COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,312: 13,838 11,220 787 183 1,263 510 1,555 180 384 2,709 1,348: 1,002 854
Old : 19,312: 13,838 11,220 787 183 1,263 510 1,555 180 384 2,709 1,348: 1,002 854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 155: 601 648 64 -38 -45 0 160 0 -33 -85 -455: 23 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 58.1 4.1 0.9 6.5 2.6 8.1 0.9 2.0 14.0 7.0: 5.2 4.4
Old : 100.0: 71.7 58.1 4.1 0.9 6.5 2.6 8.1 0.9 2.0 14.0 7.0: 5.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . 4 . . . . 4 5:
Old : 28: 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 : 46.7 43.5 67.7 70.9 27.9 28.4 35.2 35.9
Old : 46.7 43.5 67.7 70.9 27.9 28.4 35.2 35.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,363: 11,705 11,373 723 1,673 3,834 1,641 705 1,541 833 1,441 1,550: 536 247
Old : 22,363: 11,705 11,373 723 1,673 3,834 1,641 705 1,541 833 1,441 1,550: 536 247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,442: -1,444 -1,019 60 -1,118 -80 -298 -185 32 -49 -149 58: -722 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 50.9 3.2 7.5 17.1 7.3 3.2 6.9 3.7 6.4 6.9: 2.4 1.1
Old : 100.0: 52.3 50.9 3.2 7.5 17.1 7.3 3.2 6.9 3.7 6.4 6.9: 2.4 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 : 42: 17 19 . . . . 4 4 5 8 11:
Old : 42: 17 19 . . . . 4 4 5 8 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 : 44.3 45.6 66.5 63.3 21.9 24.2 34.1 30.1
Old : 44.3 45.6 66.5 63.3 21.9 24.2 34.1 30.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,160: 27,611 35,197 5,337 0 2,123 0 978 362 4,245 1,005 1,480: 2 15
Old : 41,160: 27,611 35,197 5,337 0 2,123 0 978 362 4,245 1,005 1,480: 2 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 969: -169 956 75 0 37 0 -490 316 275 -300 435: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 85.5 13.0 0.0 5.2 0.0 2.4 0.9 10.3 2.4 3.6: 0.0 0.0
Old : 100.0: 67.1 85.5 13.0 0.0 5.2 0.0 2.4 0.9 10.3 2.4 3.6: 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 : 38: 22 20 . 0 . 0 . . 4 4 4:
Old : 38: 22 20 . 0 . 0 . . 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 : 48.3 53.2 77.0 79.1 43.2 44.6 62.2 61.6
Old : 48.3 53.2 77.0 79.1 43.2 44.6 62.2 61.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,756: 23,106 25,138 470 952 1,637 0 476 453 3,125 375 725: 240 0
Old : 29,756: 23,106 25,138 470 952 1,637 0 476 453 3,125 375 725: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 550: 175 475 -25 0 0 0 0 0 150 -175 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 84.5 1.6 3.2 5.5 0.0 1.6 1.5 10.5 1.3 2.4: 0.8 0.0
Old : 100.0: 77.7 84.5 1.6 3.2 5.5 0.0 1.6 1.5 10.5 1.3 2.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 18 . . . 0 . . . . 5:
Old : 32: 19 18 . . . 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 : 50.1 63.7 77.0 86.3 48.6 58.7 71.1 74.7
Old : 50.1 63.7 77.0 86.3 48.6 58.7 71.1 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,604: 116,223 87,392 3,220 25,068 4,681 2,526 5,343 6,080 1,121 5,429 3,535: 218 76
Old : 137,604: 116,223 87,392 3,220 25,068 4,681 2,526 5,343 6,080 1,121 5,429 3,535: 218 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,442: -3,338 -4,166 748 3,642 -2,067 87 -31 52 -181 416 -379: -364 -2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 63.5 2.3 18.2 3.4 1.8 3.9 4.4 0.8 3.9 2.6: 0.2 0.1
Old : 100.0: 84.5 63.5 2.3 18.2 3.4 1.8 3.9 4.4 0.8 3.9 2.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 27 30 . . 4 . 6 4 . 8 6:
Old : 56: 27 30 . . 4 . 6 4 . 8 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 39.4 69.5 60.2 40.2 32.0 47.6 41.0
Old : 53.3 39.4 69.5 60.2 40.2 32.0 47.6 41.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 71,882: 57,644 54,251 4,835 7,565 4,238 325 1,906 1,919 2,288 1,350 633: 0 20
Old : 71,882: 57,644 54,251 4,835 7,565 4,238 325 1,906 1,919 2,288 1,350 633: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,463: -3,959 -3,408 -500 -1,215 412 0 63 -115 -300 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 75.5 6.7 10.5 5.9 0.5 2.7 2.7 3.2 1.9 0.9: 0.0 0.0
Old : 100.0: 80.2 75.5 6.7 10.5 5.9 0.5 2.7 2.7 3.2 1.9 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 21 . . . . 4 . 5 . .:
Old : 39: 20 21 . . . . 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 : 55.6 75.1 77.5 90.5 54.3 63.4 67.6 71.8
Old : 55.6 75.1 77.5 90.5 54.3 63.4 67.6 71.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,860: 30,962 22,885 958 8,960 840 0 600 0 575 50 525: 0 0
Old : 33,860: 30,962 22,885 958 8,960 840 0 600 0 575 50 525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -689: -1,016 -850 -138 70 240 0 0 0 300 -74 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 67.6 2.8 26.5 2.5 0.0 1.8 0.0 1.7 0.1 1.6: 0.0 0.0
Old : 100.0: 91.4 67.6 2.8 26.5 2.5 0.0 1.8 0.0 1.7 0.1 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 13 . . . 0 . 0 4 . .:
Old : 27: 10 13 . . . 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 : 80.6 84.0 92.6 93.6 68.2 70.9 74.4 77.8
Old : 80.6 84.0 92.6 93.6 68.2 70.9 74.4 77.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,156: 32,945 23,525 518 25,678 3,738 15,800 160 50 1,131 1,187 4,805: 169 13
Old : 59,156: 32,945 23,525 518 25,678 3,738 15,800 160 50 1,131 1,187 4,805: 169 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,763: -1,653 -1,396 -67 348 -1,055 63 50 -168 33 -100 -55: 139 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 39.8 0.9 43.4 6.3 26.7 0.3 0.1 1.9 2.0 8.1: 0.3 0.0
Old : 100.0: 55.7 39.8 0.9 43.4 6.3 26.7 0.3 0.1 1.9 2.0 8.1: 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 : 36: 19 17 . 4 5 . . . . . .:
Old : 36: 19 17 . 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 : 49.9 63.0 73.8 81.7 48.6 52.8 62.1 67.8
Old : 49.9 63.0 73.8 81.7 48.6 52.8 62.1 67.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,368: 45,587 26,184 0 41,699 5,610 24,572 1,285 50 1,449 2,624 2,859: 241 57
Old : 80,368: 45,587 26,184 0 41,699 5,610 24,572 1,285 50 1,449 2,624 2,859: 241 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,661: -1,503 -2,695 0 708 -274 -115 25 -285 370 647 -611: -243 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 32.6 0.0 51.9 7.0 30.6 1.6 0.1 1.8 3.3 3.6: 0.3 0.1
Old : 100.0: 56.7 32.6 0.0 51.9 7.0 30.6 1.6 0.1 1.8 3.3 3.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 21 0 4 4 5 4 . . . 4:
Old : 44: 21 21 0 4 4 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 : 53.4 67.3 71.9 82.7 51.5 60.3 63.9 70.5
Old : 53.4 67.3 71.9 82.7 51.5 60.3 63.9 70.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,078: 54,328 45,897 9,489 20,155 2,193 450 25 0 1,745 345 2,158: 715 305
Old : 71,078: 54,328 45,897 9,489 20,155 2,193 450 25 0 1,745 345 2,158: 715 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,674: -788 -4,584 -1,385 1,604 -102 -250 0 0 -160 -102 0: -989 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 64.6 13.4 28.4 3.1 0.6 0.0 0.0 2.5 0.5 3.0: 1.0 0.4
