COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,619: 15,574 12,777 1,160 109 881 510 1,600 180 395 3,349 1,948: 971 775
Old : 21,619: 15,574 12,777 1,160 109 881 510 1,600 180 395 3,349 1,948: 971 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,391: 609 877 359 0 -253 0 0 0 17 -15 765: -106 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 59.1 5.4 0.5 4.1 2.4 7.4 0.8 1.8 15.5 9.0: 4.5 3.6
Old : 100.0: 72.0 59.1 5.4 0.5 4.1 2.4 7.4 0.8 1.8 15.5 9.0: 4.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 13 . . 4 . . . . 5 5:
Old : 28: 14 13 . . 4 . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 46.9 69.8 74.2 25.3 24.6 32.9 33.3
Old : 47.0 46.9 69.8 74.2 25.3 24.6 32.9 33.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 24,418: 13,241 12,122 723 2,039 4,039 1,637 816 1,624 766 1,667 1,845: 544 267
Old : 24,418: 13,241 12,122 723 2,039 4,039 1,637 816 1,624 766 1,667 1,845: 544 267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,210: 791 549 0 80 138 21 105 -24 13 95 269: 3 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 49.6 3.0 8.4 16.5 6.7 3.3 6.7 3.1 6.8 7.6: 2.2 1.1
Old : 100.0: 54.2 49.6 3.0 8.4 16.5 6.7 3.3 6.7 3.1 6.8 7.6: 2.2 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 : 41: 17 18 . . . . 4 4 5 8 11:
Old : 41: 17 18 . . . . 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 67.0 63.7 23.1 23.7 33.3 29.9
Old : 44.3 45.6 67.0 63.7 23.1 23.7 33.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,525: 28,382 37,228 6,022 0 2,019 0 278 625 3,970 855 1,505: 2 15
Old : 42,525: 28,382 37,228 6,022 0 2,019 0 278 625 3,970 855 1,505: 2 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -25: 54 879 325 0 -192 0 -575 263 -225 -150 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 87.5 14.2 0.0 4.7 0.0 0.7 1.5 9.3 2.0 3.5: 0.0 0.0
Old : 100.0: 66.7 87.5 14.2 0.0 4.7 0.0 0.7 1.5 9.3 2.0 3.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 21 . 0 . 0 . . . 5 4:
Old : 37: 22 21 . 0 . 0 . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 55.9 74.5 80.8 40.9 47.8 62.6 65.2
Old : 47.3 55.9 74.5 80.8 40.9 47.8 62.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,169: 25,284 26,841 390 1,522 1,727 0 501 453 3,050 100 1,025: 240 0
Old : 32,169: 25,284 26,841 390 1,522 1,727 0 501 453 3,050 100 1,025: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 863: 503 503 390 440 -80 0 25 0 0 -75 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 83.4 1.2 4.7 5.4 0.0 1.6 1.4 9.5 0.3 3.2: 0.7 0.0
Old : 100.0: 78.6 83.4 1.2 4.7 5.4 0.0 1.6 1.4 9.5 0.3 3.2: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 18 . . . 0 . . 5 . 5:
Old : 32: 19 18 . . . 0 . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 63.0 75.5 86.0 49.1 58.3 69.8 75.4
Old : 50.5 63.0 75.5 86.0 49.1 58.3 69.8 75.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 141,219: 119,201 93,464 3,398 22,663 5,559 2,171 4,553 6,080 1,083 5,295 3,509: 218 96
Old : 141,219: 119,201 93,464 3,398 22,663 5,559 2,171 4,553 6,080 1,083 5,295 3,509: 218 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 250: 26 1,957 -32 -1,690 483 -55 -530 0 -106 16 -26: -40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 66.2 2.4 16.0 3.9 1.5 3.2 4.3 0.8 3.7 2.5: 0.2 0.1
Old : 100.0: 84.4 66.2 2.4 16.0 3.9 1.5 3.2 4.3 0.8 3.7 2.5: 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 : 57: 27 31 . . 4 . 6 4 . 8 8:
Old : 57: 27 31 . . 4 . 6 4 . 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 39.0 70.2 60.7 39.9 32.0 47.6 40.7
Old : 53.2 39.0 70.2 60.7 39.9 32.0 47.6 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 73,521: 59,345 55,086 4,880 8,042 4,153 325 1,092 2,371 1,416 1,725 1,032: 0 20
Old : 73,521: 59,345 55,086 4,880 8,042 4,153 325 1,092 2,371 1,416 1,725 1,032: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,101: 783 857 0 -257 86 0 -789 454 -572 400 349: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 74.9 6.6 10.9 5.6 0.4 1.5 3.2 1.9 2.3 1.4: 0.0 0.0
Old : 100.0: 80.7 74.9 6.6 10.9 5.6 0.4 1.5 3.2 1.9 2.3 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 21 . . . . 4 . 5 . .:
Old : 40: 21 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 : 55.8 74.5 77.4 89.4 54.4 62.7 67.2 71.2
Old : 55.8 74.5 77.4 89.4 54.4 62.7 67.2 71.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,990: 33,167 23,305 958 10,445 840 0 675 0 350 50 675: 0 0
Old : 35,990: 33,167 23,305 958 10,445 840 0 675 0 350 50 675: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,050: 1,125 600 0 225 0 0 75 0 -225 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 64.8 2.7 29.0 2.3 0.0 1.9 0.0 1.0 0.1 1.9: 0.0 0.0
Old : 100.0: 92.2 64.8 2.7 29.0 2.3 0.0 1.9 0.0 1.0 0.1 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 13 . . . 0 . 0 4 . .:
Old : 27: 11 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 : 81.3 84.6 92.5 94.0 70.3 72.0 76.3 78.7
Old : 81.3 84.6 92.5 94.0 70.3 72.0 76.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,632: 33,556 24,659 629 25,041 3,502 15,800 150 50 1,131 1,422 4,795: 169 13
Old : 59,632: 33,556 24,659 629 25,041 3,502 15,800 150 50 1,131 1,422 4,795: 169 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 521: 667 1,259 111 -707 -251 0 -10 0 4 240 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 41.4 1.1 42.0 5.9 26.5 0.3 0.1 1.9 2.4 8.0: 0.3 0.0
Old : 100.0: 56.3 41.4 1.1 42.0 5.9 26.5 0.3 0.1 1.9 2.4 8.0: 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 : 37: 19 17 . . 5 . . . . . .:
Old : 37: 19 17 . . 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 : 51.8 62.7 73.6 82.8 50.6 54.6 62.2 68.6
Old : 51.8 62.7 73.6 82.8 50.6 54.6 62.2 68.6
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,244: 44,420 27,042 0 40,270 5,236 24,712 965 50 1,389 2,796 2,842: 595 43
Old : 79,244: 44,420 27,042 0 40,270 5,236 24,712 965 50 1,389 2,796 2,842: 595 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,806: -1,457 107 0 -1,392 -378 0 -295 0 33 212 -10: 6 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 34.1 0.0 50.8 6.6 31.2 1.2 0.1 1.8 3.5 3.6: 0.8 0.1
Old : 100.0: 56.1 34.1 0.0 50.8 6.6 31.2 1.2 0.1 1.8 3.5 3.6: 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 : 44: 22 21 0 4 4 5 4 . . . .:
Old : 44: 22 21 0 4 4 5 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 66.6 71.2 82.6 51.7 59.9 64.3 71.2
Old : 53.3 66.6 71.2 82.6 51.7 59.9 64.3 71.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,342: 55,536 46,700 9,479 20,680 2,135 450 35 0 1,805 345 2,158: 779 289
