COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 19,858: 13,485 11,473 1,490 467 630 657 1,520 180 433 2,578 2,025: 958 985
Old : 19,858: 13,485 11,473 1,490 467 630 657 1,520 180 433 2,578 2,025: 958 985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,583: -818 -700 -491 -80 44 -147 -10 0 -25 -687 -82: -64 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 57.8 7.5 2.4 3.2 3.3 7.7 0.9 2.2 13.0 10.2: 4.8 5.0
Old : 100.0: 67.9 57.8 7.5 2.4 3.2 3.3 7.7 0.9 2.2 13.0 10.2: 4.8 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: 14 12 . . 5 . . . . 4 6:
Old : 29: 14 12 . . 5 . . . . 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 : 46.8 47.2 71.1 75.0 28.7 36.5 40.3 42.1
Old : 46.8 47.2 71.1 75.0 28.7 36.5 40.3 42.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 25,416: 13,114 12,584 509 2,768 3,702 2,409 716 1,418 914 2,005 1,746: 1,604 477
Old : 25,416: 13,114 12,584 509 2,768 3,702 2,409 716 1,418 914 2,005 1,746: 1,604 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -3,777: -3,072 -2,586 8 413 -644 -501 -191 81 80 -251 -800: 1,070 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 49.5 2.0 10.9 14.6 9.5 2.8 5.6 3.6 7.9 6.9: 6.3 1.9
Old : 100.0: 51.6 49.5 2.0 10.9 14.6 9.5 2.8 5.6 3.6 7.9 6.9: 6.3 1.9
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 : 43: 21 19 . . . 4 . . 5 6 11:
Old : 43: 21 19 . . . 4 . . 5 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 46.4 58.0 63.4 21.9 25.8 29.8 32.9
Old : 36.9 46.4 58.0 63.4 21.9 25.8 29.8 32.9
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,738: 28,731 34,609 6,032 0 2,030 0 1,799 0 3,750 2,225 1,075: 120 0
Old : 41,738: 28,731 34,609 6,032 0 2,030 0 1,799 0 3,750 2,225 1,075: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,645: -1,309 -2,442 -627 0 491 -75 211 -5 -150 70 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 82.9 14.5 0.0 4.9 0.0 4.3 0.0 9.0 5.3 2.6: 0.3 0.0
Old : 100.0: 68.8 82.9 14.5 0.0 4.9 0.0 4.3 0.0 9.0 5.3 2.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 19 . 0 . 0 . 0 . 5 4:
Old : 37: 20 19 . 0 . 0 . 0 . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 52.0 79.9 76.3 44.3 46.2 63.8 65.0
Old : 49.5 52.0 79.9 76.3 44.3 46.2 63.8 65.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 31,930: 24,976 27,348 469 706 1,767 0 581 453 3,475 525 550: 240 0
Old : 31,930: 24,976 27,348 469 706 1,767 0 581 453 3,475 525 550: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -862: -158 -1,466 -671 252 -23 0 175 75 -450 0 125: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 85.6 1.5 2.2 5.5 0.0 1.8 1.4 10.9 1.6 1.7: 0.8 0.0
Old : 100.0: 78.2 85.6 1.5 2.2 5.5 0.0 1.8 1.4 10.9 1.6 1.7: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 15 . . . 0 . . . 4 .:
Old : 32: 18 15 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 64.1 78.9 86.1 53.4 59.5 72.8 75.2
Old : 53.9 64.1 78.9 86.1 53.4 59.5 72.8 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 143,574: 119,115 94,816 2,254 19,315 7,279 1,680 4,381 7,121 907 3,860 4,617: 601 2,185
Old : 143,574: 119,115 94,816 2,254 19,315 7,279 1,680 4,381 7,121 907 3,860 4,617: 601 2,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 7,185: 4,240 5,049 -25 -657 858 85 920 90 -80 -2,765 1,639: 378 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 66.0 1.6 13.5 5.1 1.2 3.1 5.0 0.6 2.7 3.2: 0.4 1.5
Old : 100.0: 83.0 66.0 1.6 13.5 5.1 1.2 3.1 5.0 0.6 2.7 3.2: 0.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 26 29 . . 4 . 5 5 5 7 6:
Old : 54: 26 29 . . 4 . 5 5 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 : 51.9 40.6 69.7 60.6 40.4 30.2 45.6 38.7
Old : 51.9 40.6 69.7 60.6 40.4 30.2 45.6 38.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,701: 59,921 57,052 5,835 8,826 3,783 325 1,052 2,231 1,925 1,055 682: 0 20
Old : 74,701: 59,921 57,052 5,835 8,826 3,783 325 1,052 2,231 1,925 1,055 682: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,110: 979 1,184 0 -224 -15 -100 65 -25 255 80 45: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 76.4 7.8 11.8 5.1 0.4 1.4 3.0 2.6 1.4 0.9: 0.0 0.0
Old : 100.0: 80.2 76.4 7.8 11.8 5.1 0.4 1.4 3.0 2.6 1.4 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 : 37: 20 21 . . . . . . . . .:
Old : 37: 20 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 70.4 79.7 86.0 59.4 61.5 67.9 67.9
Old : 59.7 70.4 79.7 86.0 59.4 61.5 67.9 67.9
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,004: 31,006 23,375 1,528 9,210 420 0 450 0 551 50 499: 0 0
Old : 34,004: 31,006 23,375 1,528 9,210 420 0 450 0 551 50 499: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 348: -27 298 325 -25 0 0 0 0 -25 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 68.7 4.5 27.1 1.2 0.0 1.3 0.0 1.6 0.1 1.5: 0.0 0.0
Old : 100.0: 91.2 68.7 4.5 27.1 1.2 0.0 1.3 0.0 1.6 0.1 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 14 . . . 0 . 0 4 . .:
Old : 27: 10 14 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.1 82.7 92.9 90.8 71.6 71.4 77.5 78.0
Old : 83.1 82.7 92.9 90.8 71.6 71.4 77.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,625: 35,670 28,080 701 24,184 5,394 15,689 0 321 980 397 5,818: 52 431
Old : 64,625: 35,670 28,080 701 24,184 5,394 15,689 0 321 980 397 5,818: 52 431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,695: 2,777 581 10 1,933 -167 0 0 0 57 -51 0: 18 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 43.5 1.1 37.4 8.3 24.3 0.0 0.5 1.5 0.6 9.0: 0.1 0.7
Old : 100.0: 55.2 43.5 1.1 37.4 8.3 24.3 0.0 0.5 1.5 0.6 9.0: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.5 60.2 74.2 78.0 46.2 49.4 57.4 59.4
Old : 49.5 60.2 74.2 78.0 46.2 49.4 57.4 59.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,092: 48,559 30,507 0 41,092 5,996 24,112 1,235 450 889 938 4,609: 477 265
Old : 85,092: 48,559 30,507 0 41,092 5,996 24,112 1,235 450 889 938 4,609: 477 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,915: 2,567 -440 0 2,711 199 89 120 0 -80 55 5: 135 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 35.9 0.0 48.3 7.0 28.3 1.5 0.5 1.0 1.1 5.4: 0.6 0.3
Old : 100.0: 57.1 35.9 0.0 48.3 7.0 28.3 1.5 0.5 1.0 1.1 5.4: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 23 0 4 4 4 4 . . . .:
Old : 42: 22 23 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 : 52.7 64.3 71.7 80.9 51.6 58.1 62.5 65.0
Old : 52.7 64.3 71.7 80.9 51.6 58.1 62.5 65.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,057: 55,979 54,235 11,100 15,272 2,338 950 0 0 1,785 1,380 1,189: 1,716 643