Old : 100.0: 76.4 64.6 13.4 28.4 3.1 0.6 0.0 0.0 2.5 0.5 3.0: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 19 . . . . . 0 . . .:
Old : 37: 23 19 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 72.5 67.9 86.7 43.0 72.5 65.6 82.3
Old : 45.1 72.5 67.9 86.7 43.0 72.5 65.6 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,147: 62,977 49,941 17,715 33,083 702 450 0 0 1,795 484 2,700: 808 237
Old : 87,147: 62,977 49,941 17,715 33,083 702 450 0 0 1,795 484 2,700: 808 237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,975: -2,693 -5,174 -2,383 -796 -147 -250 0 0 -263 -172 0: -1,239 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 57.3 20.3 38.0 0.8 0.5 0.0 0.0 2.1 0.6 3.1: 0.9 0.3
Old : 100.0: 72.3 57.3 20.3 38.0 0.8 0.5 0.0 0.0 2.1 0.6 3.1: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 22 4 . 4 . 0 0 . . .:
Old : 39: 23 22 4 . 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 : 42.6 72.2 65.1 86.6 41.9 72.2 64.0 82.0
Old : 42.6 72.2 65.1 86.6 41.9 72.2 64.0 82.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,553: 28,123 39,826 11,604 0 2,924 0 0 0 250 170 230: 422 403
Old : 43,553: 28,123 39,826 11,604 0 2,924 0 0 0 250 170 230: 422 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,422: -1,455 -882 600 0 -500 0 0 0 -75 -25 0: 8 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 91.4 26.6 0.0 6.7 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 0.9
Old : 100.0: 64.6 91.4 26.6 0.0 6.7 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 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 : 73.0 82.5 89.1 93.8 63.5 77.2 72.9 79.1
Old : 73.0 82.5 89.1 93.8 63.5 77.2 72.9 79.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,597: 22,812 16,598 0 6,258 1,800 0 600 0 460 341 0: 525 0
Old : 25,597: 22,812 16,598 0 6,258 1,800 0 600 0 460 341 0: 525 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,276: -870 -1,176 0 258 -356 0 0 0 0 35 -35: -15 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 64.8 0.0 24.4 7.0 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0
Old : 100.0: 89.1 64.8 0.0 24.4 7.0 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . 0 . 0 . . 0:
Old : 26: 17 16 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 : 53.9 71.8 73.4 85.9 41.6 57.3 56.6 63.7
Old : 53.9 71.8 73.4 85.9 41.6 57.3 56.6 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,445: 55,544 65,799 320 11,291 8,206 9,541 161 550 12,668 1,061 2,207: 410 170
Old : 89,445: 55,544 65,799 320 11,291 8,206 9,541 161 550 12,668 1,061 2,207: 410 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,099: -2,739 -2,015 0 416 -995 -179 -1,095 -1,389 425 173 -204: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 73.6 0.4 12.6 9.2 10.7 0.2 0.6 14.2 1.2 2.5: 0.5 0.2
Old : 100.0: 62.1 73.6 0.4 12.6 9.2 10.7 0.2 0.6 14.2 1.2 2.5: 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 : 64: 31 30 . . . 9 . 5 12 . 7:
Old : 64: 31 30 . . . 9 . 5 12 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.2 51.0 65.9 16.8 18.9 25.9 29.7
Old : 31.3 45.2 51.0 65.9 16.8 18.9 25.9 29.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,212: 28,050 29,994 0 6,260 1,896 100 199 1 8,635 300 250: 280 312
Old : 39,212: 28,050 29,994 0 6,260 1,896 100 199 1 8,635 300 250: 280 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,989: -1,724 -1,540 0 -109 0 -100 -301 1 -131 0 -25: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 76.5 0.0 16.0 4.8 0.3 0.5 0.0 22.0 0.8 0.6: 0.7 0.8
Old : 100.0: 71.5 76.5 0.0 16.0 4.8 0.3 0.5 0.0 22.0 0.8 0.6: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 18 0 . . . . . 5 . .:
Old : 33: 17 18 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 : 48.7 51.7 73.7 78.4 43.1 42.5 59.6 58.6
Old : 48.7 51.7 73.7 78.4 43.1 42.5 59.6 58.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,282: 34,646 44,866 10,152 0 3,721 0 0 0 350 102 273: 140 320
Old : 49,282: 34,646 44,866 10,152 0 3,721 0 0 0 350 102 273: 140 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,569: -1,730 -1,519 290 0 -15 0 0 0 -125 -21 -4: 15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 91.0 20.6 0.0 7.6 0.0 0.0 0.0 0.7 0.2 0.6: 0.3 0.6
Old : 100.0: 70.3 91.0 20.6 0.0 7.6 0.0 0.0 0.0 0.7 0.2 0.6: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 15 . 0 . 0 0 0 . . .:
Old : 30: 21 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 : 57.7 80.6 82.1 94.5 46.4 75.5 64.1 76.0
Old : 57.7 80.6 82.1 94.5 46.4 75.5 64.1 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,735: 31,303 24,772 0 5,657 4,939 0 1,720 0 80 410 120: 1,293 117
Old : 37,735: 31,303 24,772 0 5,657 4,939 0 1,720 0 80 410 120: 1,293 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -731: -490 -581 0 141 -221 0 0 0 0 -50 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 65.6 0.0 15.0 13.1 0.0 4.6 0.0 0.2 1.1 0.3: 3.4 0.3
Old : 100.0: 83.0 65.6 0.0 15.0 13.1 0.0 4.6 0.0 0.2 1.1 0.3: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 0 . . 0 . 0 . 4 .:
Old : 32: 19 20 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 45.5 81.2 73.6 40.7 28.0 45.2 42.2
Old : 60.1 45.5 81.2 73.6 40.7 28.0 45.2 42.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,935: 51,108 58,670 5,216 0 3,670 0 0 0 2,223 250 0: 718 345
Old : 62,935: 51,108 58,670 5,216 0 3,670 0 0 0 2,223 250 0: 718 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,197: -1,153 -3,397 -1,743 -80 -170 0 0 0 -74 -550 0: -1,057 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 93.2 8.3 0.0 5.8 0.0 0.0 0.0 3.5 0.4 0.0: 1.1 0.5
Old : 100.0: 81.2 93.2 8.3 0.0 5.8 0.0 0.0 0.0 3.5 0.4 0.0: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 6 0 4 0 0 0 . . 0:
Old : 32: 17 12 6 0 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 : 59.4 90.7 77.7 97.5 59.4 86.5 74.3 89.6
Old : 59.4 90.7 77.7 97.5 59.4 86.5 74.3 89.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,769: 57,410 59,695 2,933 3,119 3,485 0 0 0 2,536 230 60: 345 180
Old : 66,769: 57,410 59,695 2,933 3,119 3,485 0 0 0 2,536 230 60: 345 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,093: -1,126 -3,267 -1,075 45 -291 0 0 0 -205 -450 0: -1,396 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 89.4 4.4 4.7 5.2 0.0 0.0 0.0 3.8 0.3 0.1: 0.5 0.3
Old : 100.0: 86.0 89.4 4.4 4.7 5.2 0.0 0.0 0.0 3.8 0.3 0.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 12 . . 4 0 0 0 . . .:
Old : 31: 19 12 . . 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 : 56.6 83.1 74.7 95.9 56.3 80.0 71.1 88.8
Old : 56.6 83.1 74.7 95.9 56.3 80.0 71.1 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,001: 59,769 66,824 8,736 1,931 2,366 299 0 55 926 1,192 613: 237 20