Old : 72,342: 55,536 46,700 9,479 20,680 2,135 450 35 0 1,805 345 2,158: 779 289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,016: 954 554 0 525 -58 0 10 0 60 0 0: 60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 64.6 13.1 28.6 3.0 0.6 0.0 0.0 2.5 0.5 3.0: 1.1 0.4
Old : 100.0: 76.8 64.6 13.1 28.6 3.0 0.6 0.0 0.0 2.5 0.5 3.0: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 20 . . . . . 0 . . .:
Old : 38: 23 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 69.6 68.5 86.3 43.5 69.6 66.2 81.9
Old : 45.6 69.6 68.5 86.3 43.5 69.6 66.2 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,794: 64,639 51,428 17,375 32,933 952 450 0 0 1,795 559 2,700: 883 222
Old : 88,794: 64,639 51,428 17,375 32,933 952 450 0 0 1,795 559 2,700: 883 222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 845: 875 740 -350 -150 250 0 0 0 0 20 0: 70 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 57.9 19.6 37.1 1.1 0.5 0.0 0.0 2.0 0.6 3.0: 1.0 0.3
Old : 100.0: 72.8 57.9 19.6 37.1 1.1 0.5 0.0 0.0 2.0 0.6 3.0: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 24 4 . 4 . 0 0 . . .:
Old : 41: 23 24 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 : 43.2 70.8 65.4 86.2 42.6 70.7 64.3 80.9
Old : 43.2 70.8 65.4 86.2 42.6 70.7 64.3 80.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,168: 28,916 40,321 11,321 0 3,029 0 0 0 250 170 230: 422 418
Old : 44,168: 28,916 40,321 11,321 0 3,029 0 0 0 250 170 230: 422 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 195: 373 90 -283 0 105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 91.3 25.6 0.0 6.9 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 0.9
Old : 100.0: 65.5 91.3 25.6 0.0 6.9 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 : 73.1 82.7 89.0 93.9 63.5 77.2 72.8 79.1
Old : 73.1 82.7 89.0 93.9 63.5 77.2 72.8 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 26,276: 23,205 17,254 0 5,990 2,071 0 600 0 460 361 0: 540 0
Old : 26,276: 23,205 17,254 0 5,990 2,071 0 600 0 460 361 0: 540 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 145: 41 199 0 -158 104 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 65.7 0.0 22.8 7.9 0.0 2.3 0.0 1.8 1.4 0.0: 2.1 0.0
Old : 100.0: 88.3 65.7 0.0 22.8 7.9 0.0 2.3 0.0 1.8 1.4 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 : 55.2 70.7 74.2 85.7 44.6 57.5 58.6 64.7
Old : 55.2 70.7 74.2 85.7 44.6 57.5 58.6 64.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,170: 58,926 66,587 320 10,701 7,923 8,130 75 345 11,041 1,194 2,115: 371 230
Old : 89,170: 58,926 66,587 320 10,701 7,923 8,130 75 345 11,041 1,194 2,115: 371 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 8: 3,293 -661 0 898 -192 -432 0 -141 -2,346 141 -80: -93 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 74.7 0.4 12.0 8.9 9.1 0.1 0.4 12.4 1.3 2.4: 0.4 0.3
Old : 100.0: 66.1 74.7 0.4 12.0 8.9 9.1 0.1 0.4 12.4 1.3 2.4: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 34 33 . . . 8 . 5 9 4 5:
Old : 63: 34 33 . . . 8 . 5 9 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 : 31.9 44.6 51.7 65.8 18.6 18.9 28.0 30.5
Old : 31.9 44.6 51.7 65.8 18.6 18.9 28.0 30.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,049: 29,642 30,563 0 6,528 1,896 100 199 1 7,880 300 250: 280 312
Old : 40,049: 29,642 30,563 0 6,528 1,896 100 199 1 7,880 300 250: 280 312
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 415: 2,570 -41 0 456 0 0 0 0 -2,155 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 76.3 0.0 16.3 4.7 0.2 0.5 0.0 19.7 0.7 0.6: 0.7 0.8
Old : 100.0: 74.0 76.3 0.0 16.3 4.7 0.2 0.5 0.0 19.7 0.7 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: 18 19 0 . . . . . 4 . .:
Old : 33: 18 19 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 : 51.8 51.9 76.5 77.9 46.3 42.6 61.1 59.7
Old : 51.8 51.9 76.5 77.9 46.3 42.6 61.1 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,756: 36,170 45,985 9,692 0 4,091 0 0 0 350 102 273: 180 305
Old : 50,756: 36,170 45,985 9,692 0 4,091 0 0 0 350 102 273: 180 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 865: 1,060 510 -600 0 370 0 0 0 0 0 0: 35 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 90.6 19.1 0.0 8.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6
Old : 100.0: 71.3 90.6 19.1 0.0 8.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 18 . 0 . 0 0 0 . . .:
Old : 32: 22 18 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 80.2 81.9 94.3 46.3 75.0 63.8 75.5
Old : 57.7 80.2 81.9 94.3 46.3 75.0 63.8 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 38,005: 30,578 25,926 0 3,933 5,889 50 1,350 0 85 410 120: 1,283 377
Old : 38,005: 30,578 25,926 0 3,933 5,889 50 1,350 0 85 410 120: 1,283 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 429: -227 617 0 -729 661 0 -380 0 5 0 0: -10 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 68.2 0.0 10.3 15.5 0.1 3.6 0.0 0.2 1.1 0.3: 3.4 1.0
Old : 100.0: 80.5 68.2 0.0 10.3 15.5 0.1 3.6 0.0 0.2 1.1 0.3: 3.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 20 0 . . . . 0 . 4 .:
Old : 33: 19 20 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 : 61.8 46.3 79.9 73.1 41.0 25.6 44.4 39.6
Old : 61.8 46.3 79.9 73.1 41.0 25.6 44.4 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,467: 53,141 62,447 7,219 0 2,350 0 45 0 1,824 200 185: 748 240
Old : 65,467: 53,141 62,447 7,219 0 2,350 0 45 0 1,824 200 185: 748 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,937: 1,568 1,877 703 0 -120 0 45 0 -399 -50 185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 95.4 11.0 0.0 3.6 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4
Old : 100.0: 81.2 95.4 11.0 0.0 3.6 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 12 6 0 4 0 . 0 4 . .:
Old : 33: 17 12 6 0 4 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 91.5 76.7 97.3 57.7 87.6 74.2 90.8
Old : 57.7 91.5 76.7 97.3 57.7 87.6 74.2 90.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 69,551: 59,914 62,842 3,673 3,144 3,000 0 45 0 2,549 250 90: 325 180
Old : 69,551: 59,914 62,842 3,673 3,144 3,000 0 45 0 2,549 250 90: 325 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,860: 1,572 2,225 760 25 -485 0 45 0 13 20 30: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 90.4 5.3 4.5 4.3 0.0 0.1 0.0 3.7 0.4 0.1: 0.5 0.3
Old : 100.0: 86.1 90.4 5.3 4.5 4.3 0.0 0.1 0.0 3.7 0.4 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 : 36: 20 14 . . 4 0 . 0 4 . .:
Old : 36: 20 14 . . 4 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 83.5 74.3 96.0 55.7 80.3 71.8 89.7
Old : 56.0 83.5 74.3 96.0 55.7 80.3 71.8 89.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,050: 60,624 68,160 8,751 1,921 2,366 249 30 95 921 671 807: 237 0
Old : 74,050: 60,624 68,160 8,751 1,921 2,366 249 30 95 921 671 807: 237 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -8: -13 -48 20 -10 0 -50 30 40 -5 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 92.0 11.8 2.6 3.2 0.3 0.0 0.1 1.2 0.9 1.1: 0.3 0.0
Old : 100.0: 81.9 92.0 11.8 2.6 3.2 0.3 0.0 0.1 1.2 0.9 1.1: 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 : 44: 23 23 5 . . . . . . 4 4:
Old : 44: 23 23 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 : 58.0 53.9 74.9 82.4 57.1 52.1 73.7 74.0
Old : 58.0 53.9 74.9 82.4 57.1 52.1 73.7 74.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,059: 76,876 84,748 10,291 2,580 3,798 70 1,247 468 2,199 1,165 2,017: 340 36
Old : 96,059: 76,876 84,748 10,291 2,580 3,798 70 1,247 468 2,199 1,165 2,017: 340 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 610: 775 871 -325 131 64 -110 -160 40 -206 -708 368: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 88.2 10.7 2.7 4.0 0.1 1.3 0.5 2.3 1.2 2.1: 0.4 0.0
Old : 100.0: 80.0 88.2 10.7 2.7 4.0 0.1 1.3 0.5 2.3 1.2 2.1: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 22 27 5 . . . 6 . . . 4:
Old : 52: 22 27 5 . . . 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 : 51.2 50.2 67.4 72.6 50.2 47.2 61.8 65.7
Old : 51.2 50.2 67.4 72.6 50.2 47.2 61.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,470: 42,877 54,627 19,788 2,746 60 0 3,512 0 725 2,525 0: 20 0
Old : 63,470: 42,877 54,627 19,788 2,746 60 0 3,512 0 725 2,525 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 2,627: 2,252 2,477 275 47 0 0 53 0 100 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 86.1 31.2 4.3 0.1 0.0 5.5 0.0 1.1 4.0 0.0: 0.0 0.0
Old : 100.0: 67.6 86.1 31.2 4.3 0.1 0.0 5.5 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: 13 11 . . . 0 . 0 . 4 0:
Old : 29: 13 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 : 75.0 88.0 94.1 96.7 74.9 85.9 90.5 91.7
Old : 75.0 88.0 94.1 96.7 74.9 85.9 90.5 91.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,040: 37,300 51,000 13,400 0 815 0 225 0 1,000 475 525: 0 0
Old : 53,040: 37,300 51,000 13,400 0 815 0 225 0 1,000 475 525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 140: -85 140 -150 0 0 0 0 0 300 -75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 96.2 25.3 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 0.0 0.0
Old : 100.0: 70.3 96.2 25.3 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 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 : 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 : 80.9 94.3 95.0 98.1 80.3 92.0 92.0 93.7
Old : 80.9 94.3 95.0 98.1 80.3 92.0 92.0 93.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,967: 42,526 56,289 14,196 400 1,741 700 55 0 686 1,226 1,074: 44 182
Old : 60,967: 42,526 56,289 14,196 400 1,741 700 55 0 686 1,226 1,074: 44 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,034: -1,740 -764 362 -30 -120 0 -50 0 -50 -584 514: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 92.3 23.3 0.7 2.9 1.1 0.1 0.0 1.1 2.0 1.8: 0.1 0.3
Old : 100.0: 69.8 92.3 23.3 0.7 2.9 1.1 0.1 0.0 1.1 2.0 1.8: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 18 4 . . . . 0 . 4 .:
Old : 33: 20 18 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 : 49.3 84.0 74.7 93.1 47.6 79.9 70.8 82.9
Old : 49.3 84.0 74.7 93.1 47.6 79.9 70.8 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,821: 50,419 60,174 13,029 721 140 180 2,710 1,280 1,454 1,212 1,207: 112 377
Old : 67,821: 50,419 60,174 13,029 721 140 180 2,710 1,280 1,454 1,212 1,207: 112 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -808: -1,024 -256 103 -25 -52 0 -320 0 87 -233 78: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 88.7 19.2 1.1 0.2 0.3 4.0 1.9 2.1 1.8 1.8: 0.2 0.6
Old : 100.0: 74.3 88.7 19.2 1.1 0.2 0.3 4.0 1.9 2.1 1.8 1.8: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 16 . . . . . . . . .:
Old : 34: 20 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 : 48.5 77.9 73.6 89.0 47.5 70.4 68.5 76.9
Old : 48.5 77.9 73.6 89.0 47.5 70.4 68.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,570: 15,598 24,531 9,564 0 138 0 275 75 0 231 0: 195 320
Old : 25,570: 15,598 24,531 9,564 0 138 0 275 75 0 231 0: 195 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 160: 50 120 120 0 0 0 0 0 0 0 0: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.3
Old : 100.0: 61.0 95.9 37.4 0.0 0.5 0.0 1.1 0.3 0.0 0.9 0.0: 0.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 4 0 . 0 . . 0 . 0:
Old : 23: 14 11 4 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 80.9 83.2 94.8 62.9 70.3 78.0 83.7
Old : 63.4 80.9 83.2 94.8 62.9 70.3 78.0 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 25,291: 15,235 25,156 9,504 0 135 75 0 0 0 0 0: 342 0
Old : 25,291: 15,235 25,156 9,504 0 135 75 0 0 0 0 0: 342 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 420: 300 420 120 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 99.5 37.6 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 60.2 99.5 37.6 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 5 0 . . 0 0 0 0 0:
Old : 23: 12 11 5 0 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 86.1 82.7 98.0 61.7 71.8 74.9 83.4
Old : 64.7 86.1 82.7 98.0 61.7 71.8 74.9 83.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,748: 26,631 25,730 3,545 3,647 906 60 449 340 130 571 1,100: 36 5
Old : 32,748: 26,631 25,730 3,545 3,647 906 60 449 340 130 571 1,100: 36 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -103: -223 -214 60 -35 75 0 -60 5 -105 41 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 78.6 10.8 11.1 2.8 0.2 1.4 1.0 0.4 1.7 3.4: 0.1 0.0
Old : 100.0: 81.3 78.6 10.8 11.1 2.8 0.2 1.4 1.0 0.4 1.7 3.4: 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 : 32: 16 16 . . . . . . . . .:
Old : 32: 16 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 58.0 83.9 77.9 62.0 56.2 74.6 71.9
Old : 69.7 58.0 83.9 77.9 62.0 56.2 74.6 71.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 21,079: 16,022 18,175 2,848 0 110 0 1,485 0 671 714 305: 1,123 290
