COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 20,494: 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144: 859 822
Old : 20,494: 14,400 11,873 1,294 189 838 363 1,265 180 416 3,183 2,144: 859 822
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -1,125: -1,174 -904 134 80 -43 -147 -335 0 21 -166 196: -112 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5: 4.2 4.0
Old : 100.0: 70.3 57.9 6.3 0.9 4.1 1.8 6.2 0.9 2.0 15.5 10.5: 4.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . 4 . . . . 5 5:
Old : 26: 13 12 . . 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 : 46.2 49.0 71.2 73.7 25.1 23.5 33.1 33.0
Old : 46.2 49.0 71.2 73.7 25.1 23.5 33.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,671: 13,181 11,782 723 2,187 3,630 1,622 771 1,538 862 1,682 1,788: 326 293
Old : 23,671: 13,181 11,782 723 2,187 3,630 1,622 771 1,538 862 1,682 1,788: 326 293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -747: -60 -340 0 147 -409 -15 -45 -86 96 15 -56: -217 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 49.8 3.1 9.2 15.3 6.9 3.3 6.5 3.6 7.1 7.6: 1.4 1.2
Old : 100.0: 55.7 49.8 3.1 9.2 15.3 6.9 3.3 6.5 3.6 7.1 7.6: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 19 . . . . . . 6 7 12:
Old : 41: 19 19 . . . . . . 6 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 45.3 66.8 62.9 24.2 25.5 35.3 31.7
Old : 43.8 45.3 66.8 62.9 24.2 25.5 35.3 31.7
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,873: 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500: 1,097 698
Old : 42,873: 27,680 37,063 6,022 0 2,094 22 100 603 3,855 815 1,500: 1,097 698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 348: -702 -165 0 0 75 22 -178 -22 -115 -40 -5: 1,095 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5: 2.6 1.6
Old : 100.0: 64.6 86.4 14.0 0.0 4.9 0.1 0.2 1.4 9.0 1.9 3.5: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 22 . 0 . . . . . 4 5:
Old : 36: 22 22 . 0 . . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 56.6 72.4 81.1 40.7 48.0 60.4 64.8
Old : 47.1 56.6 72.4 81.1 40.7 48.0 60.4 64.8
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,664: 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450: 390 5
Old : 33,664: 26,864 27,581 0 1,917 1,582 0 576 453 2,925 100 1,450: 390 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,495: 1,580 740 -390 395 -145 0 75 0 -125 0 425: 150 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3: 1.2 0.0
Old : 100.0: 79.8 81.9 0.0 5.7 4.7 0.0 1.7 1.3 8.7 0.3 4.3: 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 : 32: 20 18 0 . . 0 . . 5 . 5:
Old : 32: 20 18 0 . . 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 : 51.8 61.8 74.5 84.5 49.9 56.3 70.1 73.3
Old : 51.8 61.8 74.5 84.5 49.9 56.3 70.1 73.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,721: 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539: 208 96
Old : 142,721: 120,385 97,501 3,346 21,059 5,204 2,171 3,197 6,780 1,088 5,345 3,539: 208 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,502: 1,184 4,037 -52 -1,604 -355 0 -1,356 700 5 50 30: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5: 0.1 0.1
Old : 100.0: 84.3 68.3 2.3 14.8 3.6 1.5 2.2 4.8 0.8 3.7 2.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 27 30 . . 4 . 6 4 . 8 8:
Old : 56: 27 30 . . 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 : 53.3 37.1 70.4 58.2 40.0 30.2 47.3 39.1
Old : 53.3 37.1 70.4 58.2 40.0 30.2 47.3 39.1
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,930: 59,842 55,201 4,880 8,046 4,034 325 1,022 2,451 1,066 1,825 1,332: 0 20
Old : 73,930: 59,842 55,201 4,880 8,046 4,034 325 1,022 2,451 1,066 1,825 1,332: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 409: 498 114 0 4 -119 0 -70 80 -350 100 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 74.7 6.6 10.9 5.5 0.4 1.4 3.3 1.4 2.5 1.8: 0.0 0.0
Old : 100.0: 80.9 74.7 6.6 10.9 5.5 0.4 1.4 3.3 1.4 2.5 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 23 . . . . 4 . 5 . .:
Old : 40: 21 23 . . . . 4 . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 73.6 77.0 88.2 54.6 61.8 66.6 70.4
Old : 55.9 73.6 77.0 88.2 54.6 61.8 66.6 70.4
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,855: 33,907 24,195 958 10,320 840 0 675 0 325 0 825: 0 0
Old : 36,855: 33,907 24,195 958 10,320 840 0 675 0 325 0 825: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 865: 740 890 0 -125 0 0 0 0 -25 -50 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2: 0.0 0.0
Old : 100.0: 92.0 65.6 2.6 28.0 2.3 0.0 1.8 0.0 0.9 0.0 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 11 15 . . . 0 . 0 4 0 4:
Old : 29: 11 15 . . . 0 . 0 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 : 80.0 83.6 90.9 92.9 69.2 71.3 75.5 78.6
Old : 80.0 83.6 90.9 92.9 69.2 71.3 75.5 78.6
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,659: 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842: 169 13
Old : 59,659: 32,841 25,334 644 23,828 4,082 15,850 150 50 1,181 1,360 4,842: 169 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 27: -715 675 15 -1,213 580 50 0 0 50 -62 47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1: 0.3 0.0
Old : 100.0: 55.0 42.5 1.1 39.9 6.8 26.6 0.3 0.1 2.0 2.3 8.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 18 . . 5 . . . . . .:
Old : 38: 18 18 . . 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 : 51.5 61.8 73.2 81.7 50.2 52.7 61.7 66.5
Old : 51.5 61.8 73.2 81.7 50.2 52.7 61.7 66.5
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,614: 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842: 632 48
Old : 78,614: 43,631 27,505 0 38,715 5,773 24,272 965 50 1,414 2,716 2,842: 632 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -630: -789 463 0 -1,555 537 -440 0 0 25 -80 0: 37 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 35.0 0.0 49.2 7.3 30.9 1.2 0.1 1.8 3.5 3.6: 0.8 0.1
Old : 100.0: 55.5 35.0 0.0 49.2 7.3 30.9 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 : 43: 22 21 0 4 4 5 4 . . . .:
Old : 43: 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 : 52.6 65.9 71.1 82.0 50.9 58.9 63.2 69.9
Old : 52.6 65.9 71.1 82.0 50.9 58.9 63.2 69.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,712: 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208: 719 254
Old : 72,712: 55,603 47,120 9,839 20,915 2,135 450 35 0 1,758 45 2,208: 719 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 370: 67 420 360 235 0 0 0 0 -47 -300 50: -60 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 3.0: 1.0 0.3
Old : 100.0: 76.5 64.8 13.5 28.8 2.9 0.6 0.0 0.0 2.4 0.1 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 : 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 : 45.4 69.5 68.2 85.8 43.4 69.5 65.9 81.4
Old : 45.4 69.5 68.2 85.8 43.4 69.5 65.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 89,497: 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750: 823 202
Old : 89,497: 64,925 52,169 17,839 33,103 948 450 0 0 1,762 325 2,750: 823 202
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 703: 286 741 464 170 -4 0 0 0 -33 -234 50: -60 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1: 0.9 0.2
Old : 100.0: 72.5 58.3 19.9 37.0 1.1 0.5 0.0 0.0 2.0 0.4 3.1: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 43.1 70.6 65.2 85.9 42.5 70.5 64.1 81.0
Old : 43.1 70.6 65.2 85.9 42.5 70.5 64.1 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,421: 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230: 422 428
Old : 43,421: 29,071 39,431 10,286 0 3,162 0 0 0 250 170 230: 422 428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -747: 155 -890 -1,035 0 133 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0
Old : 100.0: 67.0 90.8 23.7 0.0 7.3 0.0 0.0 0.0 0.6 0.4 0.5: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.3 82.3 88.4 93.7 62.2 76.3 71.7 78.2
Old : 72.3 82.3 88.4 93.7 62.2 76.3 71.7 78.2
