COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 19,157: 13,237 10,572 723 221 1,308 510 1,395 180 417 2,794 1,803: 979 884
Old : 19,157: 13,237 10,572 723 221 1,308 510 1,395 180 417 2,794 1,803: 979 884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,714: -1,114 -1,237 -540 -256 375 -147 0 0 26 -215 -274: -40 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 55.2 3.8 1.2 6.8 2.7 7.3 0.9 2.2 14.6 9.4: 5.1 4.6
Old : 100.0: 69.1 55.2 3.8 1.2 6.8 2.7 7.3 0.9 2.2 14.6 9.4: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 13 . . 4 . . . . 4 5:
Old : 27: 13 13 . . 4 . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 42.1 71.4 69.8 29.1 31.6 37.5 39.7
Old : 47.6 42.1 71.4 69.8 29.1 31.6 37.5 39.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,805: 13,149 12,392 663 2,791 3,914 1,939 890 1,509 882 1,589 1,492: 1,257 228
Old : 24,805: 13,149 12,392 663 2,791 3,914 1,939 890 1,509 882 1,589 1,492: 1,257 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -746: -689 -314 0 -133 136 -40 391 -216 -122 -2 -592: 777 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 50.0 2.7 11.3 15.8 7.8 3.6 6.1 3.6 6.4 6.0: 5.1 0.9
Old : 100.0: 53.0 50.0 2.7 11.3 15.8 7.8 3.6 6.1 3.6 6.4 6.0: 5.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 18 21 . . . . 4 4 5 7 11:
Old : 44: 18 21 . . . . 4 4 5 7 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 : 40.2 46.4 60.0 63.9 18.9 26.3 28.5 32.0
Old : 40.2 46.4 60.0 63.9 18.9 26.3 28.5 32.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,191: 27,780 34,241 5,262 0 2,086 0 1,468 46 3,970 1,305 1,045: 2 0
Old : 40,191: 27,780 34,241 5,262 0 2,086 0 1,468 46 3,970 1,305 1,045: 2 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -3,012: -2,674 -1,502 -679 0 145 0 -300 0 375 -1,295 -60: -119 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 85.2 13.1 0.0 5.2 0.0 3.7 0.1 9.9 3.2 2.6: 0.0 0.0
Old : 100.0: 69.1 85.2 13.1 0.0 5.2 0.0 3.7 0.1 9.9 3.2 2.6: 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 : 40: 23 21 . 0 . 0 4 . 4 4 5:
Old : 40: 23 21 . 0 . 0 4 . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 52.2 79.0 78.8 44.7 44.6 63.5 62.1
Old : 49.3 52.2 79.0 78.8 44.7 44.6 63.5 62.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,206: 22,931 24,663 495 952 1,637 0 476 453 2,975 550 475: 240 0
Old : 29,206: 22,931 24,663 495 952 1,637 0 476 453 2,975 550 475: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -2,449: -1,705 -2,345 -174 131 -60 0 25 -25 -700 -150 -25: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 84.4 1.7 3.3 5.6 0.0 1.6 1.6 10.2 1.9 1.6: 0.8 0.0
Old : 100.0: 78.5 84.4 1.7 3.3 5.6 0.0 1.6 1.6 10.2 1.9 1.6: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . . . 0 . . . 4 5:
Old : 31: 19 16 . . . 0 . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 63.8 78.3 87.0 49.6 58.8 72.1 75.5
Old : 50.8 63.8 78.3 87.0 49.6 58.8 72.1 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 143,046: 119,561 91,558 2,472 21,426 6,748 2,439 5,374 6,028 1,302 5,013 3,914: 582 2,985
Old : 143,046: 119,561 91,558 2,472 21,426 6,748 2,439 5,374 6,028 1,302 5,013 3,914: 582 2,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 387: -339 -2,267 225 -1,141 689 29 175 -160 -277 123 121: 99 2,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 64.0 1.7 15.0 4.7 1.7 3.8 4.2 0.9 3.5 2.7: 0.4 2.1
Old : 100.0: 83.6 64.0 1.7 15.0 4.7 1.7 3.8 4.2 0.9 3.5 2.7: 0.4 2.1
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: 26 31 . . 4 . 5 5 5 7 6:
Old : 56: 26 31 . . 4 . 5 5 5 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 40.2 68.6 59.7 39.5 31.9 46.7 39.9
Old : 52.0 40.2 68.6 59.7 39.5 31.9 46.7 39.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,344: 61,603 57,659 5,335 8,779 3,827 325 1,843 2,034 2,588 1,550 633: 0 20
Old : 76,344: 61,603 57,659 5,335 8,779 3,827 325 1,843 2,034 2,588 1,550 633: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,778: 1,475 1,165 0 179 73 0 156 -71 175 150 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 75.5 7.0 11.5 5.0 0.4 2.4 2.7 3.4 2.0 0.8: 0.0 0.0
Old : 100.0: 80.7 75.5 7.0 11.5 5.0 0.4 2.4 2.7 3.4 2.0 0.8: 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 : 40: 21 23 . . . . 4 . 5 . .:
Old : 40: 21 23 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 71.7 78.3 86.8 56.3 60.7 67.0 69.3
Old : 57.1 71.7 78.3 86.8 56.3 60.7 67.0 69.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 34,549: 31,978 23,735 1,096 8,890 600 0 600 0 275 124 600: 0 0
Old : 34,549: 31,978 23,735 1,096 8,890 600 0 600 0 275 124 600: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 690: 750 580 -120 25 60 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 68.7 3.2 25.7 1.7 0.0 1.7 0.0 0.8 0.4 1.7: 0.0 0.0
Old : 100.0: 92.6 68.7 3.2 25.7 1.7 0.0 1.7 0.0 0.8 0.4 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 10 14 . . . 0 . 0 . . .:
Old : 28: 10 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 82.5 93.1 91.1 70.4 69.3 76.4 77.3
Old : 82.6 82.5 93.1 91.1 70.4 69.3 76.4 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,919: 34,598 24,921 585 25,330 4,793 15,737 110 218 1,098 1,287 4,860: 30 400
Old : 61,919: 34,598 24,921 585 25,330 4,793 15,737 110 218 1,098 1,287 4,860: 30 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 94: 221 -708 -81 656 -219 0 50 0 20 -210 155: -2 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 40.2 0.9 40.9 7.7 25.4 0.2 0.4 1.8 2.1 7.8: 0.0 0.6
Old : 100.0: 55.9 40.2 0.9 40.9 7.7 25.4 0.2 0.4 1.8 2.1 7.8: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 20 . 4 5 4 . . . . .:
Old : 36: 19 20 . 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 : 49.4 61.9 73.4 79.5 48.0 50.7 59.4 63.0
Old : 49.4 61.9 73.4 79.5 48.0 50.7 59.4 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,029: 47,090 28,879 0 40,991 5,884 24,687 1,260 335 1,079 1,977 3,470: 484 233
Old : 83,029: 47,090 28,879 0 40,991 5,884 24,687 1,260 335 1,079 1,977 3,470: 484 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 507: 610 94 0 215 -23 -65 0 0 7 0 0: -22 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 34.8 0.0 49.4 7.1 29.7 1.5 0.4 1.3 2.4 4.2: 0.6 0.3
Old : 100.0: 56.7 34.8 0.0 49.4 7.1 29.7 1.5 0.4 1.3 2.4 4.2: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 23 0 4 4 6 4 . . . .:
Old : 44: 22 23 0 4 4 6 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 65.3 70.2 80.4 49.7 58.1 60.8 65.7
Old : 52.1 65.3 70.2 80.4 49.7 58.1 60.8 65.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,752: 55,116 50,481 10,874 18,551 2,295 700 25 0 1,905 447 2,158: 1,704 795
Old : 74,752: 55,116 50,481 10,874 18,551 2,295 700 25 0 1,905 447 2,158: 1,704 795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 220: -605 -385 -10 0 0 0 0 0 -210 0 115: 930 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 67.5 14.5 24.8 3.1 0.9 0.0 0.0 2.5 0.6 2.9: 2.3 1.1