Old : 21,079: 16,022 18,175 2,848 0 110 0 1,485 0 671 714 305: 1,123 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 50: 0 0 0 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 86.2 13.5 0.0 0.5 0.0 7.0 0.0 3.2 3.4 1.4: 5.3 1.4
Old : 100.0: 76.0 86.2 13.5 0.0 0.5 0.0 7.0 0.0 3.2 3.4 1.4: 5.3 1.4
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 : 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 : 74.5 73.2 91.4 89.9 74.5 69.9 87.1 86.5
Old : 74.5 73.2 91.4 89.9 74.5 69.9 87.1 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,422: 46,066 34,000 6,362 17,828 669 2,249 4,793 451 2,217 335 1,346: 62 0
Old : 59,422: 46,066 34,000 6,362 17,828 669 2,249 4,793 451 2,217 335 1,346: 62 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -398: -160 -884 -33 305 -54 -125 207 25 -55 0 3: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 57.2 10.7 30.0 1.1 3.8 8.1 0.8 3.7 0.6 2.3: 0.1 0.0
Old : 100.0: 77.5 57.2 10.7 30.0 1.1 3.8 8.1 0.8 3.7 0.6 2.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 22 5 . 6 . . . 5 . .:
Old : 45: 25 22 5 . 6 . . . 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 : 56.2 65.2 72.0 80.6 40.2 52.8 53.7 61.5
Old : 56.2 65.2 72.0 80.6 40.2 52.8 53.7 61.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 37,553: 32,197 18,248 2,488 16,293 715 350 547 565 450 473 627: 161 85
Old : 37,553: 32,197 18,248 2,488 16,293 715 350 547 565 450 473 627: 161 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 883: 998 538 -120 355 0 0 0 0 10 0 -10: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 48.6 6.6 43.4 1.9 0.9 1.5 1.5 1.2 1.3 1.7: 0.4 0.2
Old : 100.0: 85.7 48.6 6.6 43.4 1.9 0.9 1.5 1.5 1.2 1.3 1.7: 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: 20 18 4 . . . . . . . .:
Old : 36: 20 18 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 70.8 82.0 84.6 57.5 64.3 65.8 70.8
Old : 68.4 70.8 82.0 84.6 57.5 64.3 65.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,119: 10,825 18,073 7,094 0 1,074 0 426 226 700 250 50: 150 20
Old : 20,119: 10,825 18,073 7,094 0 1,074 0 426 226 700 250 50: 150 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 177: 202 47 -100 0 50 0 25 0 0 25 25: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 89.8 35.3 0.0 5.3 0.0 2.1 1.1 3.5 1.2 0.2: 0.7 0.1
Old : 100.0: 53.8 89.8 35.3 0.0 5.3 0.0 2.1 1.1 3.5 1.2 0.2: 0.7 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 16 . 0 . 0 . . . . .:
Old : 31: 17 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 : 63.4 72.5 83.8 85.8 57.8 68.4 75.5 77.1
Old : 63.4 72.5 83.8 85.8 57.8 68.4 75.5 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,923: 11,566 19,373 7,652 0 2,075 0 300 0 500 175 0: 130 0
Old : 21,923: 11,566 19,373 7,652 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 17, 2020 :
: 100: 25 100 75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 88.4 34.9 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 0.6 0.0
Old : 100.0: 52.8 88.4 34.9 0.0 9.5 0.0 1.4 0.0 2.3 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 : 21: 12 8 . 0 . 0 . 0 . . 0:
Old : 21: 12 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 : 69.8 92.2 93.7 99.1 60.4 83.8 84.2 88.3
Old : 69.8 92.2 93.7 99.1 60.4 83.8 84.2 88.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,456: 8,419 6,780 96 450 651 0 600 0 100 950 25: 165 0
Old : 9,456: 8,419 6,780 96 450 651 0 600 0 100 950 25: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 50: 25 100 50 0 -50 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 71.7 1.0 4.8 6.9 0.0 6.3 0.0 1.1 10.0 0.3: 1.7 0.0
Old : 100.0: 89.0 71.7 1.0 4.8 6.9 0.0 6.3 0.0 1.1 10.0 0.3: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 . . . 0 . 0 . . .:
Old : 21: 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 : 74.9 65.8 92.9 89.4 67.0 65.5 78.7 81.9
Old : 74.9 65.8 92.9 89.4 67.0 65.5 78.7 81.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,535: 8,667 6,540 25 462 633 0 600 0 100 1,300 0: 110 0
Old : 9,535: 8,667 6,540 25 462 633 0 600 0 100 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 17, 2020 :
: 51: 25 100 0 -50 1 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 68.6 0.3 4.8 6.6 0.0 6.3 0.0 1.0 13.6 0.0: 1.2 0.0
Old : 100.0: 90.9 68.6 0.3 4.8 6.6 0.0 6.3 0.0 1.0 13.6 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . . . 0 . 0 . . 0:
Old : 22: 10 9 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 66.5 92.6 89.9 67.8 66.5 79.4 82.7
Old : 73.0 66.5 92.6 89.9 67.8 66.5 79.4 82.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,402: 7,511 10,142 3,368 1,400 20 0 0 0 795 380 460: 248 0
Old : 12,402: 7,511 10,142 3,368 1,400 20 0 0 0 795 380 460: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 185: 310 10 0 0 0 0 0 0 -70 230 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 81.8 27.2 11.3 0.2 0.0 0.0 0.0 6.4 3.1 3.7: 2.0 0.0
Old : 100.0: 60.6 81.8 27.2 11.3 0.2 0.0 0.0 0.0 6.4 3.1 3.7: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 . . . 0 0 0 . . .:
Old : 25: 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 : 54.6 66.0 79.9 87.7 49.8 60.1 71.4 74.1
Old : 54.6 66.0 79.9 87.7 49.8 60.1 71.4 74.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,208: 7,135 10,100 3,432 1,400 43 0 0 0 835 150 515: 248 0
Old : 12,208: 7,135 10,100 3,432 1,400 43 0 0 0 835 150 515: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 75: 275 -25 0 0 0 0 0 0 -300 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 82.7 28.1 11.5 0.4 0.0 0.0 0.0 6.8 1.2 4.2: 2.0 0.0
Old : 100.0: 58.4 82.7 28.1 11.5 0.4 0.0 0.0 0.0 6.8 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 : 24: 11 13 . . . 0 0 0 . . .:
Old : 24: 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 : 56.6 66.1 80.6 86.7 48.7 57.7 67.8 72.0
Old : 56.6 66.1 80.6 86.7 48.7 57.7 67.8 72.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,855: 24,700 31,685 8,050 0 800 145 0 5 1,050 2,300 2,065: 40 0
Old : 36,855: 24,700 31,685 8,050 0 800 145 0 5 1,050 2,300 2,065: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,780: 1,765 475 110 0 -20 0 0 0 -75 1,365 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 6.2 5.6: 0.1 0.0
Old : 100.0: 67.0 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 6.2 5.6: 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 : 32: 19 12 . 0 . . 0 . . . .:
Old : 32: 19 12 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 73.6 81.5 94.9 61.5 65.9 71.4 78.7
Old : 68.7 73.6 81.5 94.9 61.5 65.9 71.4 78.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,766: 24,780 31,901 7,620 0 770 145 0 5 1,050 1,735 2,355: 41 0