Old : 73,001: 59,769 66,824 8,736 1,931 2,366 299 0 55 926 1,192 613: 237 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,957: -2,873 -4,546 -643 1,060 -1,133 -10 0 0 -272 -319 -9: -17 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 91.5 12.0 2.6 3.2 0.4 0.0 0.1 1.3 1.6 0.8: 0.3 0.0
Old : 100.0: 81.9 91.5 12.0 2.6 3.2 0.4 0.0 0.1 1.3 1.6 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 22 5 . . . 0 . . 4 4:
Old : 43: 22 22 5 . . . 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 : 57.8 53.6 74.8 81.2 56.9 51.2 73.6 72.7
Old : 57.8 53.6 74.8 81.2 56.9 51.2 73.6 72.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,072: 75,654 83,828 10,596 2,388 3,740 277 1,455 310 2,270 1,410 1,896: 330 45
Old : 95,072: 75,654 83,828 10,596 2,388 3,740 277 1,455 310 2,270 1,410 1,896: 330 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,054: -4,785 -6,759 -842 1,577 -1,547 94 -27 -27 29 -277 43: -18 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 88.2 11.1 2.5 3.9 0.3 1.5 0.3 2.4 1.5 2.0: 0.3 0.0
Old : 100.0: 79.6 88.2 11.1 2.5 3.9 0.3 1.5 0.3 2.4 1.5 2.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 23 27 5 . . . 5 . . . 4:
Old : 52: 23 27 5 . . . 5 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 50.4 66.7 72.7 49.8 46.7 62.5 65.4
Old : 50.7 50.4 66.7 72.7 49.8 46.7 62.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,992: 38,324 48,152 16,963 2,074 60 0 3,456 0 625 2,250 0: 20 0
Old : 55,992: 38,324 48,152 16,963 2,074 60 0 3,456 0 625 2,250 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,100: -1,485 -1,635 -590 -80 0 0 65 -50 200 -225 -175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 86.0 30.3 3.7 0.1 0.0 6.2 0.0 1.1 4.0 0.0: 0.0 0.0
Old : 100.0: 68.4 86.0 30.3 3.7 0.1 0.0 6.2 0.0 1.1 4.0 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 : 29: 12 11 . . . 0 . 0 . 4 0:
Old : 29: 12 11 . . . 0 . 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 89.6 94.3 96.7 73.9 87.5 91.6 94.0
Old : 74.0 89.6 94.3 96.7 73.9 87.5 91.6 94.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,150: 36,935 47,110 10,250 0 815 0 225 0 700 550 450: 0 0
Old : 49,150: 36,935 47,110 10,250 0 815 0 225 0 700 550 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,600: -1,620 -1,450 144 0 0 0 0 0 151 125 -275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 95.8 20.9 0.0 1.7 0.0 0.5 0.0 1.4 1.1 0.9: 0.0 0.0
Old : 100.0: 75.1 95.8 20.9 0.0 1.7 0.0 0.5 0.0 1.4 1.1 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . 0 . 0 . 0 . . .:
Old : 21: 10 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.1 95.3 94.9 98.6 77.5 92.8 92.1 94.2
Old : 78.1 95.3 94.9 98.6 77.5 92.8 92.1 94.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 61,662: 44,327 56,699 13,424 430 1,871 700 105 0 736 1,815 560: 44 182
Old : 61,662: 44,327 56,699 13,424 430 1,871 700 105 0 736 1,815 560: 44 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,048: -1,061 -2,198 -1,161 60 149 0 -5 0 80 35 5: -60 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 92.0 21.8 0.7 3.0 1.1 0.2 0.0 1.2 2.9 0.9: 0.1 0.3
Old : 100.0: 71.9 92.0 21.8 0.7 3.0 1.1 0.2 0.0 1.2 2.9 0.9: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 18 4 . . . . 0 . . .:
Old : 33: 19 18 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 84.3 75.5 93.4 48.9 80.4 71.7 84.1
Old : 49.9 84.3 75.5 93.4 48.9 80.4 71.7 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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,351: 51,407 60,211 12,593 746 202 180 3,025 1,280 1,367 1,445 1,129: 193 313
Old : 68,351: 51,407 60,211 12,593 746 202 180 3,025 1,280 1,367 1,445 1,129: 193 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,556: -872 -2,283 -1,293 60 72 -207 323 -345 238 -189 -106: -43 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 88.1 18.4 1.1 0.3 0.3 4.4 1.9 2.0 2.1 1.7: 0.3 0.5
Old : 100.0: 75.2 88.1 18.4 1.1 0.3 0.3 4.4 1.9 2.0 2.1 1.7: 0.3 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 : 33: 20 15 . . . . . . . . .:
Old : 33: 20 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 77.6 74.6 88.6 47.0 70.5 69.5 77.8
Old : 48.0 77.6 74.6 88.6 47.0 70.5 69.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,670: 15,353 23,761 8,994 0 138 0 350 0 0 231 0: 185 190
Old : 24,670: 15,353 23,761 8,994 0 138 0 350 0 0 231 0: 185 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,820: -764 -1,340 -911 0 0 0 -215 0 0 0 0: -145 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 96.3 36.5 0.0 0.6 0.0 1.4 0.0 0.0 0.9 0.0: 0.7 0.8
Old : 100.0: 62.2 96.3 36.5 0.0 0.6 0.0 1.4 0.0 0.0 0.9 0.0: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 63.4 82.4 83.5 95.1 62.9 71.6 78.2 83.9
Old : 63.4 82.4 83.5 95.1 62.9 71.6 78.2 83.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,321: 14,620 24,126 9,264 0 135 0 0 0 0 0 0: 302 60
Old : 24,321: 14,620 24,126 9,264 0 135 0 0 0 0 0 0: 302 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,110: -465 -795 -457 0 -30 0 -25 0 0 0 0: -158 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 99.2 38.1 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.2
Old : 100.0: 60.1 99.2 38.1 0.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 5 0 . 0 0 0 0 0 0:
Old : 21: 12 10 5 0 . 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 : 65.6 86.8 82.9 98.0 63.1 74.5 76.4 84.5
Old : 65.6 86.8 82.9 98.0 63.1 74.5 76.4 84.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 32,031: 27,003 24,918 2,420 3,682 1,071 30 509 335 315 690 821: 36 5
Old : 32,031: 27,003 24,918 2,420 3,682 1,071 30 509 335 315 690 821: 36 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,178: -1,241 -1,578 -275 55 -20 0 -105 -10 263 -210 -293: -602 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 77.8 7.6 11.5 3.3 0.1 1.6 1.0 1.0 2.2 2.6: 0.1 0.0
Old : 100.0: 84.3 77.8 7.6 11.5 3.3 0.1 1.6 1.0 1.0 2.2 2.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 15 . . . . . . . . .:
Old : 33: 16 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 59.0 83.0 78.0 62.9 56.1 73.0 70.9
Old : 71.0 59.0 83.0 78.0 62.9 56.1 73.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,872: 16,082 17,125 1,708 0 133 0 1,485 0 671 864 155: 1,123 110
Old : 19,872: 16,082 17,125 1,708 0 133 0 1,485 0 671 864 155: 1,123 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,534: -1,349 -599 0 0 0 0 0 0 161 -21 -161: -185 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 86.2 8.6 0.0 0.7 0.0 7.5 0.0 3.4 4.3 0.8: 5.7 0.6
Old : 100.0: 80.9 86.2 8.6 0.0 0.7 0.0 7.5 0.0 3.4 4.3 0.8: 5.7 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 : 22: 11 11 . 0 . 0 . 0 . . .:
Old : 22: 11 11 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 73.0 91.7 90.1 76.3 69.5 86.9 86.4
Old : 76.6 73.0 91.7 90.1 76.3 69.5 86.9 86.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,078: 45,437 35,297 6,245 17,358 641 2,674 4,121 101 2,652 335 1,201: 127 24
