COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,871: 14,332 11,910 1,372 415 865 657 1,475 180 397 2,878 2,066: 1,002 1,082
Old : 20,871: 14,332 11,910 1,372 415 865 657 1,475 180 397 2,878 2,066: 1,002 1,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 411: 486 339 -45 -155 92 0 -15 0 -15 265 -155: 48 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 57.1 6.6 2.0 4.1 3.1 7.1 0.9 1.9 13.8 9.9: 4.8 5.2
Old : 100.0: 68.7 57.1 6.6 2.0 4.1 3.1 7.1 0.9 1.9 13.8 9.9: 4.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 . . 5 . . . . 4 6:
Old : 29: 13 13 . . 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 : 46.9 45.4 70.0 71.0 27.2 31.5 38.6 37.5
Old : 46.9 45.4 70.0 71.0 27.2 31.5 38.6 37.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,850: 13,502 12,667 663 2,948 3,597 2,128 447 1,533 1,135 1,612 1,807: 484 238
Old : 24,850: 13,502 12,667 663 2,948 3,597 2,128 447 1,533 1,135 1,612 1,807: 484 238
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 401: 430 262 0 220 -98 1 47 -11 92 -4 -14: 2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 51.0 2.7 11.9 14.5 8.6 1.8 6.2 4.6 6.5 7.3: 1.9 1.0
Old : 100.0: 54.3 51.0 2.7 11.9 14.5 8.6 1.8 6.2 4.6 6.5 7.3: 1.9 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 : 45: 22 20 . . . 4 . 4 7 5 11:
Old : 45: 22 20 . . . 4 . 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 : 37.0 47.0 59.6 63.8 21.3 27.4 31.0 33.0
Old : 37.0 47.0 59.6 63.8 21.3 27.4 31.0 33.0
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 43,142: 29,974 35,279 6,071 0 2,056 0 1,786 46 3,580 2,680 1,295: 120 0
Old : 43,142: 29,974 35,279 6,071 0 2,056 0 1,786 46 3,580 2,680 1,295: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 798: 880 49 -170 0 127 0 -124 46 -195 580 120: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 81.8 14.1 0.0 4.8 0.0 4.1 0.1 8.3 6.2 3.0: 0.3 0.0
Old : 100.0: 69.5 81.8 14.1 0.0 4.8 0.0 4.1 0.1 8.3 6.2 3.0: 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 : 39: 23 21 . 0 . 0 4 . . 7 4:
Old : 39: 23 21 . 0 . 0 4 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 50.2 79.5 76.5 45.5 43.7 63.5 62.3
Old : 50.1 50.2 79.5 76.5 45.5 43.7 63.5 62.3
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,535: 24,526 27,068 669 866 1,647 0 351 453 3,550 700 400: 290 50
Old : 31,535: 24,526 27,068 669 866 1,647 0 351 453 3,550 700 400: 290 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -440: -520 -220 175 80 -195 0 -255 0 75 125 -25: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 85.8 2.1 2.7 5.2 0.0 1.1 1.4 11.3 2.2 1.3: 0.9 0.2
Old : 100.0: 77.8 85.8 2.1 2.7 5.2 0.0 1.1 1.4 11.3 2.2 1.3: 0.9 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 : 32: 19 17 . . . 0 . . . . .:
Old : 32: 19 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 : 51.7 62.1 77.8 86.0 50.6 56.9 70.8 74.7
Old : 51.7 62.1 77.8 86.0 50.6 56.9 70.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,635: 117,184 93,679 2,357 21,164 5,974 2,480 4,994 6,738 1,579 4,066 3,872: 451 148
Old : 140,635: 117,184 93,679 2,357 21,164 5,974 2,480 4,994 6,738 1,579 4,066 3,872: 451 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,185: 970 877 -6 -28 -164 400 25 -50 -145 345 170: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 66.6 1.7 15.0 4.2 1.8 3.6 4.8 1.1 2.9 2.8: 0.3 0.1
Old : 100.0: 83.3 66.6 1.7 15.0 4.2 1.8 3.6 4.8 1.1 2.9 2.8: 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 : 54.2 40.6 71.4 61.0 40.8 31.7 47.2 40.3
Old : 54.2 40.6 71.4 61.0 40.8 31.7 47.2 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 73,348: 59,509 55,278 5,335 9,530 3,040 325 1,528 2,130 2,213 1,025 562: 234 254
Old : 73,348: 59,509 55,278 5,335 9,530 3,040 325 1,528 2,130 2,213 1,025 562: 234 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,941: 1,308 1,505 0 -206 52 0 233 73 188 -37 87: 234 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 75.4 7.3 13.0 4.1 0.4 2.1 2.9 3.0 1.4 0.8: 0.3 0.3
Old : 100.0: 81.1 75.4 7.3 13.0 4.1 0.4 2.1 2.9 3.0 1.4 0.8: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 22 . . . . 4 . 4 . .:
Old : 40: 21 22 . . . . 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 : 58.7 71.8 79.0 86.8 58.4 62.5 68.9 69.6
Old : 58.7 71.8 79.0 86.8 58.4 62.5 68.9 69.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,944: 30,098 22,435 1,576 8,790 420 0 600 0 226 75 624: 0 0
Old : 32,944: 30,098 22,435 1,576 8,790 420 0 600 0 226 75 624: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 690: 765 490 -75 -150 0 0 150 0 -150 50 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 68.1 4.8 26.7 1.3 0.0 1.8 0.0 0.7 0.2 1.9: 0.0 0.0
Old : 100.0: 91.4 68.1 4.8 26.7 1.3 0.0 1.8 0.0 0.7 0.2 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 14 . . . 0 . 0 . . .:
Old : 27: 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 : 81.9 82.7 93.3 90.2 70.6 71.4 77.2 78.1
Old : 81.9 82.7 93.3 90.2 70.6 71.4 77.2 78.1
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 61,800: 34,107 25,469 696 24,624 5,222 15,737 85 218 1,078 1,447 4,705: 37 30
Old : 61,800: 34,107 25,469 696 24,624 5,222 15,737 85 218 1,078 1,447 4,705: 37 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -243: -303 -363 -5 -15 15 35 85 15 0 25 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 41.2 1.1 39.8 8.4 25.5 0.1 0.4 1.7 2.3 7.6: 0.1 0.0
Old : 100.0: 55.2 41.2 1.1 39.8 8.4 25.5 0.1 0.4 1.7 2.3 7.6: 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 : 36: 19 20 . . 5 4 . . . . .:
Old : 36: 19 20 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 62.8 74.6 80.3 48.1 51.6 59.6 63.1
Old : 49.5 62.8 74.6 80.3 48.1 51.6 59.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,615: 46,712 28,325 0 41,401 5,700 24,768 1,210 335 1,377 2,043 3,515: 208 86
Old : 82,615: 46,712 28,325 0 41,401 5,700 24,768 1,210 335 1,377 2,043 3,515: 208 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 245: 23 25 0 85 15 40 -50 100 2 0 0: 65 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 34.3 0.0 50.1 6.9 30.0 1.5 0.4 1.7 2.5 4.3: 0.3 0.1