Old : 36,766: 24,780 31,901 7,620 0 770 145 0 5 1,050 1,735 2,355: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,760: 1,870 495 110 0 -40 0 0 0 -365 1,035 290: -105 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 86.8 20.7 0.0 2.1 0.4 0.0 0.0 2.9 4.7 6.4: 0.1 0.0
Old : 100.0: 67.4 86.8 20.7 0.0 2.1 0.4 0.0 0.0 2.9 4.7 6.4: 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 : 32: 19 13 . 0 . . 0 . . . .:
Old : 32: 19 13 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 75.2 79.5 95.6 59.0 65.2 69.0 78.3
Old : 67.0 75.2 79.5 95.6 59.0 65.2 69.0 78.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,730: 82,848 83,636 17,926 13,773 2,567 1,280 55 295 705 5,354 1,050: 59 0
Old : 106,730: 82,848 83,636 17,926 13,773 2,567 1,280 55 295 705 5,354 1,050: 59 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 3,027: 2,499 4,004 0 45 -29 0 -50 50 5 -1,465 532: -30 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 78.4 16.8 12.9 2.4 1.2 0.1 0.3 0.7 5.0 1.0: 0.1 0.0
Old : 100.0: 77.6 78.4 16.8 12.9 2.4 1.2 0.1 0.3 0.7 5.0 1.0: 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 : 52: 32 28 . . . . . . . 7 6:
Old : 52: 32 28 . . . . . . . 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 54.2 62.1 78.1 34.5 50.3 56.9 69.7
Old : 39.7 54.2 62.1 78.1 34.5 50.3 56.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,621: 92,267 98,783 20,917 10,859 4,493 1,699 825 346 843 5,284 1,996: 60 35
Old : 122,621: 92,267 98,783 20,917 10,859 4,493 1,699 825 346 843 5,284 1,996: 60 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,756: 890 2,398 0 -48 91 0 -75 45 62 -1,331 646: 22 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 80.6 17.1 8.9 3.7 1.4 0.7 0.3 0.7 4.3 1.6: 0.0 0.0
Old : 100.0: 75.2 80.6 17.1 8.9 3.7 1.4 0.7 0.3 0.7 4.3 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 : 61: 35 30 . . 5 . . . 4 10 7:
Old : 61: 35 30 . . 5 . . . 4 10 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 57.9 55.9 79.2 28.6 48.8 47.5 63.2
Old : 32.6 57.9 55.9 79.2 28.6 48.8 47.5 63.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 526,681: 290,956 329,656 32,907 3,168 117,980 11,627 15,141 29,049 19,639 8,118 23,314: 1,210 255
Old : 526,681: 290,956 329,656 32,907 3,168 117,980 11,627 15,141 29,049 19,639 8,118 23,314: 1,210 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 12,729: 6,573 8,630 102 -275 3,081 -324 -2,066 1,775 139 177 1,192: 191 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 62.6 6.2 0.6 22.4 2.2 2.9 5.5 3.7 1.5 4.4: 0.2 0.0
Old : 100.0: 55.2 62.6 6.2 0.6 22.4 2.2 2.9 5.5 3.7 1.5 4.4: 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 : 92: 40 35 5 . 5 8 9 8 16 12 18:
Old : 92: 40 35 5 . 5 8 9 8 16 12 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 41.4 63.0 64.5 12.8 15.5 17.3 20.7
Old : 44.9 41.4 63.0 64.5 12.8 15.5 17.3 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,811: 6,995 14,132 2,432 130 824 965 600 55 4,105 0 0: 435 70
Old : 15,811: 6,995 14,132 2,432 130 824 965 600 55 4,105 0 0: 435 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -23: -23 -23 0 -30 30 -30 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 89.4 15.4 0.8 5.2 6.1 3.8 0.3 26.0 0.0 0.0: 2.8 0.4
Old : 100.0: 44.2 89.4 15.4 0.8 5.2 6.1 3.8 0.3 26.0 0.0 0.0: 2.8 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 7 . . . . . . . 0 0:
Old : 23: 13 7 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 85.4 78.1 98.1 56.1 79.9 74.4 87.4
Old : 56.6 85.4 78.1 98.1 56.1 79.9 74.4 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,819: 5,700 13,578 3,495 120 461 145 600 55 4,380 0 0: 583 5
Old : 14,819: 5,700 13,578 3,495 120 461 145 600 55 4,380 0 0: 583 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -5: 15 -10 0 0 0 0 0 0 0 0 0: -20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 91.6 23.6 0.8 3.1 1.0 4.0 0.4 29.6 0.0 0.0: 3.9 0.0
Old : 100.0: 38.5 91.6 23.6 0.8 3.1 1.0 4.0 0.4 29.6 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: 13 6 . . . . . . . 0 0:
Old : 22: 13 6 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 87.5 85.7 98.6 64.3 85.7 81.6 93.5
Old : 67.2 87.5 85.7 98.6 64.3 85.7 81.6 93.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,323: 4,813 10,005 693 0 117 450 0 0 5,250 1,201 0: 0 0
Old : 11,323: 4,813 10,005 693 0 117 450 0 0 5,250 1,201 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 450: 100 85 -15 0 115 0 0 0 250 250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 88.4 6.1 0.0 1.0 4.0 0.0 0.0 46.4 10.6 0.0: 0.0 0.0
Old : 100.0: 42.5 88.4 6.1 0.0 1.0 4.0 0.0 0.0 46.4 10.6 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 : 27: 10 16 . 0 . . 0 0 . . 0:
Old : 27: 10 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 : 78.2 75.5 88.4 88.7 76.4 73.2 86.2 86.5
Old : 78.2 75.5 88.4 88.7 76.4 73.2 86.2 86.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 77,983: 53,957 53,978 16,402 12,511 0 0 3,870 95 0 0 0: 7,529 7,529
Old : 77,983: 53,957 53,978 16,402 12,511 0 0 3,870 95 0 0 0: 7,529 7,529
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -295: -20 -140 0 120 0 0 0 0 0 0 0: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 69.2 21.0 16.0 0.0 0.0 5.0 0.1 0.0 0.0 0.0: 9.7 9.7
Old : 100.0: 69.2 69.2 21.0 16.0 0.0 0.0 5.0 0.1 0.0 0.0 0.0: 9.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 78.8 50.9 85.7 76.7 76.5 50.8 80.5 72.7
Old : 78.8 50.9 85.7 76.7 76.5 50.8 80.5 72.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,611: 44,973 42,486 13,633 11,545 0 0 4,575 30 0 0 0: 5,975 5,975
Old : 64,611: 44,973 42,486 13,633 11,545 0 0 4,575 30 0 0 0: 5,975 5,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 58: -2 -122 0 120 0 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 65.8 21.1 17.9 0.0 0.0 7.1 0.0 0.0 0.0 0.0: 9.2 9.2
Old : 100.0: 69.6 65.8 21.1 17.9 0.0 0.0 7.1 0.0 0.0 0.0 0.0: 9.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 79.9 55.4 86.6 74.3 77.0 55.1 78.9 72.1
Old : 79.9 55.4 86.6 74.3 77.0 55.1 78.9 72.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,000: 6,830 17,500 12,195 2,075 990 150 1,300 0 1,835 0 0: 3,000 3,135
Old : 25,000: 6,830 17,500 12,195 2,075 990 150 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 17, 2020 :
: 125: 100 55 145 190 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 70.0 48.8 8.3 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5