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,751: 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0: 540 0
Old : 25,751: 23,248 17,562 0 5,740 1,503 0 600 0 460 346 0: 540 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -525: 43 308 0 -250 -568 0 0 0 0 -15 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0
Old : 100.0: 90.3 68.2 0.0 22.3 5.8 0.0 2.3 0.0 1.8 1.3 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . 0 . 0 . . 0:
Old : 26: 17 16 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 70.4 76.7 84.0 47.8 58.9 60.6 67.0
Old : 59.4 70.4 76.7 84.0 47.8 58.9 60.6 67.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,681: 57,357 66,758 320 9,675 9,068 8,084 139 405 11,925 1,239 2,154: 367 241
Old : 89,681: 57,357 66,758 320 9,675 9,068 8,084 139 405 11,925 1,239 2,154: 367 241
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 510: -1,569 171 0 -1,026 1,145 -46 64 60 885 45 40: -4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 74.4 0.4 10.8 10.1 9.0 0.2 0.5 13.3 1.4 2.4: 0.4 0.3
Old : 100.0: 64.0 74.4 0.4 10.8 10.1 9.0 0.2 0.5 13.3 1.4 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 34 . . . 6 . 5 10 . 6:
Old : 63: 34 34 . . . 6 . 5 10 . 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 : 30.0 43.3 50.4 65.3 18.3 18.8 27.9 30.5
Old : 30.0 43.3 50.4 65.3 18.3 18.8 27.9 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,149: 29,742 30,723 0 6,468 1,896 100 199 1 7,880 300 250: 280 312
Old : 40,149: 29,742 30,723 0 6,468 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 24, 2020 :
: 100: 100 160 0 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 0.7 0.6: 0.7 0.8
Old : 100.0: 74.1 76.5 0.0 16.1 4.7 0.2 0.5 0.0 19.6 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 : 51.7 52.0 77.0 77.9 46.2 43.0 61.7 60.1
Old : 51.7 52.0 77.0 77.9 46.2 43.0 61.7 60.1
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,131: 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273: 180 310
Old : 50,131: 36,175 44,905 8,612 0 4,541 0 0 0 350 102 273: 180 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -625: 5 -1,080 -1,080 0 450 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 89.6 17.2 0.0 9.1 0.0 0.0 0.0 0.7 0.2 0.5: 0.4 0.6
Old : 100.0: 72.2 89.6 17.2 0.0 9.1 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 19 . 0 . 0 0 0 . . .:
Old : 32: 22 19 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 79.0 81.5 93.8 44.7 73.1 62.3 73.9
Old : 58.2 79.0 81.5 93.8 44.7 73.1 62.3 73.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 37,650: 30,138 25,577 0 3,962 5,974 50 1,230 0 85 410 120: 1,283 377
Old : 37,650: 30,138 25,577 0 3,962 5,974 50 1,230 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 24, 2020 :
: -355: -440 -349 0 29 85 0 -120 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 67.9 0.0 10.5 15.9 0.1 3.3 0.0 0.2 1.1 0.3: 3.4 1.0
Old : 100.0: 80.0 67.9 0.0 10.5 15.9 0.1 3.3 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 : 62.4 47.0 80.0 73.3 40.9 26.6 44.6 40.2
Old : 62.4 47.0 80.0 73.3 40.9 26.6 44.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 66,197: 53,301 63,182 7,794 0 2,345 0 45 0 1,824 200 185: 748 240
Old : 66,197: 53,301 63,182 7,794 0 2,345 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 24, 2020 :
: 730: 160 735 575 0 -5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 95.4 11.8 0.0 3.5 0.0 0.1 0.0 2.8 0.3 0.3: 1.1 0.4
Old : 100.0: 80.5 95.4 11.8 0.0 3.5 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 : 56.9 91.6 76.4 97.3 56.9 87.7 73.6 90.8
Old : 56.9 91.6 76.4 97.3 56.9 87.7 73.6 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,090: 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90: 325 180
Old : 70,090: 60,364 63,376 3,648 3,069 3,080 0 45 0 2,583 250 90: 325 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 539: 450 534 -25 -75 80 0 0 0 34 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 90.4 5.2 4.4 4.4 0.0 0.1 0.0 3.7 0.4 0.1: 0.5 0.3
