.0: 46.0 26.8 8.7 13.9 2.6 12.9 37.7 1.6 6.6 0.0 5.7: 15.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . . . . 4 . . 0 .:
Old : 25: 14 10 . . . . 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 : 41.4 61.6 63.0 79.3 37.2 58.1 56.5 66.6
Old : 41.4 61.6 63.0 79.3 37.2 58.1 56.5 66.6
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,758: 14,598 9,585 1,352 8,000 593 8,790 155 350 0 7,560 70: 3,005 2,445
Old : 28,758: 14,598 9,585 1,352 8,000 593 8,790 155 350 0 7,560 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 21, 2020 :
: 900: 300 300 600 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 33.3 4.7 27.8 2.1 30.6 0.5 1.2 0.0 26.3 0.2: 10.4 8.5
Old : 100.0: 50.8 33.3 4.7 27.8 2.1 30.6 0.5 1.2 0.0 26.3 0.2: 10.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 7 . . . . . . 0 . .:
Old : 24: 13 7 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 79.0 85.5 88.0 60.4 68.4 72.7 75.8
Old : 66.3 79.0 85.5 88.0 60.4 68.4 72.7 75.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,994: 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 21, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,178: 17,803 43,620 7,552 8,505 260 17,670 0 0 9,490 0 0: 3,403 3,793
Old : 56,178: 17,803 43,620 7,552 8,505 260 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 21, 2020 :
: 620: 120 1,160 500 -540 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 77.6 13.4 15.1 0.5 31.5 0.0 0.0 16.9 0.0 0.0: 6.1 6.8
Old : 100.0: 31.7 77.6 13.4 15.1 0.5 31.5 0.0 0.0 16.9 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 : 63.6 83.2 86.2 91.4 62.6 78.8 81.6 84.0
Old : 63.6 83.2 86.2 91.4 62.6 78.8 81.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,895: 17,835 41,521 6,240 9,265 295 17,845 0 0 9,250 0 0: 3,430 3,814
Old : 54,895: 17,835 41,521 6,240 9,265 295 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 21, 2020 :
: -20: 0 580 -20 -600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 75.6 11.4 16.9 0.5 32.5 0.0 0.0 16.9 0.0 0.0: 6.2 6.9
Old : 100.0: 32.5 75.6 11.4 16.9 0.5 32.5 0.0 0.0 16.9 0.0 0.0: 6.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,725: 22,415 46,820 3,075 4,115 1,560 7,830 0 855 17,435 0 180: 3,375 3,195
Old : 56,725: 22,415 46,820 3,075 4,115 1,560 7,830 0 855 17,435 0 180: 3,375 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 230: 1,450 -85 130 0 325 50 0 0 -1,715 0 70: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 82.5 5.4 7.3 2.8 13.8 0.0 1.5 30.7 0.0 0.3: 5.9 5.6
Old : 100.0: 39.5 82.5 5.4 7.3 2.8 13.8 0.0 1.5 30.7 0.0 0.3: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.6 77.6 76.8 90.5 49.6 76.5 72.5 85.7
Old : 51.6 77.6 76.8 90.5 49.6 76.5 72.5 85.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,785: 22,480 45,490 2,230 4,115 2,250 7,580 0 1,005 17,135 0 130: 2,975 2,795
Old : 55,785: 22,480 45,490 2,230 4,115 2,250 7,580 0 1,005 17,135 0 130: 2,975 2,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 195: 1,425 -50 190 0 335 50 0 0 -1,715 0 20: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 81.5 4.0 7.4 4.0 13.6 0.0 1.8 30.7 0.0 0.2: 5.3 5.0
Old : 100.0: 40.3 81.5 4.0 7.4 4.0 13.6 0.0 1.8 30.7 0.0 0.2: 5.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 51.5 76.6 77.0 90.9 49.5 75.3 71.3 84.6
Old : 51.5 76.6 77.0 90.9 49.5 75.3 71.3 84.6
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,840: 12,900 8,990 4,165 0 2,025 150 6,210 0 0 2,185 515: 2,085 1,915
Old : 21,840: 12,900 8,990 4,165 0 2,025 150 6,210 0 0 2,185 515: 2,085 1,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 0: 0 150 0 0 0 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 41.2 19.1 0.0 9.3 0.7 28.4 0.0 0.0 10.0 2.4: 9.5 8.8