Old : 100.0: 56.5 34.3 0.0 50.1 6.9 30.0 1.5 0.4 1.7 2.5 4.3: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 66.3 71.0 81.7 51.8 59.4 62.4 66.8
Old : 53.0 66.3 71.0 81.7 51.8 59.4 62.4 66.8
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,418: 55,201 50,766 11,359 17,787 2,095 700 0 0 2,115 1,281 1,179: 769 310
Old : 73,418: 55,201 50,766 11,359 17,787 2,095 700 0 0 2,115 1,281 1,179: 769 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,127: 2,230 485 600 2,910 -228 0 0 0 500 0 -10: 35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 69.1 15.5 24.2 2.9 1.0 0.0 0.0 2.9 1.7 1.6: 1.0 0.4
Old : 100.0: 75.2 69.1 15.5 24.2 2.9 1.0 0.0 0.0 2.9 1.7 1.6: 1.0 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 : 37: 23 20 . . . . 0 0 . . .:
Old : 37: 23 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 70.9 70.6 85.4 44.7 70.9 68.8 82.9
Old : 46.4 70.9 70.6 85.4 44.7 70.9 68.8 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 92,704: 65,836 55,480 20,638 32,895 799 700 0 0 2,058 1,461 1,836: 837 233
Old : 92,704: 65,836 55,480 20,638 32,895 799 700 0 0 2,058 1,461 1,836: 837 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,646: 2,746 981 785 3,110 -420 0 0 0 500 0 0: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 59.8 22.3 35.5 0.9 0.8 0.0 0.0 2.2 1.6 2.0: 0.9 0.3
Old : 100.0: 71.0 59.8 22.3 35.5 0.9 0.8 0.0 0.0 2.2 1.6 2.0: 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: 23 22 5 . 4 . 0 0 . . .:
Old : 41: 23 22 5 . 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 : 44.8 70.5 67.5 86.4 44.4 70.4 66.7 83.4
Old : 44.8 70.5 67.5 86.4 44.4 70.4 66.7 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,853: 28,443 40,043 11,377 0 3,064 0 0 0 325 95 230: 414 421
Old : 43,853: 28,443 40,043 11,377 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 11, 2020 :
: 209: 64 209 145 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 91.3 25.9 0.0 7.0 0.0 0.0 0.0 0.7 0.2 0.5: 0.9 1.0
Old : 100.0: 64.9 91.3 25.9 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 : 72.1 83.8 88.5 94.3 62.4 78.3 73.0 80.0
Old : 72.1 83.8 88.5 94.3 62.4 78.3 73.0 80.0
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,995: 25,121 19,799 0 5,333 1,936 0 600 0 360 290 35: 543 2
Old : 27,995: 25,121 19,799 0 5,333 1,936 0 600 0 360 290 35: 543 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 215: 210 -5 0 165 5 0 0 0 0 65 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 70.7 0.0 19.0 6.9 0.0 2.1 0.0 1.3 1.0 0.1: 1.9 0.0
Old : 100.0: 89.7 70.7 0.0 19.0 6.9 0.0 2.1 0.0 1.3 1.0 0.1: 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 : 25: 17 15 0 . . 0 . 0 . . .:
Old : 25: 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 : 53.7 70.5 73.1 86.0 40.2 55.1 53.9 60.6
Old : 53.7 70.5 73.1 86.0 40.2 55.1 53.9 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,615: 55,815 66,679 320 9,849 9,307 10,294 972 1,671 11,578 859 2,173: 457 105
Old : 91,615: 55,815 66,679 320 9,849 9,307 10,294 972 1,671 11,578 859 2,173: 457 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,255: 3,617 1,175 0 96 0 -65 -143 112 -2,384 100 -66: 41 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 72.8 0.3 10.7 10.2 11.2 1.1 1.8 12.6 0.9 2.4: 0.5 0.1
Old : 100.0: 60.9 72.8 0.3 10.7 10.2 11.2 1.1 1.8 12.6 0.9 2.4: 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: 29 31 . . . 7 . 5 11 . 7:
Old : 61: 29 31 . . . 7 . 5 11 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 41.8 52.0 63.5 14.8 17.6 22.6 27.8
Old : 31.3 41.8 52.0 63.5 14.8 17.6 22.6 27.8
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,973: 27,546 30,206 0 5,769 1,896 200 200 0 8,766 300 275: 290 327
Old : 38,973: 27,546 30,206 0 5,769 1,896 200 200 0 8,766 300 275: 290 327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 200: 3,200 0 0 0 0 -200 200 0 -2,800 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 77.5 0.0 14.8 4.9 0.5 0.5 0.0 22.5 0.8 0.7: 0.7 0.8
Old : 100.0: 70.7 77.5 0.0 14.8 4.9 0.5 0.5 0.0 22.5 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: 17 18 0 . . . . 0 5 . .:
Old : 33: 17 18 0 . . . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 47.3 75.3 75.1 42.9 38.9 60.5 58.7
Old : 49.7 47.3 75.3 75.1 42.9 38.9 60.5 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,478: 35,158 45,264 10,044 0 3,499 0 0 0 375 123 277: 125 315
Old : 49,478: 35,158 45,264 10,044 0 3,499 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 11, 2020 :
: 1,115: 1,015 1,195 180 0 -80 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 91.5 20.3 0.0 7.1 0.0 0.0 0.0 0.8 0.2 0.6: 0.3 0.6
Old : 100.0: 71.1 91.5 20.3 0.0 7.1 0.0 0.0 0.0 0.8 0.2 0.6: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 19 . 0 . 0 0 0 . . .:
Old : 32: 21 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 : 58.0 81.8 81.4 93.9 45.2 75.8 64.2 76.5
Old : 58.0 81.8 81.4 93.9 45.2 75.8 64.2 76.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,855: 32,161 26,326 0 5,122 5,264 0 1,700 0 100 285 0: 1,330 158
Old : 38,855: 32,161 26,326 0 5,122 5,264 0 1,700 0 100 285 0: 1,330 158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -854: -814 -1,012 0 138 -30 0 0 0 0 35 0: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 67.8 0.0 13.2 13.5 0.0 4.4 0.0 0.3 0.7 0.0: 3.4 0.4
Old : 100.0: 82.8 67.8 0.0 13.2 13.5 0.0 4.4 0.0 0.3 0.7 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 : 62.2 46.6 81.7 75.8 42.0 28.1 46.8 43.4
Old : 62.2 46.6 81.7 75.8 42.0 28.1 46.8 43.4
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,159: 52,826 61,125 6,534 80 3,859 0 0 0 2,312 750 0: 628 345
Old : 66,159: 52,826 61,125 6,534 80 3,859 0 0 0 2,312 750 0: 628 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,366: 481 2,031 621 -899 234 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 92.4 9.9 0.1 5.8 0.0 0.0 0.0 3.5 1.1 0.0: 0.9 0.5
Old : 100.0: 79.8 92.4 9.9 0.1 5.8 0.0 0.0 0.0 3.5 1.1 0.0: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 11 5 . 4 0 0 0 . . 0:
Old : 31: 18 11 5 . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 89.0 78.2 95.9 57.9 85.0 73.8 89.1
Old : 58.1 89.0 78.2 95.9 57.9 85.0 73.8 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,109: 59,153 62,369 3,734 3,074 3,776 0 0 0 3,006 650 60: 380 180
Old : 70,109: 59,153 62,369 3,734 3,074 3,776 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 11, 2020 :
: 906: 906 1,266 -300 -660 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 89.0 5.3 4.4 5.4 0.0 0.0 0.0 4.3 0.9 0.1: 0.5 0.3
Old : 100.0: 84.4 89.0 5.3 4.4 5.4 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 12 . . 4 0 0 0 4 . .:
Old : 33: 20 12 . . 4 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 81.6 74.3 94.6 55.5 79.2 69.9 87.6
Old : 56.2 81.6 74.3 94.6 55.5 79.2 69.9 87.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,745: 62,405 71,359 9,356 706 3,574 309 0 55 1,298 1,527 494: 254 30
Old : 77,745: 62,405 71,359 9,356 706 3,574 309 0 55 1,298 1,527 494: 254 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 715: 707 232 -125 -86 22 0 0 0 90 547 21: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 91.8 12.0 0.9 4.6 0.4 0.0 0.1 1.7 2.0 0.6: 0.3 0.0
Old : 100.0: 80.3 91.8 12.0 0.9 4.6 0.4 0.0 0.1 1.7 2.0 0.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 25 5 . 4 . 0 . . 4 4:
Old : 43: 21 25 5 . 4 . 0 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 52.6 74.3 78.4 55.5 50.1 70.9 70.2
Old : 56.5 52.6 74.3 78.4 55.5 50.1 70.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 98,683: 77,163 86,453 11,380 1,713 5,385 153 1,586 155 2,282 1,528 1,821: 343 42
Old : 98,683: 77,163 86,453 11,380 1,713 5,385 153 1,586 155 2,282 1,528 1,821: 343 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,004: 910 370 -93 -10 -15 -10 51 20 -133 269 311: 15 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 87.6 11.5 1.7 5.5 0.2 1.6 0.2 2.3 1.5 1.8: 0.3 0.0
Old : 100.0: 78.2 87.6 11.5 1.7 5.5 0.2 1.6 0.2 2.3 1.5 1.8: 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 : 56: 24 28 5 . . . 7 4 4 5 4:
Old : 56: 24 28 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 : 49.0 48.0 66.5 71.0 48.0 45.0 60.8 59.4
Old : 49.0 48.0 66.5 71.0 48.0 45.0 60.8 59.4
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,518: 36,310 47,137 17,378 1,589 60 0 3,207 50 400 2,175 225: 95 75
Old : 54,518: 36,310 47,137 17,378 1,589 60 0 3,207 50 400 2,175 225: 95 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 200: 125 225 0 -100 0 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 86.5 31.9 2.9 0.1 0.0 5.9 0.1 0.7 4.0 0.4: 0.2 0.1
Old : 100.0: 66.6 86.5 31.9 2.9 0.1 0.0 5.9 0.1 0.7 4.0 0.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.6 88.4 93.7 95.9 75.5 86.5 91.4 93.4
Old : 75.6 88.4 93.7 95.9 75.5 86.5 91.4 93.4
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,450: 35,740 45,040 9,401 0 35 0 225 0 549 425 725: 0 0
Old : 46,450: 35,740 45,040 9,401 0 35 0 225 0 549 425 725: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 985: 995 1,045 0 0 -60 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 97.0 20.2 0.0 0.1 0.0 0.5 0.0 1.2 0.9 1.6: 0.0 0.0
Old : 100.0: 76.9 97.0 20.2 0.0 0.1 0.0 0.5 0.0 1.2 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 8 . 0 . 0 . 0 . . .:
Old : 21: 9 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 95.9 95.7 98.6 78.6 93.9 94.0 95.5
Old : 78.6 95.9 95.7 98.6 78.6 93.9 94.0 95.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,873: 43,852 57,225 14,489 370 1,658 700 80 0 602 1,805 528: 44 207
Old : 61,873: 43,852 57,225 14,489 370 1,658 700 80 0 602 1,805 528: 44 207
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -168: -191 -38 250 -30 -201 0 0 0 -29 100 1: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 92.5 23.4 0.6 2.7 1.1 0.1 0.0 1.0 2.9 0.9: 0.1 0.3
Old : 100.0: 70.9 92.5 23.4 0.6 2.7 1.1 0.1 0.0 1.0 2.9 0.9: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 4 . . . . 0 . . .:
Old : 32: 18 17 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 84.8 76.8 94.0 51.0 82.1 72.0 85.5
Old : 52.1 84.8 76.8 94.0 51.0 82.1 72.0 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,296: 50,685 62,631 13,297 636 35 797 695 3,190 1,050 1,684 1,185: 57 240
Old : 70,296: 50,685 62,631 13,297 636 35 797 695 3,190 1,050 1,684 1,185: 57 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 89: 92 162 188 20 -191 0 0 0 -2 100 0: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 89.1 18.9 0.9 0.0 1.1 1.0 4.5 1.5 2.4 1.7: 0.1 0.3
Old : 100.0: 72.1 89.1 18.9 0.9 0.0 1.1 1.0 4.5 1.5 2.4 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 16 . . . 6 . . . . .:
Old : 37: 21 16 . . . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 76.5 74.0 88.3 47.3 69.0 68.2 75.1
Old : 48.2 76.5 74.0 88.3 47.3 69.0 68.2 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,707: 14,705 24,867 9,992 0 50 0 390 0 785 200 0: 175 200
Old : 25,707: 14,705 24,867 9,992 0 50 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 11, 2020 :
: 185: 45 200 155 0 -15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 96.7 38.9 0.0 0.2 0.0 1.5 0.0 3.1 0.8 0.0: 0.7 0.8
Old : 100.0: 57.2 96.7 38.9 0.0 0.2 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 : 65.3 81.7 82.9 95.6 65.1 73.7 80.4 87.5
Old : 65.3 81.7 82.9 95.6 65.1 73.7 80.4 87.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,976: 28,481 26,415 2,967 3,592 1,030 30 684 330 40 834 1,081: 17 10
Old : 33,976: 28,481 26,415 2,967 3,592 1,030 30 684 330 40 834 1,081: 17 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,272: 1,311 1,105 -66 240 0 0 0 0 -67 -161 89: 5 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 77.7 8.7 10.6 3.0 0.1 2.0 1.0 0.1 2.5 3.2: 0.0 0.0
Old : 100.0: 83.8 77.7 8.7 10.6 3.0 0.1 2.0 1.0 0.1 2.5 3.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 16 . . . . . . . . .:
Old : 32: 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 : 70.0 59.3 83.3 77.7 62.4 56.6 73.6 70.9
