COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,460: 13,846 11,571 1,417 570 773 657 1,490 180 412 2,613 2,221: 954 1,042
Old : 20,460: 13,846 11,571 1,417 570 773 657 1,490 180 412 2,613 2,221: 954 1,042
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 602: 361 98 -73 103 143 0 -30 0 -21 35 196: -4 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 56.6 6.9 2.8 3.8 3.2 7.3 0.9 2.0 12.8 10.9: 4.7 5.1
Old : 100.0: 67.7 56.6 6.9 2.8 3.8 3.2 7.3 0.9 2.0 12.8 10.9: 4.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 12 . . 5 . . . . 4 6:
Old : 29: 13 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 : 46.1 46.7 71.3 72.9 28.1 33.7 39.7 39.0
Old : 46.1 46.7 71.3 72.9 28.1 33.7 39.7 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 24,449: 13,072 12,404 663 2,728 3,695 2,127 400 1,544 1,043 1,616 1,821: 482 240
Old : 24,449: 13,072 12,404 663 2,728 3,695 2,127 400 1,544 1,043 1,616 1,821: 482 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -967: -42 -179 154 -40 -6 -282 -316 126 130 -389 75: -1,122 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 50.7 2.7 11.2 15.1 8.7 1.6 6.3 4.3 6.6 7.4: 2.0 1.0
Old : 100.0: 53.5 50.7 2.7 11.2 15.1 8.7 1.6 6.3 4.3 6.6 7.4: 2.0 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 : 45: 22 20 . . . 4 . . 7 5 11:
Old : 45: 22 20 . . . 4 . . 7 5 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 : 38.0 46.7 59.6 63.6 19.5 26.4 29.0 32.3
Old : 38.0 46.7 59.6 63.6 19.5 26.4 29.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,344: 29,094 35,230 6,241 0 1,929 0 1,910 0 3,775 2,100 1,175: 130 0
Old : 42,344: 29,094 35,230 6,241 0 1,929 0 1,910 0 3,775 2,100 1,175: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 606: 363 621 209 0 -101 0 111 0 25 -125 100: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 83.2 14.7 0.0 4.6 0.0 4.5 0.0 8.9 5.0 2.8: 0.3 0.0
Old : 100.0: 68.7 83.2 14.7 0.0 4.6 0.0 4.5 0.0 8.9 5.0 2.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 20 . 0 . 0 4 0 . 5 4:
Old : 39: 21 20 . 0 . 0 4 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 : 50.4 50.4 80.3 77.1 45.7 44.7 62.6 64.2
Old : 50.4 50.4 80.3 77.1 45.7 44.7 62.6 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,975: 25,046 27,288 494 786 1,842 0 606 453 3,475 575 425: 240 0
Old : 31,975: 25,046 27,288 494 786 1,842 0 606 453 3,475 575 425: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 45: 70 -60 25 80 75 0 25 0 0 50 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 85.3 1.5 2.5 5.8 0.0 1.9 1.4 10.9 1.8 1.3: 0.8 0.0
Old : 100.0: 78.3 85.3 1.5 2.5 5.8 0.0 1.9 1.4 10.9 1.8 1.3: 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 62.1 79.0 85.9 53.0 56.9 72.1 75.5
Old : 53.9 62.1 79.0 85.9 53.0 56.9 72.1 75.5
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,450: 116,214 92,802 2,363 21,192 6,138 2,080 4,969 6,788 1,724 3,721 3,702: 441 138
Old : 139,450: 116,214 92,802 2,363 21,192 6,138 2,080 4,969 6,788 1,724 3,721 3,702: 441 138
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,124: -2,901 -2,014 109 1,877 -1,141 400 588 -333 817 -139 -915: -160 -2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 66.5 1.7 15.2 4.4 1.5 3.6 4.9 1.2 2.7 2.7: 0.3 0.1
Old : 100.0: 83.3 66.5 1.7 15.2 4.4 1.5 3.6 4.9 1.2 2.7 2.7: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 26 29 . . 4 . 6 5 5 6 6:
Old : 54: 26 29 . . 4 . 6 5 5 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 41.2 71.3 61.5 40.1 31.5 46.1 40.3
Old : 53.7 41.2 71.3 61.5 40.1 31.5 46.1 40.3
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 71,406: 58,201 53,774 5,335 9,736 2,988 325 1,295 2,057 2,025 1,062 475: 0 20
Old : 71,406: 58,201 53,774 5,335 9,736 2,988 325 1,295 2,057 2,025 1,062 475: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,295: -1,719 -3,278 -500 909 -794 0 243 -174 100 7 -207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 75.3 7.5 13.6 4.2 0.5 1.8 2.9 2.8 1.5 0.7: 0.0 0.0
Old : 100.0: 81.5 75.3 7.5 13.6 4.2 0.5 1.8 2.9 2.8 1.5 0.7: 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 : 38: 21 21 . . . . 4 . . . .:
Old : 38: 21 21 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 72.2 79.8 87.7 59.1 63.3 69.2 70.7
Old : 59.4 72.2 79.8 87.7 59.1 63.3 69.2 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 32,254: 29,333 21,945 1,651 8,940 420 0 450 0 376 25 474: 0 0
Old : 32,254: 29,333 21,945 1,651 8,940 420 0 450 0 376 25 474: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,750: -1,673 -1,430 123 -270 0 0 0 0 -175 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 68.0 5.1 27.7 1.3 0.0 1.4 0.0 1.2 0.1 1.5: 0.0 0.0
Old : 100.0: 90.9 68.0 5.1 27.7 1.3 0.0 1.4 0.0 1.2 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 : 26: 10 14 . . . 0 . 0 . . .:
Old : 26: 10 14 . . . 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 : 82.9 82.9 93.2 90.9 71.7 71.3 77.6 77.7
Old : 82.9 82.9 93.2 90.9 71.7 71.3 77.6 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,043: 34,410 25,832 701 24,639 5,207 15,702 0 203 1,078 1,422 4,705: 37 35
Old : 62,043: 34,410 25,832 701 24,639 5,207 15,702 0 203 1,078 1,422 4,705: 37 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,582: -1,260 -2,248 0 455 -187 13 0 -118 98 1,025 -1,113: -15 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 41.6 1.1 39.7 8.4 25.3 0.0 0.3 1.7 2.3 7.6: 0.1 0.1
Old : 100.0: 55.5 41.6 1.1 39.7 8.4 25.3 0.0 0.3 1.7 2.3 7.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 20 . . 5 4 0 . . . .:
Old : 34: 19 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 : 49.4 62.5 74.1 80.0 47.7 51.5 59.4 63.0
Old : 49.4 62.5 74.1 80.0 47.7 51.5 59.4 63.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 82,370: 46,689 28,300 0 41,316 5,685 24,728 1,260 235 1,375 2,043 3,515: 143 16
Old : 82,370: 46,689 28,300 0 41,316 5,685 24,728 1,260 235 1,375 2,043 3,515: 143 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,722: -1,870 -2,207 0 224 -311 616 25 -215 486 1,105 -1,094: -334 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 34.4 0.0 50.2 6.9 30.0 1.5 0.3 1.7 2.5 4.3: 0.2 0.0
Old : 100.0: 56.7 34.4 0.0 50.2 6.9 30.0 1.5 0.3 1.7 2.5 4.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 23 0 4 4 6 4 . 4 . .:
Old : 46: 22 23 0 4 4 6 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 : 53.0 66.6 71.0 82.1 51.9 59.6 62.7 67.0
Old : 53.0 66.6 71.0 82.1 51.9 59.6 62.7 67.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,291: 52,971 50,281 10,759 14,877 2,323 700 0 0 1,615 1,281 1,189: 734 340
Old : 70,291: 52,971 50,281 10,759 14,877 2,323 700 0 0 1,615 1,281 1,189: 734 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,766: -3,008 -3,954 -341 -395 -15 -250 0 0 -170 -99 0: -982 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 71.5 15.3 21.2 3.3 1.0 0.0 0.0 2.3 1.8 1.7: 1.0 0.5