Old : 75,057: 55,979 54,235 11,100 15,272 2,338 950 0 0 1,785 1,380 1,189: 1,716 643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,199: -670 865 621 -150 0 0 0 0 500 60 -105: 853 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 72.3 14.8 20.3 3.1 1.3 0.0 0.0 2.4 1.8 1.6: 2.3 0.9
Old : 100.0: 74.6 72.3 14.8 20.3 3.1 1.3 0.0 0.0 2.4 1.8 1.6: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 20 . . 4 . 0 0 . . .:
Old : 37: 23 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 68.8 70.1 83.0 44.6 68.2 67.6 79.8
Old : 46.3 68.8 70.1 83.0 44.6 68.2 67.6 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,436: 66,621 58,723 19,740 30,356 1,309 950 0 0 1,830 1,535 1,836: 2,150 677
Old : 94,436: 66,621 58,723 19,740 30,356 1,309 950 0 0 1,830 1,535 1,836: 2,150 677
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,201: -859 670 457 -225 23 0 0 0 431 146 -30: 1,179 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 62.2 20.9 32.1 1.4 1.0 0.0 0.0 1.9 1.6 1.9: 2.3 0.7
Old : 100.0: 70.5 62.2 20.9 32.1 1.4 1.0 0.0 0.0 1.9 1.6 1.9: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 22 5 . 5 . 0 0 . . .:
Old : 41: 24 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 : 44.6 69.3 67.2 85.2 44.2 68.8 66.2 81.4
Old : 44.6 69.3 67.2 85.2 44.2 68.8 66.2 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,394: 29,048 40,249 10,919 0 3,359 0 0 0 400 120 230: 438 436
Old : 44,394: 29,048 40,249 10,919 0 3,359 0 0 0 400 120 230: 438 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -278: -135 -35 -80 0 -75 0 0 0 0 0 0: 12 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 90.7 24.6 0.0 7.6 0.0 0.0 0.0 0.9 0.3 0.5: 1.0 1.0
Old : 100.0: 65.4 90.7 24.6 0.0 7.6 0.0 0.0 0.0 0.9 0.3 0.5: 1.0 1.0
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: 17 13 . 0 . 0 0 0 . . .:
Old : 23: 17 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 : 70.9 84.5 87.3 94.7 60.6 79.1 72.8 80.8
Old : 70.9 84.5 87.3 94.7 60.6 79.1 72.8 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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,346: 24,437 19,381 0 5,115 1,956 0 600 0 360 255 35: 558 4
Old : 27,346: 24,437 19,381 0 5,115 1,956 0 600 0 360 255 35: 558 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -186: -211 -84 0 -92 35 0 0 0 0 -35 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 70.9 0.0 18.7 7.2 0.0 2.2 0.0 1.3 0.9 0.1: 2.0 0.0
Old : 100.0: 89.4 70.9 0.0 18.7 7.2 0.0 2.2 0.0 1.3 0.9 0.1: 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 : 55.2 68.3 74.6 85.3 45.3 56.6 59.4 63.7
Old : 55.2 68.3 74.6 85.3 45.3 56.6 59.4 63.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,585: 54,271 65,435 320 10,559 9,225 8,890 1,095 1,581 13,806 561 2,011: 480 117
Old : 90,585: 54,271 65,435 320 10,559 9,225 8,890 1,095 1,581 13,806 561 2,011: 480 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,209: -64 2,388 0 -93 1 6 47 -8 2,305 89 -155: 124 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 72.2 0.4 11.7 10.2 9.8 1.2 1.7 15.2 0.6 2.2: 0.5 0.1
Old : 100.0: 59.9 72.2 0.4 11.7 10.2 9.8 1.2 1.7 15.2 0.6 2.2: 0.5 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: 27 29 . . . 7 . 5 12 . 8:
Old : 60: 27 29 . . . 7 . 5 12 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 42.8 52.9 64.2 13.7 17.3 22.3 28.4
Old : 32.9 42.8 52.9 64.2 13.7 17.3 22.3 28.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,342: 25,750 31,312 0 6,192 1,896 400 0 0 11,696 300 300: 300 342
Old : 40,342: 25,750 31,312 0 6,192 1,896 400 0 0 11,696 300 300: 300 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,484: -516 1,484 0 0 0 0 0 0 2,000 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 77.6 0.0 15.3 4.7 1.0 0.0 0.0 29.0 0.7 0.7: 0.7 0.8
Old : 100.0: 63.8 77.6 0.0 15.3 4.7 1.0 0.0 0.0 29.0 0.7 0.7: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.6 47.7 74.5 75.5 41.7 39.0 59.3 58.5
Old : 49.6 47.7 74.5 75.5 41.7 39.0 59.3 58.5
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,697: 35,138 45,383 10,104 0 3,549 0 0 0 500 144 281: 125 340
Old : 49,697: 35,138 45,383 10,104 0 3,549 0 0 0 500 144 281: 125 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -94: -19 195 -105 0 0 0 0 0 0 -60 35: -5 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 91.3 20.3 0.0 7.1 0.0 0.0 0.0 1.0 0.3 0.6: 0.3 0.7
Old : 100.0: 70.7 91.3 20.3 0.0 7.1 0.0 0.0 0.0 1.0 0.3 0.6: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 18 . 0 . 0 0 0 . . .:
Old : 31: 21 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 : 56.1 81.9 80.0 94.0 45.1 74.9 62.8 76.1
Old : 56.1 81.9 80.0 94.0 45.1 74.9 62.8 76.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,637: 34,013 27,991 0 5,321 5,125 0 1,745 0 100 328 0: 1,399 127
Old : 40,637: 34,013 27,991 0 5,321 5,125 0 1,745 0 100 328 0: 1,399 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -716: -567 -204 0 -410 -70 0 0 0 -300 -45 0: 221 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 68.9 0.0 13.1 12.6 0.0 4.3 0.0 0.2 0.8 0.0: 3.4 0.3
Old : 100.0: 83.7 68.9 0.0 13.1 12.6 0.0 4.3 0.0 0.2 0.8 0.0: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 18 0 . . 0 4 0 . . 0:
Old : 29: 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 : 61.2 45.1 81.2 73.7 39.6 27.5 44.3 41.6
Old : 61.2 45.1 81.2 73.7 39.6 27.5 44.3 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,037: 53,741 62,747 6,908 460 4,085 0 0 0 2,503 1,400 0: 1,800 345
Old : 69,037: 53,741 62,747 6,908 460 4,085 0 0 0 2,503 1,400 0: 1,800 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,405: 183 1,420 -10 -50 35 0 0 0 20 0 0: 1,177 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 90.9 10.0 0.7 5.9 0.0 0.0 0.0 3.6 2.0 0.0: 2.6 0.5
Old : 100.0: 77.8 90.9 10.0 0.7 5.9 0.0 0.0 0.0 3.6 2.0 0.0: 2.6 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 : 55.0 87.8 74.7 95.5 53.9 82.5 71.1 88.0
Old : 55.0 87.8 74.7 95.5 53.9 82.5 71.1 88.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,117: 59,738 64,367 4,830 3,630 3,550 0 0 0 3,376 1,200 60: 1,563 310
Old : 73,117: 59,738 64,367 4,830 3,630 3,550 0 0 0 3,376 1,200 60: 1,563 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,291: 964 2,496 -6 -620 285 0 0 0 -170 0 0: 1,218 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 88.0 6.6 5.0 4.9 0.0 0.0 0.0 4.6 1.6 0.1: 2.1 0.4
Old : 100.0: 81.7 88.0 6.6 5.0 4.9 0.0 0.0 0.0 4.6 1.6 0.1: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.4 80.8 72.2 93.1 52.5 77.8 67.4 87.2