Old : 70.0 59.3 83.3 77.7 62.4 56.6 73.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,365: 17,463 18,571 1,940 0 133 0 1,485 0 584 874 242: 1,003 60
Old : 21,365: 17,463 18,571 1,940 0 133 0 1,485 0 584 874 242: 1,003 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 752: 561 1,401 -20 0 0 0 0 0 50 -735 51: 110 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 86.9 9.1 0.0 0.6 0.0 7.0 0.0 2.7 4.1 1.1: 4.7 0.3
Old : 100.0: 81.7 86.9 9.1 0.0 0.6 0.0 7.0 0.0 2.7 4.1 1.1: 4.7 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 : 24: 12 13 . 0 . 0 . 0 . . .:
Old : 24: 12 13 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 72.8 90.9 89.5 74.7 69.4 86.2 85.2
Old : 74.9 72.8 90.9 89.5 74.7 69.4 86.2 85.2
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 57,428: 43,259 35,273 7,432 16,134 408 2,912 4,162 76 2,278 331 991: 72 53
Old : 57,428: 43,259 35,273 7,432 16,134 408 2,912 4,162 76 2,278 331 991: 72 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 941: -899 657 -100 570 -19 1,805 75 0 230 -300 -90: 14 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 61.4 12.9 28.1 0.7 5.1 7.2 0.1 4.0 0.6 1.7: 0.1 0.1
Old : 100.0: 75.3 61.4 12.9 28.1 0.7 5.1 7.2 0.1 4.0 0.6 1.7: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 23 5 . 4 4 . . 4 . .:
Old : 45: 21 23 5 . 4 4 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 66.0 70.5 83.5 41.6 56.9 55.2 66.1
Old : 56.6 66.0 70.5 83.5 41.6 56.9 55.2 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,328: 32,215 19,182 2,730 15,545 579 350 340 567 388 672 443: 56 0
Old : 37,328: 32,215 19,182 2,730 15,545 579 350 340 567 388 672 443: 56 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 95: -25 105 10 0 -10 0 0 0 28 -100 100: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 51.4 7.3 41.6 1.6 0.9 0.9 1.5 1.0 1.8 1.2: 0.2 0.0
Old : 100.0: 86.3 51.4 7.3 41.6 1.6 0.9 0.9 1.5 1.0 1.8 1.2: 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 : 67.7 70.2 81.3 84.2 59.3 65.9 67.7 72.6
Old : 67.7 70.2 81.3 84.2 59.3 65.9 67.7 72.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,640: 10,298 17,351 7,067 0 939 0 609 226 725 275 0: 385 240
Old : 19,640: 10,298 17,351 7,067 0 939 0 609 226 725 275 0: 385 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 365: 475 0 -525 0 140 0 0 0 0 0 0: 275 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 88.3 36.0 0.0 4.8 0.0 3.1 1.2 3.7 1.4 0.0: 2.0 1.2
Old : 100.0: 52.4 88.3 36.0 0.0 4.8 0.0 3.1 1.2 3.7 1.4 0.0: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.9 73.5 84.7 85.9 58.8 68.2 75.0 75.1
Old : 63.9 73.5 84.7 85.9 58.8 68.2 75.0 75.1
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,336: 9,248 17,226 7,840 0 1,610 0 300 0 500 200 0: 138 0
Old : 19,336: 9,248 17,226 7,840 0 1,610 0 300 0 500 200 0: 138 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 220: 200 25 -200 0 195 0 0 0 -25 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 89.1 40.5 0.0 8.3 0.0 1.6 0.0 2.6 1.0 0.0: 0.7 0.0
Old : 100.0: 47.8 89.1 40.5 0.0 8.3 0.0 1.6 0.0 2.6 1.0 0.0: 0.7 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 : 72.5 90.0 95.8 98.3 64.2 82.9 87.5 89.1
Old : 72.5 90.0 95.8 98.3 64.2 82.9 87.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,361: 9,184 7,125 161 650 701 0 735 0 125 1,125 25: 165 0
Old : 10,361: 9,184 7,125 161 650 701 0 735 0 125 1,125 25: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -100: 0 -450 0 300 0 0 0 0 75 225 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 68.8 1.6 6.3 6.8 0.0 7.1 0.0 1.2 10.9 0.2: 1.6 0.0
Old : 100.0: 88.6 68.8 1.6 6.3 6.8 0.0 7.1 0.0 1.2 10.9 0.2: 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 : 25: 11 10 . . . 0 . 0 . . .:
Old : 25: 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 : 73.4 63.2 91.8 87.5 62.0 62.4 77.0 79.1
Old : 73.4 63.2 91.8 87.5 62.0 62.4 77.0 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,594: 9,487 7,025 213 650 644 0 725 0 125 1,550 0: 125 0
Old : 10,594: 9,487 7,025 213 650 644 0 725 0 125 1,550 0: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -50: 0 -450 0 300 0 0 0 0 75 225 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 66.3 2.0 6.1 6.1 0.0 6.8 0.0 1.2 14.6 0.0: 1.2 0.0
Old : 100.0: 89.6 66.3 2.0 6.1 6.1 0.0 6.8 0.0 1.2 14.6 0.0: 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 : 26: 12 10 . . . 0 . 0 . . 0:
Old : 26: 12 10 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 65.1 91.0 87.9 61.9 65.1 76.5 80.2
Old : 71.7 65.1 91.0 87.9 61.9 65.1 76.5 80.2
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,265: 7,618 11,505 3,778 715 35 0 40 0 960 360 610: 264 0
Old : 13,265: 7,618 11,505 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 11, 2020 :
: -350: -350 -350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 86.7 28.5 5.4 0.3 0.0 0.3 0.0 7.2 2.7 4.6: 2.0 0.0
Old : 100.0: 57.4 86.7 28.5 5.4 0.3 0.0 0.3 0.0 7.2 2.7 4.6: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 12 . . . 0 . 0 . . .:
Old : 28: 12 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 73.7 80.3 89.1 51.4 63.9 71.3 73.2
Old : 56.1 73.7 80.3 89.1 51.4 63.9 71.3 73.2
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,013: 6,853 11,485 3,545 715 35 0 40 0 970 100 635: 975 3
Old : 13,013: 6,853 11,485 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 11, 2020 :
: -175: -175 -175 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 88.3 27.2 5.5 0.3 0.0 0.3 0.0 7.5 0.8 4.9: 7.5 0.0
Old : 100.0: 52.7 88.3 27.2 5.5 0.3 0.0 0.3 0.0 7.5 0.8 4.9: 7.5 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 : 26: 11 13 . . . 0 . 0 . . .:
Old : 26: 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 : 57.7 71.9 81.2 87.5 50.5 61.2 66.0 70.8
Old : 57.7 71.9 81.2 87.5 50.5 61.2 66.0 70.8
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,873: 24,360 31,423 7,090 0 755 120 0 30 825 1,055 2,540: 153 70
Old : 35,873: 24,360 31,423 7,090 0 755 120 0 30 825 1,055 2,540: 153 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 85: 0 25 85 0 0 0 0 0 0 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 87.6 19.8 0.0 2.1 0.3 0.0 0.1 2.3 2.9 7.1: 0.4 0.2