Old : 100.0: 86.1 90.4 5.2 4.4 4.4 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 : 37: 20 16 . . 4 0 . 0 4 . .:
Old : 37: 20 16 . . 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 : 55.7 83.8 74.1 95.8 55.3 80.4 71.6 89.3
Old : 55.7 83.8 74.1 95.8 55.3 80.4 71.6 89.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,865: 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875: 237 0
Old : 76,865: 62,566 70,843 8,936 1,221 3,061 247 35 97 846 733 875: 237 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 2,815: 1,942 2,683 185 -700 695 -2 5 2 -75 62 68: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 1.1: 0.3 0.0
Old : 100.0: 81.4 92.2 11.6 1.6 4.0 0.3 0.0 0.1 1.1 1.0 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 24 5 . . . . . . 4 4:
Old : 44: 23 24 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 : 57.8 55.2 75.2 82.7 56.9 52.7 73.2 74.6
Old : 57.8 55.2 75.2 82.7 56.9 52.7 73.2 74.6
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,619: 77,552 85,868 10,486 1,857 3,764 40 1,246 508 1,588 1,020 2,320: 360 36
Old : 96,619: 77,552 85,868 10,486 1,857 3,764 40 1,246 508 1,588 1,020 2,320: 360 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 560: 676 1,120 195 -722 -35 -30 -2 40 -610 -146 303: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 88.9 10.9 1.9 3.9 0.0 1.3 0.5 1.6 1.1 2.4: 0.4 0.0
Old : 100.0: 80.3 88.9 10.9 1.9 3.9 0.0 1.3 0.5 1.6 1.1 2.4: 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 : 50.9 51.0 68.4 72.6 50.0 49.0 62.0 66.7
Old : 50.9 51.0 68.4 72.6 50.0 49.0 62.0 66.7
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,668: 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50: 20 0
Old : 63,668: 43,150 54,822 19,788 2,771 60 0 3,590 0 600 2,375 50: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 198: 273 195 0 25 0 0 78 0 -125 -150 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1: 0.0 0.0
Old : 100.0: 67.8 86.1 31.1 4.4 0.1 0.0 5.6 0.0 0.9 3.7 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 13 . . . 0 . 0 . 4 .:
Old : 30: 14 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 : 74.7 88.0 94.0 96.5 74.6 86.0 90.4 91.7
Old : 74.7 88.0 94.0 96.5 74.6 86.0 90.4 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,265: 34,645 51,225 16,280 0 815 0 225 0 1,000 475 525: 0 0
Old : 53,265: 34,645 51,225 16,280 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 24, 2020 :
: 225: -2,655 225 2,880 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 96.2 30.6 0.0 1.5 0.0 0.4 0.0 1.9 0.9 1.0: 0.0 0.0
Old : 100.0: 65.0 96.2 30.6 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 : 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 : 80.6 93.9 93.3 98.1 80.0 91.6 90.9 93.3
Old : 80.6 93.9 93.3 98.1 80.0 91.6 90.9 93.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 61,314: 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074: 44 197
Old : 61,314: 43,489 56,331 13,486 486 1,835 700 110 0 686 1,281 1,074: 44 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 347: 963 42 -710 86 94 0 55 0 0 55 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 1.8: 0.1 0.3
Old : 100.0: 70.9 91.9 22.0 0.8 3.0 1.1 0.2 0.0 1.1 2.1 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 : 34: 20 18 4 . . . . 0 . 4 .:
Old : 34: 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 : 48.3 83.7 73.3 92.5 46.1 79.0 69.2 82.3
Old : 48.3 83.7 73.3 92.5 46.1 79.0 69.2 82.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 68,533: 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247: 112 377
Old : 68,533: 51,525 60,795 12,595 807 140 180 2,710 1,280 1,454 1,177 1,247: 112 377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 712: 1,106 621 -434 86 0 0 0 0 0 -35 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 1.8: 0.2 0.6
Old : 100.0: 75.2 88.7 18.4 1.2 0.2 0.3 4.0 1.9 2.1 1.7 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 17 . . . . . . . . .:
Old : 34: 20 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 77.9 72.4 88.8 46.7 70.4 67.8 76.7
Old : 47.8 77.9 72.4 88.8 46.7 70.4 67.8 76.7
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,559: 15,583 24,512 9,564 0 138 0 275 75 0 236 0: 199 323
Old : 25,559: 15,583 24,512 9,564 0 138 0 275 75 0 236 0: 199 323
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -11: -15 -19 0 0 0 0 0 0 0 5 0: 4 3
: : :
: : 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: 13 11 4 0 . 0 . . 0 . 0:
Old : 23: 13 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 : 63.5 80.9 83.3 94.8 62.9 70.4 78.0 83.7
Old : 63.5 80.9 83.3 94.8 62.9 70.4 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,320: 15,295 25,185 9,469 0 135 75 0 0 0 0 0: 346 0
Old : 25,320: 15,295 25,185 9,469 0 135 75 0 0 0 0 0: 346 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 29: 60 29 -35 0 0 0 0 0 0 0 0: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 99.5 37.4 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 60.4 99.5 37.4 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 : 64.6 86.0 82.7 97.7 61.8 71.8 74.9 83.4
Old : 64.6 86.0 82.7 97.7 61.8 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,052: 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015: 41 5
Old : 32,052: 25,930 24,985 3,530 3,647 896 60 464 340 240 700 1,015: 41 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -696: -701 -745 -15 0 -10 0 15 0 110 129 -85: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2: 0.1 0.0
Old : 100.0: 80.9 78.0 11.0 11.4 2.8 0.2 1.4 1.1 0.7 2.2 3.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.2 59.1 83.4 77.6 61.4 57.2 74.2 71.1
Old : 69.2 59.1 83.4 77.6 61.4 57.2 74.2 71.1
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 20,500: 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325: 1,124 290
Old : 20,500: 15,447 17,576 2,843 0 110 0 1,485 0 651 714 325: 1,124 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -579: -575 -599 -5 0 0 0 0 0 -20 0 20: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6: 5.5 1.4
Old : 100.0: 75.4 85.7 13.9 0.0 0.5 0.0 7.2 0.0 3.2 3.5 1.6: 5.5 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 : 73.8 72.3 91.2 89.5 73.8 69.0 86.6 86.0
Old : 73.8 72.3 91.2 89.5 73.8 69.0 86.6 86.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 61,789: 48,197 35,376 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177: 62 30
Old : 61,789: 48,197 35,376 6,352 18,928 669 2,599 4,823 451 2,282 335 1,177: 62 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 2,367: 2,131 1,376 -10 1,100 0 350 30 0 65 0 -169: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 57.3 10.3 30.6 1.1 4.2 7.8 0.7 3.7 0.5 1.9: 0.1 0.0
Old : 100.0: 78.0 57.3 10.3 30.6 1.1 4.2 7.8 0.7 3.7 0.5 1.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 22 5 . 6 . . . 5 . 4:
Old : 44: 25 22 5 . 6 . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 65.4 72.4 80.9 40.7 52.9 54.3 61.3
Old : 56.3 65.4 72.4 80.9 40.7 52.9 54.3 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 38,848: 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683: 161 85
Old : 38,848: 33,141 18,377 2,358 17,283 815 700 547 565 425 493 683: 161 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,295: 944 129 -130 990 100 350 0 0 -25 20 56: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8: 0.4 0.2
Old : 100.0: 85.3 47.3 6.1 44.5 2.1 1.8 1.4 1.5 1.1 1.3 1.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 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 : 67.9 71.0 81.0 84.7 57.2 64.7 65.3 71.2
Old : 67.9 71.0 81.0 84.7 57.2 64.7 65.3 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,344: 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50: 230 0
Old : 20,344: 11,045 18,198 7,094 0 1,074 0 546 226 625 250 50: 230 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 225: 220 125 0 0 0 0 120 0 -75 0 0: 80 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2: 1.1 0.0