Old : 53.4 80.8 72.2 93.1 52.5 77.8 67.4 87.2
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,033: 65,737 75,914 10,130 287 4,102 383 0 0 1,064 1,369 336: 281 25
Old : 82,033: 65,737 75,914 10,130 287 4,102 383 0 0 1,064 1,369 336: 281 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,321: 2,167 3,539 -144 -120 205 50 0 0 -200 -1,556 268: -25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 92.5 12.3 0.3 5.0 0.5 0.0 0.0 1.3 1.7 0.4: 0.3 0.0
Old : 100.0: 80.1 92.5 12.3 0.3 5.0 0.5 0.0 0.0 1.3 1.7 0.4: 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 : 43: 21 25 5 . 4 . 0 0 . 4 .:
Old : 43: 21 25 5 . 4 . 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 52.1 75.3 76.9 56.6 50.2 71.9 68.5
Old : 57.6 52.1 75.3 76.9 56.6 50.2 71.9 68.5
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,990: 80,272 90,274 12,725 1,058 6,104 105 1,672 193 2,026 2,383 1,201: 363 104
Old : 102,990: 80,272 90,274 12,725 1,058 6,104 105 1,672 193 2,026 2,383 1,201: 363 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,215: 2,591 5,997 -63 -388 477 -90 -60 24 -351 -3,456 600: 27 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 87.7 12.4 1.0 5.9 0.1 1.6 0.2 2.0 2.3 1.2: 0.4 0.1
Old : 100.0: 77.9 87.7 12.4 1.0 5.9 0.1 1.6 0.2 2.0 2.3 1.2: 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 : 54: 25 27 5 . . . 8 4 . 5 5:
Old : 54: 25 27 5 . . . 8 4 . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 46.8 67.7 68.7 48.2 43.8 60.7 58.7
Old : 49.3 46.8 67.7 68.7 48.2 43.8 60.7 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,632: 37,869 49,457 18,008 1,308 60 0 2,957 50 400 2,575 225: 20 0
Old : 56,632: 37,869 49,457 18,008 1,308 60 0 2,957 50 400 2,575 225: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,250: 1,000 1,150 175 -75 0 0 200 0 -25 -125 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 87.3 31.8 2.3 0.1 0.0 5.2 0.1 0.7 4.5 0.4: 0.0 0.0
Old : 100.0: 66.9 87.3 31.8 2.3 0.1 0.0 5.2 0.1 0.7 4.5 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 11 . . . 0 . . . 4 .:
Old : 30: 15 11 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 88.4 94.1 95.6 76.5 86.5 91.0 92.3
Old : 76.6 88.4 94.1 95.6 76.5 86.5 91.0 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,405: 36,990 46,820 10,131 0 60 0 150 0 425 576 799: 0 0
Old : 48,405: 36,990 46,820 10,131 0 60 0 150 0 425 576 799: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 815: 390 615 50 0 0 0 150 0 -125 -450 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 96.7 20.9 0.0 0.1 0.0 0.3 0.0 0.9 1.2 1.7: 0.0 0.0
Old : 100.0: 76.4 96.7 20.9 0.0 0.1 0.0 0.3 0.0 0.9 1.2 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 8 . 0 . 0 . 0 . . .:
Old : 21: 8 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 : 79.2 96.1 96.9 98.3 79.1 94.1 95.8 95.9
Old : 79.2 96.1 96.9 98.3 79.1 94.1 95.8 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,953: 44,055 58,065 14,772 389 1,883 700 90 0 854 1,640 592: 97 294
Old : 62,953: 44,055 58,065 14,772 389 1,883 700 90 0 854 1,640 592: 97 294
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 21: 35 -65 -25 15 -16 0 90 0 -18 0 0: 45 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 92.2 23.5 0.6 3.0 1.1 0.1 0.0 1.4 2.6 0.9: 0.2 0.5
Old : 100.0: 70.0 92.2 23.5 0.6 3.0 1.1 0.1 0.0 1.4 2.6 0.9: 0.2 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 : 32: 18 18 . . . . . 0 . . .:
Old : 32: 18 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 83.5 77.3 93.0 50.6 80.7 71.7 83.9
Old : 52.2 83.5 77.3 93.0 50.6 80.7 71.7 83.9
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,465: 51,407 64,720 14,183 412 176 894 695 3,315 1,078 1,563 1,352: 60 232
Old : 72,465: 51,407 64,720 14,183 412 176 894 695 3,315 1,078 1,563 1,352: 60 232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 812: 155 487 664 75 5 -25 120 0 18 0 0: -5 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 89.3 19.6 0.6 0.2 1.2 1.0 4.6 1.5 2.2 1.9: 0.1 0.3
Old : 100.0: 70.9 89.3 19.6 0.6 0.2 1.2 1.0 4.6 1.5 2.2 1.9: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.1 75.7 73.9 87.4 48.2 68.7 67.6 75.1
Old : 49.1 75.7 73.9 87.4 48.2 68.7 67.6 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,852: 15,333 25,717 10,276 0 50 0 600 5 865 200 0: 323 280
Old : 26,852: 15,333 25,717 10,276 0 50 0 600 5 865 200 0: 323 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -15: 70 -280 -215 0 0 0 0 5 0 0 0: 125 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 95.8 38.3 0.0 0.2 0.0 2.2 0.0 3.2 0.7 0.0: 1.2 1.0
Old : 100.0: 57.1 95.8 38.3 0.0 0.2 0.0 2.2 0.0 3.2 0.7 0.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 4 0 . 0 . . . . 0:
Old : 23: 12 11 4 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 80.7 81.3 95.4 64.7 72.0 78.9 86.7
Old : 64.9 80.7 81.3 95.4 64.7 72.0 78.9 86.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,231: 14,724 25,721 10,163 0 135 0 50 0 745 0 0: 464 325
Old : 26,231: 14,724 25,721 10,163 0 135 0 50 0 745 0 0: 464 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 15: 20 -255 -125 0 15 0 0 0 0 0 0: 105 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 98.1 38.7 0.0 0.5 0.0 0.2 0.0 2.8 0.0 0.0: 1.8 1.2
Old : 100.0: 56.1 98.1 38.7 0.0 0.5 0.0 0.2 0.0 2.8 0.0 0.0: 1.8 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 : 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 80.7 97.4 63.6 73.4 75.9 84.3
Old : 64.9 85.4 80.7 97.4 63.6 73.4 75.9 84.3
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,709: 28,080 26,463 3,452 3,297 1,085 0 792 350 0 1,277 1,109: 633 336
Old : 34,709: 28,080 26,463 3,452 3,297 1,085 0 792 350 0 1,277 1,109: 633 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 426: -83 463 -140 0 -60 0 -120 10 -71 -335 206: 564 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 76.2 9.9 9.5 3.1 0.0 2.3 1.0 0.0 3.7 3.2: 1.8 1.0
Old : 100.0: 80.9 76.2 9.9 9.5 3.1 0.0 2.3 1.0 0.0 3.7 3.2: 1.8 1.0
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: 15 16 . . . 0 . . 0 . .:
Old : 29: 15 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 60.8 82.3 78.3 62.4 58.0 74.4 70.0
Old : 68.3 60.8 82.3 78.3 62.4 58.0 74.4 70.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,097: 18,022 17,752 1,985 0 133 0 1,420 0 373 1,625 352: 1,232 815
Old : 22,097: 18,022 17,752 1,985 0 133 0 1,420 0 373 1,625 352: 1,232 815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 430: 561 -334 -437 0 25 0 0 0 -10 -76 10: 281 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 80.3 9.0 0.0 0.6 0.0 6.4 0.0 1.7 7.4 1.6: 5.6 3.7