Old : 100.0: 67.9 87.6 19.8 0.0 2.1 0.3 0.0 0.1 2.3 2.9 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 74.4 80.9 94.4 59.0 66.2 70.0 76.5
Old : 67.1 74.4 80.9 94.4 59.0 66.2 70.0 76.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,824: 24,635 31,769 6,695 0 685 120 0 30 885 700 2,620: 154 20
Old : 35,824: 24,635 31,769 6,695 0 685 120 0 30 885 700 2,620: 154 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 85: 0 25 85 0 0 0 0 0 -60 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 88.7 18.7 0.0 1.9 0.3 0.0 0.1 2.5 2.0 7.3: 0.4 0.1
Old : 100.0: 68.8 88.7 18.7 0.0 1.9 0.3 0.0 0.1 2.5 2.0 7.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 76.3 78.4 95.3 57.0 65.5 67.9 77.7
Old : 65.5 76.3 78.4 95.3 57.0 65.5 67.9 77.7
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,320: 80,357 78,340 18,736 15,206 2,327 1,265 330 220 500 6,964 858: 57 75
Old : 104,320: 80,357 78,340 18,736 15,206 2,327 1,265 330 220 500 6,964 858: 57 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,253: 2,372 2,613 100 10 -135 -25 0 0 0 -185 -50: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 75.1 18.0 14.6 2.2 1.2 0.3 0.2 0.5 6.7 0.8: 0.1 0.1
Old : 100.0: 77.0 75.1 18.0 14.6 2.2 1.2 0.3 0.2 0.5 6.7 0.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 32 26 4 4 4 . . . . 7 4:
Old : 56: 32 26 4 4 4 . . . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 50.6 63.1 72.6 33.7 48.3 57.7 65.7
Old : 38.7 50.6 63.1 72.6 33.7 48.3 57.7 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,033: 89,011 95,284 21,825 11,259 3,740 1,735 1,280 180 604 5,383 1,819: 119 88
Old : 119,033: 89,011 95,284 21,825 11,259 3,740 1,735 1,280 180 604 5,383 1,819: 119 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 983: 1,162 1,781 100 -384 -237 -25 0 0 -25 -185 -50: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 80.0 18.3 9.5 3.1 1.5 1.1 0.2 0.5 4.5 1.5: 0.1 0.1
Old : 100.0: 74.8 80.0 18.3 9.5 3.1 1.5 1.1 0.2 0.5 4.5 1.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 31 . 4 5 . . . . 7 6:
Old : 60: 34 31 . 4 5 . . . . 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 55.0 56.9 75.0 27.6 45.1 49.1 58.6
Old : 32.7 55.0 56.9 75.0 27.6 45.1 49.1 58.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 499,901: 273,304 322,662 50,112 3,874 97,963 12,723 21,640 25,030 18,285 5,940 21,994: 491 799
Old : 499,901: 273,304 322,662 50,112 3,874 97,963 12,723 21,640 25,030 18,285 5,940 21,994: 491 799
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 6,204: 3,518 7,379 3,966 279 -3,306 423 2,803 -1,319 2,410 -172 334: 178 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 64.5 10.0 0.8 19.6 2.5 4.3 5.0 3.7 1.2 4.4: 0.1 0.2
Old : 100.0: 54.7 64.5 10.0 0.8 19.6 2.5 4.3 5.0 3.7 1.2 4.4: 0.1 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 : 92: 36 37 5 . 5 6 12 9 14 12 18:
Old : 92: 36 37 5 . 5 6 12 9 14 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 39.8 63.5 62.2 17.6 18.9 22.3 25.7
Old : 46.2 39.8 63.5 62.2 17.6 18.9 22.3 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,692: 7,451 15,038 2,717 135 824 1,180 600 0 4,290 0 75: 155 20
Old : 16,692: 7,451 15,038 2,717 135 824 1,180 600 0 4,290 0 75: 155 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 590: 410 585 155 5 -20 0 0 0 25 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 90.1 16.3 0.8 4.9 7.1 3.6 0.0 25.7 0.0 0.4: 0.9 0.1
Old : 100.0: 44.6 90.1 16.3 0.8 4.9 7.1 3.6 0.0 25.7 0.0 0.4: 0.9 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 : 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 : 55.1 85.6 77.1 98.0 54.6 80.4 72.8 87.8
Old : 55.1 85.6 77.1 98.0 54.6 80.4 72.8 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,656: 6,293 14,452 3,812 100 469 230 600 0 4,345 0 15: 492 20
Old : 15,656: 6,293 14,452 3,812 100 469 230 600 0 4,345 0 15: 492 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 585: 30 555 505 5 5 0 0 0 25 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 92.3 24.3 0.6 3.0 1.5 3.8 0.0 27.8 0.0 0.1: 3.1 0.1
Old : 100.0: 40.2 92.3 24.3 0.6 3.0 1.5 3.8 0.0 27.8 0.0 0.1: 3.1 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 : 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 : 65.2 88.1 83.7 98.9 62.3 86.1 79.8 93.7
Old : 65.2 88.1 83.7 98.9 62.3 86.1 79.8 93.7
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,095: 3,445 7,545 600 0 0 450 0 0 3,600 550 0: 0 0
Old : 8,095: 3,445 7,545 600 0 0 450 0 0 3,600 550 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,700: 1,220 1,700 200 0 0 0 0 0 300 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 93.2 7.4 0.0 0.0 5.6 0.0 0.0 44.5 6.8 0.0: 0.0 0.0
Old : 100.0: 42.6 93.2 7.4 0.0 0.0 5.6 0.0 0.0 44.5 6.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 15 . 0 0 . 0 0 . . 0:
Old : 25: 11 15 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 67.9 82.1 84.6 66.1 65.4 79.7 75.9
Old : 66.1 67.9 82.1 84.6 66.1 65.4 79.7 75.9
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 76,071: 51,818 51,997 16,523 12,326 0 0 4,018 165 0 0 0: 7,565 7,565
Old : 76,071: 51,818 51,997 16,523 12,326 0 0 4,018 165 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 11, 2020 :
: 310: 130 200 180 0 0 0 110 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 68.4 21.7 16.2 0.0 0.0 5.3 0.2 0.0 0.0 0.0: 9.9 9.9
Old : 100.0: 68.1 68.4 21.7 16.2 0.0 0.0 5.3 0.2 0.0 0.0 0.0: 9.9 9.9
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 : 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 : 75.6 50.9 84.6 76.6 73.4 50.7 78.0 70.9
Old : 75.6 50.9 84.6 76.6 73.4 50.7 78.0 70.9
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,621: 44,058 41,087 13,589 12,290 0 0 4,270 235 0 0 0: 6,739 6,739
Old : 64,621: 44,058 41,087 13,589 12,290 0 0 4,270 235 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 11, 2020 :
: 448: 268 298 180 0 0 0 150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 63.6 21.0 19.0 0.0 0.0 6.6 0.4 0.0 0.0 0.0: 10.4 10.4