Old : 100.0: 54.3 89.5 34.9 0.0 5.3 0.0 2.7 1.1 3.1 1.2 0.2: 1.1 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: 17 16 . 0 . 0 . . . . .:
Old : 32: 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 : 62.8 72.4 83.0 85.6 57.3 68.4 74.7 76.9
Old : 62.8 72.4 83.0 85.6 57.3 68.4 74.7 76.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,948: 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0: 220 0
Old : 21,948: 11,651 19,398 7,502 0 2,075 0 300 0 500 175 0: 220 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 25: 85 25 -150 0 0 0 0 0 0 0 0: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 1.0 0.0
Old : 100.0: 53.1 88.4 34.2 0.0 9.5 0.0 1.4 0.0 2.3 0.8 0.0: 1.0 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: 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 : 69.3 92.3 92.8 99.1 59.9 83.7 83.4 88.3
Old : 69.3 92.3 92.8 99.1 59.9 83.7 83.4 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,536: 8,399 6,885 146 450 676 25 600 0 100 900 25: 165 0
Old : 9,536: 8,399 6,885 146 450 676 25 600 0 100 900 25: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 80: -20 105 50 0 25 25 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 0.3: 1.7 0.0
Old : 100.0: 88.1 72.2 1.5 4.7 7.1 0.3 6.3 0.0 1.0 9.4 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 : 22: 10 9 . . . . . 0 . . .:
Old : 22: 10 9 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 66.0 91.7 89.7 65.2 65.8 77.8 82.0
Old : 73.7 66.0 91.7 89.7 65.2 65.8 77.8 82.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,635: 8,667 6,665 163 450 570 25 700 0 100 1,250 0: 110 0
Old : 9,635: 8,667 6,665 163 450 570 25 700 0 100 1,250 0: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 100: 0 125 138 -12 -63 25 100 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0: 1.1 0.0
Old : 100.0: 90.0 69.2 1.7 4.7 5.9 0.3 7.3 0.0 1.0 13.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . . . 0 . . 0:
Old : 23: 11 9 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 66.6 90.6 90.0 65.3 66.6 77.8 83.7
Old : 71.2 66.6 90.6 90.0 65.3 66.6 77.8 83.7
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,827: 7,936 10,577 3,378 1,400 10 0 0 0 795 380 460: 248 0
Old : 12,827: 7,936 10,577 3,378 1,400 10 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 24, 2020 :
: 425: 425 435 10 0 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6: 1.9 0.0
Old : 100.0: 61.9 82.5 26.3 10.9 0.1 0.0 0.0 0.0 6.2 3.0 3.6: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 15 . . . 0 0 0 . . .:
Old : 25: 11 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 59.6 80.7 81.3 49.0 53.6 70.6 71.0
Old : 53.6 59.6 80.7 81.3 49.0 53.6 70.6 71.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,055: 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550: 248 0
Old : 12,055: 7,035 9,900 3,382 1,400 45 0 0 0 795 160 550: 248 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -153: -100 -200 -50 0 2 0 0 0 -40 10 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6: 2.1 0.0
Old : 100.0: 58.4 82.1 28.1 11.6 0.4 0.0 0.0 0.0 6.6 1.3 4.6: 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 : 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 : 56.0 59.6 80.5 82.0 47.3 50.7 65.4 68.9
Old : 56.0 59.6 80.5 82.0 47.3 50.7 65.4 68.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,055: 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265: 40 0
Old : 37,055: 24,675 31,885 8,075 0 800 145 0 5 1,050 2,100 2,265: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 200: -25 200 25 0 0 0 0 0 0 -200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1: 0.1 0.0
Old : 100.0: 66.6 86.0 21.8 0.0 2.2 0.4 0.0 0.0 2.8 5.7 6.1: 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 : 68.9 73.8 81.7 94.9 61.2 66.1 71.1 78.3
Old : 68.9 73.8 81.7 94.9 61.2 66.1 71.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,976: 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545: 41 0