Old : 100.0: 75.4 71.5 15.3 21.2 3.3 1.0 0.0 0.0 2.3 1.8 1.7: 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 : 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 : 47.2 70.2 71.7 84.7 45.5 69.6 69.0 81.5
Old : 47.2 70.2 71.7 84.7 45.5 69.6 69.0 81.5
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,058: 63,090 54,499 19,853 29,785 1,219 700 0 0 1,558 1,461 1,836: 802 258
Old : 89,058: 63,090 54,499 19,853 29,785 1,219 700 0 0 1,558 1,461 1,836: 802 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -5,378: -3,531 -4,224 113 -571 -90 -250 0 0 -272 -74 0: -1,348 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 61.2 22.3 33.4 1.4 0.8 0.0 0.0 1.7 1.6 2.1: 0.9 0.3
Old : 100.0: 70.8 61.2 22.3 33.4 1.4 0.8 0.0 0.0 1.7 1.6 2.1: 0.9 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 : 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 : 45.6 70.4 69.1 86.0 45.1 69.9 68.2 82.1
Old : 45.6 70.4 69.1 86.0 45.1 69.9 68.2 82.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,644: 28,379 39,834 11,232 0 3,064 0 0 0 325 95 230: 414 421
Old : 43,644: 28,379 39,834 11,232 0 3,064 0 0 0 325 95 230: 414 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -750: -669 -415 313 0 -295 0 0 0 -75 -25 0: -24 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 91.3 25.7 0.0 7.0 0.0 0.0 0.0 0.7 0.2 0.5: 0.9 1.0
Old : 100.0: 65.0 91.3 25.7 0.0 7.0 0.0 0.0 0.0 0.7 0.2 0.5: 0.9 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: 15 13 . 0 . 0 0 0 . . .:
Old : 23: 15 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 : 72.0 84.5 88.5 94.5 62.3 78.9 73.6 80.6
Old : 72.0 84.5 88.5 94.5 62.3 78.9 73.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,780: 24,911 19,804 0 5,168 1,931 0 600 0 360 225 35: 543 17
Old : 27,780: 24,911 19,804 0 5,168 1,931 0 600 0 360 225 35: 543 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 434: 474 423 0 53 -25 0 0 0 0 -30 0: -15 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 71.3 0.0 18.6 7.0 0.0 2.2 0.0 1.3 0.8 0.1: 2.0 0.1
Old : 100.0: 89.7 71.3 0.0 18.6 7.0 0.0 2.2 0.0 1.3 0.8 0.1: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 15 0 . . 0 . 0 . . .:
Old : 24: 17 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 : 54.0 70.7 73.5 86.2 40.1 55.0 54.0 60.6
Old : 54.0 70.7 73.5 86.2 40.1 55.0 54.0 60.6
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,360: 52,198 65,505 320 9,753 9,307 10,359 1,115 1,559 13,963 759 2,239: 416 124
Old : 90,360: 52,198 65,505 320 9,753 9,307 10,359 1,115 1,559 13,963 759 2,239: 416 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -224: -2,073 69 0 -806 82 1,469 20 -22 157 198 228: -64 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 72.5 0.4 10.8 10.3 11.5 1.2 1.7 15.5 0.8 2.5: 0.5 0.1
Old : 100.0: 57.8 72.5 0.4 10.8 10.3 11.5 1.2 1.7 15.5 0.8 2.5: 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 : 61: 28 29 . . . 7 . 5 12 . 8:
Old : 61: 28 29 . . . 7 . 5 12 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 42.2 52.7 63.7 14.6 17.2 22.6 27.4
Old : 31.7 42.2 52.7 63.7 14.6 17.2 22.6 27.4
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,773: 24,346 30,206 0 5,769 1,896 400 0 0 11,566 300 275: 290 327
Old : 38,773: 24,346 30,206 0 5,769 1,896 400 0 0 11,566 300 275: 290 327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,569: -1,404 -1,106 0 -423 0 0 0 0 -130 0 -25: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 77.9 0.0 14.9 4.9 1.0 0.0 0.0 29.8 0.8 0.7: 0.7 0.8
Old : 100.0: 62.8 77.9 0.0 14.9 4.9 1.0 0.0 0.0 29.8 0.8 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 : 49.0 47.4 74.7 75.9 42.0 39.5 59.8 59.4
Old : 49.0 47.4 74.7 75.9 42.0 39.5 59.8 59.4
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,363: 34,143 44,069 9,864 0 3,579 0 0 0 375 123 277: 125 315
Old : 48,363: 34,143 44,069 9,864 0 3,579 0 0 0 375 123 277: 125 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,334: -995 -1,314 -240 0 30 0 0 0 -125 -21 -4: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 91.1 20.4 0.0 7.4 0.0 0.0 0.0 0.8 0.3 0.6: 0.3 0.7
Old : 100.0: 70.6 91.1 20.4 0.0 7.4 0.0 0.0 0.0 0.8 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 : 32: 20 19 . 0 . 0 0 0 . . .:
Old : 32: 20 19 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 82.1 81.0 94.4 45.4 75.3 63.3 76.1
Old : 57.1 82.1 81.0 94.4 45.4 75.3 63.3 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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 39,709: 32,975 27,338 0 4,984 5,294 0 1,700 0 100 250 0: 1,340 143
Old : 39,709: 32,975 27,338 0 4,984 5,294 0 1,700 0 100 250 0: 1,340 143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -928: -1,038 -653 0 -337 169 0 -45 0 0 -78 0: -59 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 68.8 0.0 12.6 13.3 0.0 4.3 0.0 0.3 0.6 0.0: 3.4 0.4
Old : 100.0: 83.0 68.8 0.0 12.6 13.3 0.0 4.3 0.0 0.3 0.6 0.0: 3.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 18 0 . . 0 . 0 . 4 0:
Old : 29: 18 18 0 . . 0 . 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 45.8 82.0 74.8 40.7 27.8 45.3 41.8
Old : 62.3 45.8 82.0 74.8 40.7 27.8 45.3 41.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,793: 52,345 59,094 5,913 979 3,625 0 0 0 2,282 750 0: 628 345
Old : 64,793: 52,345 59,094 5,913 979 3,625 0 0 0 2,282 750 0: 628 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,244: -1,396 -3,653 -995 519 -460 0 0 0 -221 -650 0: -1,172 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 91.2 9.1 1.5 5.6 0.0 0.0 0.0 3.5 1.2 0.0: 1.0 0.5
Old : 100.0: 80.8 91.2 9.1 1.5 5.6 0.0 0.0 0.0 3.5 1.2 0.0: 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 : 31: 18 11 4 . 4 0 0 0 . . 0:
Old : 31: 18 11 4 . 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 : 58.8 88.8 77.3 95.9 58.5 83.7 74.4 89.1
Old : 58.8 88.8 77.3 95.9 58.5 83.7 74.4 89.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,203: 58,247 61,103 4,034 3,734 3,476 0 0 0 3,006 650 60: 380 180
Old : 69,203: 58,247 61,103 4,034 3,734 3,476 0 0 0 3,006 650 60: 380 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,914: -1,491 -3,264 -796 104 -74 0 0 0 -370 -550 0: -1,183 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 88.3 5.8 5.4 5.0 0.0 0.0 0.0 4.3 0.9 0.1: 0.5 0.3
Old : 100.0: 84.2 88.3 5.8 5.4 5.0 0.0 0.0 0.0 4.3 0.9 0.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 13 . . 4 0 0 0 4 . .:
Old : 33: 20 13 . . 4 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 81.5 74.3 94.5 55.9 78.5 69.9 87.8
Old : 56.6 81.5 74.3 94.5 55.9 78.5 69.9 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 77,030: 61,698 71,127 9,481 792 3,552 309 0 55 1,208 980 473: 254 51