Old : 100.0: 73.7 67.5 14.5 24.8 3.1 0.9 0.0 0.0 2.5 0.6 2.9: 2.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 20 . . . . . 0 . . .:
Old : 39: 23 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 : 45.7 70.8 68.4 85.2 43.7 70.8 66.3 82.4
Old : 45.7 70.8 68.4 85.2 43.7 70.8 66.3 82.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 94,122: 65,670 55,115 20,098 33,879 849 700 0 0 2,058 656 2,700: 2,047 923
Old : 94,122: 65,670 55,115 20,098 33,879 849 700 0 0 2,058 656 2,700: 2,047 923
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 375: -760 -400 -65 180 -10 0 0 0 0 -81 0: 1,210 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 58.6 21.4 36.0 0.9 0.7 0.0 0.0 2.2 0.7 2.9: 2.2 1.0
Old : 100.0: 69.8 58.6 21.4 36.0 0.9 0.7 0.0 0.0 2.2 0.7 2.9: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.9 70.7 65.5 86.2 43.4 70.7 64.3 83.3
Old : 43.9 70.7 65.5 86.2 43.4 70.7 64.3 83.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,975: 29,578 40,708 11,004 0 3,424 0 0 0 325 195 230: 414 418
Old : 44,975: 29,578 40,708 11,004 0 3,424 0 0 0 325 195 230: 414 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 827: 905 470 -438 0 360 0 0 0 0 0 0: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 90.5 24.5 0.0 7.6 0.0 0.0 0.0 0.7 0.4 0.5: 0.9 0.9
Old : 100.0: 65.8 90.5 24.5 0.0 7.6 0.0 0.0 0.0 0.7 0.4 0.5: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 . 0 . 0 0 0 . . .:
Old : 26: 16 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 82.5 88.3 93.6 62.1 76.6 71.7 78.7
Old : 72.3 82.5 88.3 93.6 62.1 76.6 71.7 78.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,873: 23,682 17,774 0 6,000 2,156 0 600 0 460 306 35: 540 2
Old : 26,873: 23,682 17,774 0 6,000 2,156 0 600 0 460 306 35: 540 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 288: 161 -549 0 707 130 0 0 0 0 0 0: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 66.1 0.0 22.3 8.0 0.0 2.2 0.0 1.7 1.1 0.1: 2.0 0.0
Old : 100.0: 88.1 66.1 0.0 22.3 8.0 0.0 2.2 0.0 1.7 1.1 0.1: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . 0 . 0 . . .:
Old : 26: 17 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 : 51.7 70.4 71.8 85.3 38.4 54.5 53.1 60.5
Old : 51.7 70.4 71.8 85.3 38.4 54.5 53.1 60.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,545: 58,283 67,814 320 10,875 9,201 9,720 1,256 1,939 12,242 888 2,411: 428 160
Old : 94,545: 58,283 67,814 320 10,875 9,201 9,720 1,256 1,939 12,242 888 2,411: 428 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 397: 932 -778 0 597 -163 -931 283 318 110 -43 134: -4 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 71.7 0.3 11.5 9.7 10.3 1.3 2.1 12.9 0.9 2.6: 0.5 0.2
Old : 100.0: 61.6 71.7 0.3 11.5 9.7 10.3 1.3 2.1 12.9 0.9 2.6: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 29 30 . . . 7 . 6 12 . 8:
Old : 62: 29 30 . . . 7 . 6 12 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 44.5 51.0 64.6 15.8 18.0 23.6 29.2
Old : 30.9 44.5 51.0 64.6 15.8 18.0 23.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,798: 26,583 22,335 632 7,296 136 2,895 192 0 312 96 0: 240 743
Old : 30,798: 26,583 22,335 632 7,296 136 2,895 192 0 312 96 0: 240 743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 72.5 2.1 23.7 0.4 9.4 0.6 0.0 1.0 0.3 0.0: 0.8 2.4
Old : 100.0: 86.3 72.5 2.1 23.7 0.4 9.4 0.6 0.0 1.0 0.3 0.0: 0.8 2.4
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 : 20: 7 10 . . . . . 0 . . 0:
Old : 20: 7 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 : 86.1 83.5 97.4 95.5 85.0 80.0 91.9 90.1
Old : 86.1 83.5 97.4 95.5 85.0 80.0 91.9 90.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,201: 29,774 31,534 0 6,369 1,896 200 500 0 8,766 300 275: 290 327
Old : 41,201: 29,774 31,534 0 6,369 1,896 200 500 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 25, 2020 :
: 1,540: 1,540 640 0 600 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 76.5 0.0 15.5 4.6 0.5 1.2 0.0 21.3 0.7 0.7: 0.7 0.8
Old : 100.0: 72.3 76.5 0.0 15.5 4.6 0.5 1.2 0.0 21.3 0.7 0.7: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 18 0 . . . . 0 5 . .:
Old : 34: 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 : 48.8 51.2 74.4 77.1 42.3 40.7 59.1 56.5
Old : 48.8 51.2 74.4 77.1 42.3 40.7 59.1 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,851: 36,376 46,385 9,862 0 3,736 0 0 0 475 123 277: 125 330
Old : 50,851: 36,376 46,385 9,862 0 3,736 0 0 0 475 123 277: 125 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,086: 1,031 834 -182 0 237 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 91.2 19.4 0.0 7.3 0.0 0.0 0.0 0.9 0.2 0.5: 0.2 0.6
Old : 100.0: 71.5 91.2 19.4 0.0 7.3 0.0 0.0 0.0 0.9 0.2 0.5: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 18 . 0 . 0 0 0 . . .:
Old : 32: 22 18 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 80.4 80.9 93.9 44.9 75.4 63.6 76.2
Old : 57.7 80.4 80.9 93.9 44.9 75.4 63.6 76.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,466: 31,793 25,353 0 5,516 5,160 0 1,720 0 80 460 120: 1,313 137
Old : 38,466: 31,793 25,353 0 5,516 5,160 0 1,720 0 80 460 120: 1,313 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 477: 579 391 0 77 -87 0 0 0 -110 25 110: -15 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 65.9 0.0 14.3 13.4 0.0 4.5 0.0 0.2 1.2 0.3: 3.4 0.4
Old : 100.0: 82.7 65.9 0.0 14.3 13.4 0.0 4.5 0.0 0.2 1.2 0.3: 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 : 32: 19 21 0 . . 0 . 0 . 4 .:
Old : 32: 19 21 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 : 60.1 46.1 80.3 73.1 39.6 27.8 45.1 42.3
Old : 60.1 46.1 80.3 73.1 39.6 27.8 45.1 42.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,132: 52,261 62,067 6,959 80 3,840 0 0 0 2,297 800 0: 1,775 345
Old : 67,132: 52,261 62,067 6,959 80 3,840 0 0 0 2,297 800 0: 1,775 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -98: -1,330 -98 100 0 0 0 0 0 -15 0 0: 1,147 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 92.5 10.4 0.1 5.7 0.0 0.0 0.0 3.4 1.2 0.0: 2.6 0.5
Old : 100.0: 77.8 92.5 10.4 0.1 5.7 0.0 0.0 0.0 3.4 1.2 0.0: 2.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 13 5 . 4 0 0 0 . . 0:
Old : 31: 18 13 5 . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 89.0 76.2 95.9 55.5 85.0 71.8 89.2
Old : 55.8 89.0 76.2 95.9 55.5 85.0 71.8 89.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,862: 58,536 62,962 4,008 3,074 3,776 0 0 0 2,741 680 60: 1,741 310
Old : 70,862: 58,536 62,962 4,008 3,074 3,776 0 0 0 2,741 680 60: 1,741 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 87: -1,197 -43 189 0 0 0 0 0 -236 30 -30: 1,361 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 88.9 5.7 4.3 5.3 0.0 0.0 0.0 3.9 1.0 0.1: 2.5 0.4