Old : 100.0: 59.1 41.2 19.1 0.0 9.3 0.7 28.4 0.0 0.0 10.0 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 : 23: 12 9 . 0 . . . 0 0 . .:
Old : 23: 12 9 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 61.9 78.3 83.3 54.1 59.5 71.2 74.8
Old : 59.0 61.9 78.3 83.3 54.1 59.5 71.2 74.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,680: 10,760 8,905 3,905 0 1,985 100 6,210 0 0 1,090 950: 2,980 1,540
Old : 20,680: 10,760 8,905 3,905 0 1,985 100 6,210 0 0 1,090 950: 2,980 1,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 150: 0 150 0 0 0 0 0 0 0 -150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 43.1 18.9 0.0 9.6 0.5 30.0 0.0 0.0 5.3 4.6: 14.4 7.4
Old : 100.0: 52.0 43.1 18.9 0.0 9.6 0.5 30.0 0.0 0.0 5.3 4.6: 14.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . 0 . . . 0 0 . .:
Old : 21: 10 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 : 61.0 62.0 78.8 84.2 55.7 61.9 67.9 73.4
Old : 61.0 62.0 78.8 84.2 55.7 61.9 67.9 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,480: 38,105 39,950 370 140 3,805 1,675 19,670 775 20,785 1,250 475: 5,490 5,415
Old : 71,480: 38,105 39,950 370 140 3,805 1,675 19,670 775 20,785 1,250 475: 5,490 5,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 780: -15 2,315 370 -930 55 25 -1,400 125 -395 0 25: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 55.9 0.5 0.2 5.3 2.3 27.5 1.1 29.1 1.7 0.7: 7.7 7.6
Old : 100.0: 53.3 55.9 0.5 0.2 5.3 2.3 27.5 1.1 29.1 1.7 0.7: 7.7 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 : 27: 14 13 . . . . . . . . .:
Old : 27: 14 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 68.5 76.8 82.8 61.0 66.5 75.0 79.4
Old : 61.4 68.5 76.8 82.8 61.0 66.5 75.0 79.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,940: 37,060 37,715 1,860 140 2,900 1,750 19,670 725 18,030 1,250 445: 5,170 5,095
Old : 67,940: 37,060 37,715 1,860 140 2,900 1,750 19,670 725 18,030 1,250 445: 5,170 5,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,105: 585 2,315 675 -25 -555 25 -1,400 125 -395 0 25: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 55.5 2.7 0.2 4.3 2.6 29.0 1.1 26.5 1.8 0.7: 7.6 7.5
Old : 100.0: 54.5 55.5 2.7 0.2 4.3 2.6 29.0 1.1 26.5 1.8 0.7: 7.6 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 : 27: 15 15 . . . . . . . . .:
Old : 27: 15 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 : 61.1 70.1 75.8 83.8 60.8 67.9 73.4 80.4
Old : 61.1 70.1 75.8 83.8 60.8 67.9 73.4 80.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,247: 33,273 20,214 955 13,449 1,403 14,130 270 1,630 50 14,835 280: 2,526 2,166
Old : 54,247: 33,273 20,214 955 13,449 1,403 14,130 270 1,630 50 14,835 280: 2,526 2,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 532: 40 190 0 -500 38 -50 25 0 0 325 0: 504 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 37.3 1.8 24.8 2.6 26.0 0.5 3.0 0.1 27.3 0.5: 4.7 4.0
Old : 100.0: 61.3 37.3 1.8 24.8 2.6 26.0 0.5 3.0 0.1 27.3 0.5: 4.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 12 . . . . . . . . .:
Old : 32: 21 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 : 53.1 77.2 75.2 90.7 50.1 72.1 71.3 81.7
Old : 53.1 77.2 75.2 90.7 50.1 72.1 71.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,897: 29,519 17,094 25 10,660 2,260 8,205 265 1,705 50 10,140 435: 1,698 1,338
Old : 43,897: 29,519 17,094 25 10,660 2,260 8,205 265 1,705 50 10,140 435: 1,698 1,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 499: -100 150 0 -500 0 0 25 0 0 275 0: 599 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 38.9 0.1 24.3 5.1 18.7 0.6 3.9 0.1 23.1 1.0: 3.9 3.0