Old : 100.0: 27.3 70.0 48.8 8.3 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5
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: 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 : 74.6 49.8 85.7 76.5 66.0 48.7 74.8 72.0
Old : 74.6 49.8 85.7 76.5 66.0 48.7 74.8 72.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,675: 5,945 15,480 11,005 2,080 1,540 150 1,300 0 1,895 0 0: 2,140 2,275
Old : 22,675: 5,945 15,480 11,005 2,080 1,540 150 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 17, 2020 :
: 225: 0 225 345 120 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0: 9.4 10.0
Old : 100.0: 26.2 68.3 48.5 9.2 6.8 0.7 5.7 0.0 8.4 0.0 0.0: 9.4 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1
Old : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,503: 26,823 19,512 8,020 23,891 1,980 11,680 2,425 4,685 0 985 0: 3,315 3,025
Old : 56,503: 26,823 19,512 8,020 23,891 1,980 11,680 2,425 4,685 0 985 0: 3,315 3,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -470: 165 -855 -1,500 0 1,320 0 -480 -50 0 0 0: -405 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 34.5 14.2 42.3 3.5 20.7 4.3 8.3 0.0 1.7 0.0: 5.9 5.4
Old : 100.0: 47.5 34.5 14.2 42.3 3.5 20.7 4.3 8.3 0.0 1.7 0.0: 5.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.8 65.2 78.2 84.3 50.9 57.3 62.8 66.7
Old : 61.8 65.2 78.2 84.3 50.9 57.3 62.8 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,808: 18,731 20,110 8,485 10,886 790 3,595 0 3,115 0 385 300: 2,792 2,222
Old : 37,808: 18,731 20,110 8,485 10,886 790 3,595 0 3,115 0 385 300: 2,792 2,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -760: 180 -760 -1,300 0 60 300 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 53.2 22.4 28.8 2.1 9.5 0.0 8.2 0.0 1.0 0.8: 7.4 5.9
Old : 100.0: 49.5 53.2 22.4 28.8 2.1 9.5 0.0 8.2 0.0 1.0 0.8: 7.4 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 : 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 : 75.2 68.4 83.9 82.6 66.6 63.6 71.5 71.0
Old : 75.2 68.4 83.9 82.6 66.6 63.6 71.5 71.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,185: 22,280 9,480 3,760 1,650 380 535 15,835 140 0 0 0: 1,090 700
Old : 28,185: 22,280 9,480 3,760 1,650 380 535 15,835 140 0 0 0: 1,090 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 60: 60 0 0 60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 33.6 13.3 5.9 1.3 1.9 56.2 0.5 0.0 0.0 0.0: 3.9 2.5
Old : 100.0: 79.0 33.6 13.3 5.9 1.3 1.9 56.2 0.5 0.0 0.0 0.0: 3.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . . . . . 0 0 0:
Old : 21: 13 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 : 65.6 75.6 85.3 88.5 57.0 69.9 68.6 72.8
Old : 65.6 75.6 85.3 88.5 57.0 69.9 68.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,970: 12,050 8,010 0 1,095 0 350 4,080 0 25 0 0: 1,545 785
Old : 13,970: 12,050 8,010 0 1,095 0 350 4,080 0 25 0 0: 1,545 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 60: 60 0 0 60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 57.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 11.1 5.6
Old : 100.0: 86.3 57.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 11.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 0 . 0 . . 0 . 0 0:
Old : 20: 11 13 0 . 0 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 61.7 84.1 85.3 52.6 53.0 60.2 63.5
Old : 71.0 61.7 84.1 85.3 52.6 53.0 60.2 63.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,773: 51,974 28,198 5,309 39,580 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635
Old : 96,773: 51,974 28,198 5,309 39,580 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 29.1 5.5 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.3 20.3
Old : 100.0: 53.7 29.1 5.5 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.3 20.3
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: 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 : 50.6 53.1 70.1 65.1 46.4 51.6 59.7 57.8
Old : 50.6 53.1 70.1 65.1 46.4 51.6 59.7 57.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,480: 47,035 26,015 5,500 34,375 3,440 14,365 1,805 160 0 4,675 820: 19,160 19,190
Old : 90,480: 47,035 26,015 5,500 34,375 3,440 14,365 1,805 160 0 4,675 820: 19,160 19,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 28.8 6.1 38.0 3.8 15.9 2.0 0.2 0.0 5.2 0.9: 21.2 21.2
Old : 100.0: 52.0 28.8 6.1 38.0 3.8 15.9 2.0 0.2 0.0 5.2 0.9: 21.2 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 : 50.7 50.2 69.4 63.4 44.8 49.2 58.7 58.0
Old : 50.7 50.2 69.4 63.4 44.8 49.2 58.7 58.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 12,841 5,754 815 2,877 899 3,745 6,940 175 285 3,010 900: 3,312 2,417
Old : 22,972: 12,841 5,754 815 2,877 899 3,745 6,940 175 285 3,010 900: 3,312 2,417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -190: 582 -48 -95 975 -148 0 325 0 75 -690 225: -829 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 25.0 3.5 12.5 3.9 16.3 30.2 0.8 1.2 13.1 3.9: 14.4 10.5
Old : 100.0: 55.9 25.0 3.5 12.5 3.9 16.3 30.2 0.8 1.2 13.1 3.9: 14.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 10 . . . . 4 . . . .:
Old : 29: 15 10 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 61.3 68.0 74.9 45.9 55.6 65.2 67.6
Old : 46.1 61.3 68.0 74.9 45.9 55.6 65.2 67.6
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,717: 12,017 5,930 1,055 3,512 634 3,745 8,790 175 665 130 1,685: 2,741 1,861
Old : 22,717: 12,017 5,930 1,055 3,512 634 3,745 8,790 175 665 130 1,685: 2,741 1,861
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -430: 223 -497 -20 1,050 -4 0 325 0 625 -50 -210: -1,044 -1,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 26.1 4.6 15.5 2.8 16.5 38.7 0.8 2.9 0.6 7.4: 12.1 8.2
Old : 100.0: 52.9 26.1 4.6 15.5 2.8 16.5 38.7 0.8 2.9 0.6 7.4: 12.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 10 . . . . 4 . . . .:
Old : 29: 15 10 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 64.0 70.2 78.4 43.5 59.7 63.7 68.9
Old : 44.9 64.0 70.2 78.4 43.5 59.7 63.7 68.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,383: 14,423 11,705 1,042 11,380 988 12,060 75 0 0 5,130 1,040: 2,830 2,065
Old : 32,383: 14,423 11,705 1,042 11,380 988 12,060 75 0 0 5,130 1,040: 2,830 2,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 36.1 3.2 35.1 3.1 37.2 0.2 0.0 0.0 15.8 3.2: 8.7 6.4
Old : 100.0: 44.5 36.1 3.2 35.1 3.1 37.2 0.2 0.0 0.0 15.8 3.2: 8.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.8 85.5 84.0 92.8 61.8 71.8 72.0 75.9