Old : 100.0: 81.6 80.3 9.0 0.0 0.6 0.0 6.4 0.0 1.7 7.4 1.6: 5.6 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 : 24: 13 14 . 0 . 0 . 0 . . .:
Old : 24: 13 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 : 72.0 68.2 88.1 83.0 71.8 64.9 83.8 79.0
Old : 72.0 68.2 88.1 83.0 71.8 64.9 83.8 79.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 58,434: 45,654 36,460 7,594 15,575 408 803 3,516 142 1,816 577 1,447: 570 309
Old : 58,434: 45,654 36,460 7,594 15,575 408 803 3,516 142 1,816 577 1,447: 570 309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 747: 220 213 266 -30 -120 -20 365 -30 -195 -50 100: 526 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 62.4 13.0 26.7 0.7 1.4 6.0 0.2 3.1 1.0 2.5: 1.0 0.5
Old : 100.0: 78.1 62.4 13.0 26.7 0.7 1.4 6.0 0.2 3.1 1.0 2.5: 1.0 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 : 44: 23 23 5 . 4 . . . 4 . 4:
Old : 44: 23 23 5 . 4 . . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 63.4 73.2 81.4 44.4 52.9 55.6 64.1
Old : 59.7 63.4 73.2 81.4 44.4 52.9 55.6 64.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,948: 33,683 20,142 2,846 16,089 610 105 243 534 386 551 561: 223 218
Old : 38,948: 33,683 20,142 2,846 16,089 610 105 243 534 386 551 561: 223 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -368: -577 -593 -39 -235 82 -120 0 160 -40 0 0: 166 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 51.7 7.3 41.3 1.6 0.3 0.6 1.4 1.0 1.4 1.4: 0.6 0.6
Old : 100.0: 86.5 51.7 7.3 41.3 1.6 0.3 0.6 1.4 1.0 1.4 1.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 20 4 . . . . . . . .:
Old : 36: 21 20 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 69.6 82.8 83.6 60.8 65.8 69.2 72.4
Old : 69.3 69.6 82.8 83.6 60.8 65.8 69.2 72.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,606: 9,723 17,326 7,642 0 1,180 0 609 226 725 250 0: 110 15
Old : 19,606: 9,723 17,326 7,642 0 1,180 0 609 226 725 250 0: 110 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -555: 10 -455 270 0 -350 0 125 -50 -425 175 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 88.4 39.0 0.0 6.0 0.0 3.1 1.2 3.7 1.3 0.0: 0.6 0.1
Old : 100.0: 49.6 88.4 39.0 0.0 6.0 0.0 3.1 1.2 3.7 1.3 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 : 29: 14 15 . 0 . 0 . . . . 0:
Old : 29: 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 : 66.2 76.5 86.6 87.0 59.6 70.8 75.5 77.2
Old : 66.2 76.5 86.6 87.0 59.6 70.8 75.5 77.2
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,382: 9,856 7,845 169 475 847 0 860 0 100 975 200: 210 180
Old : 11,382: 9,856 7,845 169 475 847 0 860 0 100 975 200: 210 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 250: 215 70 0 0 0 0 0 0 0 0 0: 35 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 68.9 1.5 4.2 7.4 0.0 7.6 0.0 0.9 8.6 1.8: 1.8 1.6
Old : 100.0: 86.6 68.9 1.5 4.2 7.4 0.0 7.6 0.0 0.9 8.6 1.8: 1.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 70.2 68.4 88.5 88.2 57.9 64.5 73.8 75.3
Old : 70.2 68.4 88.5 88.2 57.9 64.5 73.8 75.3
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,644: 10,204 7,250 306 475 694 0 850 0 100 1,475 125: 215 775
Old : 11,644: 10,204 7,250 306 475 694 0 850 0 100 1,475 125: 215 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 350: 315 -525 -50 0 0 0 0 0 0 100 0: 85 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 62.3 2.6 4.1 6.0 0.0 7.3 0.0 0.9 12.7 1.1: 1.8 6.7
Old : 100.0: 87.6 62.3 2.6 4.1 6.0 0.0 7.3 0.0 0.9 12.7 1.1: 1.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.7 64.2 87.9 83.5 57.2 62.2 73.2 72.6
Old : 68.7 64.2 87.9 83.5 57.2 62.2 73.2 72.6
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,551: 8,297 12,635 4,037 725 41 0 80 0 1,075 240 730: 371 100
Old : 14,551: 8,297 12,635 4,037 725 41 0 80 0 1,075 240 730: 371 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 6: -181 -175 387 0 6 0 0 0 -75 120 0: -131 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 86.8 27.7 5.0 0.3 0.0 0.5 0.0 7.4 1.6 5.0: 2.5 0.7
Old : 100.0: 57.0 86.8 27.7 5.0 0.3 0.0 0.5 0.0 7.4 1.6 5.0: 2.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 12 . . . 0 . 0 . . .:
Old : 28: 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 : 56.3 69.2 79.5 88.0 54.4 61.3 71.4 72.8
Old : 56.3 69.2 79.5 88.0 54.4 61.3 71.4 72.8
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,114: 7,738 12,435 3,865 725 35 0 80 0 1,155 50 685: 636 104
Old : 14,114: 7,738 12,435 3,865 725 35 0 80 0 1,155 50 685: 636 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -171: -257 -350 0 0 0 0 0 0 -195 0 120: 161 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 88.1 27.4 5.1 0.2 0.0 0.6 0.0 8.2 0.4 4.9: 4.5 0.7
Old : 100.0: 54.8 88.1 27.4 5.1 0.2 0.0 0.6 0.0 8.2 0.4 4.9: 4.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.3 70.0 80.4 87.6 55.0 59.7 69.0 71.6
Old : 58.3 70.0 80.4 87.6 55.0 59.7 69.0 71.6
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,011: 26,235 32,564 6,835 0 960 20 0 130 550 1,280 2,815: 466 262
Old : 38,011: 26,235 32,564 6,835 0 960 20 0 130 550 1,280 2,815: 466 262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 505: 180 18 -25 0 0 20 -55 130 0 310 -100: 300 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 85.7 18.0 0.0 2.5 0.1 0.0 0.3 1.4 3.4 7.4: 1.2 0.7
Old : 100.0: 69.0 85.7 18.0 0.0 2.5 0.1 0.0 0.3 1.4 3.4 7.4: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 . 0 . . 0 . . . .:
Old : 29: 17 10 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 72.5 80.4 92.3 59.0 64.1 69.6 75.4
Old : 66.2 72.5 80.4 92.3 59.0 64.1 69.6 75.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,962: 26,460 32,970 6,435 0 860 20 0 130 550 825 2,955: 552 222
Old : 37,962: 26,460 32,970 6,435 0 860 20 0 130 550 825 2,955: 552 222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 505: 110 -2 -40 0 0 20 -55 130 -195 115 95: 385 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 86.9 17.0 0.0 2.3 0.1 0.0 0.3 1.4 2.2 7.8: 1.5 0.6
Old : 100.0: 69.7 86.9 17.0 0.0 2.3 0.1 0.0 0.3 1.4 2.2 7.8: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 11 . 0 . . 0 . . . 4:
Old : 30: 17 11 . 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 : 64.9 74.6 77.9 93.3 56.9 64.4 67.5 76.5
Old : 64.9 74.6 77.9 93.3 56.9 64.4 67.5 76.5
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 108,847: 82,842 80,137 18,535 15,202 2,764 930 460 290 605 7,849 1,023: 1,858 1,122