Old : 77,030: 61,698 71,127 9,481 792 3,552 309 0 55 1,208 980 473: 254 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -5,003: -4,039 -4,787 -649 505 -550 -74 0 55 144 -389 137: -27 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 92.3 12.3 1.0 4.6 0.4 0.0 0.1 1.6 1.3 0.6: 0.3 0.1
Old : 100.0: 80.1 92.3 12.3 1.0 4.6 0.4 0.0 0.1 1.6 1.3 0.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 25 5 . 4 . 0 . . . 4:
Old : 42: 21 25 5 . 4 . 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 : 56.6 53.0 74.2 78.8 55.6 50.4 70.8 70.5
Old : 56.6 53.0 74.2 78.8 55.6 50.4 70.8 70.5
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,679: 76,254 86,084 11,473 1,723 5,400 163 1,535 135 2,416 1,259 1,510: 328 33
Old : 97,679: 76,254 86,084 11,473 1,723 5,400 163 1,535 135 2,416 1,259 1,510: 328 33
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -5,311: -4,018 -4,191 -1,252 665 -704 58 -137 -58 390 -1,124 309: -35 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 88.1 11.7 1.8 5.5 0.2 1.6 0.1 2.5 1.3 1.5: 0.3 0.0
Old : 100.0: 78.1 88.1 11.7 1.8 5.5 0.2 1.6 0.1 2.5 1.3 1.5: 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 : 56: 24 29 5 . . . 7 4 4 5 4:
Old : 56: 24 29 5 . . . 7 4 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 47.6 66.8 70.8 48.2 44.6 61.3 59.6
Old : 49.2 47.6 66.8 70.8 48.2 44.6 61.3 59.6
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 54,318: 36,185 46,912 17,378 1,689 60 0 3,207 50 400 2,175 225: 20 0
Old : 54,318: 36,185 46,912 17,378 1,689 60 0 3,207 50 400 2,175 225: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,314: -1,684 -2,545 -630 381 0 0 250 0 0 -400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 86.4 32.0 3.1 0.1 0.0 5.9 0.1 0.7 4.0 0.4: 0.0 0.0
Old : 100.0: 66.6 86.4 32.0 3.1 0.1 0.0 5.9 0.1 0.7 4.0 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 : 31: 14 11 . . . 0 . . . 4 .:
Old : 31: 14 11 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 88.7 93.8 96.1 75.8 86.8 91.5 93.5
Old : 75.9 88.7 93.8 96.1 75.8 86.8 91.5 93.5
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,465: 34,745 43,995 9,401 0 95 0 225 0 499 425 725: 0 0
Old : 45,465: 34,745 43,995 9,401 0 95 0 225 0 499 425 725: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,940: -2,245 -2,825 -730 0 35 0 75 0 74 -151 -74: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 96.8 20.7 0.0 0.2 0.0 0.5 0.0 1.1 0.9 1.6: 0.0 0.0
Old : 100.0: 76.4 96.8 20.7 0.0 0.2 0.0 0.5 0.0 1.1 0.9 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 7 . 0 . 0 . 0 . . .:
Old : 21: 9 7 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 96.7 96.8 99.0 78.9 94.6 95.5 96.4
Old : 79.0 96.7 96.8 99.0 78.9 94.6 95.5 96.4
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,041: 44,043 57,263 14,239 400 1,859 700 80 0 631 1,705 527: 42 207
Old : 62,041: 44,043 57,263 14,239 400 1,859 700 80 0 631 1,705 527: 42 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -912: -12 -802 -533 11 -24 0 -10 0 -223 65 -65: -55 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 92.3 23.0 0.6 3.0 1.1 0.1 0.0 1.0 2.7 0.8: 0.1 0.3
Old : 100.0: 71.0 92.3 23.0 0.6 3.0 1.1 0.1 0.0 1.0 2.7 0.8: 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 : 31: 18 17 . . . . . 0 . . .:
Old : 31: 18 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 84.4 76.7 93.5 50.7 81.6 72.0 85.0
Old : 51.8 84.4 76.7 93.5 50.7 81.6 72.0 85.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 70,207: 50,593 62,469 13,109 616 226 797 695 3,190 1,052 1,584 1,185: 55 242
Old : 70,207: 50,593 62,469 13,109 616 226 797 695 3,190 1,052 1,584 1,185: 55 242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,258: -814 -2,251 -1,074 204 50 -97 0 -125 -26 21 -167: -5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 89.0 18.7 0.9 0.3 1.1 1.0 4.5 1.5 2.3 1.7: 0.1 0.3
Old : 100.0: 72.1 89.0 18.7 0.9 0.3 1.1 1.0 4.5 1.5 2.3 1.7: 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 : 37: 21 15 . . . 6 . . . . .:
Old : 37: 21 15 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 76.1 74.8 87.9 47.6 69.3 68.9 75.8
Old : 48.5 76.1 74.8 87.9 47.6 69.3 68.9 75.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,522: 14,660 24,667 9,837 0 65 0 390 0 785 200 0: 175 200
Old : 25,522: 14,660 24,667 9,837 0 65 0 390 0 785 200 0: 175 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,330: -673 -1,050 -439 0 15 0 -210 -5 -80 0 0: -148 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 96.6 38.5 0.0 0.3 0.0 1.5 0.0 3.1 0.8 0.0: 0.7 0.8
Old : 100.0: 57.4 96.6 38.5 0.0 0.3 0.0 1.5 0.0 3.1 0.8 0.0: 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 : 23: 12 11 4 0 . 0 . 0 . . 0:
Old : 23: 12 11 4 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 81.6 82.8 95.5 65.7 73.5 80.2 87.3
Old : 65.9 81.6 82.8 95.5 65.7 73.5 80.2 87.3
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 25,111: 14,280 24,926 9,728 0 95 0 25 0 685 0 0: 323 65
Old : 25,111: 14,280 24,926 9,728 0 95 0 25 0 685 0 0: 323 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,120: -444 -795 -435 0 -40 0 -25 0 -60 0 0: -141 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 99.3 38.7 0.0 0.4 0.0 0.1 0.0 2.7 0.0 0.0: 1.3 0.3
Old : 100.0: 56.9 99.3 38.7 0.0 0.4 0.0 0.1 0.0 2.7 0.0 0.0: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.0 85.5 81.7 98.1 64.2 74.0 77.1 85.8
Old : 65.0 85.5 81.7 98.1 64.2 74.0 77.1 85.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,704: 27,170 25,310 3,033 3,352 1,030 30 684 330 107 995 992: 12 11
Old : 32,704: 27,170 25,310 3,033 3,352 1,030 30 684 330 107 995 992: 12 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,005: -910 -1,153 -419 55 -55 30 -108 -20 107 -282 -117: -621 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 77.4 9.3 10.2 3.1 0.1 2.1 1.0 0.3 3.0 3.0: 0.0 0.0
Old : 100.0: 83.1 77.4 9.3 10.2 3.1 0.1 2.1 1.0 0.3 3.0 3.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 16 . . . . . . . . .:
Old : 31: 16 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 60.5 83.7 78.8 63.7 57.6 75.4 70.5
Old : 69.9 60.5 83.7 78.8 63.7 57.6 75.4 70.5
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,613: 16,902 17,170 1,960 0 133 0 1,485 0 534 1,609 191: 893 25
Old : 20,613: 16,902 17,170 1,960 0 133 0 1,485 0 534 1,609 191: 893 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,484: -1,120 -582 -25 0 0 0 65 0 161 -16 -161: -339 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 83.3 9.5 0.0 0.6 0.0 7.2 0.0 2.6 7.8 0.9: 4.3 0.1
Old : 100.0: 82.0 83.3 9.5 0.0 0.6 0.0 7.2 0.0 2.6 7.8 0.9: 4.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 . 0 . 0 . 0 . . .:
Old : 23: 12 13 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 71.3 91.7 87.7 74.8 67.8 86.7 83.1
Old : 75.0 71.3 91.7 87.7 74.8 67.8 86.7 83.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 56,487: 44,158 34,616 7,532 15,564 427 1,107 4,087 76 2,048 631 1,081: 58 5