Old : 100.0: 82.6 88.9 5.7 4.3 5.3 0.0 0.0 0.0 3.9 1.0 0.1: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 13 . . 4 0 0 0 . . .:
Old : 33: 20 13 . . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 81.4 72.4 94.2 52.5 78.9 67.9 87.2
Old : 53.5 81.4 72.4 94.2 52.5 78.9 67.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,958: 62,642 71,370 9,379 871 3,499 309 0 55 1,198 1,511 622: 254 30
Old : 77,958: 62,642 71,370 9,379 871 3,499 309 0 55 1,198 1,511 622: 254 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -47: -15 -57 20 25 0 0 0 0 -100 -63 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 91.5 12.0 1.1 4.5 0.4 0.0 0.1 1.5 1.9 0.8: 0.3 0.0
Old : 100.0: 80.4 91.5 12.0 1.1 4.5 0.4 0.0 0.1 1.5 1.9 0.8: 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 : 43: 22 25 5 . 4 . 0 . . 4 4:
Old : 43: 22 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 : 56.6 52.7 74.3 79.0 55.6 50.2 71.0 70.9
Old : 56.6 52.7 74.3 79.0 55.6 50.2 71.0 70.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 102,126: 80,440 90,587 11,438 811 5,287 183 1,482 337 2,241 1,687 1,853: 348 82
Old : 102,126: 80,440 90,587 11,438 811 5,287 183 1,482 337 2,241 1,687 1,853: 348 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,214: 972 1,057 116 25 0 -33 86 45 53 -115 61: 0 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 88.7 11.2 0.8 5.2 0.2 1.5 0.3 2.2 1.7 1.8: 0.3 0.1
Old : 100.0: 78.8 88.7 11.2 0.8 5.2 0.2 1.5 0.3 2.2 1.7 1.8: 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 : 55: 24 28 5 . . . 6 . 4 4 4:
Old : 55: 24 28 5 . . . 6 . 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 : 48.0 49.2 65.6 71.3 47.0 45.5 60.2 62.3
Old : 48.0 49.2 65.6 71.3 47.0 45.5 60.2 62.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,092: 39,809 49,787 17,553 2,154 60 0 3,391 50 425 2,475 175: 20 0
Old : 58,092: 39,809 49,787 17,553 2,154 60 0 3,391 50 425 2,475 175: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 450: 450 325 0 50 0 0 25 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 85.7 30.2 3.7 0.1 0.0 5.8 0.1 0.7 4.3 0.3: 0.0 0.0
Old : 100.0: 68.5 85.7 30.2 3.7 0.1 0.0 5.8 0.1 0.7 4.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 74.0 88.7 93.6 96.2 73.9 86.5 91.0 93.4
Old : 74.0 88.7 93.6 96.2 73.9 86.5 91.0 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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,750: 38,555 48,560 10,106 0 815 0 225 0 549 425 725: 0 0
Old : 50,750: 38,555 48,560 10,106 0 815 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 25, 2020 :
: 1,510: 175 1,570 1,395 0 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 95.7 19.9 0.0 1.6 0.0 0.4 0.0 1.1 0.8 1.4: 0.0 0.0
Old : 100.0: 76.0 95.7 19.9 0.0 1.6 0.0 0.4 0.0 1.1 0.8 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . 0 . 0 . 0 . . .:
Old : 22: 10 9 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 95.0 95.4 98.3 78.3 92.3 92.2 93.8
Old : 78.3 95.0 95.4 98.3 78.3 92.3 92.2 93.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,710: 45,388 58,897 14,585 370 1,722 700 110 0 656 1,780 555: 104 276
Old : 63,710: 45,388 58,897 14,585 370 1,722 700 110 0 656 1,780 555: 104 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 338: -67 197 263 0 64 0 0 0 -9 -25 27: 60 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 92.4 22.9 0.6 2.7 1.1 0.2 0.0 1.0 2.8 0.9: 0.2 0.4
Old : 100.0: 71.2 92.4 22.9 0.6 2.7 1.1 0.2 0.0 1.0 2.8 0.9: 0.2 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 : 32: 19 19 4 . . . . 0 . . .:
Old : 32: 19 19 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 : 50.1 84.1 74.8 92.9 48.5 80.7 70.7 84.1
Old : 50.1 84.1 74.8 92.9 48.5 80.7 70.7 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,907: 52,279 62,494 13,886 686 130 387 2,702 1,625 1,129 1,634 1,235: 236 401
Old : 70,907: 52,279 62,494 13,886 686 130 387 2,702 1,625 1,129 1,634 1,235: 236 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -83: -523 -426 449 50 95 -65 302 -265 -3 -50 50: 179 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 88.1 19.6 1.0 0.2 0.5 3.8 2.3 1.6 2.3 1.7: 0.3 0.6
Old : 100.0: 73.7 88.1 19.6 1.0 0.2 0.5 3.8 2.3 1.6 2.3 1.7: 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 : 36: 20 16 . . . 5 . . . . .:
Old : 36: 20 16 . . . 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 : 48.9 76.2 75.1 87.8 47.9 68.9 69.6 75.9
Old : 48.9 76.2 75.1 87.8 47.9 68.9 69.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,490: 16,117 25,101 9,905 0 138 0 565 0 0 231 0: 330 455
Old : 26,490: 16,117 25,101 9,905 0 138 0 565 0 0 231 0: 330 455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 528: 446 250 -85 0 18 0 0 0 0 5 0: 149 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 94.8 37.4 0.0 0.5 0.0 2.1 0.0 0.0 0.9 0.0: 1.2 1.7
Old : 100.0: 60.8 94.8 37.4 0.0 0.5 0.0 2.1 0.0 0.0 0.9 0.0: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 4 0 . 0 . 0 0 . 0:
Old : 23: 14 11 4 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 81.1 82.0 94.2 63.2 70.7 77.7 83.6
Old : 63.7 81.1 82.0 94.2 63.2 70.7 77.7 83.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,431: 15,085 24,921 9,721 0 165 0 25 0 0 0 0: 460 320
Old : 25,431: 15,085 24,921 9,721 0 165 0 25 0 0 0 0: 460 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 250: 120 -5 -2 0 0 0 0 0 0 0 0: 132 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 98.0 38.2 0.0 0.6 0.0 0.1 0.0 0.0 0.0 0.0: 1.8 1.3
Old : 100.0: 59.3 98.0 38.2 0.0 0.6 0.0 0.1 0.0 0.0 0.0 0.0: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 5 0 . 0 . 0 0 0 0:
Old : 22: 12 10 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 85.4 81.3 96.8 62.6 73.0 75.6 83.8
Old : 64.8 85.4 81.3 96.8 62.6 73.0 75.6 83.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 34,209: 28,244 26,496 2,695 3,627 1,091 30 614 345 52 900 1,114: 638 22
Old : 34,209: 28,244 26,496 2,695 3,627 1,091 30 614 345 52 900 1,114: 638 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 75: -446 -38 -141 35 -3 0 0 10 0 -1 50: 605 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 77.5 7.9 10.6 3.2 0.1 1.8 1.0 0.2 2.6 3.3: 1.9 0.1
Old : 100.0: 82.6 77.5 7.9 10.6 3.2 0.1 1.8 1.0 0.2 2.6 3.3: 1.9 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 : 33: 16 17 . . . . . . . . .:
Old : 33: 16 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 58.9 81.4 77.6 61.9 56.2 71.7 70.7
Old : 69.4 58.9 81.4 77.6 61.9 56.2 71.7 70.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,406: 17,431 17,724 1,708 0 133 0 1,485 0 510 885 316: 1,308 863
Old : 21,406: 17,431 17,724 1,708 0 133 0 1,485 0 510 885 316: 1,308 863
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 30: -47 -778 -227 0 0 0 0 0 0 5 0: 304 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 82.8 8.0 0.0 0.6 0.0 6.9 0.0 2.4 4.1 1.5: 6.1 4.0