Old : 59,078: 45,437 35,297 6,245 17,358 641 2,674 4,121 101 2,652 335 1,201: 127 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,241: -1,542 -2,225 -556 124 224 -163 -60 25 29 -20 165: -423 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 59.7 10.6 29.4 1.1 4.5 7.0 0.2 4.5 0.6 2.0: 0.2 0.0
Old : 100.0: 76.9 59.7 10.6 29.4 1.1 4.5 7.0 0.2 4.5 0.6 2.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 21 5 . 5 . . . 5 . 4:
Old : 43: 24 21 5 . 5 . . . 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 : 56.8 69.1 72.1 84.9 40.3 56.4 53.8 64.3
Old : 56.8 69.1 72.1 84.9 40.3 56.4 53.8 64.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,119: 31,048 17,817 2,126 15,518 777 350 247 565 460 473 637: 156 85
Old : 36,119: 31,048 17,817 2,126 15,518 777 350 247 565 460 473 637: 156 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,067: -1,762 -1,242 -355 -597 -42 0 -43 -47 62 -149 64: 13 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 49.3 5.9 43.0 2.2 1.0 0.7 1.6 1.3 1.3 1.8: 0.4 0.2
Old : 100.0: 86.0 49.3 5.9 43.0 2.2 1.0 0.7 1.6 1.3 1.3 1.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 18 4 . . . . . . . 4:
Old : 36: 19 18 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 : 69.4 71.5 82.7 85.3 61.6 66.2 69.8 74.2
Old : 69.4 71.5 82.7 85.3 61.6 66.2 69.8 74.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,867: 10,548 17,951 7,194 0 1,024 0 401 226 700 225 25: 150 15
Old : 19,867: 10,548 17,951 7,194 0 1,024 0 401 226 700 225 25: 150 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 1,160: 870 1,120 300 0 15 0 0 0 -50 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 90.4 36.2 0.0 5.2 0.0 2.0 1.1 3.5 1.1 0.1: 0.8 0.1
Old : 100.0: 53.1 90.4 36.2 0.0 5.2 0.0 2.0 1.1 3.5 1.1 0.1: 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 : 31: 17 15 . 0 . 0 . . . . .:
Old : 31: 17 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.0 84.0 86.6 58.4 69.7 75.9 78.3
Old : 63.8 74.0 84.0 86.6 58.4 69.7 75.9 78.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,898: 10,616 18,348 7,577 0 2,075 0 300 0 500 175 0: 130 0
Old : 20,898: 10,616 18,348 7,577 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: March 3, 2020 :
: 1,625: 1,025 1,625 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 87.8 36.3 0.0 9.9 0.0 1.4 0.0 2.4 0.8 0.0: 0.6 0.0
Old : 100.0: 50.8 87.8 36.3 0.0 9.9 0.0 1.4 0.0 2.4 0.8 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.0 92.0 95.9 99.0 63.1 83.1 86.0 87.8
Old : 73.0 92.0 95.9 99.0 63.1 83.1 86.0 87.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,366: 8,394 6,640 46 450 701 0 600 0 75 950 25: 125 0
Old : 9,366: 8,394 6,640 46 450 701 0 600 0 75 950 25: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,295: -1,055 -705 -115 -200 0 0 -135 0 -50 -75 0: -75 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 70.9 0.5 4.8 7.5 0.0 6.4 0.0 0.8 10.1 0.3: 1.3 0.0
Old : 100.0: 89.6 70.9 0.5 4.8 7.5 0.0 6.4 0.0 0.8 10.1 0.3: 1.3 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 : 20: 9 9 . . . 0 . 0 . . .:
Old : 20: 9 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 : 75.6 65.3 93.5 89.7 67.7 65.1 79.2 81.6
Old : 75.6 65.3 93.5 89.7 67.7 65.1 79.2 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,484: 8,642 6,440 25 512 632 0 600 0 75 1,300 0: 110 0
Old : 9,484: 8,642 6,440 25 512 632 0 600 0 75 1,300 0: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,410: -1,110 -110 -38 -138 -112 0 -125 0 -50 -150 0: -100 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 67.9 0.3 5.4 6.7 0.0 6.3 0.0 0.8 13.7 0.0: 1.2 0.0
Old : 100.0: 91.1 67.9 0.3 5.4 6.7 0.0 6.3 0.0 0.8 13.7 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 . 0 . . 0:
Old : 21: 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 : 73.4 65.8 92.8 89.8 68.2 65.8 79.6 82.1
Old : 73.4 65.8 92.8 89.8 68.2 65.8 79.6 82.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,370: 6,986 10,292 3,743 1,400 13 0 0 0 865 150 515: 248 0
Old : 12,370: 6,986 10,292 3,743 1,400 13 0 0 0 865 150 515: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,352: -607 -1,075 -410 35 -22 0 -40 0 -160 50 -50: -103 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 83.2 30.3 11.3 0.1 0.0 0.0 0.0 7.0 1.2 4.2: 2.0 0.0
Old : 100.0: 56.5 83.2 30.3 11.3 0.1 0.0 0.0 0.0 7.0 1.2 4.2: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . . . 0 0 0 . . .:
Old : 23: 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 : 55.7 73.0 79.6 90.1 49.9 66.9 72.3 75.8
Old : 55.7 73.0 79.6 90.1 49.9 66.9 72.3 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,260: 6,645 10,285 3,807 1,400 10 0 0 0 1,135 150 415: 248 0
Old : 12,260: 6,645 10,285 3,807 1,400 10 0 0 0 1,135 150 415: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,354: -603 -1,070 -438 35 -29 0 -40 0 -160 50 -50: -74 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 83.9 31.1 11.4 0.1 0.0 0.0 0.0 9.3 1.2 3.4: 2.0 0.0
Old : 100.0: 54.2 83.9 31.1 11.4 0.1 0.0 0.0 0.0 9.3 1.2 3.4: 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 : 23: 11 13 . . . 0 0 0 . . .:
Old : 23: 11 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 : 56.2 72.1 80.6 88.5 47.8 63.8 68.1 73.1
Old : 56.2 72.1 80.6 88.5 47.8 63.8 68.1 73.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,820: 22,680 30,990 7,840 0 765 145 0 5 1,125 885 2,115: 145 60
Old : 34,820: 22,680 30,990 7,840 0 765 145 0 5 1,125 885 2,115: 145 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,983: -1,875 -891 510 0 -280 25 0 -25 225 -345 -250: -313 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 89.0 22.5 0.0 2.2 0.4 0.0 0.0 3.2 2.5 6.1: 0.4 0.2
Old : 100.0: 65.1 89.0 22.5 0.0 2.2 0.4 0.0 0.0 3.2 2.5 6.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.3 76.5 81.2 95.4 60.5 68.3 70.7 78.3
Old : 68.3 76.5 81.2 95.4 60.5 68.3 70.7 78.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,801: 22,810 31,256 7,410 0 755 145 0 5 1,465 700 2,065: 146 20
Old : 34,801: 22,810 31,256 7,410 0 755 145 0 5 1,465 700 2,065: 146 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,973: -1,825 -951 515 0 -240 25 0 -25 530 0 -555: -398 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 89.8 21.3 0.0 2.2 0.4 0.0 0.0 4.2 2.0 5.9: 0.4 0.1
Old : 100.0: 65.5 89.8 21.3 0.0 2.2 0.4 0.0 0.0 4.2 2.0 5.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.4 78.2 78.9 96.1 57.8 67.6 67.8 79.3
Old : 66.4 78.2 78.9 96.1 57.8 67.6 67.8 79.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,793: 78,955 77,875 18,146 13,933 2,168 1,200 325 45 700 6,894 493: 86 60
Old : 101,793: 78,955 77,875 18,146 13,933 2,168 1,200 325 45 700 6,894 493: 86 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,271: -4,492 -5,491 512 830 -1,127 -95 -25 -175 160 -34 -240: -1,814 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 76.5 17.8 13.7 2.1 1.2 0.3 0.0 0.7 6.8 0.5: 0.1 0.1