Old : 56,487: 44,158 34,616 7,532 15,564 427 1,107 4,087 76 2,048 631 1,081: 58 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,947: -1,496 -1,844 -62 -11 19 304 571 -66 232 54 -366: -512 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 61.3 13.3 27.6 0.8 2.0 7.2 0.1 3.6 1.1 1.9: 0.1 0.0
Old : 100.0: 78.2 61.3 13.3 27.6 0.8 2.0 7.2 0.1 3.6 1.1 1.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 23 5 . 4 4 . . 4 . 4:
Old : 45: 22 23 5 . 4 4 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 65.5 72.2 83.4 44.1 56.2 55.7 65.9
Old : 58.9 65.5 72.2 83.4 44.1 56.2 55.7 65.9
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,233: 32,240 19,077 2,720 15,545 589 350 340 567 360 772 343: 64 0
Old : 37,233: 32,240 19,077 2,720 15,545 589 350 340 567 360 772 343: 64 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,715: -1,443 -1,065 -126 -544 -21 245 97 33 -26 221 -218: -159 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 51.2 7.3 41.8 1.6 0.9 0.9 1.5 1.0 2.1 0.9: 0.2 0.0
Old : 100.0: 86.6 51.2 7.3 41.8 1.6 0.9 0.9 1.5 1.0 2.1 0.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 21 5 . . . . . . . .:
Old : 38: 22 21 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 : 68.1 70.4 81.7 84.3 59.6 66.0 68.1 72.8
Old : 68.1 70.4 81.7 84.3 59.6 66.0 68.1 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,275: 9,823 17,351 7,592 0 799 0 609 226 725 275 0: 110 15
Old : 19,275: 9,823 17,351 7,592 0 799 0 609 226 725 275 0: 110 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -331: 100 25 -50 0 -381 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 90.0 39.4 0.0 4.1 0.0 3.2 1.2 3.8 1.4 0.0: 0.6 0.1
Old : 100.0: 51.0 90.0 39.4 0.0 4.1 0.0 3.2 1.2 3.8 1.4 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.6 77.9 86.5 88.1 60.9 72.0 77.1 78.7
Old : 65.6 77.9 86.5 88.1 60.9 72.0 77.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 19,116: 9,048 17,201 8,040 0 1,415 0 300 0 525 200 0: 88 0
Old : 19,116: 9,048 17,201 8,040 0 1,415 0 300 0 525 200 0: 88 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 90.0 42.1 0.0 7.4 0.0 1.6 0.0 2.7 1.0 0.0: 0.5 0.0
Old : 100.0: 47.3 90.0 42.1 0.0 7.4 0.0 1.6 0.0 2.7 1.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . 0 . 0 . 0 . . 0:
Old : 20: 10 8 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 90.5 96.0 98.3 65.4 84.0 88.6 90.0
Old : 72.8 90.5 96.0 98.3 65.4 84.0 88.6 90.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,461: 9,184 7,575 161 350 701 0 735 0 50 900 200: 165 0
Old : 10,461: 9,184 7,575 161 350 701 0 735 0 50 900 200: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -921: -672 -270 -8 -125 -146 0 -125 0 -50 -75 0: -45 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 72.4 1.5 3.3 6.7 0.0 7.0 0.0 0.5 8.6 1.9: 1.6 0.0
Old : 100.0: 87.8 72.4 1.5 3.3 6.7 0.0 7.0 0.0 0.5 8.6 1.9: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . . . 0 . 0 . . .:
Old : 24: 11 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 66.4 91.0 88.9 61.5 63.6 76.2 77.6
Old : 72.7 66.4 91.0 88.9 61.5 63.6 76.2 77.6
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,644: 9,487 7,475 213 350 644 0 725 0 50 1,325 125: 125 0
Old : 10,644: 9,487 7,475 213 350 644 0 725 0 50 1,325 125: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,000: -717 225 -93 -125 -50 0 -125 0 -50 -150 0: -90 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 70.2 2.0 3.3 6.1 0.0 6.8 0.0 0.5 12.4 1.2: 1.2 0.0
Old : 100.0: 89.1 70.2 2.0 3.3 6.1 0.0 6.8 0.0 0.5 12.4 1.2: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . . . 0 . 0 . . .:
Old : 25: 12 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 68.0 90.6 89.1 61.6 66.4 76.1 79.2
Old : 71.4 68.0 90.6 89.1 61.6 66.4 76.1 79.2
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,615: 7,968 11,855 3,778 715 35 0 40 0 960 360 610: 264 0
Old : 13,615: 7,968 11,855 3,778 715 35 0 40 0 960 360 610: 264 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -936: -329 -780 -259 -10 -6 0 -40 0 -115 120 -120: -107 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 87.1 27.7 5.3 0.3 0.0 0.3 0.0 7.1 2.6 4.5: 1.9 0.0
Old : 100.0: 58.5 87.1 27.7 5.3 0.3 0.0 0.3 0.0 7.1 2.6 4.5: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 57.1 74.4 80.7 89.4 52.5 64.9 71.9 73.9
Old : 57.1 74.4 80.7 89.4 52.5 64.9 71.9 73.9
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,188: 7,028 11,660 3,545 715 35 0 40 0 970 100 635: 975 3
Old : 13,188: 7,028 11,660 3,545 715 35 0 40 0 970 100 635: 975 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -926: -710 -775 -320 -10 0 0 -40 0 -185 50 -50: 339 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 88.4 26.9 5.4 0.3 0.0 0.3 0.0 7.4 0.8 4.8: 7.4 0.0
Old : 100.0: 53.3 88.4 26.9 5.4 0.3 0.0 0.3 0.0 7.4 0.8 4.8: 7.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . . . 0 . 0 . . .:
Old : 26: 11 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 73.6 81.5 89.0 52.5 63.0 67.8 72.5
Old : 58.3 73.6 81.5 89.0 52.5 63.0 67.8 72.5
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,788: 24,360 31,398 7,005 0 755 120 0 30 825 995 2,540: 153 70
Old : 35,788: 24,360 31,398 7,005 0 755 120 0 30 825 995 2,540: 153 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,223: -1,875 -1,166 170 0 -205 100 0 -100 275 -285 -275: -313 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 87.7 19.6 0.0 2.1 0.3 0.0 0.1 2.3 2.8 7.1: 0.4 0.2
Old : 100.0: 68.1 87.7 19.6 0.0 2.1 0.3 0.0 0.1 2.3 2.8 7.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 10 . 0 . . 0 . . . .:
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 : 67.1 74.5 80.9 94.4 58.9 66.2 70.0 76.6
Old : 67.1 74.5 80.9 94.4 58.9 66.2 70.0 76.6
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,739: 24,635 31,744 6,610 0 685 120 0 30 945 700 2,560: 154 20
Old : 35,739: 24,635 31,744 6,610 0 685 120 0 30 945 700 2,560: 154 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,223: -1,825 -1,226 175 0 -175 100 0 -100 395 -125 -395: -398 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 88.8 18.5 0.0 1.9 0.3 0.0 0.1 2.6 2.0 7.2: 0.4 0.1
Old : 100.0: 68.9 88.8 18.5 0.0 1.9 0.3 0.0 0.1 2.6 2.0 7.2: 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 : 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 : 65.5 76.5 78.4 95.2 56.9 65.6 67.9 77.9
Old : 65.5 76.5 78.4 95.2 56.9 65.6 67.9 77.9
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 102,067: 77,985 75,727 18,636 15,196 2,462 1,290 330 220 500 7,149 908: 66 75
Old : 102,067: 77,985 75,727 18,636 15,196 2,462 1,290 330 220 500 7,149 908: 66 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -6,780: -4,857 -4,410 101 -6 -302 360 -130 -70 -105 -700 -115: -1,792 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 74.2 18.3 14.9 2.4 1.3 0.3 0.2 0.5 7.0 0.9: 0.1 0.1