Old : 100.0: 81.4 82.8 8.0 0.0 0.6 0.0 6.9 0.0 2.4 4.1 1.5: 6.1 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 : 24: 13 13 . 0 . 0 . 0 . . .:
Old : 24: 13 13 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 68.8 88.1 85.6 72.9 65.6 84.3 81.5
Old : 73.1 68.8 88.1 85.6 72.9 65.6 84.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,319: 46,979 37,522 6,801 17,234 417 2,837 4,181 76 2,623 355 1,036: 550 498
Old : 61,319: 46,979 37,522 6,801 17,234 417 2,837 4,181 76 2,623 355 1,036: 550 498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,092: 560 633 32 -195 -139 50 224 0 85 60 30: 474 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 61.2 11.1 28.1 0.7 4.6 6.8 0.1 4.3 0.6 1.7: 0.9 0.8
Old : 100.0: 76.6 61.2 11.1 28.1 0.7 4.6 6.8 0.1 4.3 0.6 1.7: 0.9 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 : 44: 23 23 5 . 5 4 . . 4 . .:
Old : 44: 23 23 5 . 5 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 : 56.9 68.0 71.5 84.3 41.0 56.5 54.3 65.2
Old : 56.9 68.0 71.5 84.3 41.0 56.5 54.3 65.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,186: 32,810 19,059 2,481 16,115 819 350 290 612 398 622 573: 143 96
Old : 38,186: 32,810 19,059 2,481 16,115 819 350 290 612 398 622 573: 143 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -124: -291 -140 41 -15 -60 0 -50 45 0 -50 50: 91 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 49.9 6.5 42.2 2.1 0.9 0.8 1.6 1.0 1.6 1.5: 0.4 0.3
Old : 100.0: 85.9 49.9 6.5 42.2 2.1 0.9 0.8 1.6 1.0 1.6 1.5: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 22 5 . . . . . . . 4:
Old : 38: 21 22 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 : 68.4 70.3 81.4 83.6 59.9 65.4 68.0 71.8
Old : 68.4 70.3 81.4 83.6 59.9 65.4 68.0 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,707: 9,678 16,831 6,894 0 1,009 0 401 226 750 225 0: 150 15
Old : 18,707: 9,678 16,831 6,894 0 1,009 0 401 226 750 225 0: 150 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -853: -745 -620 -123 0 0 0 -208 0 25 -25 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 90.0 36.9 0.0 5.4 0.0 2.1 1.2 4.0 1.2 0.0: 0.8 0.1
Old : 100.0: 51.7 90.0 36.9 0.0 5.4 0.0 2.1 1.2 4.0 1.2 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 14 . 0 . 0 . . . . 0:
Old : 30: 16 14 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 74.0 86.5 86.4 60.4 69.6 77.3 77.2
Old : 66.1 74.0 86.5 86.4 60.4 69.6 77.3 77.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,273: 9,591 16,723 6,977 0 2,075 0 300 0 500 175 0: 130 0
Old : 19,273: 9,591 16,723 6,977 0 2,075 0 300 0 500 175 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -453: -32 -593 -578 0 165 0 0 0 0 -25 0: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 86.8 36.2 0.0 10.8 0.0 1.6 0.0 2.6 0.9 0.0: 0.7 0.0
Old : 100.0: 49.8 86.8 36.2 0.0 10.8 0.0 1.6 0.0 2.6 0.9 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 : 72.6 91.2 95.8 98.8 61.8 81.6 85.0 86.6
Old : 72.6 91.2 95.8 98.8 61.8 81.6 85.0 86.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,661: 9,449 7,345 161 650 701 0 735 0 125 1,025 25: 200 180
Old : 10,661: 9,449 7,345 161 650 701 0 735 0 125 1,025 25: 200 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 200: 165 20 0 0 0 0 0 0 0 0 0: 35 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 68.9 1.5 6.1 6.6 0.0 6.9 0.0 1.2 9.6 0.2: 1.9 1.7
Old : 100.0: 88.6 68.9 1.5 6.1 6.6 0.0 6.9 0.0 1.2 9.6 0.2: 1.9 1.7
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: 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 : 73.2 62.5 90.8 86.4 61.9 61.7 77.3 78.3
Old : 73.2 62.5 90.8 86.4 61.9 61.7 77.3 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,894: 9,752 6,550 63 650 744 0 725 0 125 1,450 0: 210 775
Old : 10,894: 9,752 6,550 63 650 744 0 725 0 125 1,450 0: 210 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 200: 165 -575 -50 0 0 0 0 0 0 0 0: 85 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 60.1 0.6 6.0 6.8 0.0 6.7 0.0 1.1 13.3 0.0: 1.9 7.1
Old : 100.0: 89.5 60.1 0.6 6.0 6.8 0.0 6.7 0.0 1.1 13.3 0.0: 1.9 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 : 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 : 71.3 57.6 90.0 81.4 61.7 57.0 76.8 73.0
Old : 71.3 57.6 90.0 81.4 61.7 57.0 76.8 73.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,722: 7,593 11,367 4,153 1,365 35 0 40 0 1,025 100 565: 351 250
Old : 13,722: 7,593 11,367 4,153 1,365 35 0 40 0 1,025 100 565: 351 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 400: -87 -200 325 650 -20 0 0 0 140 -235 -45: 87 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 82.8 30.3 9.9 0.3 0.0 0.3 0.0 7.5 0.7 4.1: 2.6 1.8
Old : 100.0: 55.3 82.8 30.3 9.9 0.3 0.0 0.3 0.0 7.5 0.7 4.1: 2.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 . . . 0 . 0 . . .:
Old : 27: 13 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 : 54.4 69.6 77.2 86.8 49.3 62.8 70.4 73.3
Old : 54.4 69.6 77.2 86.8 49.3 62.8 70.4 73.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,614: 7,248 11,355 4,245 1,365 39 0 40 0 1,295 100 465: 322 250
Old : 13,614: 7,248 11,355 4,245 1,365 39 0 40 0 1,295 100 465: 322 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 531: -58 -200 325 650 -24 0 0 0 375 0 -145: 58 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 83.4 31.2 10.0 0.3 0.0 0.3 0.0 9.5 0.7 3.4: 2.4 1.8
Old : 100.0: 53.2 83.4 31.2 10.0 0.3 0.0 0.3 0.0 9.5 0.7 3.4: 2.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 13 . . . 0 . 0 . . .:
Old : 27: 13 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 : 55.2 68.8 78.5 85.4 48.3 59.5 66.4 70.7
Old : 55.2 68.8 78.5 85.4 48.3 59.5 66.4 70.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,803: 24,555 31,881 7,330 0 1,045 120 0 30 900 1,230 2,365: 458 252
Old : 36,803: 24,555 31,881 7,330 0 1,045 120 0 30 900 1,230 2,365: 458 252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 690: 45 418 400 0 90 0 0 0 0 150 -150: 305 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 86.6 19.9 0.0 2.8 0.3 0.0 0.1 2.4 3.3 6.4: 1.2 0.7
Old : 100.0: 66.7 86.6 19.9 0.0 2.8 0.3 0.0 0.1 2.4 3.3 6.4: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 10 . 0 . . 0 . . . .:
Old : 30: 18 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 : 67.0 74.2 80.4 93.2 59.5 65.7 69.6 76.8
Old : 67.0 74.2 80.4 93.2 59.5 65.7 69.6 76.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,774: 24,635 32,207 6,895 0 995 120 0 30 935 700 2,620: 544 222
Old : 36,774: 24,635 32,207 6,895 0 995 120 0 30 935 700 2,620: 544 222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 730: -150 398 360 0 130 0 0 0 0 0 0: 390 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 87.6 18.7 0.0 2.7 0.3 0.0 0.1 2.5 1.9 7.1: 1.5 0.6
Old : 100.0: 67.0 87.6 18.7 0.0 2.7 0.3 0.0 0.1 2.5 1.9 7.1: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 11 . 0 . . 0 . . . 4:
Old : 31: 18 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 : 65.4 76.1 77.8 94.1 57.0 66.1 66.9 77.6
Old : 65.4 76.1 77.8 94.1 57.0 66.1 66.9 77.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,064: 83,447 83,366 17,634 13,103 3,295 1,295 350 220 540 6,928 733: 1,900 1,069
Old : 109,064: 83,447 83,366 17,634 13,103 3,295 1,295 350 220 540 6,928 733: 1,900 1,069
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,565: 610 427 -1,102 34 317 0 0 0 40 -82 -125: 1,825 994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 76.4 16.2 12.0 3.0 1.2 0.3 0.2 0.5 6.4 0.7: 1.7 1.0
Old : 100.0: 76.5 76.4 16.2 12.0 3.0 1.2 0.3 0.2 0.5 6.4 0.7: 1.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 27 5 . 4 . . . . 6 4:
Old : 56: 33 27 5 . 4 . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 50.1 60.9 72.0 33.8 46.4 55.7 63.3
Old : 38.7 50.1 60.9 72.0 33.8 46.4 55.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 124,356: 92,959 100,122 20,726 9,299 4,814 1,739 1,300 281 785 5,867 1,686: 1,366 987
Old : 124,356: 92,959 100,122 20,726 9,299 4,814 1,739 1,300 281 785 5,867 1,686: 1,366 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,611: 1,382 -67 -1,099 565 -48 0 0 100 100 242 -133: 1,309 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 80.5 16.7 7.5 3.9 1.4 1.0 0.2 0.6 4.7 1.4: 1.1 0.8
Old : 100.0: 74.8 80.5 16.7 7.5 3.9 1.4 1.0 0.2 0.6 4.7 1.4: 1.1 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 : 62: 35 32 . 4 5 . . . 4 8 7:
Old : 62: 35 32 . 4 5 . . . 4 8 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 : 32.0 53.6 55.5 73.1 27.2 42.5 45.7 55.7
Old : 32.0 53.6 55.5 73.1 27.2 42.5 45.7 55.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 518,840: 284,205 323,522 40,752 3,722 111,722 11,077 19,013 28,900 18,829 7,549 22,376: 977 2,035
Old : 518,840: 284,205 323,522 40,752 3,722 111,722 11,077 19,013 28,900 18,829 7,549 22,376: 977 2,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 7,588: 2,436 -2,225 -2,733 97 7,317 48 131 923 -1,030 -555 186: 442 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 62.4 7.9 0.7 21.5 2.1 3.7 5.6 3.6 1.5 4.3: 0.2 0.4
Old : 100.0: 54.8 62.4 7.9 0.7 21.5 2.1 3.7 5.6 3.6 1.5 4.3: 0.2 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 : 94: 38 37 5 . 4 6 12 9 15 13 17:
Old : 94: 38 37 5 . 4 6 12 9 15 13 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 40.3 63.2 62.7 14.9 17.0 20.4 22.7
Old : 46.0 40.3 63.2 62.7 14.9 17.0 20.4 22.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,962: 7,881 14,540 2,452 115 944 1,200 600 0 4,010 0 75: 400 688
Old : 16,962: 7,881 14,540 2,452 115 944 1,200 600 0 4,010 0 75: 400 688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 90: -55 -678 -210 -10 90 0 0 0 0 0 0: 265 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 85.7 14.5 0.7 5.6 7.1 3.5 0.0 23.6 0.0 0.4: 2.4 4.1
Old : 100.0: 46.5 85.7 14.5 0.7 5.6 7.1 3.5 0.0 23.6 0.0 0.4: 2.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 7 . . . . . 0 . 0 .:
Old : 26: 16 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 : 54.3 81.6 76.1 94.1 53.9 76.5 72.7 83.4
Old : 54.3 81.6 76.1 94.1 53.9 76.5 72.7 83.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,901: 6,453 13,958 3,547 90 564 250 600 0 4,345 0 15: 727 674
Old : 15,901: 6,453 13,958 3,547 90 564 250 600 0 4,345 0 15: 727 674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 90: -45 -674 -210 0 90 0 0 0 0 0 0: 255 674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 87.8 22.3 0.6 3.5 1.6 3.8 0.0 27.3 0.0 0.1: 4.6 4.2
Old : 100.0: 40.6 87.8 22.3 0.6 3.5 1.6 3.8 0.0 27.3 0.0 0.1: 4.6 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.4 83.9 82.7 94.8 60.0 81.9 78.2 89.0
Old : 63.4 83.9 82.7 94.8 60.0 81.9 78.2 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,898: 3,998 8,345 600 0 0 450 0 0 3,850 551 0: 0 2
Old : 8,898: 3,998 8,345 600 0 0 450 0 0 3,850 551 0: 0 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -247: -247 -250 0 0 0 0 0 0 0 1 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 93.8 6.7 0.0 0.0 5.1 0.0 0.0 43.3 6.2 0.0: 0.0 0.0
Old : 100.0: 44.9 93.8 6.7 0.0 0.0 5.1 0.0 0.0 43.3 6.2 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: 10 15 . 0 0 . 0 0 . . 0:
Old : 25: 10 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 : 71.4 69.1 86.0 87.6 70.2 66.3 84.3 79.7
Old : 71.4 69.1 86.0 87.6 70.2 66.3 84.3 79.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,511: 53,454 53,893 16,768 12,386 0 0 3,943 140 0 0 0: 8,149 8,149
Old : 78,511: 53,454 53,893 16,768 12,386 0 0 3,943 140 0 0 0: 8,149 8,149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,064: 2,028 2,048 -55 0 0 0 -75 -25 0 0 0: 116 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 68.6 21.4 15.8 0.0 0.0 5.0 0.2 0.0 0.0 0.0: 10.4 10.4
Old : 100.0: 68.1 68.6 21.4 15.8 0.0 0.0 5.0 0.2 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 : 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 : 73.9 51.8 83.8 75.6 70.8 51.6 75.4 68.8
Old : 73.9 51.8 83.8 75.6 70.8 51.6 75.4 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,289: 44,245 41,819 13,879 12,035 0 0 4,270 235 0 0 0: 6,930 6,930
Old : 65,289: 44,245 41,819 13,879 12,035 0 0 4,270 235 0 0 0: 6,930 6,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 597: 426 656 230 0 0 0 0 0 0 0 0: -59 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 64.1 21.3 18.4 0.0 0.0 6.5 0.4 0.0 0.0 0.0: 10.6 10.6
Old : 100.0: 67.8 64.1 21.3 18.4 0.0 0.0 6.5 0.4 0.0 0.0 0.0: 10.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 20 . . 0 0 . . 0 0 0:
Old : 27: 15 20 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 56.5 84.5 74.7 73.9 56.2 77.4 71.9
Old : 76.2 56.5 84.5 74.7 73.9 56.2 77.4 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,245: 7,255 18,855 12,315 1,335 1,355 150 1,380 0 1,990 0 0: 3,180 3,320
Old : 26,245: 7,255 18,855 12,315 1,335 1,355 150 1,380 0 1,990 0 0: 3,180 3,320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 365: 260 -150 55 465 -180 0 0 0 0 0 0: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 71.8 46.9 5.1 5.2 0.6 5.3 0.0 7.6 0.0 0.0: 12.1 12.7
Old : 100.0: 27.6 71.8 46.9 5.1 5.2 0.6 5.3 0.0 7.6 0.0 0.0: 12.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 13 . . . . . 0 . 0 0:
Old : 23: 8 13 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 47.9 84.8 74.8 63.5 47.6 71.9 68.2
Old : 72.8 47.9 84.8 74.8 63.5 47.6 71.9 68.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,330: 6,390 16,350 10,770 1,540 1,930 150 1,290 25 2,010 0 0: 2,055 2,195
Old : 23,330: 6,390 16,350 10,770 1,540 1,930 150 1,290 25 2,010 0 0: 2,055 2,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -140: 145 -465 0 610 -240 0 0 0 0 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 70.1 46.2 6.6 8.3 0.6 5.5 0.1 8.6 0.0 0.0: 8.8 9.4