Old : 100.0: 67.2 38.9 0.1 24.3 5.1 18.7 0.6 3.9 0.1 23.1 1.0: 3.9 3.0
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: 21 12 . . . . . . . . .:
Old : 32: 21 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 : 54.0 71.1 74.1 90.6 49.9 64.4 68.6 78.9
Old : 54.0 71.1 74.1 90.6 49.9 64.4 68.6 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 162,766: 93,149 86,224 13,461 395 7,970 694 12,200 8,845 1,255 9,740 3,520: 33,872 33,872
Old : 162,766: 93,149 86,224 13,461 395 7,970 694 12,200 8,845 1,255 9,740 3,520: 33,872 33,872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 713: 125 -1,940 -3,525 0 1,286 -1,250 -25 1,325 -25 -2,760 1,640: 1,137 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 53.0 8.3 0.2 4.9 0.4 7.5 5.4 0.8 6.0 2.2: 20.8 20.8
Old : 100.0: 57.2 53.0 8.3 0.2 4.9 0.4 7.5 5.4 0.8 6.0 2.2: 20.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 29 . . . . . . . . 4:
Old : 41: 24 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 : 50.7 30.6 66.0 46.6 44.3 27.0 49.9 37.7
Old : 50.7 30.6 66.0 46.6 44.3 27.0 49.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 141,917: 82,168 75,381 12,124 0 6,116 2,944 6,335 7,901 1,325 16,845 2,100: 27,239 27,239
Old : 141,917: 82,168 75,381 12,124 0 6,116 2,944 6,335 7,901 1,325 16,845 2,100: 27,239 27,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,260: 770 -955 -2,485 0 901 -1,250 25 1,500 -25 -2,110 825: 1,024 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 53.1 8.5 0.0 4.3 2.1 4.5 5.6 0.9 11.9 1.5: 19.2 19.2
Old : 100.0: 57.9 53.1 8.5 0.0 4.3 2.1 4.5 5.6 0.9 11.9 1.5: 19.2 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 28 . 0 . . . . . . .:
Old : 40: 22 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 : 51.3 35.8 65.7 50.9 44.3 33.6 51.6 44.5
Old : 51.3 35.8 65.7 50.9 44.3 33.6 51.6 44.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,895: 30,495 28,080 19,775 6,645 3,195 0 8,435 2,330 0 7,110 0: 5,100 5,100
Old : 60,895: 30,495 28,080 19,775 6,645 3,195 0 8,435 2,330 0 7,110 0: 5,100 5,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 75: 370 300 0 0 0 0 70 5 0 0 0: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 46.1 32.5 10.9 5.2 0.0 13.9 3.8 0.0 11.7 0.0: 8.4 8.4
Old : 100.0: 50.1 46.1 32.5 10.9 5.2 0.0 13.9 3.8 0.0 11.7 0.0: 8.4 8.4
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 : 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 : 60.4 50.3 78.4 71.7 56.5 46.6 66.3 61.0
Old : 60.4 50.3 78.4 71.7 56.5 46.6 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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,995: 24,040 23,005 17,125 3,275 3,210 0 8,610 2,490 0 6,360 0: 5,130 5,045
Old : 51,995: 24,040 23,005 17,125 3,275 3,210 0 8,610 2,490 0 6,360 0: 5,130 5,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -260: 10 -20 0 0 0 0 75 -15 0 0 0: -255 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 44.2 32.9 6.3 6.2 0.0 16.6 4.8 0.0 12.2 0.0: 9.9 9.7
Old : 100.0: 46.2 44.2 32.9 6.3 6.2 0.0 16.6 4.8 0.0 12.2 0.0: 9.9 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 : 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 : 59.1 53.2 75.3 76.4 56.7 47.6 67.9 65.0
Old : 59.1 53.2 75.3 76.4 56.7 47.6 67.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,080: 15,775 20,395 0 16,425 1,660 20,265 85 270 490 0 890: 3,730 3,355
Old : 43,080: 15,775 20,395 0 16,425 1,660 20,265 85 270 490 0 890: 3,730 3,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 260: 450 85 0 500 -180 155 45 0 0 0 0: -165 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 47.3 0.0 38.1 3.9 47.0 0.2 0.6 1.1 0.0 2.1: 8.7 7.8