Old : 100.0: 77.6 76.5 17.8 13.7 2.1 1.2 0.3 0.0 0.7 6.8 0.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 28 4 . . . . . . 6 4:
Old : 50: 31 28 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 : 39.2 54.7 62.7 78.0 33.7 51.2 57.3 70.3
Old : 39.2 54.7 62.7 78.0 33.7 51.2 57.3 70.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,026: 88,142 93,333 20,917 10,913 4,025 1,699 1,200 21 859 6,192 1,337: 26 5
Old : 117,026: 88,142 93,333 20,917 10,913 4,025 1,699 1,200 21 859 6,192 1,337: 26 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -7,330: -4,817 -6,789 191 1,614 -789 -40 -100 -260 74 325 -349: -1,340 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 79.8 17.9 9.3 3.4 1.5 1.0 0.0 0.7 5.3 1.1: 0.0 0.0
Old : 100.0: 75.3 79.8 17.9 9.3 3.4 1.5 1.0 0.0 0.7 5.3 1.1: 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 : 59: 35 30 . . 5 . . . 4 9 7:
Old : 59: 35 30 . . 5 . . . 4 9 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 57.9 57.0 79.9 28.2 48.3 48.4 64.8
Old : 33.0 57.9 57.0 79.9 28.2 48.3 48.4 64.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 509,976: 281,678 315,501 29,615 3,693 116,478 11,067 17,120 28,083 21,162 7,521 21,556: 337 23
Old : 509,976: 281,678 315,501 29,615 3,693 116,478 11,067 17,120 28,083 21,162 7,521 21,556: 337 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,863: -2,527 -8,021 -11,138 -29 4,756 -11 -1,893 -817 2,333 -27 -820: -640 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 61.9 5.8 0.7 22.8 2.2 3.4 5.5 4.1 1.5 4.2: 0.1 0.0
Old : 100.0: 55.2 61.9 5.8 0.7 22.8 2.2 3.4 5.5 4.1 1.5 4.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 90: 39 32 5 . 4 7 10 8 15 12 16:
Old : 90: 39 32 5 . 4 7 10 8 15 12 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 41.5 62.6 64.1 13.2 16.2 18.0 21.8
Old : 44.7 41.5 62.6 64.1 13.2 16.2 18.0 21.8
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,844: 7,018 14,305 2,507 135 734 1,070 600 0 4,105 0 0: 410 70
Old : 15,844: 7,018 14,305 2,507 135 734 1,070 600 0 4,105 0 0: 410 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,118: -863 -235 55 20 -210 -130 0 0 95 0 -75: 10 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 90.3 15.8 0.9 4.6 6.8 3.8 0.0 25.9 0.0 0.0: 2.6 0.4
Old : 100.0: 44.3 90.3 15.8 0.9 4.6 6.8 3.8 0.0 25.9 0.0 0.0: 2.6 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 : 23: 13 6 . . . . . 0 . 0 0:
Old : 23: 13 6 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 86.3 78.4 98.5 56.6 80.9 74.9 88.3
Old : 56.6 86.3 78.4 98.5 56.6 80.9 74.9 88.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,844: 5,685 13,738 3,570 95 411 220 600 0 4,380 0 0: 578 0
Old : 14,844: 5,685 13,738 3,570 95 411 220 600 0 4,380 0 0: 578 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,057: -768 -220 23 5 -153 -30 0 0 35 0 -15: -149 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 92.5 24.1 0.6 2.8 1.5 4.0 0.0 29.5 0.0 0.0: 3.9 0.0
Old : 100.0: 38.3 92.5 24.1 0.6 2.8 1.5 4.0 0.0 29.5 0.0 0.0: 3.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 6 . . . . . 0 . 0 0:
Old : 22: 12 6 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 88.4 85.7 99.2 64.7 86.7 81.9 94.4
Old : 67.3 88.4 85.7 99.2 64.7 86.7 81.9 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,503: 3,603 8,050 600 0 0 450 0 0 3,850 451 0: 0 2
Old : 8,503: 3,603 8,050 600 0 0 450 0 0 3,850 451 0: 0 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -395: -395 -295 0 0 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 94.7 7.1 0.0 0.0 5.3 0.0 0.0 45.3 5.3 0.0: 0.0 0.0
Old : 100.0: 42.4 94.7 7.1 0.0 0.0 5.3 0.0 0.0 45.3 5.3 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: 8 14 . 0 0 . 0 0 . . 0:
Old : 25: 8 14 . 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 74.1 90.6 88.2 75.3 71.1 90.0 84.7
Old : 75.3 74.1 90.6 88.2 75.3 71.1 90.0 84.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 75,611: 51,745 51,748 15,922 12,391 0 0 3,528 235 0 0 0: 7,709 7,709
Old : 75,611: 51,745 51,748 15,922 12,391 0 0 3,528 235 0 0 0: 7,709 7,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,900: -1,709 -2,145 -846 5 0 0 -415 95 0 0 0: -440 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 68.4 21.1 16.4 0.0 0.0 4.7 0.3 0.0 0.0 0.0: 10.2 10.2
Old : 100.0: 68.4 68.4 21.1 16.4 0.0 0.0 4.7 0.3 0.0 0.0 0.0: 10.2 10.2
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 : 27: 17 19 . . 0 0 . . 0 0 0:
Old : 27: 17 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 52.0 84.2 75.7 71.5 51.8 75.7 68.3
Old : 74.2 52.0 84.2 75.7 71.5 51.8 75.7 68.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,499: 42,516 40,254 13,378 11,425 0 0 4,215 215 0 0 0: 6,390 6,390
Old : 62,499: 42,516 40,254 13,378 11,425 0 0 4,215 215 0 0 0: 6,390 6,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,790: -1,729 -1,565 -501 -610 0 0 -55 -20 0 0 0: -540 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 64.4 21.4 18.3 0.0 0.0 6.7 0.3 0.0 0.0 0.0: 10.2 10.2
Old : 100.0: 68.0 64.4 21.4 18.3 0.0 0.0 6.7 0.3 0.0 0.0 0.0: 10.2 10.2
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 : 26: 15 19 . . 0 0 . . 0 0 0:
Old : 26: 15 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 56.8 85.1 75.0 74.4 56.3 77.6 71.9
Old : 77.1 56.8 85.1 75.0 74.4 56.3 77.6 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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,875: 6,730 17,495 12,050 1,835 1,110 150 1,300 0 1,835 0 0: 3,000 3,135
Old : 24,875: 6,730 17,495 12,050 1,835 1,110 150 1,300 0 1,835 0 0: 3,000 3,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,370: -525 -1,360 -265 500 -245 0 -80 0 -155 0 0: -180 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 70.3 48.4 7.4 4.5 0.6 5.2 0.0 7.4 0.0 0.0: 12.1 12.6
Old : 100.0: 27.1 70.3 48.4 7.4 4.5 0.6 5.2 0.0 7.4 0.0 0.0: 12.1 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 11 . . . . . 0 . 0 0:
Old : 21: 6 11 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 49.5 86.1 76.4 65.8 48.9 74.6 71.4
Old : 74.4 49.5 86.1 76.4 65.8 48.9 74.6 71.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,450: 5,945 15,255 10,660 1,960 1,660 150 1,300 0 1,895 0 0: 2,140 2,275
Old : 22,450: 5,945 15,255 10,660 1,960 1,660 150 1,300 0 1,895 0 0: 2,140 2,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -880: -445 -1,095 -110 420 -270 0 10 -25 -115 0 0: 85 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 68.0 47.5 8.7 7.4 0.7 5.8 0.0 8.4 0.0 0.0: 9.5 10.1
Old : 100.0: 26.5 68.0 47.5 8.7 7.4 0.7 5.8 0.0 8.4 0.0 0.0: 9.5 10.1
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 : 20: 6 12 . . . . . 0 . 0 0:
Old : 20: 6 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 : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2