Old : 100.0: 27.4 70.1 46.2 6.6 8.3 0.6 5.5 0.1 8.6 0.0 0.0: 8.8 9.4
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 : 20: 8 13 . . . . . . . 0 0:
Old : 20: 8 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 : 75.0 51.0 88.7 74.7 61.7 44.2 68.3 64.9
Old : 75.0 51.0 88.7 74.7 61.7 44.2 68.3 64.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,517: 29,551 20,315 8,410 24,431 660 10,590 3,170 5,760 0 810 175: 4,371 4,196
Old : 59,517: 29,551 20,315 8,410 24,431 660 10,590 3,170 5,760 0 810 175: 4,371 4,196
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 896: 306 656 700 0 0 -50 300 -50 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 34.1 14.1 41.0 1.1 17.8 5.3 9.7 0.0 1.4 0.3: 7.3 7.1
Old : 100.0: 49.7 34.1 14.1 41.0 1.1 17.8 5.3 9.7 0.0 1.4 0.3: 7.3 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 : 26: 19 18 . . . . . . 0 . .:
Old : 26: 19 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 64.7 78.1 82.9 43.5 52.2 55.5 57.5
Old : 60.7 64.7 78.1 82.9 43.5 52.2 55.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,650: 19,710 19,739 8,780 11,256 820 2,485 0 4,315 0 385 300: 3,240 2,835
Old : 39,650: 19,710 19,739 8,780 11,256 820 2,485 0 4,315 0 385 300: 3,240 2,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,201: 1,974 2,364 400 0 0 -10 0 0 0 0 0: -163 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 49.8 22.1 28.4 2.1 6.3 0.0 10.9 0.0 1.0 0.8: 8.2 7.2
Old : 100.0: 49.7 49.8 22.1 28.4 2.1 6.3 0.0 10.9 0.0 1.0 0.8: 8.2 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 : 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 : 70.1 67.9 83.3 82.3 58.5 54.9 62.3 62.2
Old : 70.1 67.9 83.3 82.3 58.5 54.9 62.3 62.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,580: 21,820 8,950 3,740 2,885 400 535 14,610 730 0 0 0: 1,355 1,005
Old : 28,580: 21,820 8,950 3,740 2,885 400 535 14,610 730 0 0 0: 1,355 1,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -60: -60 -10 0 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 31.3 13.1 10.1 1.4 1.9 51.1 2.6 0.0 0.0 0.0: 4.7 3.5
Old : 100.0: 76.3 31.3 13.1 10.1 1.4 1.9 51.1 2.6 0.0 0.0 0.0: 4.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . . . . 0 0 0:
Old : 21: 13 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 : 65.4 78.0 83.6 89.1 56.1 67.0 65.7 69.1
Old : 65.4 78.0 83.6 89.1 56.1 67.0 65.7 69.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,751: 53,090 30,356 7,766 41,535 3,260 14,905 2,260 230 0 860 2,495: 20,005 20,755
Old : 101,751: 53,090 30,356 7,766 41,535 3,260 14,905 2,260 230 0 860 2,495: 20,005 20,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 280: 310 -150 100 185 0 0 0 0 0 -75 0: -130 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 29.8 7.6 40.8 3.2 14.6 2.2 0.2 0.0 0.8 2.5: 19.7 20.4
Old : 100.0: 52.2 29.8 7.6 40.8 3.2 14.6 2.2 0.2 0.0 0.8 2.5: 19.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 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 : 51.6 52.5 69.9 63.5 47.3 51.0 59.7 56.9
Old : 51.6 52.5 69.9 63.5 47.3 51.0 59.7 56.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,104: 48,099 28,504 8,185 36,380 3,130 15,565 2,375 165 0 3,785 1,155: 19,805 20,610
Old : 96,104: 48,099 28,504 8,185 36,380 3,130 15,565 2,375 165 0 3,785 1,155: 19,805 20,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 450: 25 -425 0 0 0 0 0 0 0 0 0: 425 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 29.7 8.5 37.9 3.3 16.2 2.5 0.2 0.0 3.9 1.2: 20.6 21.4
Old : 100.0: 50.0 29.7 8.5 37.9 3.3 16.2 2.5 0.2 0.0 3.9 1.2: 20.6 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.0 48.9 69.5 61.4 46.7 47.7 58.9 56.8
Old : 52.0 48.9 69.5 61.4 46.7 47.7 58.9 56.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,318: 13,301 6,453 1,350 2,258 1,047 3,695 7,210 315 360 3,700 725: 4,525 3,610
Old : 25,318: 13,301 6,453 1,350 2,258 1,047 3,695 7,210 315 360 3,700 725: 4,525 3,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 265: 199 174 -100 -15 0 225 75 0 0 90 -60: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 25.5 5.3 8.9 4.1 14.6 28.5 1.2 1.4 14.6 2.9: 17.9 14.3
Old : 100.0: 52.5 25.5 5.3 8.9 4.1 14.6 28.5 1.2 1.4 14.6 2.9: 17.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 . . . . 4 . . . .:
Old : 29: 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 : 40.9 58.5 62.0 73.2 39.7 52.9 55.1 63.3
Old : 40.9 58.5 62.0 73.2 39.7 52.9 55.1 63.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,403: 12,811 6,653 1,495 2,818 638 3,695 9,660 315 300 65 1,985: 4,164 3,269
Old : 25,403: 12,811 6,653 1,495 2,818 638 3,695 9,660 315 300 65 1,985: 4,164 3,269
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 200: -1 174 -100 -15 0 225 -25 0 75 65 0: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 26.2 5.9 11.1 2.5 14.5 38.0 1.2 1.2 0.3 7.8: 16.4 12.9
Old : 100.0: 50.4 26.2 5.9 11.1 2.5 14.5 38.0 1.2 1.2 0.3 7.8: 16.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 . . . . 4 . . . .:
Old : 29: 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 : 39.5 60.2 63.4 75.4 38.2 54.9 54.6 62.5
Old : 39.5 60.2 63.4 75.4 38.2 54.9 54.6 62.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,844: 15,009 11,790 951 11,880 1,145 12,175 115 0 0 4,895 940: 2,624 2,079
Old : 32,844: 15,009 11,790 951 11,880 1,145 12,175 115 0 0 4,895 940: 2,624 2,079
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 225: 105 30 -150 -225 0 0 0 0 0 150 120: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 35.9 2.9 36.2 3.5 37.1 0.4 0.0 0.0 14.9 2.9: 8.0 6.3
Old : 100.0: 45.7 35.9 2.9 36.2 3.5 37.1 0.4 0.0 0.0 14.9 2.9: 8.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . . 0 0 . .:
Old : 24: 14 7 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 84.3 84.5 92.5 62.5 71.0 72.6 75.3
Old : 68.2 84.3 84.5 92.5 62.5 71.0 72.6 75.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,692: 13,168 9,710 782 11,230 1,001 12,175 100 0 0 5,455 410: 2,156 1,786
Old : 29,692: 13,168 9,710 782 11,230 1,001 12,175 100 0 0 5,455 410: 2,156 1,786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 325: 105 30 -150 -225 159 0 0 0 0 150 220: -9 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 32.7 2.6 37.8 3.4 41.0 0.3 0.0 0.0 18.4 1.4: 7.3 6.0
Old : 100.0: 44.3 32.7 2.6 37.8 3.4 41.0 0.3 0.0 0.0 18.4 1.4: 7.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 6 . . . . . 0 0 . .:
Old : 23: 13 6 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 84.0 86.0 93.3 67.1 76.6 79.7 82.4
Old : 68.4 84.0 86.0 93.3 67.1 76.6 79.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,191: 17,741 46,240 8,199 5,590 95 15,835 0 45 10,170 0 0: 3,106 3,221
Old : 55,191: 17,741 46,240 8,199 5,590 95 15,835 0 45 10,170 0 0: 3,106 3,221