Old : 100.0: 36.6 47.3 0.0 38.1 3.9 47.0 0.2 0.6 1.1 0.0 2.1: 8.7 7.8
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 : 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 66.5 77.7 81.3 61.3 56.2 67.4 67.7
Old : 65.3 66.5 77.7 81.3 61.3 56.2 67.4 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,280: 11,795 30,115 0 14,530 1,680 32,220 0 695 490 0 890: 1,510 1,370
Old : 49,280: 11,795 30,115 0 14,530 1,680 32,220 0 695 490 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 21, 2020 :
: 110: -20 110 0 -20 0 110 0 20 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 61.1 0.0 29.5 3.4 65.4 0.0 1.4 1.0 0.0 1.8: 3.1 2.8
Old : 100.0: 23.9 61.1 0.0 29.5 3.4 65.4 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 : 82.7 74.0 92.0 90.2 76.8 64.1 80.1 78.8
Old : 82.7 74.0 92.0 90.2 76.8 64.1 80.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 129,985: 81,265 74,815 2,200 15,215 8,785 4,630 5,640 4,670 7,660 0 0: 20,775 20,860
Old : 129,985: 81,265 74,815 2,200 15,215 8,785 4,630 5,640 4,670 7,660 0 0: 20,775 20,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 4,245: 3,740 2,380 1,280 2,475 -930 -300 -160 180 0 0 0: 275 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 57.6 1.7 11.7 6.8 3.6 4.3 3.6 5.9 0.0 0.0: 16.0 16.0
Old : 100.0: 62.5 57.6 1.7 11.7 6.8 3.6 4.3 3.6 5.9 0.0 0.0: 16.0 16.0
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 : 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 : 35.1 37.1 53.2 58.8 27.5 30.5 37.0 40.8
Old : 35.1 37.1 53.2 58.8 27.5 30.5 37.0 40.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 104,699: 59,615 50,699 3,095 18,056 8,344 1,065 1,965 8,135 6,845 0 0: 17,600 17,500
Old : 104,699: 59,615 50,699 3,095 18,056 8,344 1,065 1,965 8,135 6,845 0 0: 17,600 17,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,315: 350 1,445 1,945 1,245 -1,570 475 80 -325 0 0 0: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 48.4 3.0 17.2 8.0 1.0 1.9 7.8 6.5 0.0 0.0: 16.8 16.7
Old : 100.0: 56.9 48.4 3.0 17.2 8.0 1.0 1.9 7.8 6.5 0.0 0.0: 16.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 40.7 43.4 61.6 64.2 31.8 36.9 43.8 47.5
Old : 40.7 43.4 61.6 64.2 31.8 36.9 43.8 47.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,090: 21,380 15,185 0 11,500 1,920 4,380 300 190 1,175 0 575: 1,470 1,420
Old : 31,090: 21,380 15,185 0 11,500 1,920 4,380 300 190 1,175 0 575: 1,470 1,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 475: 0 0 0 0 300 0 0 0 0 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 48.8 0.0 37.0 6.2 14.1 1.0 0.6 3.8 0.0 1.8: 4.7 4.6
Old : 100.0: 68.8 48.8 0.0 37.0 6.2 14.1 1.0 0.6 3.8 0.0 1.8: 4.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.6 79.3 80.5 90.8 61.0 73.1 74.7 78.5
Old : 61.6 79.3 80.5 90.8 61.0 73.1 74.7 78.5
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 28, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,470: 21,835 14,185 0 12,180 1,875 3,635 325 270 775 0 500: 1,580 1,135
Old : 30,470: 21,835 14,185 0 12,180 1,875 3,635 325 270 775 0 500: 1,580 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 50: 0 0 0 0 195 0 0 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 46.6 0.0 40.0 6.2 11.9 1.1 0.9 2.5 0.0 1.6: 5.2 3.7
Old : 100.0: 71.7 46.6 0.0 40.0 6.2 11.9 1.1 0.9 2.5 0.0 1.6: 5.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.3 80.1 80.9 91.3 64.4 74.0 75.4 79.5
Old : 65.3 80.1 80.9 91.3 64.4 74.0 75.4 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020