Old : 100.0: 68.2 63.6 21.0 19.0 0.0 0.0 6.6 0.4 0.0 0.0 0.0: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 77.0 58.9 84.7 76.9 74.7 58.7 78.5 73.7
Old : 77.0 58.9 84.7 76.9 74.7 58.7 78.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,660: 6,995 18,595 12,380 1,400 1,175 150 1,380 0 1,990 0 0: 2,970 3,110
Old : 25,660: 6,995 18,595 12,380 1,400 1,175 150 1,380 0 1,990 0 0: 2,970 3,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 50: -70 50 0 -120 40 0 0 0 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 72.5 48.2 5.5 4.6 0.6 5.4 0.0 7.8 0.0 0.0: 11.6 12.1
Old : 100.0: 27.3 72.5 48.2 5.5 4.6 0.6 5.4 0.0 7.8 0.0 0.0: 11.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 7 12 . . . . . 0 . 0 0:
Old : 23: 7 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 : 74.3 48.2 85.4 75.2 63.8 47.9 73.2 69.2
Old : 74.3 48.2 85.4 75.2 63.8 47.9 73.2 69.2
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,916: 28,368 19,742 7,490 23,481 0 10,340 2,340 6,090 0 810 175: 4,453 4,278
Old : 56,916: 28,368 19,742 7,490 23,481 0 10,340 2,340 6,090 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 11, 2020 :
: 1,055: 605 755 275 0 0 -300 -175 475 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 34.7 13.2 41.3 0.0 18.2 4.1 10.7 0.0 1.4 0.3: 7.8 7.5
Old : 100.0: 49.8 34.7 13.2 41.3 0.0 18.2 4.1 10.7 0.0 1.4 0.3: 7.8 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 : 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 : 59.1 63.4 77.7 81.7 39.4 51.5 52.6 56.4
Old : 59.1 63.4 77.7 81.7 39.4 51.5 52.6 56.4
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,984: 18,051 16,970 8,260 11,556 160 2,195 0 4,615 0 385 300: 3,403 2,998
Old : 36,984: 18,051 16,970 8,260 11,556 160 2,195 0 4,615 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 11, 2020 :
: 475: 450 175 25 0 0 -300 0 300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 45.9 22.3 31.2 0.4 5.9 0.0 12.5 0.0 1.0 0.8: 9.2 8.1
Old : 100.0: 48.8 45.9 22.3 31.2 0.4 5.9 0.0 12.5 0.0 1.0 0.8: 9.2 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 : 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 : 68.0 66.9 83.2 82.9 55.8 52.1 59.2 60.2
Old : 68.0 66.9 83.2 82.9 55.8 52.1 59.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,600: 21,090 8,410 3,740 2,575 400 235 14,610 780 0 0 0: 1,355 825
Old : 27,600: 21,090 8,410 3,740 2,575 400 235 14,610 780 0 0 0: 1,355 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 225: 45 -500 -300 680 0 0 -105 0 0 0 0: 480 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 30.5 13.6 9.3 1.4 0.9 52.9 2.8 0.0 0.0 0.0: 4.9 3.0
Old : 100.0: 76.4 30.5 13.6 9.3 1.4 0.9 52.9 2.8 0.0 0.0 0.0: 4.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . . . . 0 0 0:
Old : 20: 12 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 79.8 83.7 90.9 55.0 68.3 65.0 69.5
Old : 64.9 79.8 83.7 90.9 55.0 68.3 65.0 69.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,681: 51,320 31,146 8,146 40,825 3,260 15,370 2,305 150 0 260 2,845: 19,590 19,890
Old : 100,681: 51,320 31,146 8,146 40,825 3,260 15,370 2,305 150 0 260 2,845: 19,590 19,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 150: 50 -100 100 150 0 0 0 0 -85 15 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 30.9 8.1 40.5 3.2 15.3 2.3 0.1 0.0 0.3 2.8: 19.5 19.8
Old : 100.0: 51.0 30.9 8.1 40.5 3.2 15.3 2.3 0.1 0.0 0.3 2.8: 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 . . . . . . 0 . .:
Old : 32: 19 21 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 52.4 69.7 63.4 47.4 50.9 59.1 57.3
Old : 52.0 52.4 69.7 63.4 47.4 50.9 59.1 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,099: 46,964 29,669 8,340 35,880 3,090 16,205 2,420 65 0 3,185 1,330: 19,105 19,460
Old : 95,099: 46,964 29,669 8,340 35,880 3,090 16,205 2,420 65 0 3,185 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 11, 2020 :
: 100: 0 -20 100 0 0 0 0 0 0 120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 31.2 8.8 37.7 3.2 17.0 2.5 0.1 0.0 3.3 1.4: 20.1 20.5
Old : 100.0: 49.4 31.2 8.8 37.7 3.2 17.0 2.5 0.1 0.0 3.3 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 48.5 69.4 61.8 48.5 47.2 58.9 56.7
Old : 53.3 48.5 69.4 61.8 48.5 47.2 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,533: 12,692 6,169 1,600 2,073 925 3,470 7,185 315 360 3,610 725: 4,446 3,531
Old : 24,533: 12,692 6,169 1,600 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 11, 2020 :
: -225: 75 -225 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 25.1 6.5 8.4 3.8 14.1 29.3 1.3 1.5 14.7 3.0: 18.1 14.4
Old : 100.0: 51.7 25.1 6.5 8.4 3.8 14.1 29.3 1.3 1.5 14.7 3.0: 18.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 . . . . 4 . . . .:
Old : 27: 16 11 . . . . 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 : 39.0 59.6 60.8 74.4 37.4 53.7 54.8 64.5
Old : 39.0 59.6 60.8 74.4 37.4 53.7 54.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,093: 12,752 6,469 1,595 2,733 638 3,470 9,735 315 225 0 1,985: 4,113 3,218
Old : 25,093: 12,752 6,469 1,595 2,733 638 3,470 9,735 315 225 0 1,985: 4,113 3,218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -150: 390 -150 -300 0 0 0 0 0 0 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 25.8 6.4 10.9 2.5 13.8 38.8 1.3 0.9 0.0 7.9: 16.4 12.8
Old : 100.0: 50.8 25.8 6.4 10.9 2.5 13.8 38.8 1.3 0.9 0.0 7.9: 16.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 11 . . . . 4 . . 0 .:
Old : 27: 16 11 . . . . 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 : 39.1 60.6 63.0 76.0 37.4 55.3 54.4 62.3
Old : 39.1 60.6 63.0 76.0 37.4 55.3 54.4 62.3
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,914: 14,229 12,155 701 12,305 901 12,175 115 0 0 3,075 1,085: 2,823 2,278
Old : 31,914: 14,229 12,155 701 12,305 901 12,175 115 0 0 3,075 1,085: 2,823 2,278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -155: 110 275 -375 -600 218 0 0 0 0 60 -10: -98 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 38.1 2.2 38.6 2.8 38.1 0.4 0.0 0.0 9.6 3.4: 8.8 7.1