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 335: -90 285 400 50 -105 0 0 0 25 0 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 83.8 14.9 10.1 0.2 28.7 0.0 0.1 18.4 0.0 0.0: 5.6 5.8
Old : 100.0: 32.1 83.8 14.9 10.1 0.2 28.7 0.0 0.1 18.4 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:
Old : 24: 11 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 : 64.3 83.5 86.6 91.1 64.1 80.1 82.7 84.8
Old : 64.3 83.5 86.6 91.1 64.1 80.1 82.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,789: 19,734 47,785 8,775 6,345 305 16,010 0 45 9,765 0 0: 3,155 3,309
Old : 57,789: 19,734 47,785 8,775 6,345 305 16,010 0 45 9,765 0 0: 3,155 3,309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 60: 0 60 60 0 -35 0 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 82.7 15.2 11.0 0.5 27.7 0.0 0.1 16.9 0.0 0.0: 5.5 5.7
Old : 100.0: 34.1 82.7 15.2 11.0 0.5 27.7 0.0 0.1 16.9 0.0 0.0: 5.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . . . 0 . . 0 0:
Old : 22: 12 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 : 66.1 87.0 88.2 92.0 65.7 84.4 86.7 88.3
Old : 66.1 87.0 88.2 92.0 65.7 84.4 86.7 88.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,175: 21,040 45,100 5,246 3,835 1,235 6,640 0 915 15,829 0 1,130: 3,140 2,960
Old : 55,175: 21,040 45,100 5,246 3,835 1,235 6,640 0 915 15,829 0 1,130: 3,140 2,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 0: 0 -25 -200 -75 50 0 0 0 100 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 81.7 9.5 7.0 2.2 12.0 0.0 1.7 28.7 0.0 2.0: 5.7 5.4
Old : 100.0: 38.1 81.7 9.5 7.0 2.2 12.0 0.0 1.7 28.7 0.0 2.0: 5.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 10 . . . 4 0 . 4 0 .:
Old : 32: 17 10 . . . 4 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 : 52.8 76.3 77.7 88.6 47.8 74.8 72.7 84.7
Old : 52.8 76.3 77.7 88.6 47.8 74.8 72.7 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,310: 21,200 43,050 4,346 3,820 1,575 6,440 0 1,065 14,704 0 1,080: 2,900 2,720
Old : 53,310: 21,200 43,050 4,346 3,820 1,575 6,440 0 1,065 14,704 0 1,080: 2,900 2,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -640: 25 -675 -200 -150 65 0 0 0 -650 0 50: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 80.8 8.2 7.2 3.0 12.1 0.0 2.0 27.6 0.0 2.0: 5.4 5.1
Old : 100.0: 39.8 80.8 8.2 7.2 3.0 12.1 0.0 2.0 27.6 0.0 2.0: 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 : 32: 17 10 . . . 4 0 . 4 0 .:
Old : 32: 17 10 . . . 4 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 : 51.3 75.5 77.8 88.0 45.3 73.8 71.8 83.7
Old : 51.3 75.5 77.8 88.0 45.3 73.8 71.8 83.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,300: 13,140 12,355 4,045 0 1,395 135 5,290 660 555 390 1,235: 2,135 1,975
Old : 23,300: 13,140 12,355 4,045 0 1,395 135 5,290 660 555 390 1,235: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 625: 150 200 450 0 0 0 225 0 -175 0 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 53.0 17.4 0.0 6.0 0.6 22.7 2.8 2.4 1.7 5.3: 9.2 8.5
Old : 100.0: 56.4 53.0 17.4 0.0 6.0 0.6 22.7 2.8 2.4 1.7 5.3: 9.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 10 . 0 . . . . . . .:
Old : 26: 13 10 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 65.3 76.8 82.9 48.0 62.7 65.7 73.6
Old : 52.1 65.3 76.8 82.9 48.0 62.7 65.7 73.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,065: 12,005 12,070 3,470 0 1,465 85 5,290 660 1,810 465 520: 2,050 1,595
Old : 22,065: 12,005 12,070 3,470 0 1,465 85 5,290 660 1,810 465 520: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 225: 150 0 100 0 0 0 225 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 54.7 15.7 0.0 6.6 0.4 24.0 3.0 8.2 2.1 2.4: 9.3 7.2
Old : 100.0: 54.4 54.7 15.7 0.0 6.6 0.4 24.0 3.0 8.2 2.1 2.4: 9.3 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 : 24: 12 8 . 0 . . . . . . .:
Old : 24: 12 8 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 68.9 78.6 84.9 49.7 65.9 69.1 77.7
Old : 55.3 68.9 78.6 84.9 49.7 65.9 69.1 77.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,285: 38,485 44,385 2,400 0 3,245 1,325 16,970 1,325 20,535 1,450 1,485: 5,485 5,425
Old : 74,285: 38,485 44,385 2,400 0 3,245 1,325 16,970 1,325 20,535 1,450 1,485: 5,485 5,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,100: 215 -110 1,300 0 -225 0 300 0 -1,175 150 950: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 59.7 3.2 0.0 4.4 1.8 22.8 1.8 27.6 2.0 2.0: 7.4 7.3
Old : 100.0: 51.8 59.7 3.2 0.0 4.4 1.8 22.8 1.8 27.6 2.0 2.0: 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 : 29: 15 14 . 0 . . . . . . .:
Old : 29: 15 14 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 66.5 76.4 80.8 58.0 64.3 71.5 77.2
Old : 60.1 66.5 76.4 80.8 58.0 64.3 71.5 77.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,460: 37,680 41,735 3,785 0 2,395 1,360 16,970 1,300 17,270 1,450 1,470: 5,200 5,140
Old : 70,460: 37,680 41,735 3,785 0 2,395 1,360 16,970 1,300 17,270 1,450 1,470: 5,200 5,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 930: 275 -350 1,375 0 -225 0 300 0 -1,550 150 950: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 59.2 5.4 0.0 3.4 1.9 24.1 1.8 24.5 2.1 2.1: 7.4 7.3
Old : 100.0: 53.5 59.2 5.4 0.0 3.4 1.9 24.1 1.8 24.5 2.1 2.1: 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 : 29: 16 16 . 0 . . . . . . .:
Old : 29: 16 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 67.1 75.7 81.2 56.9 64.7 71.4 77.3
Old : 59.4 67.1 75.7 81.2 56.9 64.7 71.4 77.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,777: 39,627 23,317 0 17,923 530 15,010 0 3,135 83 13,820 1,830: 3,562 3,222
Old : 63,777: 39,627 23,317 0 17,923 530 15,010 0 3,135 83 13,820 1,830: 3,562 3,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,550: 200 100 0 1,250 -50 500 0 0 0 -650 950: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 36.6 0.0 28.1 0.8 23.5 0.0 4.9 0.1 21.7 2.9: 5.6 5.1
Old : 100.0: 62.1 36.6 0.0 28.1 0.8 23.5 0.0 4.9 0.1 21.7 2.9: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 12 0 . . . 0 . . . .:
Old : 32: 20 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 71.5 75.2 89.2 51.9 67.1 70.1 80.3
Old : 56.4 71.5 75.2 89.2 51.9 67.1 70.1 80.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,969: 36,618 19,369 0 15,522 880 6,765 0 3,170 83 8,915 2,225: 2,228 1,888
Old : 51,969: 36,618 19,369 0 15,522 880 6,765 0 3,170 83 8,915 2,225: 2,228 1,888
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,085: 300 0 0 1,550 -245 -50 0 15 0 -1,300 1,020: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 37.3 0.0 29.9 1.7 13.0 0.0 6.1 0.2 17.2 4.3: 4.3 3.6
Old : 100.0: 70.5 37.3 0.0 29.9 1.7 13.0 0.0 6.1 0.2 17.2 4.3: 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 : 55.8 65.1 75.4 90.4 48.6 54.9 64.6 73.4