Old : 67.8 85.5 84.0 92.8 61.8 71.8 72.0 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,898: 17,603 42,500 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,794 3,258
Old : 51,898: 17,603 42,500 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,794 3,258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 685: 660 685 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 81.9 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.4 6.3
Old : 100.0: 33.9 81.9 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.4 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 84.4 86.8 91.4 62.3 81.3 82.8 84.6
Old : 62.5 84.4 86.8 91.4 62.3 81.3 82.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,630: 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 0 0: 2,785 2,925
Old : 54,630: 19,615 44,710 9,175 6,690 260 13,325 0 45 9,425 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 17, 2020 :
: 660: 660 660 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0: 5.1 5.4
Old : 100.0: 35.9 81.8 16.8 12.2 0.5 24.4 0.0 0.1 17.3 0.0 0.0: 5.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5
Old : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,960: 18,970 42,640 7,201 3,665 890 6,325 0 855 13,629 0 1,180: 2,910 2,730
Old : 51,960: 18,970 42,640 7,201 3,665 890 6,325 0 855 13,629 0 1,180: 2,910 2,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 350: 350 400 750 0 0 0 0 0 -700 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 82.1 13.9 7.1 1.7 12.2 0.0 1.6 26.2 0.0 2.3: 5.6 5.3
Old : 100.0: 36.5 82.1 13.9 7.1 1.7 12.2 0.0 1.6 26.2 0.0 2.3: 5.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 10 . . . 4 0 . 4 0 .:
Old : 31: 15 10 . . . 4 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 77.8 78.0 88.9 50.0 76.8 73.3 85.6
Old : 54.7 77.8 78.0 88.9 50.0 76.8 73.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,905: 18,855 40,710 6,721 3,650 870 6,175 0 1,005 12,429 0 1,130: 2,720 2,540
Old : 49,905: 18,855 40,710 6,721 3,650 870 6,175 0 1,005 12,429 0 1,130: 2,720 2,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 200: 350 300 850 0 -10 0 0 0 -900 0 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 81.6 13.5 7.3 1.7 12.4 0.0 2.0 24.9 0.0 2.3: 5.5 5.1
Old : 100.0: 37.8 81.6 13.5 7.3 1.7 12.4 0.0 2.0 24.9 0.0 2.3: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 10 . . . 4 0 . 4 0 .:
Old : 31: 15 10 . . . 4 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 77.4 78.4 88.9 48.4 76.5 73.3 85.2
Old : 53.4 77.4 78.4 88.9 48.4 76.5 73.3 85.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,060: 11,610 12,505 2,945 0 870 110 5,005 660 2,735 565 460: 2,670 1,995
Old : 22,060: 11,610 12,505 2,945 0 870 110 5,005 660 2,735 565 460: 2,670 1,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 490: -50 685 -1,450 0 225 25 -75 -5 2,325 240 -700: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 56.7 13.3 0.0 3.9 0.5 22.7 3.0 12.4 2.6 2.1: 12.1 9.0
Old : 100.0: 52.6 56.7 13.3 0.0 3.9 0.5 22.7 3.0 12.4 2.6 2.1: 12.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . 0 . . . . . . .:
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 : 51.6 68.9 76.7 84.4 46.6 67.6 70.0 78.9
Old : 51.6 68.9 76.7 84.4 46.6 67.6 70.0 78.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,165: 11,045 12,220 2,405 0 815 0 5,005 660 3,925 640 120: 2,195 1,705
Old : 21,165: 11,045 12,220 2,405 0 815 0 5,005 660 3,925 640 120: 2,195 1,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 755: -50 685 -1,450 0 100 0 -75 0 2,325 240 -400: 230 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 57.7 11.4 0.0 3.9 0.0 23.6 3.1 18.5 3.0 0.6: 10.4 8.1
Old : 100.0: 52.2 57.7 11.4 0.0 3.9 0.0 23.6 3.1 18.5 3.0 0.6: 10.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.1 71.8 78.5 87.9 54.4 70.1 73.5 82.2
Old : 55.1 71.8 78.5 87.9 54.4 70.1 73.5 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,655: 42,070 44,015 3,255 0 2,770 1,750 16,720 1,325 15,115 1,500 1,310: 5,060 5,015
Old : 72,655: 42,070 44,015 3,255 0 2,770 1,750 16,720 1,325 15,115 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 17, 2020 :
: 175: 3,975 575 250 0 -400 425 100 0 -3,975 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 60.6 4.5 0.0 3.8 2.4 23.0 1.8 20.8 2.1 1.8: 7.0 6.9
Old : 100.0: 57.9 60.6 4.5 0.0 3.8 2.4 23.0 1.8 20.8 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 : 60.0 72.1 75.5 84.4 57.5 70.3 70.6 81.3
Old : 60.0 72.1 75.5 84.4 57.5 70.3 70.6 81.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,965: 41,335 41,495 4,575 0 1,975 1,745 16,720 1,325 12,015 1,500 1,310: 4,685 4,640
Old : 68,965: 41,335 41,495 4,575 0 1,975 1,745 16,720 1,325 12,015 1,500 1,310: 4,685 4,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 260: 3,975 575 250 0 -325 425 100 0 -3,975 0 0: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 60.2 6.6 0.0 2.9 2.5 24.2 1.9 17.4 2.2 1.9: 6.8 6.7
Old : 100.0: 59.9 60.2 6.6 0.0 2.9 2.5 24.2 1.9 17.4 2.2 1.9: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.4 72.8 75.2 84.5 56.3 70.9 70.8 81.7
Old : 59.4 72.8 75.2 84.5 56.3 70.9 70.8 81.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,400: 37,470 22,367 0 16,211 92 14,250 0 2,980 58 13,545 1,705: 3,845 3,500
Old : 60,400: 37,470 22,367 0 16,211 92 14,250 0 2,980 58 13,545 1,705: 3,845 3,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -350: 400 -50 0 -400 0 -800 0 0 0 50 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 37.0 0.0 26.8 0.2 23.6 0.0 4.9 0.1 22.4 2.8: 6.4 5.8
Old : 100.0: 62.0 37.0 0.0 26.8 0.2 23.6 0.0 4.9 0.1 22.4 2.8: 6.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 11 0 . . . 0 . . . .:
Old : 28: 18 11 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 : 55.4 71.6 76.5 89.6 50.7 68.5 71.0 82.6
Old : 55.4 71.6 76.5 89.6 50.7 68.5 71.0 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,528: 34,792 18,529 0 14,541 291 6,255 0 3,115 58 8,380 2,355: 2,662 2,317
Old : 49,528: 34,792 18,529 0 14,541 291 6,255 0 3,115 58 8,380 2,355: 2,662 2,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 350: 300 0 0 200 0 50 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 37.4 0.0 29.4 0.6 12.6 0.0 6.3 0.1 16.9 4.8: 5.4 4.7
Old : 100.0: 70.2 37.4 0.0 29.4 0.6 12.6 0.0 6.3 0.1 16.9 4.8: 5.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 0 . . . 0 . . . .:
Old : 28: 17 11 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 64.5 76.4 90.4 48.5 54.6 65.8 75.1