Old : 108,847: 82,842 80,137 18,535 15,202 2,764 930 460 290 605 7,849 1,023: 1,858 1,122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,422: 776 904 -1,195 -841 -119 -75 0 150 75 216 25: 1,785 1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 73.6 17.0 14.0 2.5 0.9 0.4 0.3 0.6 7.2 0.9: 1.7 1.0
Old : 100.0: 76.1 73.6 17.0 14.0 2.5 0.9 0.4 0.3 0.6 7.2 0.9: 1.7 1.0
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 : 56: 32 27 4 4 4 . . . . 6 4:
Old : 56: 32 27 4 4 4 . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 46.4 58.9 68.5 31.2 43.8 53.5 60.7
Old : 36.1 46.4 58.9 68.5 31.2 43.8 53.5 60.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,179: 92,191 97,802 21,782 11,501 4,241 1,504 1,410 305 625 6,040 2,089: 1,442 791
Old : 124,179: 92,191 97,802 21,782 11,501 4,241 1,504 1,410 305 625 6,040 2,089: 1,442 791
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,968: 1,693 2,253 -1,096 -838 -122 -75 0 205 -12 -251 0: 1,375 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 78.8 17.5 9.3 3.4 1.2 1.1 0.2 0.5 4.9 1.7: 1.2 0.6
Old : 100.0: 74.2 78.8 17.5 9.3 3.4 1.2 1.1 0.2 0.5 4.9 1.7: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 33.1 51.3 54.0 71.4 26.1 41.5 45.1 54.4
Old : 33.1 51.3 54.0 71.4 26.1 41.5 45.1 54.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 493,131: 267,258 311,811 48,981 3,162 101,185 12,849 20,014 26,666 11,996 5,595 22,779: 1,416 1,919
Old : 493,131: 267,258 311,811 48,981 3,162 101,185 12,849 20,014 26,666 11,996 5,595 22,779: 1,416 1,919
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 31,362: 16,264 18,647 -572 20 8,955 -377 -328 2,298 3,778 180 -9: 1,024 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 63.2 9.9 0.6 20.5 2.6 4.1 5.4 2.4 1.1 4.6: 0.3 0.4
Old : 100.0: 54.2 63.2 9.9 0.6 20.5 2.6 4.1 5.4 2.4 1.1 4.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 92: 38 37 5 . 5 5 13 8 13 12 18:
Old : 92: 38 37 5 . 5 5 13 8 13 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 40.1 64.7 63.4 18.1 19.3 23.8 25.6
Old : 47.3 40.1 64.7 63.4 18.1 19.3 23.8 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,662: 6,951 13,683 2,365 773 451 1,235 0 0 4,335 0 75: 250 680
Old : 15,662: 6,951 13,683 2,365 773 451 1,235 0 0 4,335 0 75: 250 680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 600: 120 -80 -240 -15 15 0 0 0 600 0 0: 105 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 87.4 15.1 4.9 2.9 7.9 0.0 0.0 27.7 0.0 0.5: 1.6 4.3
Old : 100.0: 44.4 87.4 15.1 4.9 2.9 7.9 0.0 0.0 27.7 0.0 0.5: 1.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 59.1 83.7 78.6 95.2 58.6 82.5 78.2 90.7
Old : 59.1 83.7 78.6 95.2 58.6 82.5 78.2 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,712: 6,536 13,197 2,432 100 724 260 0 0 4,355 0 15: 390 676
Old : 14,712: 6,536 13,197 2,432 100 724 260 0 0 4,355 0 15: 390 676
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 600: 130 -76 -240 -15 15 0 0 0 600 0 0: 95 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 89.7 16.5 0.7 4.9 1.8 0.0 0.0 29.6 0.0 0.1: 2.7 4.6
Old : 100.0: 44.4 89.7 16.5 0.7 4.9 1.8 0.0 0.0 29.6 0.0 0.1: 2.7 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 : 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 : 61.8 86.4 80.3 95.4 60.5 85.0 77.6 89.0
Old : 61.8 86.4 80.3 95.4 60.5 85.0 77.6 89.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,720: 1,950 5,170 600 0 0 450 0 0 2,700 550 0: 20 0
Old : 5,720: 1,950 5,170 600 0 0 450 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 28, 2020 :
: 250: 0 250 0 0 0 250 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 90.4 10.5 0.0 0.0 7.9 0.0 0.0 47.2 9.6 0.0: 0.3 0.0
Old : 100.0: 34.1 90.4 10.5 0.0 0.0 7.9 0.0 0.0 47.2 9.6 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.1 59.8 81.3 81.6 62.1 56.3 78.7 76.4
Old : 62.1 59.8 81.3 81.6 62.1 56.3 78.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,921: 53,707 52,922 15,864 12,431 0 0 4,218 165 0 0 0: 8,185 8,185
Old : 77,921: 53,707 52,922 15,864 12,431 0 0 4,218 165 0 0 0: 8,185 8,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,740: 965 2,325 1,120 660 0 0 -200 25 0 -700 0: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 67.9 20.4 16.0 0.0 0.0 5.4 0.2 0.0 0.0 0.0: 10.5 10.5
Old : 100.0: 68.9 67.9 20.4 16.0 0.0 0.0 5.4 0.2 0.0 0.0 0.0: 10.5 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 : 28: 16 19 . . 0 0 . . 0 0 0:
Old : 28: 16 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 51.4 83.9 76.1 71.8 51.2 76.7 69.6
Old : 74.7 51.4 83.9 76.1 71.8 51.2 76.7 69.6
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,551: 45,677 41,342 13,100 13,005 0 0 4,430 255 0 0 0: 7,519 7,519
Old : 66,551: 45,677 41,342 13,100 13,005 0 0 4,430 255 0 0 0: 7,519 7,519
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,075: 2,210 2,500 1,135 1,260 0 0 -65 0 0 -350 0: -270 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 62.1 19.7 19.5 0.0 0.0 6.7 0.4 0.0 0.0 0.0: 11.3 11.3
Old : 100.0: 68.6 62.1 19.7 19.5 0.0 0.0 6.7 0.4 0.0 0.0 0.0: 11.3 11.3
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: 13 20 . . 0 0 . . 0 0 0:
Old : 27: 13 20 . . 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 : 76.3 57.5 83.9 76.3 74.3 57.4 78.6 73.0
Old : 76.3 57.5 83.9 76.3 74.3 57.4 78.6 73.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,015: 7,880 19,800 12,885 1,595 670 150 1,460 0 2,085 0 0: 3,345 3,490
Old : 27,015: 7,880 19,800 12,885 1,595 670 150 1,460 0 2,085 0 0: 3,345 3,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -350: -25 -75 -100 250 -175 0 -300 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 73.3 47.7 5.9 2.5 0.6 5.4 0.0 7.7 0.0 0.0: 12.4 12.9
Old : 100.0: 29.2 73.3 47.7 5.9 2.5 0.6 5.4 0.0 7.7 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 : 72.8 49.2 83.7 75.2 63.7 49.2 72.7 69.5
Old : 72.8 49.2 83.7 75.2 63.7 49.2 72.7 69.5
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,250: 6,850 17,210 10,735 1,105 1,205 150 1,280 50 2,005 0 0: 2,255 2,400
Old : 23,250: 6,850 17,210 10,735 1,105 1,205 150 1,280 50 2,005 0 0: 2,255 2,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -300: 0 0 -60 240 -175 0 -300 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 74.0 46.2 4.8 5.2 0.6 5.5 0.2 8.6 0.0 0.0: 9.7 10.3
Old : 100.0: 29.5 74.0 46.2 4.8 5.2 0.6 5.5 0.2 8.6 0.0 0.0: 9.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 13 . . . . . . . 0 0:
Old : 20: 7 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 50.9 87.9 75.6 63.1 46.5 69.2 65.7