Old : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,088: 27,373 20,062 8,995 23,966 660 11,380 2,905 5,035 0 985 0: 3,645 3,475
Old : 57,088: 27,373 20,062 8,995 23,966 660 11,380 2,905 5,035 0 985 0: 3,645 3,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,429: -2,178 -253 585 -465 0 790 -265 -725 0 175 -175: -726 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 35.1 15.8 42.0 1.2 19.9 5.1 8.8 0.0 1.7 0.0: 6.4 6.1
Old : 100.0: 47.9 35.1 15.8 42.0 1.2 19.9 5.1 8.8 0.0 1.7 0.0: 6.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 16 . . . . . . 0 . 0:
Old : 26: 18 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 : 60.7 66.1 78.4 85.0 50.4 57.0 62.0 65.6
Old : 60.7 66.1 78.4 85.0 50.4 57.0 62.0 65.6
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,208: 18,571 20,210 9,525 10,886 730 2,995 0 3,415 0 385 300: 2,672 2,282
Old : 38,208: 18,571 20,210 9,525 10,886 730 2,995 0 3,415 0 385 300: 2,672 2,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,442: -1,139 471 745 -370 -90 510 0 -900 0 0 0: -568 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 52.9 24.9 28.5 1.9 7.8 0.0 8.9 0.0 1.0 0.8: 7.0 6.0
Old : 100.0: 48.6 52.9 24.9 28.5 1.9 7.8 0.0 8.9 0.0 1.0 0.8: 7.0 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 : 24: 15 16 . . . . 0 . 0 . .:
Old : 24: 15 16 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 67.9 85.1 82.6 67.7 63.0 71.8 70.4
Old : 76.8 67.9 85.1 82.6 67.7 63.0 71.8 70.4
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,740: 21,655 8,665 3,760 2,490 380 535 15,175 140 0 0 0: 1,270 890
Old : 27,740: 21,655 8,665 3,760 2,490 380 535 15,175 140 0 0 0: 1,270 890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -840: -165 -285 20 -395 -20 0 565 -590 0 0 0: -85 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 31.2 13.6 9.0 1.4 1.9 54.7 0.5 0.0 0.0 0.0: 4.6 3.2
Old : 100.0: 78.1 31.2 13.6 9.0 1.4 1.9 54.7 0.5 0.0 0.0 0.0: 4.6 3.2
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 : 21: 13 11 . . . . . . 0 0 0:
Old : 21: 13 11 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 77.4 85.4 88.4 58.3 69.6 68.2 72.5
Old : 67.0 77.4 85.4 88.4 58.3 69.6 68.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,193: 51,469 27,788 5,729 39,580 3,325 13,845 2,000 215 0 1,665 1,985: 19,625 19,635
Old : 96,193: 51,469 27,788 5,729 39,580 3,325 13,845 2,000 215 0 1,665 1,985: 19,625 19,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,558: -1,621 -2,568 -2,037 -1,955 65 -1,060 -260 -15 0 805 -510: -380 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 28.9 6.0 41.1 3.5 14.4 2.1 0.2 0.0 1.7 2.1: 20.4 20.4
Old : 100.0: 53.5 28.9 6.0 41.1 3.5 14.4 2.1 0.2 0.0 1.7 2.1: 20.4 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 : 30: 18 19 . . . . . . 0 . .:
Old : 30: 18 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 53.1 70.0 64.8 46.6 51.6 60.3 58.0
Old : 50.9 53.1 70.0 64.8 46.6 51.6 60.3 58.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,405: 46,805 26,205 5,920 34,375 3,240 14,365 2,105 160 0 4,375 820: 19,095 19,125
Old : 90,405: 46,805 26,205 5,920 34,375 3,240 14,365 2,105 160 0 4,375 820: 19,095 19,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,699: -1,294 -2,299 -2,265 -2,005 110 -1,200 -270 -5 0 590 -335: -710 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 29.0 6.5 38.0 3.6 15.9 2.3 0.2 0.0 4.8 0.9: 21.1 21.2
Old : 100.0: 51.8 29.0 6.5 38.0 3.6 15.9 2.3 0.2 0.0 4.8 0.9: 21.1 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . . . . . . 0 . .:
Old : 28: 17 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 49.9 69.6 63.2 45.3 49.0 58.7 58.2
Old : 51.0 49.9 69.6 63.2 45.3 49.0 58.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,062: 12,159 5,652 910 1,902 1,047 3,745 6,615 175 210 3,750 675: 4,141 3,246
Old : 23,062: 12,159 5,652 910 1,902 1,047 3,745 6,615 175 210 3,750 675: 4,141 3,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,256: -1,142 -801 -440 -356 0 50 -595 -140 -150 50 -50: -384 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 24.5 3.9 8.2 4.5 16.2 28.7 0.8 0.9 16.3 2.9: 18.0 14.1
Old : 100.0: 52.7 24.5 3.9 8.2 4.5 16.2 28.7 0.8 0.9 16.3 2.9: 18.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 42.4 58.7 64.0 71.9 41.3 53.3 59.8 64.9
Old : 42.4 58.7 64.0 71.9 41.3 53.3 59.8 64.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,972: 11,694 6,277 1,075 2,462 638 3,745 8,465 175 0 190 1,860: 3,785 2,905
Old : 22,972: 11,694 6,277 1,075 2,462 638 3,745 8,465 175 0 190 1,860: 3,785 2,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,431: -1,117 -376 -420 -356 0 50 -1,195 -140 -300 125 -125: -379 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 27.3 4.7 10.7 2.8 16.3 36.8 0.8 0.0 0.8 8.1: 16.5 12.6
Old : 100.0: 50.9 27.3 4.7 10.7 2.8 16.3 36.8 0.8 0.0 0.8 8.1: 16.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 . . . . 4 . 0 4 .:
Old : 29: 16 11 . . . . 4 . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 58.4 65.1 73.2 40.0 53.2 57.7 61.3
Old : 41.0 58.4 65.1 73.2 40.0 53.2 57.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,853: 14,423 11,705 742 11,280 1,170 12,060 75 0 0 4,690 1,050: 2,408 1,883
Old : 31,853: 14,423 11,705 742 11,280 1,170 12,060 75 0 0 4,690 1,050: 2,408 1,883
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -991: -586 -85 -209 -600 25 -115 -40 0 0 -205 110: -216 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 36.7 2.3 35.4 3.7 37.9 0.2 0.0 0.0 14.7 3.3: 7.6 5.9
Old : 100.0: 45.3 36.7 2.3 35.4 3.7 37.9 0.2 0.0 0.0 14.7 3.3: 7.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 5 . . . . . 0 0 . .:
Old : 21: 13 5 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 85.2 85.0 93.2 62.9 71.3 72.2 75.5
Old : 68.9 85.2 85.0 93.2 62.9 71.3 72.2 75.5
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,193: 16,943 40,915 7,401 6,000 95 13,175 0 45 9,740 0 0: 2,794 3,138
Old : 50,193: 16,943 40,915 7,401 6,000 95 13,175 0 45 9,740 0 0: 2,794 3,138
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,998: -798 -5,325 -798 410 0 -2,660 0 0 -430 0 0: -312 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 81.5 14.7 12.0 0.2 26.2 0.0 0.1 19.4 0.0 0.0: 5.6 6.3
Old : 100.0: 33.8 81.5 14.7 12.0 0.2 26.2 0.0 0.1 19.4 0.0 0.0: 5.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . . 0 . . 0 0:
Old : 22: 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 : 62.5 84.2 86.4 91.4 62.4 81.0 82.3 84.3
Old : 62.5 84.2 86.4 91.4 62.4 81.0 82.3 84.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,850: 18,955 42,930 8,175 6,690 260 13,325 0 45 9,305 0 0: 2,785 2,925
Old : 52,850: 18,955 42,930 8,175 6,690 260 13,325 0 45 9,305 0 0: 2,785 2,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,939: -779 -4,855 -600 345 -45 -2,685 0 0 -460 0 0: -370 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 81.2 15.5 12.7 0.5 25.2 0.0 0.1 17.6 0.0 0.0: 5.3 5.5