Old : 55.8 65.1 75.4 90.4 48.6 54.9 64.6 73.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 176,367: 97,627 89,920 20,359 806 5,890 0 15,093 9,582 1,400 13,627 3,510: 37,999 37,939
Old : 176,367: 97,627 89,920 20,359 806 5,890 0 15,093 9,582 1,400 13,627 3,510: 37,999 37,939
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,195: -260 594 705 101 195 0 125 225 100 -275 225: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 51.0 11.5 0.5 3.3 0.0 8.6 5.4 0.8 7.7 2.0: 21.5 21.5
Old : 100.0: 55.4 51.0 11.5 0.5 3.3 0.0 8.6 5.4 0.8 7.7 2.0: 21.5 21.5
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 : 42: 25 30 . . . 0 4 . . . .:
Old : 42: 25 30 . . . 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 : 50.8 30.1 66.1 47.8 45.0 25.3 52.4 37.6
Old : 50.8 30.1 66.1 47.8 45.0 25.3 52.4 37.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,188: 83,431 77,988 16,392 0 5,619 1,462 6,065 9,311 1,400 18,692 1,860: 29,713 29,653
Old : 149,188: 83,431 77,988 16,392 0 5,619 1,462 6,065 9,311 1,400 18,692 1,860: 29,713 29,653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 235: -995 1,220 1,215 0 -75 250 -75 15 100 -575 0: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 52.3 11.0 0.0 3.8 1.0 4.1 6.2 0.9 12.5 1.2: 19.9 19.9
Old : 100.0: 55.9 52.3 11.0 0.0 3.8 1.0 4.1 6.2 0.9 12.5 1.2: 19.9 19.9
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 : 40: 22 27 . 0 . . . . . . .:
Old : 40: 22 27 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 33.3 66.9 49.3 41.7 29.9 50.2 41.6
Old : 49.2 33.3 66.9 49.3 41.7 29.9 50.2 41.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,495: 33,695 29,425 18,536 9,441 4,909 0 7,605 2,600 0 5,760 0: 5,755 5,755
Old : 65,495: 33,695 29,425 18,536 9,441 4,909 0 7,605 2,600 0 5,760 0: 5,755 5,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 70: -25 0 125 100 -55 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 44.9 28.3 14.4 7.5 0.0 11.6 4.0 0.0 8.8 0.0: 8.8 8.8
Old : 100.0: 51.4 44.9 28.3 14.4 7.5 0.0 11.6 4.0 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 : 61.0 48.4 78.2 70.8 52.6 42.9 64.0 59.0
Old : 61.0 48.4 78.2 70.8 52.6 42.9 64.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,025: 31,425 21,300 8,651 5,441 8,389 0 8,300 2,630 0 5,035 0: 5,930 5,930
Old : 57,025: 31,425 21,300 8,651 5,441 8,389 0 8,300 2,630 0 5,035 0: 5,930 5,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -10: 15 15 0 0 0 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 37.4 15.2 9.5 14.7 0.0 14.6 4.6 0.0 8.8 0.0: 10.4 10.4
Old : 100.0: 55.1 37.4 15.2 9.5 14.7 0.0 14.6 4.6 0.0 8.8 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 : 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 51.7 72.8 74.9 40.7 42.3 52.5 52.1
Old : 53.5 51.7 72.8 74.9 40.7 42.3 52.5 52.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,020: 15,475 27,740 1,365 8,095 2,695 18,635 0 625 30 0 1,350: 2,845 2,515
Old : 43,020: 15,475 27,740 1,365 8,095 2,695 18,635 0 625 30 0 1,350: 2,845 2,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -180: 0 40 180 -50 0 -180 0 0 0 0 0: -180 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 64.5 3.2 18.8 6.3 43.3 0.0 1.5 0.1 0.0 3.1: 6.6 5.8
Old : 100.0: 36.0 64.5 3.2 18.8 6.3 43.3 0.0 1.5 0.1 0.0 3.1: 6.6 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 : 25: 14 16 . . . . 0 . . 0 .:
Old : 25: 14 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 68.6 77.5 82.2 57.3 61.7 66.3 68.4
Old : 62.4 68.6 77.5 82.2 57.3 61.7 66.3 68.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,530: 10,545 37,435 0 4,345 3,090 31,100 0 930 30 0 1,350: 1,485 1,380
Old : 48,530: 10,545 37,435 0 4,345 3,090 31,100 0 930 30 0 1,350: 1,485 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -180: 0 0 0 -180 0 -180 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 77.1 0.0 9.0 6.4 64.1 0.0 1.9 0.1 0.0 2.8: 3.1 2.8
Old : 100.0: 21.7 77.1 0.0 9.0 6.4 64.1 0.0 1.9 0.1 0.0 2.8: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 13 0 . . . 0 . . 0 .:
Old : 21: 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 : 81.7 72.0 91.6 89.0 76.1 65.8 79.0 77.8
Old : 81.7 72.0 91.6 89.0 76.1 65.8 79.0 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 167,802: 81,227 76,258 1,846 16,141 25,441 5,540 2,035 7,280 5,625 0 0: 40,843 40,647
Old : 167,802: 81,227 76,258 1,846 16,141 25,441 5,540 2,035 7,280 5,625 0 0: 40,843 40,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 689: 309 272 101 998 -463 300 -180 -30 0 0 0: 471 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 45.4 1.1 9.6 15.2 3.3 1.2 4.3 3.4 0.0 0.0: 24.3 24.2
Old : 100.0: 48.4 45.4 1.1 9.6 15.2 3.3 1.2 4.3 3.4 0.0 0.0: 24.3 24.2
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 : 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 : 32.4 43.1 47.4 58.1 19.4 26.8 27.2 32.2
Old : 32.4 43.1 47.4 58.1 19.4 26.8 27.2 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,916: 68,446 62,144 3,820 18,091 9,040 4,864 1,820 7,351 4,890 85 0: 19,505 19,385
Old : 117,916: 68,446 62,144 3,820 18,091 9,040 4,864 1,820 7,351 4,890 85 0: 19,505 19,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 506: 456 390 -280 110 140 144 -180 -144 0 0 0: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 52.7 3.2 15.3 7.7 4.1 1.5 6.2 4.1 0.1 0.0: 16.5 16.4
Old : 100.0: 58.0 52.7 3.2 15.3 7.7 4.1 1.5 6.2 4.1 0.1 0.0: 16.5 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 23 . . . . . . . . 0:
Old : 35: 24 23 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 43.9 61.8 64.5 31.1 35.7 44.1 47.2
Old : 43.4 43.9 61.8 64.5 31.1 35.7 44.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,710: 20,630 15,530 0 10,345 2,370 4,380 300 95 1,125 0 575: 1,535 1,495
Old : 30,710: 20,630 15,530 0 10,345 2,370 4,380 300 95 1,125 0 575: 1,535 1,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 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: 67.2 50.6 0.0 33.7 7.7 14.3 1.0 0.3 3.7 0.0 1.9: 5.0 4.9
Old : 100.0: 67.2 50.6 0.0 33.7 7.7 14.3 1.0 0.3 3.7 0.0 1.9: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . . . . . . 0 .:
Old : 21: 13 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 : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
Old : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,075: 21,090 14,635 0 11,035 2,280 3,665 300 135 725 0 500: 1,680 1,190
Old : 30,075: 21,090 14,635 0 11,035 2,280 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 25, 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: 70.1 48.7 0.0 36.7 7.6 12.2 1.0 0.4 2.4 0.0 1.7: 5.6 4.0
Old : 100.0: 70.1 48.7 0.0 36.7 7.6 12.2 1.0 0.4 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: 12 9 0 . . . . . . 0 .:
Old : 20: 12 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Old : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020