Old : 74.6 50.9 87.9 75.6 63.1 46.5 69.2 65.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,070: 23,728 16,347 8,380 23,806 0 10,675 2,175 5,785 0 635 350: 3,152 2,972
Old : 52,070: 23,728 16,347 8,380 23,806 0 10,675 2,175 5,785 0 635 350: 3,152 2,972
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,330: 1,195 -795 45 1,800 0 -35 175 125 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 31.4 16.1 45.7 0.0 20.5 4.2 11.1 0.0 1.2 0.7: 6.1 5.7
Old : 100.0: 45.6 31.4 16.1 45.7 0.0 20.5 4.2 11.1 0.0 1.2 0.7: 6.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 19 . . 0 . . . 0 . .:
Old : 26: 18 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 : 59.8 69.2 79.4 81.7 47.0 55.3 60.3 63.1
Old : 59.8 69.2 79.4 81.7 47.0 55.3 60.3 63.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,545: 13,572 13,741 8,200 10,541 0 2,465 0 4,405 0 385 300: 2,603 2,173
Old : 31,545: 13,572 13,741 8,200 10,541 0 2,465 0 4,405 0 385 300: 2,603 2,173
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 460: 400 440 80 0 0 -10 0 0 0 25 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 43.6 26.0 33.4 0.0 7.8 0.0 14.0 0.0 1.2 1.0: 8.3 6.9
Old : 100.0: 43.0 43.6 26.0 33.4 0.0 7.8 0.0 14.0 0.0 1.2 1.0: 8.3 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 : 24: 16 17 . . 0 . 0 . 0 . .:
Old : 24: 16 17 . . 0 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 76.0 81.8 84.1 53.3 59.3 60.3 63.1
Old : 66.9 76.0 81.8 84.1 53.3 59.3 60.3 63.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,920: 21,480 10,370 4,020 1,930 420 535 13,925 1,520 0 0 0: 945 755
Old : 28,920: 21,480 10,370 4,020 1,930 420 535 13,925 1,520 0 0 0: 945 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 570: 1,170 620 0 0 0 0 120 0 0 0 0: -600 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 35.9 13.9 6.7 1.5 1.8 48.2 5.3 0.0 0.0 0.0: 3.3 2.6
Old : 100.0: 74.3 35.9 13.9 6.7 1.5 1.8 48.2 5.3 0.0 0.0 0.0: 3.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . . . . 0 0 0:
Old : 20: 12 11 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 78.2 82.1 90.7 47.5 60.1 60.1 63.7
Old : 61.0 78.2 82.1 90.7 47.5 60.1 60.1 63.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,638: 45,025 34,723 10,113 34,385 2,805 15,005 2,350 130 1,875 245 2,030: 18,655 18,970
Old : 95,638: 45,025 34,723 10,113 34,385 2,805 15,005 2,350 130 1,875 245 2,030: 18,655 18,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,545: -275 1,185 -480 -100 65 3,000 15 10 -1,200 50 350: 75 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 36.3 10.6 36.0 2.9 15.7 2.5 0.1 2.0 0.3 2.1: 19.5 19.8
Old : 100.0: 47.1 36.3 10.6 36.0 2.9 15.7 2.5 0.1 2.0 0.3 2.1: 19.5 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 21 . . . . . . . . .:
Old : 32: 19 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 48.6 69.7 60.2 50.6 47.1 58.9 55.4
Old : 55.4 48.6 69.7 60.2 50.6 47.1 58.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,713: 43,924 33,479 10,660 33,080 2,800 16,205 2,430 95 0 1,425 1,895: 18,134 18,509
Old : 93,713: 43,924 33,479 10,660 33,080 2,800 16,205 2,430 95 0 1,425 1,895: 18,134 18,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,685: -455 935 -600 -100 60 3,000 15 0 0 1,200 -365: 45 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 35.7 11.4 35.3 3.0 17.3 2.6 0.1 0.0 1.5 2.0: 19.4 19.8
Old : 100.0: 46.9 35.7 11.4 35.3 3.0 17.3 2.6 0.1 0.0 1.5 2.0: 19.4 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . . . . . . 0 . .:
Old : 31: 19 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 46.4 69.6 59.6 51.3 45.4 59.7 54.1
Old : 55.9 46.4 69.6 59.6 51.3 45.4 59.7 54.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,414: 14,504 6,920 2,440 2,554 925 3,570 8,445 440 510 3,560 775: 4,250 3,795
Old : 27,414: 14,504 6,920 2,440 2,554 925 3,570 8,445 440 510 3,560 775: 4,250 3,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,475: 1,168 -192 0 -760 85 90 975 0 -135 1,100 -45: 312 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 25.2 8.9 9.3 3.4 13.0 30.8 1.6 1.9 13.0 2.8: 15.5 13.8
Old : 100.0: 52.9 25.2 8.9 9.3 3.4 13.0 30.8 1.6 1.9 13.0 2.8: 15.5 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . 4 . . . .:
Old : 26: 15 9 . . . . 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 : 40.0 60.1 62.0 77.0 38.4 55.3 56.3 66.2
Old : 40.0 60.1 62.0 77.0 38.4 55.3 56.3 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,974: 13,619 7,045 2,340 3,239 599 3,570 11,145 440 750 0 1,985: 4,671 3,521
Old : 27,974: 13,619 7,045 2,340 3,239 599 3,570 11,145 440 750 0 1,985: 4,671 3,521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,020: 1,228 -192 0 -500 -93 90 975 0 -1,035 0 440: 390 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 25.2 8.4 11.6 2.1 12.8 39.8 1.6 2.7 0.0 7.1: 16.7 12.6
Old : 100.0: 48.7 25.2 8.4 11.6 2.1 12.8 39.8 1.6 2.7 0.0 7.1: 16.7 12.6
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 9 . . . . 4 . . 0 .:
Old : 25: 14 9 . . . . 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 : 39.9 61.4 62.8 78.6 38.2 57.5 53.5 64.6
Old : 39.9 61.4 62.8 78.6 38.2 57.5 53.5 64.6
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,583: 14,353 11,510 2,127 13,455 467 11,790 155 0 0 3,710 740: 3,106 2,546
Old : 32,583: 14,353 11,510 2,127 13,455 467 11,790 155 0 0 3,710 740: 3,106 2,546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,825: -245 1,925 775 5,455 -126 3,000 0 -350 0 -3,850 670: 101 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 35.3 6.5 41.3 1.4 36.2 0.5 0.0 0.0 11.4 2.3: 9.5 7.8
Old : 100.0: 44.1 35.3 6.5 41.3 1.4 36.2 0.5 0.0 0.0 11.4 2.3: 9.5 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 : 24: 14 7 . . . . . 0 0 . .:
Old : 24: 14 7 . . . . . 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 : 66.7 82.6 84.5 90.2 63.9 71.4 74.7 77.4
Old : 66.7 82.6 84.5 90.2 63.9 71.4 74.7 77.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,904: 12,540 10,020 2,125 12,680 36 11,790 125 0 0 4,010 645: 2,768 2,388
Old : 29,904: 12,540 10,020 2,125 12,680 36 11,790 125 0 0 4,010 645: 2,768 2,388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,910: 280 1,800 350 4,930 0 3,000 0 -350 0 -3,100 630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 33.5 7.1 42.4 0.1 39.4 0.4 0.0 0.0 13.4 2.2: 9.3 8.0
Old : 100.0: 41.9 33.5 7.1 42.4 0.1 39.4 0.4 0.0 0.0 13.4 2.2: 9.3 8.0
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: 13 6 . . . . . 0 0 . .:
Old : 23: 13 6 . . . . . 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 83.3 83.6 91.2 67.9 76.5 81.0 83.7
Old : 68.0 83.3 83.6 91.2 67.9 76.5 81.0 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,228: 17,803 43,670 7,852 8,505 260 17,370 0 0 9,540 0 0: 3,403 3,793
Old : 56,228: 17,803 43,670 7,852 8,505 260 17,370 0 0 9,540 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 28, 2020 :
: 50: 0 50 300 0 0 -300 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 77.7 14.0 15.1 0.5 30.9 0.0 0.0 17.0 0.0 0.0: 6.1 6.7
Old : 100.0: 31.7 77.7 14.0 15.1 0.5 30.9 0.0 0.0 17.0 0.0 0.0: 6.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 83.1 86.1 91.3 62.6 78.7 81.5 84.0
Old : 63.6 83.1 86.1 91.3 62.6 78.7 81.5 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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,995: 17,910 41,966 6,590 9,265 295 17,545 0 0 9,250 0 0: 3,405 3,469
Old : 54,995: 17,910 41,966 6,590 9,265 295 17,545 0 0 9,250 0 0: 3,405 3,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 100: 75 445 350 0 0 -300 0 0 0 0 0: -25 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 76.3 12.0 16.8 0.5 31.9 0.0 0.0 16.8 0.0 0.0: 6.2 6.3
Old : 100.0: 32.6 76.3 12.0 16.8 0.5 31.9 0.0 0.0 16.8 0.0 0.0: 6.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . . . . 0 0 . 0 0:
Old : 22: 12 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 : 63.7 84.8 87.1 90.9 63.2 82.1 84.4 87.1
Old : 63.7 84.8 87.1 90.9 63.2 82.1 84.4 87.1
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,615: 23,465 48,475 2,436 3,515 2,080 7,680 0 915 18,229 0 530: 3,280 3,100
Old : 58,615: 23,465 48,475 2,436 3,515 2,080 7,680 0 915 18,229 0 530: 3,280 3,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,890: 1,050 1,655 -639 -600 520 -150 0 60 794 0 350: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 82.7 4.2 6.0 3.5 13.1 0.0 1.6 31.1 0.0 0.9: 5.6 5.3
Old : 100.0: 40.0 82.7 4.2 6.0 3.5 13.1 0.0 1.6 31.1 0.0 0.9: 5.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 8 . . . 4 0 . . 0 .:
Old : 30: 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 75.0 76.6 89.3 49.2 73.5 71.3 84.8
Old : 51.5 75.0 76.6 89.3 49.2 73.5 71.3 84.8
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,525: 23,530 46,970 1,416 3,515 2,845 7,430 0 1,065 17,929 0 480: 2,830 2,650
Old : 57,525: 23,530 46,970 1,416 3,515 2,845 7,430 0 1,065 17,929 0 480: 2,830 2,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,740: 1,050 1,480 -814 -600 595 -150 0 60 794 0 350: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 81.7 2.5 6.1 4.9 12.9 0.0 1.9 31.2 0.0 0.8: 4.9 4.6
Old : 100.0: 40.9 81.7 2.5 6.1 4.9 12.9 0.0 1.9 31.2 0.0 0.8: 4.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 8 . . . 4 0 . . 0 .:
Old : 30: 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 : 51.7 73.8 76.8 89.7 49.1 72.1 70.2 83.6
Old : 51.7 73.8 76.8 89.7 49.1 72.1 70.2 83.6
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,350: 13,205 9,640 3,560 0 2,025 185 5,475 660 0 2,005 615: 2,100 1,930
Old : 22,350: 13,205 9,640 3,560 0 2,025 185 5,475 660 0 2,005 615: 2,100 1,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 510: 305 650 -605 0 0 35 -735 660 0 -180 100: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 43.1 15.9 0.0 9.1 0.8 24.5 3.0 0.0 9.0 2.8: 9.4 8.6
Old : 100.0: 59.1 43.1 15.9 0.0 9.1 0.8 24.5 3.0 0.0 9.0 2.8: 9.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . 0 . . . . 0 . .:
Old : 23: 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 : 57.0 62.4 75.5 83.3 52.1 57.9 68.5 71.7
Old : 57.0 62.4 75.5 83.3 52.1 57.9 68.5 71.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,155: 11,135 9,555 3,300 0 2,045 135 5,475 660 0 910 910: 2,970 1,600
Old : 21,155: 11,135 9,555 3,300 0 2,045 135 5,475 660 0 910 910: 2,970 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 475: 375 650 -605 0 60 35 -735 660 0 -180 -40: -10 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 45.2 15.6 0.0 9.7 0.6 25.9 3.1 0.0 4.3 4.3: 14.0 7.6
Old : 100.0: 52.6 45.2 15.6 0.0 9.7 0.6 25.9 3.1 0.0 4.3 4.3: 14.0 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 : 21: 10 8 . 0 . . . . 0 . .:
Old : 21: 10 8 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 63.1 76.0 83.7 53.4 59.9 65.3 70.2
Old : 59.2 63.1 76.0 83.7 53.4 59.9 65.3 70.2
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,485: 39,685 42,155 470 140 3,865 1,525 20,220 650 22,010 1,250 500: 5,780 5,705
Old : 74,485: 39,685 42,155 470 140 3,865 1,525 20,220 650 22,010 1,250 500: 5,780 5,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,005: 1,580 2,205 100 0 60 -150 550 -125 1,225 0 25: 290 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 56.6 0.6 0.2 5.2 2.0 27.1 0.9 29.5 1.7 0.7: 7.8 7.7
Old : 100.0: 53.3 56.6 0.6 0.2 5.2 2.0 27.1 0.9 29.5 1.7 0.7: 7.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . . . . . . . .:
Old : 28: 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 : 61.1 65.5 76.1 80.4 60.8 63.8 74.9 77.4
Old : 61.1 65.5 76.1 80.4 60.8 63.8 74.9 77.4
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,950: 38,640 39,920 1,960 140 2,905 1,600 20,220 600 19,255 1,250 470: 5,520 5,445
Old : 70,950: 38,640 39,920 1,960 140 2,905 1,600 20,220 600 19,255 1,250 470: 5,520 5,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,010: 1,580 2,205 100 0 5 -150 550 -125 1,225 0 25: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 56.3 2.8 0.2 4.1 2.3 28.5 0.8 27.1 1.8 0.7: 7.8 7.7
Old : 100.0: 54.5 56.3 2.8 0.2 4.1 2.3 28.5 0.8 27.1 1.8 0.7: 7.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . . . . . .:
Old : 28: 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 : 60.8 66.9 75.6 81.3 60.5 64.9 73.3 78.3
Old : 60.8 66.9 75.6 81.3 60.5 64.9 73.3 78.3
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,762: 39,233 23,109 0 16,934 1,235 12,455 195 3,600 50 11,860 1,130: 3,059 2,699
Old : 60,762: 39,233 23,109 0 16,934 1,235 12,455 195 3,600 50 11,860 1,130: 3,059 2,699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 6,515: 5,960 2,895 -955 3,485 -168 -1,675 -75 1,970 0 -2,975 850: 533 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 38.0 0.0 27.9 2.0 20.5 0.3 5.9 0.1 19.5 1.9: 5.0 4.4
Old : 100.0: 64.6 38.0 0.0 27.9 2.0 20.5 0.3 5.9 0.1 19.5 1.9: 5.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 12 0 . . . . . . . .:
Old : 32: 20 12 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 : 58.0 70.9 77.6 89.1 52.1 66.4 71.1 77.5