Old : 100.0: 35.9 81.2 15.5 12.7 0.5 25.2 0.0 0.1 17.6 0.0 0.0: 5.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . 0 . . 0 0:
Old : 21: 12 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 88.2 88.1 92.5 64.4 85.4 86.8 88.1
Old : 64.9 88.2 88.1 92.5 64.4 85.4 86.8 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,360: 18,280 42,090 6,341 3,665 890 6,325 0 855 14,629 0 1,130: 2,910 2,730
Old : 51,360: 18,280 42,090 6,341 3,665 890 6,325 0 855 14,629 0 1,130: 2,910 2,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,815: -2,760 -3,010 1,095 -170 -345 -315 0 -60 -1,200 0 0: -230 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 82.0 12.3 7.1 1.7 12.3 0.0 1.7 28.5 0.0 2.2: 5.7 5.3
Old : 100.0: 35.6 82.0 12.3 7.1 1.7 12.3 0.0 1.7 28.5 0.0 2.2: 5.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 9 . . . 4 0 . 4 0 .:
Old : 30: 15 9 . . . 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 : 55.5 78.2 79.1 89.5 50.8 77.2 74.4 86.3
Old : 55.5 78.2 79.1 89.5 50.8 77.2 74.4 86.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,455: 18,165 40,260 5,761 3,650 910 6,175 0 1,005 13,629 0 1,080: 2,730 2,550
Old : 49,455: 18,165 40,260 5,761 3,650 910 6,175 0 1,005 13,629 0 1,080: 2,730 2,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,855: -3,035 -2,790 1,415 -170 -665 -265 0 -60 -1,075 0 0: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 81.4 11.6 7.4 1.8 12.5 0.0 2.0 27.6 0.0 2.2: 5.5 5.2
Old : 100.0: 36.7 81.4 11.6 7.4 1.8 12.5 0.0 2.0 27.6 0.0 2.2: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 9 . . . 4 0 . 4 0 .:
Old : 30: 15 9 . . . 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 : 54.4 77.8 79.6 89.4 49.3 76.9 74.5 85.8
Old : 54.4 77.8 79.6 89.4 49.3 76.9 74.5 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,570: 11,660 11,820 4,395 0 645 85 5,080 665 410 325 1,160: 2,550 1,875
Old : 21,570: 11,660 11,820 4,395 0 645 85 5,080 665 410 325 1,160: 2,550 1,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,730: -1,480 -535 350 0 -750 -50 -210 5 -145 -65 -75: 415 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 54.8 20.4 0.0 3.0 0.4 23.6 3.1 1.9 1.5 5.4: 11.8 8.7
Old : 100.0: 54.1 54.8 20.4 0.0 3.0 0.4 23.6 3.1 1.9 1.5 5.4: 11.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . 0 . . . . . . .:
Old : 25: 12 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 : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7
Old : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,410: 11,095 11,535 3,855 0 715 0 5,080 660 1,600 400 520: 1,965 1,500
Old : 20,410: 11,095 11,535 3,855 0 715 0 5,080 660 1,600 400 520: 1,965 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,655: -910 -535 385 0 -750 -85 -210 0 -210 -65 0: -85 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 56.5 18.9 0.0 3.5 0.0 24.9 3.2 7.8 2.0 2.5: 9.6 7.3
Old : 100.0: 54.4 56.5 18.9 0.0 3.5 0.0 24.9 3.2 7.8 2.0 2.5: 9.6 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 : 24: 13 8 . 0 . 0 . . . . .:
Old : 24: 13 8 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1
Old : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,285: 38,300 43,245 2,655 0 3,270 1,325 16,620 1,325 19,040 1,500 1,310: 5,060 5,015
Old : 72,285: 38,300 43,245 2,655 0 3,270 1,325 16,620 1,325 19,040 1,500 1,310: 5,060 5,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,000: -185 -1,140 255 0 25 0 -350 0 -1,495 50 -175: -425 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 59.8 3.7 0.0 4.5 1.8 23.0 1.8 26.3 2.1 1.8: 7.0 6.9
Old : 100.0: 53.0 59.8 3.7 0.0 4.5 1.8 23.0 1.8 26.3 2.1 1.8: 7.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . 0 . . . . . . .:
Old : 28: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 71.7 76.3 84.6 58.2 69.9 71.4 80.8
Old : 60.2 71.7 76.3 84.6 58.2 69.9 71.4 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,510: 37,535 40,695 3,975 0 2,400 1,320 16,620 1,325 15,940 1,500 1,310: 4,705 4,660
Old : 68,510: 37,535 40,695 3,975 0 2,400 1,320 16,620 1,325 15,940 1,500 1,310: 4,705 4,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,950: -145 -1,040 190 0 5 -40 -350 25 -1,330 50 -160: -495 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 59.4 5.8 0.0 3.5 1.9 24.3 1.9 23.3 2.2 1.9: 6.9 6.8
Old : 100.0: 54.8 59.4 5.8 0.0 3.5 1.9 24.3 1.9 23.3 2.2 1.9: 6.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . 0 . . . . . . .:
Old : 28: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 72.5 76.0 84.2 57.1 70.6 71.4 81.3
Old : 59.6 72.5 76.0 84.2 57.1 70.6 71.4 81.3
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,200: 37,170 22,617 0 16,711 92 14,700 0 2,980 58 12,945 1,705: 3,495 3,150
Old : 60,200: 37,170 22,617 0 16,711 92 14,700 0 2,980 58 12,945 1,705: 3,495 3,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,577: -2,457 -700 0 -1,212 -438 -310 0 -155 -25 -875 -125: -67 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 37.6 0.0 27.8 0.2 24.4 0.0 5.0 0.1 21.5 2.8: 5.8 5.2
Old : 100.0: 61.7 37.6 0.0 27.8 0.2 24.4 0.0 5.0 0.1 21.5 2.8: 5.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 10 0 . . . 0 . . . .:
Old : 28: 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 : 56.8 71.9 77.4 90.0 52.0 68.8 71.9 82.9
Old : 56.8 71.9 77.4 90.0 52.0 68.8 71.9 82.9
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,328: 34,542 18,679 0 14,691 291 6,705 0 3,015 58 8,280 2,355: 2,362 2,017
Old : 49,328: 34,542 18,679 0 14,691 291 6,705 0 3,015 58 8,280 2,355: 2,362 2,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,641: -2,076 -690 0 -831 -589 -60 0 -155 -25 -635 130: 134 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 37.9 0.0 29.8 0.6 13.6 0.0 6.1 0.1 16.8 4.8: 4.8 4.1
Old : 100.0: 70.0 37.9 0.0 29.8 0.6 13.6 0.0 6.1 0.1 16.8 4.8: 4.8 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 : 28: 17 10 0 . . . 0 . . . .:
Old : 28: 17 10 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 65.0 76.1 91.1 48.4 55.3 66.0 75.7
Old : 54.6 65.0 76.1 91.1 48.4 55.3 66.0 75.7
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 167,235: 92,349 86,711 20,390 1,251 5,150 685 15,275 9,000 1,450 11,517 4,070: 34,141 34,261
Old : 167,235: 92,349 86,711 20,390 1,251 5,150 685 15,275 9,000 1,450 11,517 4,070: 34,141 34,261
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -9,132: -5,278 -3,209 31 445 -740 685 182 -582 50 -2,110 560: -3,858 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 51.8 12.2 0.7 3.1 0.4 9.1 5.4 0.9 6.9 2.4: 20.4 20.5
Old : 100.0: 55.2 51.8 12.2 0.7 3.1 0.4 9.1 5.4 0.9 6.9 2.4: 20.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 28 . . . . . . . . .:
Old : 41: 23 28 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 30.1 68.3 47.9 45.7 25.4 53.8 37.2