Old : 100.0: 44.6 38.1 2.2 38.6 2.8 38.1 0.4 0.0 0.0 9.6 3.4: 8.8 7.1
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: 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 : 69.6 83.4 84.7 91.6 63.8 69.4 71.6 74.3
Old : 69.6 83.4 84.7 91.6 63.8 69.4 71.6 74.3
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,627: 12,343 9,830 532 11,655 742 12,175 100 0 0 3,835 645: 2,190 1,820
Old : 28,627: 12,343 9,830 532 11,655 742 12,175 100 0 0 3,835 645: 2,190 1,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -185: 290 275 -555 -600 336 0 0 0 0 60 0: -256 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 34.3 1.9 40.7 2.6 42.5 0.3 0.0 0.0 13.4 2.3: 7.7 6.4
Old : 100.0: 43.1 34.3 1.9 40.7 2.6 42.5 0.3 0.0 0.0 13.4 2.3: 7.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 69.4 84.2 85.1 92.9 68.9 75.9 79.0 81.7
Old : 69.4 84.2 85.1 92.9 68.9 75.9 79.0 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,461: 17,531 44,605 8,049 5,540 200 14,685 0 0 9,995 0 0: 3,001 3,116
Old : 53,461: 17,531 44,605 8,049 5,540 200 14,685 0 0 9,995 0 0: 3,001 3,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 975: 300 725 0 -50 0 0 0 0 375 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 83.4 15.1 10.4 0.4 27.5 0.0 0.0 18.7 0.0 0.0: 5.6 5.8
Old : 100.0: 32.8 83.4 15.1 10.4 0.4 27.5 0.0 0.0 18.7 0.0 0.0: 5.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 . . . . 0 0 . 0 0:
Old : 24: 11 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 83.6 86.6 91.6 63.2 80.2 82.5 84.6
Old : 63.6 83.6 86.6 91.6 63.2 80.2 82.5 84.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,434: 19,434 46,475 8,965 6,345 340 14,860 0 0 9,715 0 0: 3,120 3,274
Old : 56,434: 19,434 46,475 8,965 6,345 340 14,860 0 0 9,715 0 0: 3,120 3,274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,835: 2,160 2,535 0 0 0 0 0 0 375 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 82.4 15.9 11.2 0.6 26.3 0.0 0.0 17.2 0.0 0.0: 5.5 5.8
Old : 100.0: 34.4 82.4 15.9 11.2 0.6 26.3 0.0 0.0 17.2 0.0 0.0: 5.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . . . 0 0 . 0 0:
Old : 22: 12 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 86.8 88.0 91.9 64.8 84.1 86.3 88.1
Old : 65.4 86.8 88.0 91.9 64.8 84.1 86.3 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,790: 21,540 44,840 5,221 3,970 1,060 6,640 0 915 15,229 0 1,210: 2,975 2,795
Old : 54,790: 21,540 44,840 5,221 3,970 1,060 6,640 0 915 15,229 0 1,210: 2,975 2,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 385: -390 -50 440 150 10 0 0 0 50 0 300: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 81.8 9.5 7.2 1.9 12.1 0.0 1.7 27.8 0.0 2.2: 5.4 5.1
Old : 100.0: 39.3 81.8 9.5 7.2 1.9 12.1 0.0 1.7 27.8 0.0 2.2: 5.4 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 : 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 : 52.1 76.3 78.2 89.5 47.2 74.7 73.2 85.6
Old : 52.1 76.3 78.2 89.5 47.2 74.7 73.2 85.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,695: 21,675 43,500 4,121 3,970 1,480 6,440 0 1,065 15,054 0 1,130: 2,730 2,550
Old : 53,695: 21,675 43,500 4,121 3,970 1,480 6,440 0 1,065 15,054 0 1,130: 2,730 2,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 425: -290 -50 340 150 -90 0 0 0 50 0 300: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 81.0 7.7 7.4 2.8 12.0 0.0 2.0 28.0 0.0 2.1: 5.1 4.7
Old : 100.0: 40.4 81.0 7.7 7.4 2.8 12.0 0.0 2.0 28.0 0.0 2.1: 5.1 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 : 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 : 51.4 75.4 78.7 88.6 45.8 73.7 72.7 84.8
Old : 51.4 75.4 78.7 88.6 45.8 73.7 72.7 84.8
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,730: 12,390 9,155 3,595 0 1,395 135 5,065 660 0 2,060 420: 2,135 1,975
Old : 20,730: 12,390 9,155 3,595 0 1,395 135 5,065 660 0 2,060 420: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -75: 0 0 -75 0 0 0 0 0 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 44.2 17.3 0.0 6.7 0.7 24.4 3.2 0.0 9.9 2.0: 10.3 9.5
Old : 100.0: 59.8 44.2 17.3 0.0 6.7 0.7 24.4 3.2 0.0 9.9 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 : 56.0 63.4 76.4 81.7 51.6 60.2 68.8 74.0
Old : 56.0 63.4 76.4 81.7 51.6 60.2 68.8 74.0
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 3,370 0 1,465 85 5,065 660 0 1,030 725: 2,050 1,595
Old : 19,610: 11,255 9,070 3,370 0 1,465 85 5,065 660 0 1,030 725: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 0: 0 0 -75 0 0 0 0 0 0 -75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 46.3 17.2 0.0 7.5 0.4 25.8 3.4 0.0 5.3 3.7: 10.5 8.1
Old : 100.0: 57.4 46.3 17.2 0.0 7.5 0.4 25.8 3.4 0.0 5.3 3.7: 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 : 58.5 64.2 77.1 82.4 52.5 60.7 68.8 72.6
Old : 58.5 64.2 77.1 82.4 52.5 60.7 68.8 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 74,215: 39,055 44,365 1,235 0 3,405 1,475 17,870 1,325 21,710 1,300 535: 5,475 5,415
Old : 74,215: 39,055 44,365 1,235 0 3,405 1,475 17,870 1,325 21,710 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 11, 2020 :
: 2,760: 210 3,060 400 0 -200 0 -800 700 1,650 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 59.8 1.7 0.0 4.6 2.0 24.1 1.8 29.3 1.8 0.7: 7.4 7.3
Old : 100.0: 52.6 59.8 1.7 0.0 4.6 2.0 24.1 1.8 29.3 1.8 0.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 61.3 67.8 76.2 82.2 60.8 65.5 74.4 78.6
Old : 61.3 67.8 76.2 82.2 60.8 65.5 74.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,580: 37,880 41,945 2,545 0 2,555 1,510 17,870 1,300 19,120 1,300 520: 5,150 5,090
Old : 70,580: 37,880 41,945 2,545 0 2,555 1,510 17,870 1,300 19,120 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 11, 2020 :
: 2,760: 210 3,060 400 0 -200 0 -800 700 1,650 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 59.4 3.6 0.0 3.6 2.1 25.3 1.8 27.1 1.8 0.7: 7.3 7.2
Old : 100.0: 53.7 59.4 3.6 0.0 3.6 2.1 25.3 1.8 27.1 1.8 0.7: 7.3 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 : 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 : 61.0 68.5 75.8 83.0 60.5 66.0 73.6 79.3