Old : 100.0: 76.4 74.2 18.3 14.9 2.4 1.3 0.3 0.2 0.5 7.0 0.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 26 4 4 4 . . . . 7 5:
Old : 57: 32 26 4 4 4 . . . . 7 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 : 37.5 50.2 62.3 72.9 32.3 47.8 56.8 66.8
Old : 37.5 50.2 62.3 72.9 32.3 47.8 56.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 118,050: 87,849 93,503 21,725 11,643 3,977 1,760 1,280 180 629 5,568 1,869: 61 30
Old : 118,050: 87,849 93,503 21,725 11,643 3,977 1,760 1,280 180 629 5,568 1,869: 61 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -6,129: -4,342 -4,299 -57 142 -264 256 -130 -125 4 -472 -220: -1,381 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 79.2 18.4 9.9 3.4 1.5 1.1 0.2 0.5 4.7 1.6: 0.1 0.0
Old : 100.0: 74.4 79.2 18.4 9.9 3.4 1.5 1.1 0.2 0.5 4.7 1.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 31 . 4 5 . . . . 7 7:
Old : 61: 34 31 . 4 5 . . . . 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 54.7 56.2 75.4 27.3 44.5 48.5 59.0
Old : 33.0 54.7 56.2 75.4 27.3 44.5 48.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 493,697: 269,786 315,283 46,146 3,595 101,269 12,300 18,836 26,349 15,874 6,112 21,660: 313 593
Old : 493,697: 269,786 315,283 46,146 3,595 101,269 12,300 18,836 26,349 15,874 6,112 21,660: 313 593
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 566: 2,528 3,471 -2,835 433 84 -549 -1,177 -317 3,878 517 -1,119: -1,103 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 63.9 9.3 0.7 20.5 2.5 3.8 5.3 3.2 1.2 4.4: 0.1 0.1
Old : 100.0: 54.6 63.9 9.3 0.7 20.5 2.5 3.8 5.3 3.2 1.2 4.4: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 93: 36 36 5 . 5 6 13 8 14 13 17:
Old : 93: 36 36 5 . 5 6 13 8 14 13 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 40.9 64.2 63.9 17.1 19.0 22.2 25.1
Old : 46.5 40.9 64.2 63.9 17.1 19.0 22.2 25.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,102: 7,041 14,453 2,562 130 844 1,180 600 0 4,265 0 75: 135 0
Old : 16,102: 7,041 14,453 2,562 130 844 1,180 600 0 4,265 0 75: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 440: 90 770 197 -643 393 -55 600 0 -70 0 0: -115 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 89.8 15.9 0.8 5.2 7.3 3.7 0.0 26.5 0.0 0.5: 0.8 0.0
Old : 100.0: 43.7 89.8 15.9 0.8 5.2 7.3 3.7 0.0 26.5 0.0 0.5: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 7 . . . . . 0 . 0 .:
Old : 26: 15 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 : 56.1 85.9 79.4 98.8 55.6 83.5 75.7 91.2
Old : 56.1 85.9 79.4 98.8 55.6 83.5 75.7 91.2
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,071: 6,263 13,897 3,307 95 464 230 600 0 4,320 0 15: 472 0
Old : 15,071: 6,263 13,897 3,307 95 464 230 600 0 4,320 0 15: 472 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 359: -273 700 875 -5 -260 -30 600 0 -35 0 0: 82 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 92.2 21.9 0.6 3.1 1.5 4.0 0.0 28.7 0.0 0.1: 3.1 0.0
Old : 100.0: 41.6 92.2 21.9 0.6 3.1 1.5 4.0 0.0 28.7 0.0 0.1: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 6 . . . . . 0 . 0 .:
Old : 23: 14 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 : 64.2 88.6 84.0 99.6 61.2 87.3 80.7 95.1
Old : 64.2 88.6 84.0 99.6 61.2 87.3 80.7 95.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,395: 2,225 5,845 400 0 0 450 0 0 3,300 550 0: 20 0
Old : 6,395: 2,225 5,845 400 0 0 450 0 0 3,300 550 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 675: 275 675 -200 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 91.4 6.3 0.0 0.0 7.0 0.0 0.0 51.6 8.6 0.0: 0.3 0.0
Old : 100.0: 34.8 91.4 6.3 0.0 0.0 7.0 0.0 0.0 51.6 8.6 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: 10 14 . 0 0 . 0 0 . . 0:
Old : 24: 10 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 : 66.5 62.5 81.7 83.6 66.5 59.3 77.8 74.2
Old : 66.5 62.5 81.7 83.6 66.5 59.3 77.8 74.2
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,761: 51,688 51,797 16,343 12,326 0 0 3,908 165 0 0 0: 7,565 7,565
Old : 75,761: 51,688 51,797 16,343 12,326 0 0 3,908 165 0 0 0: 7,565 7,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,160: -2,019 -1,125 479 -105 0 0 -310 0 0 0 0: -620 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 68.4 21.6 16.3 0.0 0.0 5.2 0.2 0.0 0.0 0.0: 10.0 10.0
Old : 100.0: 68.2 68.4 21.6 16.3 0.0 0.0 5.2 0.2 0.0 0.0 0.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 20 . . 0 0 . . 0 0 0:
Old : 28: 16 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 : 75.4 51.3 84.5 76.6 73.3 51.1 77.9 70.8
Old : 75.4 51.3 84.5 76.6 73.3 51.1 77.9 70.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,173: 43,790 40,789 13,409 12,290 0 0 4,120 235 0 0 0: 6,739 6,739
Old : 64,173: 43,790 40,789 13,409 12,290 0 0 4,120 235 0 0 0: 6,739 6,739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,378: -1,887 -553 309 -715 0 0 -310 -20 0 0 0: -780 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 63.6 20.9 19.2 0.0 0.0 6.4 0.4 0.0 0.0 0.0: 10.5 10.5
Old : 100.0: 68.2 63.6 20.9 19.2 0.0 0.0 6.4 0.4 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 : 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 : 76.8 58.8 84.6 76.7 74.7 58.6 78.6 73.8
Old : 76.8 58.8 84.6 76.7 74.7 58.6 78.6 73.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,610: 7,065 18,545 12,380 1,520 1,135 150 1,380 0 1,990 0 0: 2,890 3,030
Old : 25,610: 7,065 18,545 12,380 1,520 1,135 150 1,380 0 1,990 0 0: 2,890 3,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,405: -815 -1,255 -505 -75 465 0 -80 0 -95 0 0: -455 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 72.4 48.3 5.9 4.4 0.6 5.4 0.0 7.8 0.0 0.0: 11.3 11.8
Old : 100.0: 27.6 72.4 48.3 5.9 4.4 0.6 5.4 0.0 7.8 0.0 0.0: 11.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 12 . . . . . 0 . 0 0:
Old : 23: 8 12 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 48.5 85.4 75.7 63.9 48.0 73.3 69.8
Old : 74.4 48.5 85.4 75.7 63.9 48.0 73.3 69.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,350: 6,245 16,455 10,890 1,410 1,760 150 1,290 25 2,010 0 0: 2,270 2,410
Old : 23,350: 6,245 16,455 10,890 1,410 1,760 150 1,290 25 2,010 0 0: 2,270 2,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 100: -605 -755 155 305 555 0 10 -25 5 0 0: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 70.5 46.6 6.0 7.5 0.6 5.5 0.1 8.6 0.0 0.0: 9.7 10.3
Old : 100.0: 26.7 70.5 46.6 6.0 7.5 0.6 5.5 0.1 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 12 . . . . . . . 0 0:
Old : 20: 7 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 : 75.0 50.9 88.1 74.9 62.5 45.2 68.7 65.0
Old : 75.0 50.9 88.1 74.9 62.5 45.2 68.7 65.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,861: 27,763 18,987 7,215 23,481 0 10,640 2,515 5,615 0 810 175: 4,453 4,278