Old : 54.4 64.5 76.4 90.4 48.5 54.6 65.8 75.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 167,107: 89,216 86,978 20,650 1,251 6,357 1,040 15,580 8,665 1,450 8,427 4,875: 34,854 34,974
Old : 167,107: 89,216 86,978 20,650 1,251 6,357 1,040 15,580 8,665 1,450 8,427 4,875: 34,854 34,974
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,838: -2,328 1,242 970 0 737 400 -300 -380 0 -1,900 100: -1,337 -1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 52.0 12.4 0.7 3.8 0.6 9.3 5.2 0.9 5.0 2.9: 20.9 20.9
Old : 100.0: 53.4 52.0 12.4 0.7 3.8 0.6 9.3 5.2 0.9 5.0 2.9: 20.9 20.9
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 : 42: 24 29 . . . . . . . . .:
Old : 42: 24 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.7 67.2 46.3 44.2 26.3 52.5 38.4
Old : 51.0 30.7 67.2 46.3 44.2 26.3 52.5 38.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,507: 73,618 74,463 16,492 290 5,421 2,780 5,880 7,641 1,450 13,482 2,960: 27,145 27,370
Old : 137,507: 73,618 74,463 16,492 290 5,421 2,780 5,880 7,641 1,450 13,482 2,960: 27,145 27,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -1,890: -2,826 759 1,470 0 375 400 550 -380 0 -2,265 150: -1,079 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 54.2 12.0 0.2 3.9 2.0 4.3 5.6 1.1 9.8 2.2: 19.7 19.9
Old : 100.0: 53.5 54.2 12.0 0.2 3.9 2.0 4.3 5.6 1.1 9.8 2.2: 19.7 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 25 . . . . . . . . .:
Old : 38: 21 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 : 51.9 31.0 67.1 46.7 41.1 27.5 49.5 39.5
Old : 51.9 31.0 67.1 46.7 41.1 27.5 49.5 39.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,425: 31,885 28,145 17,826 9,911 4,349 870 7,655 2,055 0 5,010 0: 5,440 5,300
Old : 62,425: 31,885 28,145 17,826 9,911 4,349 870 7,655 2,055 0 5,010 0: 5,440 5,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -525: -180 0 175 -5 -175 0 0 0 0 0 0: -345 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 45.1 28.6 15.9 7.0 1.4 12.3 3.3 0.0 8.0 0.0: 8.7 8.5
Old : 100.0: 51.1 45.1 28.6 15.9 7.0 1.4 12.3 3.3 0.0 8.0 0.0: 8.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.8 50.9 78.7 71.8 53.4 46.9 66.2 62.0
Old : 61.8 50.9 78.7 71.8 53.4 46.9 66.2 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,505: 30,725 20,135 8,321 6,686 7,679 770 8,805 1,995 0 4,310 0: 6,015 5,895
Old : 55,505: 30,725 20,135 8,321 6,686 7,679 770 8,805 1,995 0 4,310 0: 6,015 5,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 36.3 15.0 12.0 13.8 1.4 15.9 3.6 0.0 7.8 0.0: 10.8 10.6
Old : 100.0: 55.4 36.3 15.0 12.0 13.8 1.4 15.9 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 : 53.5 52.2 71.8 75.5 41.7 44.0 54.1 53.8
Old : 53.5 52.2 71.8 75.5 41.7 44.0 54.1 53.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,850: 13,435 27,595 2,210 6,505 2,550 17,605 0 1,385 370 0 1,310: 2,985 2,505
Old : 41,850: 13,435 27,595 2,210 6,505 2,550 17,605 0 1,385 370 0 1,310: 2,985 2,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 240: 0 300 0 -300 240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 65.9 5.3 15.5 6.1 42.1 0.0 3.3 0.9 0.0 3.1: 7.1 6.0
Old : 100.0: 32.1 65.9 5.3 15.5 6.1 42.1 0.0 3.3 0.9 0.0 3.1: 7.1 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 : 63.7 68.1 80.0 81.6 57.9 63.0 65.8 69.3
Old : 63.7 68.1 80.0 81.6 57.9 63.0 65.8 69.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,190: 8,635 39,555 0 3,805 3,440 34,265 0 1,455 370 0 1,310: 1,715 1,625
Old : 51,190: 8,635 39,555 0 3,805 3,440 34,265 0 1,455 370 0 1,310: 1,715 1,625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 300: 0 300 0 -300 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 77.3 0.0 7.4 6.7 66.9 0.0 2.8 0.7 0.0 2.6: 3.4 3.2
Old : 100.0: 16.9 77.3 0.0 7.4 6.7 66.9 0.0 2.8 0.7 0.0 2.6: 3.4 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: 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 : 84.8 70.3 93.4 85.2 77.7 65.6 80.4 76.3
Old : 84.8 70.3 93.4 85.2 77.7 65.6 80.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,145: 77,155 72,320 2,989 14,544 24,784 4,375 2,225 6,830 4,260 0 0: 39,752 39,443
Old : 160,145: 77,155 72,320 2,989 14,544 24,784 4,375 2,225 6,830 4,260 0 0: 39,752 39,443
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 543: 503 1,769 1,148 -509 -989 -480 0 -40 0 0 0: 401 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 45.2 1.9 9.1 15.5 2.7 1.4 4.3 2.7 0.0 0.0: 24.8 24.6
Old : 100.0: 48.2 45.2 1.9 9.1 15.5 2.7 1.4 4.3 2.7 0.0 0.0: 24.8 24.6
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 : 34: 24 24 . . . . . . . 0 0:
Old : 34: 24 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 : 35.1 42.2 49.0 58.0 21.2 26.1 28.8 32.6
Old : 35.1 42.2 49.0 58.0 21.2 26.1 28.8 32.6
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 114,131: 66,846 59,089 4,630 19,726 7,685 5,474 2,080 6,761 3,940 85 0: 18,795 18,705
Old : 114,131: 66,846 59,089 4,630 19,726 7,685 5,474 2,080 6,761 3,940 85 0: 18,795 18,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 1,630: 800 1,620 350 -770 550 0 300 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 51.8 4.1 17.3 6.7 4.8 1.8 5.9 3.5 0.1 0.0: 16.5 16.4
Old : 100.0: 58.6 51.8 4.1 17.3 6.7 4.8 1.8 5.9 3.5 0.1 0.0: 16.5 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 22 . . . . . . . . 0:
Old : 32: 21 22 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 45.0 63.1 65.1 31.0 37.2 44.7 48.4
Old : 43.5 45.0 63.1 65.1 31.0 37.2 44.7 48.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,740: 19,505 15,420 0 9,320 2,285 4,435 300 0 1,100 0 575: 1,840 1,840
Old : 29,740: 19,505 15,420 0 9,320 2,285 4,435 300 0 1,100 0 575: 1,840 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 51.8 0.0 31.3 7.7 14.9 1.0 0.0 3.7 0.0 1.9: 6.2 6.2
Old : 100.0: 65.6 51.8 0.0 31.3 7.7 14.9 1.0 0.0 3.7 0.0 1.9: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 60.8 77.2 80.9 89.0 60.3 69.5 74.6 78.3
Old : 60.8 77.2 80.9 89.0 60.3 69.5 74.6 78.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,070: 20,265 14,665 0 9,945 2,135 3,885 300 0 700 0 500: 1,585 1,525
Old : 29,070: 20,265 14,665 0 9,945 2,135 3,885 300 0 700 0 500: 1,585 1,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 50.4 0.0 34.2 7.3 13.4 1.0 0.0 2.4 0.0 1.7: 5.5 5.2
Old : 100.0: 69.7 50.4 0.0 34.2 7.3 13.4 1.0 0.0 2.4 0.0 1.7: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.5 78.3 81.6 89.8 64.5 70.9 75.8 79.7
Old : 64.5 78.3 81.6 89.8 64.5 70.9 75.8 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020