Old : 61.0 68.5 75.8 83.0 60.5 66.0 73.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,237: 38,657 23,282 0 16,593 587 14,360 0 3,110 83 13,565 880: 3,560 3,220
Old : 61,237: 38,657 23,282 0 16,593 587 14,360 0 3,110 83 13,565 880: 3,560 3,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 986: 100 -92 0 -425 25 900 0 45 8 1,525 -250: 158 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 38.0 0.0 27.1 1.0 23.4 0.0 5.1 0.1 22.2 1.4: 5.8 5.3
Old : 100.0: 63.1 38.0 0.0 27.1 1.0 23.4 0.0 5.1 0.1 22.2 1.4: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.3 70.6 76.9 89.0 52.6 67.8 71.5 81.6
Old : 57.3 70.6 76.9 89.0 52.6 67.8 71.5 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,279: 34,608 19,394 0 13,517 1,166 6,865 0 3,130 83 8,985 1,305: 2,122 1,782
Old : 49,279: 34,608 19,394 0 13,517 1,166 6,865 0 3,130 83 8,985 1,305: 2,122 1,782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,043: 12 -230 0 -250 0 1,025 0 -5 8 1,525 -100: 103 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 39.4 0.0 27.4 2.4 13.9 0.0 6.4 0.2 18.2 2.6: 4.3 3.6
Old : 100.0: 70.2 39.4 0.0 27.4 2.4 13.9 0.0 6.4 0.2 18.2 2.6: 4.3 3.6
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 : 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 : 57.3 63.4 76.4 90.2 51.1 55.3 68.3 76.5
Old : 57.3 63.4 76.4 90.2 51.1 55.3 68.3 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 173,007: 96,577 88,786 20,224 705 4,750 0 15,093 9,307 1,300 13,577 3,105: 37,744 37,684
Old : 173,007: 96,577 88,786 20,224 705 4,750 0 15,093 9,307 1,300 13,577 3,105: 37,744 37,684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,118: 2,328 215 -240 0 -176 0 1,675 -270 0 198 750: 726 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 51.3 11.7 0.4 2.7 0.0 8.7 5.4 0.8 7.8 1.8: 21.8 21.8
Old : 100.0: 55.8 51.3 11.7 0.4 2.7 0.0 8.7 5.4 0.8 7.8 1.8: 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 : 50.9 30.3 66.1 47.5 45.5 25.5 52.0 37.5
Old : 50.9 30.3 66.1 47.5 45.5 25.5 52.0 37.5
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,123: 82,791 75,068 15,862 0 4,779 962 6,340 9,471 1,300 19,567 2,215: 29,743 29,683
Old : 147,123: 82,791 75,068 15,862 0 4,779 962 6,340 9,471 1,300 19,567 2,215: 29,743 29,683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,065: 1,545 -238 215 0 -460 -1,150 650 850 0 198 465: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 51.0 10.8 0.0 3.2 0.7 4.3 6.4 0.9 13.3 1.5: 20.2 20.2
Old : 100.0: 56.3 51.0 10.8 0.0 3.2 0.7 4.3 6.4 0.9 13.3 1.5: 20.2 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.4 34.7 66.2 50.2 42.0 31.0 51.0 42.9
Old : 48.4 34.7 66.2 50.2 42.0 31.0 51.0 42.9
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,305: 34,360 28,695 18,411 9,441 4,909 0 8,875 1,865 0 5,760 0: 5,760 5,760
Old : 65,305: 34,360 28,695 18,411 9,441 4,909 0 8,875 1,865 0 5,760 0: 5,760 5,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 115: 90 -60 0 200 -5 0 -50 50 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 43.9 28.2 14.5 7.5 0.0 13.6 2.9 0.0 8.8 0.0: 8.8 8.8
Old : 100.0: 52.6 43.9 28.2 14.5 7.5 0.0 13.6 2.9 0.0 8.8 0.0: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.1 48.6 77.6 70.6 52.5 45.0 64.3 59.2
Old : 61.1 48.6 77.6 70.6 52.5 45.0 64.3 59.2
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,005: 15,435 28,970 1,165 8,145 2,695 20,190 0 155 30 0 1,350: 2,985 2,690
Old : 44,005: 15,435 28,970 1,165 8,145 2,695 20,190 0 155 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 11, 2020 :
: -70: 40 565 0 -650 0 -125 0 15 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 65.8 2.6 18.5 6.1 45.9 0.0 0.4 0.1 0.0 3.1: 6.8 6.1
Old : 100.0: 35.1 65.8 2.6 18.5 6.1 45.9 0.0 0.4 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 : 62.6 69.8 77.5 83.1 59.1 63.2 67.9 69.8
Old : 62.6 69.8 77.5 83.1 59.1 63.2 67.9 69.8
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 38,540 0 4,495 3,220 32,625 15 490 30 0 1,350: 1,435 1,330
Old : 49,440: 10,290 38,540 0 4,495 3,220 32,625 15 490 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 11, 2020 :
: 0: 0 -75 0 0 0 -75 0 75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 78.0 0.0 9.1 6.5 66.0 0.0 1.0 0.1 0.0 2.7: 2.9 2.7
Old : 100.0: 20.8 78.0 0.0 9.1 6.5 66.0 0.0 1.0 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 73.3 92.1 90.4 77.7 67.7 80.6 79.2
Old : 82.4 73.3 92.1 90.4 77.7 67.7 80.6 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,925: 81,471 76,607 1,618 12,316 27,432 4,980 3,175 6,070 5,625 0 0: 38,729 40,325
Old : 165,925: 81,471 76,607 1,618 12,316 27,432 4,980 3,175 6,070 5,625 0 0: 38,729 40,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -395: 171 1,047 198 -1,866 -606 -175 -75 75 -50 0 0: -8 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 46.2 1.0 7.4 16.5 3.0 1.9 3.7 3.4 0.0 0.0: 23.3 24.3
Old : 100.0: 49.1 46.2 1.0 7.4 16.5 3.0 1.9 3.7 3.4 0.0 0.0: 23.3 24.3
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: 27 25 . . . . . . . 0 0:
Old : 37: 27 25 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 43.1 48.8 57.7 19.6 25.5 27.4 30.3
Old : 34.6 43.1 48.8 57.7 19.6 25.5 27.4 30.3
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,110: 65,170 60,734 4,970 15,861 9,775 3,565 2,060 7,100 4,890 0 0: 18,640 18,580
Old : 114,110: 65,170 60,734 4,970 15,861 9,775 3,565 2,060 7,100 4,890 0 0: 18,640 18,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,230: -1,300 115 0 -1,000 0 340 -75 -205 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 53.2 4.4 13.9 8.6 3.1 1.8 6.2 4.3 0.0 0.0: 16.3 16.3
Old : 100.0: 57.1 53.2 4.4 13.9 8.6 3.1 1.8 6.2 4.3 0.0 0.0: 16.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 42.2 45.2 62.6 65.0 30.9 36.0 44.5 46.9
Old : 42.2 45.2 62.6 65.0 30.9 36.0 44.5 46.9
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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 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 21, 2020