Old : 55,861: 27,763 18,987 7,215 23,481 0 10,640 2,515 5,615 0 810 175: 4,453 4,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,791: 4,035 2,640 -1,165 -325 0 -35 340 -170 0 175 -175: 1,301 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 34.0 12.9 42.0 0.0 19.0 4.5 10.1 0.0 1.5 0.3: 8.0 7.7
Old : 100.0: 49.7 34.0 12.9 42.0 0.0 19.0 4.5 10.1 0.0 1.5 0.3: 8.0 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 : 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 : 59.4 63.5 78.0 81.1 40.2 51.7 52.8 56.7
Old : 59.4 63.5 78.0 81.1 40.2 51.7 52.8 56.7
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,509: 17,601 16,795 8,235 11,556 160 2,495 0 4,315 0 385 300: 3,403 2,998
Old : 36,509: 17,601 16,795 8,235 11,556 160 2,495 0 4,315 0 385 300: 3,403 2,998
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,964: 4,029 3,054 35 1,015 160 30 0 -90 0 0 0: 800 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 46.0 22.6 31.7 0.4 6.8 0.0 11.8 0.0 1.1 0.8: 9.3 8.2
Old : 100.0: 48.2 46.0 22.6 31.7 0.4 6.8 0.0 11.8 0.0 1.1 0.8: 9.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 18 . . . . 0 . 0 . .:
Old : 25: 17 18 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 67.4 82.9 82.5 55.9 52.1 59.3 60.3
Old : 67.7 67.4 82.9 82.5 55.9 52.1 59.3 60.3
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,375: 21,045 8,910 4,040 1,895 400 235 14,715 780 0 0 0: 875 675
Old : 27,375: 21,045 8,910 4,040 1,895 400 235 14,715 780 0 0 0: 875 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,545: -435 -1,460 20 -35 -20 -300 790 -740 0 0 0: -70 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 32.5 14.8 6.9 1.5 0.9 53.8 2.8 0.0 0.0 0.0: 3.2 2.5
Old : 100.0: 76.9 32.5 14.8 6.9 1.5 0.9 53.8 2.8 0.0 0.0 0.0: 3.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 63.9 79.5 84.6 90.2 52.1 64.8 64.3 67.2
Old : 63.9 79.5 84.6 90.2 52.1 64.8 64.3 67.2
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,531: 51,270 31,246 8,046 40,675 3,260 15,370 2,305 150 85 245 2,760: 19,590 19,890
Old : 100,531: 51,270 31,246 8,046 40,675 3,260 15,370 2,305 150 85 245 2,760: 19,590 19,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,893: 6,245 -3,477 -2,067 6,290 455 365 -45 20 -1,790 0 730: 935 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 31.1 8.0 40.5 3.2 15.3 2.3 0.1 0.1 0.2 2.7: 19.5 19.8
Old : 100.0: 51.0 31.1 8.0 40.5 3.2 15.3 2.3 0.1 0.1 0.2 2.7: 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 : 52.0 52.3 69.7 63.3 47.3 50.8 59.0 57.3
Old : 52.0 52.3 69.7 63.3 47.3 50.8 59.0 57.3
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 94,999: 46,964 29,689 8,240 35,880 3,090 16,205 2,420 65 0 3,065 1,330: 19,105 19,460
Old : 94,999: 46,964 29,689 8,240 35,880 3,090 16,205 2,420 65 0 3,065 1,330: 19,105 19,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,286: 3,040 -3,790 -2,420 2,800 290 0 -10 -30 0 1,640 -565: 971 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 31.3 8.7 37.8 3.3 17.1 2.5 0.1 0.0 3.2 1.4: 20.1 20.5
Old : 100.0: 49.4 31.3 8.7 37.8 3.3 17.1 2.5 0.1 0.0 3.2 1.4: 20.1 20.5
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: 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 : 53.3 48.4 69.3 61.8 48.5 47.3 58.9 56.7
Old : 53.3 48.4 69.3 61.8 48.5 47.3 58.9 56.7
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,758: 12,617 6,394 1,900 2,073 925 3,470 7,185 315 360 3,610 725: 4,446 3,531
Old : 24,758: 12,617 6,394 1,900 2,073 925 3,470 7,185 315 360 3,610 725: 4,446 3,531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,656: -1,887 -526 -540 -481 0 -100 -1,260 -125 -150 50 -50: 196 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 25.8 7.7 8.4 3.7 14.0 29.0 1.3 1.5 14.6 2.9: 18.0 14.3
Old : 100.0: 51.0 25.8 7.7 8.4 3.7 14.0 29.0 1.3 1.5 14.6 2.9: 18.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . . 4 . . . .:
Old : 26: 15 10 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 59.1 61.1 75.5 37.7 53.2 55.1 65.7
Old : 39.5 59.1 61.1 75.5 37.7 53.2 55.1 65.7
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,243: 12,362 6,619 1,895 2,733 638 3,470 9,735 315 225 0 1,985: 4,353 3,218
Old : 25,243: 12,362 6,619 1,895 2,733 638 3,470 9,735 315 225 0 1,985: 4,353 3,218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,731: -1,257 -426 -445 -506 39 -100 -1,410 -125 -525 0 0: -318 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 26.2 7.5 10.8 2.5 13.7 38.6 1.2 0.9 0.0 7.9: 17.2 12.7
Old : 100.0: 49.0 26.2 7.5 10.8 2.5 13.7 38.6 1.2 0.9 0.0 7.9: 17.2 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . . . . 4 . . 0 .:
Old : 25: 14 10 . . . . 4 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 60.2 63.4 77.3 38.0 55.2 54.8 63.7
Old : 39.7 60.2 63.4 77.3 38.0 55.2 54.8 63.7
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,069: 14,119 11,880 1,076 12,905 683 12,175 115 0 0 3,015 1,095: 2,921 2,376
Old : 32,069: 14,119 11,880 1,076 12,905 683 12,175 115 0 0 3,015 1,095: 2,921 2,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -514: -234 370 -1,051 -550 216 385 -40 0 0 -695 355: -185 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 37.0 3.4 40.2 2.1 38.0 0.4 0.0 0.0 9.4 3.4: 9.1 7.4
Old : 100.0: 44.0 37.0 3.4 40.2 2.1 38.0 0.4 0.0 0.0 9.4 3.4: 9.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.9 83.8 84.4 91.4 63.5 70.1 72.2 74.9
Old : 68.9 83.8 84.4 91.4 63.5 70.1 72.2 74.9
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,812: 12,053 9,555 1,087 12,255 406 12,175 100 0 0 3,775 645: 2,446 2,076
Old : 28,812: 12,053 9,555 1,087 12,255 406 12,175 100 0 0 3,775 645: 2,446 2,076
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,092: -487 -465 -1,038 -425 370 385 -25 0 0 -235 0: -322 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 33.2 3.8 42.5 1.4 42.3 0.3 0.0 0.0 13.1 2.2: 8.5 7.2
Old : 100.0: 41.8 33.2 3.8 42.5 1.4 42.3 0.3 0.0 0.0 13.1 2.2: 8.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 68.7 84.6 84.3 92.1 68.4 77.1 80.2 82.9
Old : 68.7 84.6 84.3 92.1 68.4 77.1 80.2 82.9
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,486: 17,231 43,880 8,049 5,590 200 14,685 0 0 9,620 0 0: 2,701 2,816
Old : 52,486: 17,231 43,880 8,049 5,590 200 14,685 0 0 9,620 0 0: 2,701 2,816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,742: -572 210 197 -2,915 -60 -2,685 0 0 80 0 0: -702 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 83.6 15.3 10.7 0.4 28.0 0.0 0.0 18.3 0.0 0.0: 5.1 5.4
Old : 100.0: 32.8 83.6 15.3 10.7 0.4 28.0 0.0 0.0 18.3 0.0 0.0: 5.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . . . . 0 0 . 0 0:
Old : 24: 11 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 : 63.5 83.7 86.9 91.8 62.5 80.1 82.2 84.8
Old : 63.5 83.7 86.9 91.8 62.5 80.1 82.2 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,599: 17,274 43,940 8,965 6,345 340 14,860 0 0 9,340 0 0: 2,820 2,974