Old : 58.0 70.9 77.6 89.1 52.1 66.4 71.1 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,244: 36,589 20,024 0 13,850 1,700 4,955 190 3,675 50 7,890 1,405: 1,870 1,510
Old : 50,244: 36,589 20,024 0 13,850 1,700 4,955 190 3,675 50 7,890 1,405: 1,870 1,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 6,347: 7,070 2,930 -25 3,190 -560 -3,250 -75 1,970 0 -2,250 970: 172 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 39.9 0.0 27.6 3.4 9.9 0.4 7.3 0.1 15.7 2.8: 3.7 3.0
Old : 100.0: 72.8 39.9 0.0 27.6 3.4 9.9 0.4 7.3 0.1 15.7 2.8: 3.7 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: 20 12 0 . . . . . . . .:
Old : 32: 20 12 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 : 58.1 64.0 77.3 90.7 50.5 55.3 65.5 72.5
Old : 58.1 64.0 77.3 90.7 50.5 55.3 65.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,667: 97,344 89,459 21,705 395 5,192 1,064 13,260 9,540 1,250 18,249 1,235: 37,337 37,337
Old : 174,667: 97,344 89,459 21,705 395 5,192 1,064 13,260 9,540 1,250 18,249 1,235: 37,337 37,337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 11,901: 4,195 3,235 8,244 0 -2,778 370 1,060 695 -5 8,509 -2,285: 3,465 3,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 51.2 12.4 0.2 3.0 0.6 7.6 5.5 0.7 10.4 0.7: 21.4 21.4
Old : 100.0: 55.7 51.2 12.4 0.2 3.0 0.6 7.6 5.5 0.7 10.4 0.7: 21.4 21.4
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 : 41: 25 29 . . . . . . . . 4:
Old : 41: 25 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 : 50.4 30.6 66.0 47.8 44.8 28.8 51.8 40.3
Old : 50.4 30.6 66.0 47.8 44.8 28.8 51.8 40.3
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,391: 85,929 79,942 19,378 0 4,870 3,329 5,835 8,566 1,250 24,109 810: 30,259 30,259
Old : 154,391: 85,929 79,942 19,378 0 4,870 3,329 5,835 8,566 1,250 24,109 810: 30,259 30,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 12,474: 3,761 4,561 7,254 0 -1,246 385 -500 665 -75 7,264 -1,290: 3,020 3,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 51.8 12.6 0.0 3.2 2.2 3.8 5.5 0.8 15.6 0.5: 19.6 19.6
Old : 100.0: 55.7 51.8 12.6 0.0 3.2 2.2 3.8 5.5 0.8 15.6 0.5: 19.6 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 28 . 0 . . . . . . 4:
Old : 40: 22 28 . 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 : 49.8 36.4 66.3 52.4 42.7 34.8 53.0 47.7
Old : 49.8 36.4 66.3 52.4 42.7 34.8 53.0 47.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,945: 31,045 28,180 19,355 6,675 3,355 0 8,435 2,330 0 7,110 0: 4,860 4,860
Old : 60,945: 31,045 28,180 19,355 6,675 3,355 0 8,435 2,330 0 7,110 0: 4,860 4,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 50: 550 100 -420 30 160 0 0 0 0 0 0: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 46.2 31.8 11.0 5.5 0.0 13.8 3.8 0.0 11.7 0.0: 8.0 8.0
Old : 100.0: 50.9 46.2 31.8 11.0 5.5 0.0 13.8 3.8 0.0 11.7 0.0: 8.0 8.0
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: 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 : 60.7 50.4 78.1 71.6 56.4 46.6 66.3 60.8
Old : 60.7 50.4 78.1 71.6 56.4 46.6 66.3 60.8
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,649: 24,435 22,860 16,105 2,795 3,764 0 8,610 2,490 0 6,360 0: 4,855 4,770
Old : 51,649: 24,435 22,860 16,105 2,795 3,764 0 8,610 2,490 0 6,360 0: 4,855 4,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -346: 395 -145 -1,020 -480 554 0 0 0 0 0 0: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 44.3 31.2 5.4 7.3 0.0 16.7 4.8 0.0 12.3 0.0: 9.4 9.2
Old : 100.0: 47.3 44.3 31.2 5.4 7.3 0.0 16.7 4.8 0.0 12.3 0.0: 9.4 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 : 24: 14 15 . . . 0 . . 0 . 0:
Old : 24: 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 : 59.2 52.7 75.5 75.4 55.7 47.4 66.3 64.0
Old : 59.2 52.7 75.5 75.4 55.7 47.4 66.3 64.0
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,110: 15,790 20,415 0 16,425 1,660 20,295 85 270 490 0 890: 3,715 3,365
Old : 43,110: 15,790 20,415 0 16,425 1,660 20,295 85 270 490 0 890: 3,715 3,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 30: 15 20 0 0 0 30 0 0 0 0 0: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 47.4 0.0 38.1 3.9 47.1 0.2 0.6 1.1 0.0 2.1: 8.6 7.8
Old : 100.0: 36.6 47.4 0.0 38.1 3.9 47.1 0.2 0.6 1.1 0.0 2.1: 8.6 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 81.2 61.4 56.2 67.4 67.6
Old : 65.3 66.5 77.7 81.2 61.4 56.2 67.4 67.6
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,310: 11,795 30,145 0 14,530 1,680 32,250 0 695 490 0 890: 1,510 1,370
Old : 49,310: 11,795 30,145 0 14,530 1,680 32,250 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 28, 2020 :
: 30: 0 30 0 0 0 30 0 0 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 90.1 76.8 64.0 80.0 78.7
Old : 82.7 74.0 92.0 90.1 76.8 64.0 80.0 78.7
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,472: 81,735 77,617 1,210 13,115 11,035 4,805 5,270 4,665 7,710 0 0: 22,312 21,770
Old : 133,472: 81,735 77,617 1,210 13,115 11,035 4,805 5,270 4,665 7,710 0 0: 22,312 21,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,487: 470 2,802 -990 -2,100 2,250 175 -370 -5 50 0 0: 1,537 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 58.2 0.9 9.8 8.3 3.6 3.9 3.5 5.8 0.0 0.0: 16.7 16.3
Old : 100.0: 61.2 58.2 0.9 9.8 8.3 3.6 3.9 3.5 5.8 0.0 0.0: 16.7 16.3
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 : 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 : 34.6 38.2 52.3 58.7 27.2 30.5 35.6 40.2
Old : 34.6 38.2 52.3 58.7 27.2 30.5 35.6 40.2
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,674: 63,495 53,094 1,480 18,016 9,354 1,140 2,020 8,060 6,895 0 0: 18,250 18,130
Old : 108,674: 63,495 53,094 1,480 18,016 9,354 1,140 2,020 8,060 6,895 0 0: 18,250 18,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 3,975: 3,880 2,395 -1,615 -40 1,010 75 55 -75 50 0 0: 650 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 48.9 1.4 16.6 8.6 1.0 1.9 7.4 6.3 0.0 0.0: 16.8 16.7
Old : 100.0: 58.4 48.9 1.4 16.6 8.6 1.0 1.9 7.4 6.3 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 : 40.6 41.4 61.4 63.2 34.6 34.6 45.2 46.2
Old : 40.6 41.4 61.4 63.2 34.6 34.6 45.2 46.2
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 28, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 3,625 325 270 775 0 500: 1,590 1,135
Old : 30,470: 21,835 14,185 0 12,180 1,875 3,625 325 270 775 0 500: 1,590 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 0: 0 0 0 0 0 -10 0 0 0 0 0: 10 0
: : :
: : 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 February 07, 2020