Old : 51.1 30.1 68.3 47.9 45.7 25.4 53.8 37.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,142: 76,911 74,441 16,082 290 4,524 2,380 5,530 7,921 1,450 16,337 2,515: 26,359 26,584
Old : 138,142: 76,911 74,441 16,082 290 4,524 2,380 5,530 7,921 1,450 16,337 2,515: 26,359 26,584
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,046: -6,520 -3,547 -310 290 -1,095 918 -535 -1,390 50 -2,355 655: -3,354 -3,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 53.9 11.6 0.2 3.3 1.7 4.0 5.7 1.0 11.8 1.8: 19.1 19.2
Old : 100.0: 55.7 53.9 11.6 0.2 3.3 1.7 4.0 5.7 1.0 11.8 1.8: 19.1 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 25 . . . . . . . . .:
Old : 38: 20 25 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 32.6 69.1 49.0 42.4 29.0 53.4 41.7
Old : 50.3 32.6 69.1 49.0 42.4 29.0 53.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,125: 32,190 28,145 17,651 9,741 4,624 870 7,955 2,055 0 5,010 0: 5,735 5,595
Old : 63,125: 32,190 28,145 17,651 9,741 4,624 870 7,955 2,055 0 5,010 0: 5,735 5,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,370: -1,505 -1,280 -885 300 -285 870 350 -545 0 -750 0: -20 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 44.6 28.0 15.4 7.3 1.4 12.6 3.3 0.0 7.9 0.0: 9.1 8.9
Old : 100.0: 51.0 44.6 28.0 15.4 7.3 1.4 12.6 3.3 0.0 7.9 0.0: 9.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . . . . . . 0 . 0:
Old : 25: 13 15 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 50.5 78.2 71.6 52.8 46.5 65.7 61.5
Old : 61.4 50.5 78.2 71.6 52.8 46.5 65.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,195: 30,200 20,360 8,141 5,756 8,124 770 8,805 1,995 0 4,310 0: 5,965 5,845
Old : 55,195: 30,200 20,360 8,141 5,756 8,124 770 8,805 1,995 0 4,310 0: 5,965 5,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,830: -1,225 -940 -510 315 -265 770 505 -635 0 -725 0: 35 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 36.9 14.7 10.4 14.7 1.4 16.0 3.6 0.0 7.8 0.0: 10.8 10.6
Old : 100.0: 54.7 36.9 14.7 10.4 14.7 1.4 16.0 3.6 0.0 7.8 0.0: 10.8 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 : 25: 15 16 . . . . . . 0 . 0:
Old : 25: 15 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 52.9 72.5 75.6 41.6 44.0 53.7 54.1
Old : 53.8 52.9 72.5 75.6 41.6 44.0 53.7 54.1
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,305: 13,435 26,865 1,880 6,905 2,360 17,605 0 1,385 370 0 1,310: 2,960 2,480
Old : 41,305: 13,435 26,865 1,880 6,905 2,360 17,605 0 1,385 370 0 1,310: 2,960 2,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,715: -2,040 -875 515 -1,190 -335 -1,030 0 760 340 0 -40: 115 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 65.0 4.6 16.7 5.7 42.6 0.0 3.4 0.9 0.0 3.2: 7.2 6.0
Old : 100.0: 32.5 65.0 4.6 16.7 5.7 42.6 0.0 3.4 0.9 0.0 3.2: 7.2 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: 11 14 . . . . 0 . . 0 .:
Old : 23: 11 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 : 63.8 68.0 79.7 81.2 57.8 63.5 66.3 69.8
Old : 63.8 68.0 79.7 81.2 57.8 63.5 66.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,715: 8,635 39,180 0 4,180 3,090 34,265 0 1,455 370 0 1,310: 1,590 1,500
Old : 50,715: 8,635 39,180 0 4,180 3,090 34,265 0 1,455 370 0 1,310: 1,590 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,185: -1,910 1,745 0 -165 0 3,165 0 525 340 0 -40: 105 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 77.3 0.0 8.2 6.1 67.6 0.0 2.9 0.7 0.0 2.6: 3.1 3.0
Old : 100.0: 17.0 77.3 0.0 8.2 6.1 67.6 0.0 2.9 0.7 0.0 2.6: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 14 0 . . . 0 . . 0 .:
Old : 21: 10 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 : 85.0 70.2 93.7 85.3 78.4 65.6 81.2 77.0
Old : 85.0 70.2 93.7 85.3 78.4 65.6 81.2 77.0
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,264: 76,035 71,457 1,841 15,106 25,454 5,810 1,990 6,375 4,210 0 0: 39,539 38,883
Old : 159,264: 76,035 71,457 1,841 15,106 25,454 5,810 1,990 6,375 4,210 0 0: 39,539 38,883
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,538: -5,192 -4,801 -5 -1,035 13 270 -45 -905 -1,415 0 0: -1,304 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 44.9 1.2 9.5 16.0 3.6 1.2 4.0 2.6 0.0 0.0: 24.8 24.4
Old : 100.0: 47.7 44.9 1.2 9.5 16.0 3.6 1.2 4.0 2.6 0.0 0.0: 24.8 24.4
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 : 34: 25 24 . . . . . . . 0 0:
Old : 34: 25 24 . . . . . . . 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 : 33.6 42.4 48.2 57.7 19.3 26.3 26.7 32.2
Old : 33.6 42.4 48.2 57.7 19.3 26.3 26.7 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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,616: 66,071 56,974 3,870 20,606 7,660 5,474 1,780 6,571 3,940 85 0: 18,030 17,940
Old : 111,616: 66,071 56,974 3,870 20,606 7,660 5,474 1,780 6,571 3,940 85 0: 18,030 17,940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,300: -2,375 -5,170 50 2,515 -1,380 610 -40 -780 -950 0 0: -1,475 -1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 51.0 3.5 18.5 6.9 4.9 1.6 5.9 3.5 0.1 0.0: 16.2 16.1
Old : 100.0: 59.2 51.0 3.5 18.5 6.9 4.9 1.6 5.9 3.5 0.1 0.0: 16.2 16.1
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: 21 21 . . . . . . . . 0:
Old : 32: 21 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 : 44.9 44.7 63.3 65.1 32.4 37.3 45.2 48.9
Old : 44.9 44.7 63.3 65.1 32.4 37.3 45.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,345: 19,550 14,925 0 9,860 2,285 4,435 300 0 1,100 0 575: 1,400 1,400
Old : 29,345: 19,550 14,925 0 9,860 2,285 4,435 300 0 1,100 0 575: 1,400 1,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,365: -1,080 -605 0 -485 -85 55 0 -95 -25 0 0: -135 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 50.9 0.0 33.6 7.8 15.1 1.0 0.0 3.7 0.0 2.0: 4.8 4.8
Old : 100.0: 66.6 50.9 0.0 33.6 7.8 15.1 1.0 0.0 3.7 0.0 2.0: 4.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 0 . . . . 0 . 0 .:
Old : 22: 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 : 61.6 80.1 81.8 90.4 61.1 72.3 75.4 79.2
Old : 61.6 80.1 81.8 90.4 61.1 72.3 75.4 79.2
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 10, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,640: 19,905 14,110 0 10,485 2,135 3,885 300 0 700 0 500: 1,515 1,110
Old : 28,640: 19,905 14,110 0 10,485 2,135 3,885 300 0 700 0 500: 1,515 1,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,435: -1,185 -525 0 -550 -145 220 0 -135 -25 0 0: -165 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 49.3 0.0 36.6 7.5 13.6 1.0 0.0 2.4 0.0 1.7: 5.3 3.9
Old : 100.0: 69.5 49.3 0.0 36.6 7.5 13.6 1.0 0.0 2.4 0.0 1.7: 5.3 3.9
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: 12 9 0 . . . . 0 . 0 .:
Old : 21: 12 9 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 81.3 82.8 91.3 65.4 73.9 76.9 80.6
Old : 65.4 81.3 82.8 91.3 65.4 73.9 76.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020