Old : 53,599: 17,274 43,940 8,965 6,345 340 14,860 0 0 9,340 0 0: 2,820 2,974
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,396: -636 1,974 2,375 -2,920 45 -2,685 0 0 90 0 0: -585 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 82.0 16.7 11.8 0.6 27.7 0.0 0.0 17.4 0.0 0.0: 5.3 5.5
Old : 100.0: 32.2 82.0 16.7 11.8 0.6 27.7 0.0 0.0 17.4 0.0 0.0: 5.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.0 86.5 88.1 91.8 64.5 83.7 85.7 87.9
Old : 65.0 86.5 88.1 91.8 64.5 83.7 85.7 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,405: 21,930 44,890 4,781 3,820 1,050 6,640 0 915 15,179 0 910: 3,000 2,820
Old : 54,405: 21,930 44,890 4,781 3,820 1,050 6,640 0 915 15,179 0 910: 3,000 2,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,210: -1,535 -3,585 2,345 305 -1,030 -1,040 0 0 -3,050 0 380: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 82.5 8.8 7.0 1.9 12.2 0.0 1.7 27.9 0.0 1.7: 5.5 5.2
Old : 100.0: 40.3 82.5 8.8 7.0 1.9 12.2 0.0 1.7 27.9 0.0 1.7: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.0 76.6 77.5 89.8 46.6 75.1 73.0 86.1
Old : 51.0 76.6 77.5 89.8 46.6 75.1 73.0 86.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,270: 21,965 43,550 3,781 3,820 1,570 6,440 0 1,065 15,004 0 830: 2,615 2,435
Old : 53,270: 21,965 43,550 3,781 3,820 1,570 6,440 0 1,065 15,004 0 830: 2,615 2,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,255: -1,565 -3,420 2,365 305 -1,275 -990 0 0 -2,925 0 350: -215 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 81.8 7.1 7.2 2.9 12.1 0.0 2.0 28.2 0.0 1.6: 4.9 4.6
Old : 100.0: 41.2 81.8 7.1 7.2 2.9 12.1 0.0 2.0 28.2 0.0 1.6: 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 : 50.7 75.7 78.2 89.2 46.0 74.1 72.5 85.4
Old : 50.7 75.7 78.2 89.2 46.0 74.1 72.5 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,805: 12,390 9,155 3,670 0 1,395 135 5,065 660 0 2,135 420: 2,135 1,975
Old : 20,805: 12,390 9,155 3,670 0 1,395 135 5,065 660 0 2,135 420: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,545: -815 -485 110 0 -630 -50 -410 0 0 130 -195: 35 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 44.0 17.6 0.0 6.7 0.6 24.3 3.2 0.0 10.3 2.0: 10.3 9.5
Old : 100.0: 59.6 44.0 17.6 0.0 6.7 0.6 24.3 3.2 0.0 10.3 2.0: 10.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 56.2 63.6 76.5 81.8 51.5 60.4 68.9 74.1
Old : 56.2 63.6 76.5 81.8 51.5 60.4 68.9 74.1
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,610: 11,255 9,070 3,445 0 1,465 85 5,065 660 0 1,105 650: 2,050 1,595
Old : 19,610: 11,255 9,070 3,445 0 1,465 85 5,065 660 0 1,105 650: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,545: 120 -485 145 0 -580 -50 -410 0 0 195 -260: -920 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 46.3 17.6 0.0 7.5 0.4 25.8 3.4 0.0 5.6 3.3: 10.5 8.1
Old : 100.0: 57.4 46.3 17.6 0.0 7.5 0.4 25.8 3.4 0.0 5.6 3.3: 10.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 . 0 . . . . 0 . .:
Old : 22: 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 : 58.9 64.2 77.4 82.4 52.5 60.7 69.2 73.0
Old : 58.9 64.2 77.4 82.4 52.5 60.7 69.2 73.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,455: 38,845 41,305 835 0 3,605 1,475 18,670 625 20,060 1,300 535: 5,475 5,415
Old : 71,455: 38,845 41,305 835 0 3,605 1,475 18,670 625 20,060 1,300 535: 5,475 5,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,030: -840 -850 365 -140 -260 -50 -1,550 -25 -1,950 50 35: -305 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 57.8 1.2 0.0 5.0 2.1 26.1 0.9 28.1 1.8 0.7: 7.7 7.6
Old : 100.0: 54.4 57.8 1.2 0.0 5.0 2.1 26.1 0.9 28.1 1.8 0.7: 7.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . 0 . . . . . . .:
Old : 28: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 66.3 76.6 81.2 60.9 65.0 75.0 78.8
Old : 61.4 66.3 76.6 81.2 60.9 65.0 75.0 78.8
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,820: 37,670 38,885 2,145 0 2,755 1,510 18,670 600 17,470 1,300 520: 5,150 5,090
Old : 67,820: 37,670 38,885 2,145 0 2,755 1,510 18,670 600 17,470 1,300 520: 5,150 5,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,130: -970 -1,035 185 -140 -150 -90 -1,550 0 -1,785 50 50: -370 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 57.3 3.2 0.0 4.1 2.2 27.5 0.9 25.8 1.9 0.8: 7.6 7.5
Old : 100.0: 55.5 57.3 3.2 0.0 4.1 2.2 27.5 0.9 25.8 1.9 0.8: 7.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . 0 . . . . . . .:
Old : 28: 15 15 . 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 : 61.1 67.0 76.3 82.0 60.7 65.4 73.9 79.5
Old : 61.1 67.0 76.3 82.0 60.7 65.4 73.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,251: 38,557 23,374 0 17,018 562 13,460 0 3,065 75 12,040 1,130: 3,402 3,062
Old : 60,251: 38,557 23,374 0 17,018 562 13,460 0 3,065 75 12,040 1,130: 3,402 3,062
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -511: -676 265 0 84 -673 1,005 -195 -535 25 180 0: 343 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 38.8 0.0 28.2 0.9 22.3 0.0 5.1 0.1 20.0 1.9: 5.6 5.1
Old : 100.0: 64.0 38.8 0.0 28.2 0.9 22.3 0.0 5.1 0.1 20.0 1.9: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 12 0 . . . 0 . . . .:
Old : 32: 20 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 : 56.6 71.0 76.6 89.1 51.8 68.3 71.1 81.4
Old : 56.6 71.0 76.6 89.1 51.8 68.3 71.1 81.4
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,236: 34,596 19,624 0 13,767 1,166 5,840 0 3,135 75 7,460 1,405: 2,019 1,679
Old : 48,236: 34,596 19,624 0 13,767 1,166 5,840 0 3,135 75 7,460 1,405: 2,019 1,679
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,008: -1,993 -400 0 -83 -534 885 -190 -540 25 -430 0: 149 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 40.7 0.0 28.5 2.4 12.1 0.0 6.5 0.2 15.5 2.9: 4.2 3.5
Old : 100.0: 71.7 40.7 0.0 28.5 2.4 12.1 0.0 6.5 0.2 15.5 2.9: 4.2 3.5
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: 19 12 0 . . . 0 . . . .:
Old : 32: 19 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 63.5 77.4 90.3 51.4 55.5 67.6 76.0
Old : 57.9 63.5 77.4 90.3 51.4 55.5 67.6 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 169,889: 94,249 88,571 20,464 705 4,926 0 13,418 9,577 1,300 13,379 2,355: 37,018 36,958
Old : 169,889: 94,249 88,571 20,464 705 4,926 0 13,418 9,577 1,300 13,379 2,355: 37,018 36,958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,778: -3,095 -888 -1,241 310 -266 -1,064 158 37 50 -4,870 1,120: -319 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 52.1 12.0 0.4 2.9 0.0 7.9 5.6 0.8 7.9 1.4: 21.8 21.8
Old : 100.0: 55.5 52.1 12.0 0.4 2.9 0.0 7.9 5.6 0.8 7.9 1.4: 21.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 29 . . . 0 4 . . . .:
Old : 41: 25 29 . . . 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 : 52.0 29.7 66.0 46.8 46.2 26.2 53.1 39.0
Old : 52.0 29.7 66.0 46.8 46.2 26.2 53.1 39.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,058: 81,246 75,306 15,647 0 5,239 2,112 5,690 8,621 1,300 19,369 1,750: 29,143 29,083
Old : 145,058: 81,246 75,306 15,647 0 5,239 2,112 5,690 8,621 1,300 19,369 1,750: 29,143 29,083
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -9,333: -4,683 -4,636 -3,731 0 369 -1,217 -145 55 50 -4,740 940: -1,116 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 51.9 10.8 0.0 3.6 1.5 3.9 5.9 0.9 13.4 1.2: 20.1 20.0
Old : 100.0: 56.0 51.9 10.8 0.0 3.6 1.5 3.9 5.9 0.9 13.4 1.2: 20.1 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 27 . 0 . . . . . . .:
Old : 40: 22 27 . 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 34.1 66.0 50.2 42.4 31.3 51.5 43.8
Old : 49.5 34.1 66.0 50.2 42.4 31.3 51.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,190: 34,270 28,755 18,411 9,241 4,914 0 8,925 1,815 0 5,760 0: 5,780 5,780
Old : 65,190: 34,270 28,755 18,411 9,241 4,914 0 8,925 1,815 0 5,760 0: 5,780 5,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,245: 3,225 575 -944 2,566 1,559 0 490 -515 0 -1,350 0: 920 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 44.1 28.2 14.2 7.5 0.0 13.7 2.8 0.0 8.8 0.0: 8.9 8.9
Old : 100.0: 52.6 44.1 28.2 14.2 7.5 0.0 13.7 2.8 0.0 8.8 0.0: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . . . 0 . . 0 . 0:
Old : 27: 15 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 48.7 77.8 70.8 52.6 45.2 64.3 59.5
Old : 61.2 48.7 77.8 70.8 52.6 45.2 64.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,550: 31,740 20,595 8,651 5,541 8,324 0 9,265 1,725 0 5,035 0: 6,110 6,065
Old : 56,550: 31,740 20,595 8,651 5,541 8,324 0 9,265 1,725 0 5,035 0: 6,110 6,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,901: 7,305 -2,265 -7,454 2,746 4,560 0 655 -765 0 -1,325 0: 1,255 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 36.4 15.3 9.8 14.7 0.0 16.4 3.1 0.0 8.9 0.0: 10.8 10.7
Old : 100.0: 56.1 36.4 15.3 9.8 14.7 0.0 16.4 3.1 0.0 8.9 0.0: 10.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 17 . . . 0 . . 0 . 0:
Old : 25: 15 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 : 53.5 52.2 73.6 74.3 40.5 44.4 52.4 51.9
Old : 53.5 52.2 73.6 74.3 40.5 44.4 52.4 51.9
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,075: 15,395 28,405 1,165 8,795 2,695 20,315 0 140 30 0 1,350: 2,985 2,690
Old : 44,075: 15,395 28,405 1,165 8,795 2,695 20,315 0 140 30 0 1,350: 2,985 2,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 965: -395 7,990 1,165 -7,630 1,035 20 -85 -130 -460 0 460: -730 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 64.4 2.6 20.0 6.1 46.1 0.0 0.3 0.1 0.0 3.1: 6.8 6.1
Old : 100.0: 34.9 64.4 2.6 20.0 6.1 46.1 0.0 0.3 0.1 0.0 3.1: 6.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 15 . . . . 0 . . 0 .:
Old : 25: 14 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 : 62.8 69.9 77.6 83.1 59.3 63.3 68.0 70.0
Old : 62.8 69.9 77.6 83.1 59.3 63.3 68.0 70.0
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,440: 10,290 38,615 0 4,495 3,220 32,700 15 415 30 0 1,350: 1,435 1,330
Old : 49,440: 10,290 38,615 0 4,495 3,220 32,700 15 415 30 0 1,350: 1,435 1,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 130: -1,505 8,470 0 -10,035 1,540 450 15 -280 -460 0 460: -75 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 78.1 0.0 9.1 6.5 66.1 0.0 0.8 0.1 0.0 2.7: 2.9 2.7
Old : 100.0: 20.8 78.1 0.0 9.1 6.5 66.1 0.0 0.8 0.1 0.0 2.7: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 13 0 . . . . . . 0 .:
Old : 21: 11 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 : 82.4 73.5 92.1 90.6 77.9 67.9 80.8 79.3
Old : 82.4 73.5 92.1 90.6 77.9 67.9 80.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 166,320: 81,301 75,560 1,420 14,182 28,038 5,155 3,250 5,995 5,675 0 0: 38,736 39,295
Old : 166,320: 81,301 75,560 1,420 14,182 28,038 5,155 3,250 5,995 5,675 0 0: 38,736 39,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 32,847: -434 -2,057 210 1,067 17,003 350 -2,020 1,330 -2,035 0 0: 16,424 17,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 45.4 0.9 8.5 16.9 3.1 2.0 3.6 3.4 0.0 0.0: 23.3 23.6
Old : 100.0: 48.9 45.4 0.9 8.5 16.9 3.1 2.0 3.6 3.4 0.0 0.0: 23.3 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 25 . . . . . . . 0 .:
Old : 37: 27 25 . . . . . . . 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 : 34.7 44.0 48.9 58.6 20.4 26.3 27.7 31.2
Old : 34.7 44.0 48.9 58.6 20.4 26.3 27.7 31.2
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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,340: 66,470 60,619 4,970 16,861 9,775 3,225 2,135 7,305 4,890 0 0: 18,705 18,645
Old : 115,340: 66,470 60,619 4,970 16,861 9,775 3,225 2,135 7,305 4,890 0 0: 18,705 18,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 6,666: 2,975 7,525 3,490 -1,155 421 2,085 115 -755 -2,005 0 0: 455 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 52.6 4.3 14.6 8.5 2.8 1.9 6.3 4.2 0.0 0.0: 16.2 16.2
Old : 100.0: 57.6 52.6 4.3 14.6 8.5 2.8 1.9 6.3 4.2 0.0 0.0: 16.2 16.2
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 : 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 : 42.9 45.4 63.2 65.2 31.9 37.0 45.1 47.9
Old : 42.9 45.4 63.2 65.2 31.9 37.0 45.1 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,360: 20,525 15,055 0 10,715 2,195 4,380 300 95 1,125 0 575: 1,465 1,425
Old : 30,360: 20,525 15,055 0 10,715 2,195 4,380 300 95 1,125 0 575: 1,465 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -730: -855 -130 0 -785 275 0 0 -95 -50 0 0: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 49.6 0.0 35.3 7.2 14.4 1.0 0.3 3.7 0.0 1.9: 4.8 4.7
Old : 100.0: 67.6 49.6 0.0 35.3 7.2 14.4 1.0 0.3 3.7 0.0 1.9: 4.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 0 . . . . . . 0 .:
Old : 21: 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 : 61.8 79.7 81.5 90.6 61.5 72.5 75.4 78.5
Old : 61.8 79.7 81.5 90.6 61.5 72.5 75.4 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 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,795: 20,985 14,160 0 11,405 2,105 3,665 300 135 725 0 500: 1,680 1,190
Old : 29,795: 20,985 14,160 0 11,405 2,105 3,665 300 135 725 0 500: 1,680 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -675: -850 -25 0 -775 230 40 -25 -135 -50 0 0: 90 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 47.5 0.0 38.3 7.1 12.3 1.0 0.5 2.4 0.0 1.7: 5.6 4.0
Old : 100.0: 70.4 47.5 0.0 38.3 7.1 12.3 1.0 0.5 2.4 0.0 1.7: 5.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 0 . . . . . . 0 .:
Old : 20: 11 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 80.7 82.0 91.2 65.3 73.7 76.4 79.4
Old : 65.7 80.7 82.0 91.2 65.3 73.7 76.4 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020