Old : 36,976: 24,775 32,121 7,645 0 770 145 0 5 1,050 1,535 2,545: 41 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 210: -5 220 25 0 0 0 0 0 0 -200 190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9: 0.1 0.0
Old : 100.0: 67.0 86.9 20.7 0.0 2.1 0.4 0.0 0.0 2.8 4.2 6.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.2 75.3 79.7 95.6 58.8 65.3 68.7 77.8
Old : 67.2 75.3 79.7 95.6 58.8 65.3 68.7 77.8
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,677: 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000: 64 0
Old : 108,677: 84,974 85,317 18,020 14,147 2,359 1,280 75 275 705 5,504 1,000: 64 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,947: 2,126 1,681 94 374 -208 0 20 -20 0 150 -50: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9: 0.1 0.0
Old : 100.0: 78.2 78.5 16.6 13.0 2.2 1.2 0.1 0.3 0.6 5.1 0.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 41.0 54.1 63.1 78.2 36.7 50.6 57.0 69.8
Old : 41.0 54.1 63.1 78.2 36.7 50.6 57.0 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,454: 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946: 87 35
Old : 123,454: 93,276 99,059 20,893 11,510 4,239 1,799 900 321 893 5,444 1,946: 87 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 833: 1,009 276 -24 651 -254 100 75 -25 50 160 -50: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6: 0.1 0.0
Old : 100.0: 75.6 80.2 16.9 9.3 3.4 1.5 0.7 0.3 0.7 4.4 1.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 35 30 . . 5 . . . 4 10 7:
Old : 63: 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 58.7 56.4 80.2 29.7 49.9 49.1 65.0
Old : 32.6 58.7 56.4 80.2 29.7 49.9 49.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 526,054: 288,337 331,280 36,732 3,035 114,131 13,389 15,872 28,709 19,449 8,230 24,051: 1,256 746
Old : 526,054: 288,337 331,280 36,732 3,035 114,131 13,389 15,872 28,709 19,449 8,230 24,051: 1,256 746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -628: -2,619 1,624 3,825 -133 -3,849 1,762 731 -340 -190 112 737: 46 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 63.0 7.0 0.6 21.7 2.5 3.0 5.5 3.7 1.6 4.6: 0.2 0.1
Old : 100.0: 54.8 63.0 7.0 0.6 21.7 2.5 3.0 5.5 3.7 1.6 4.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 97: 42 36 5 . 5 10 9 8 15 13 18:
Old : 97: 42 36 5 . 5 10 9 8 15 13 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 : 44.4 41.1 62.1 64.0 13.2 15.6 17.8 20.9
Old : 44.4 41.1 62.1 64.0 13.2 15.6 17.8 20.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,876: 10,095 17,182 2,382 130 839 965 600 55 4,105 0 0: 435 70
Old : 18,876: 10,095 17,182 2,382 130 839 965 600 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 24, 2020 :
: 3,065: 3,100 3,050 -50 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0: 2.3 0.4
Old : 100.0: 53.5 91.0 12.6 0.7 4.4 5.1 3.2 0.3 21.7 0.0 0.0: 2.3 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: 14 9 . . . . . . . 0 0:
Old : 23: 14 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 : 62.7 81.3 82.1 97.9 62.3 73.1 77.5 86.0
Old : 62.7 81.3 82.1 97.9 62.3 73.1 77.5 86.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,744: 6,675 14,503 3,445 120 461 145 600 55 4,380 0 0: 583 5
Old : 15,744: 6,675 14,503 3,445 120 461 145 600 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 24, 2020 :
: 925: 975 925 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0: 3.7 0.0
Old : 100.0: 42.4 92.1 21.9 0.8 2.9 0.9 3.8 0.3 27.8 0.0 0.0: 3.7 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 : 22: 13 8 . . . . . . . 0 0:
Old : 22: 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 : 64.9 82.4 86.2 98.1 64.4 80.2 82.1 90.8
Old : 64.9 82.4 86.2 98.1 64.4 80.2 82.1 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 1,680: 1,235 1,000 85 0 0 25 0 0 125 425 0: 210 255
Old : 1,680: 1,235 1,000 85 0 0 25 0 0 125 425 0: 210 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0: 12.5 15.2
Old : 100.0: 73.5 59.5 5.1 0.0 0.0 1.5 0.0 0.0 7.4 25.3 0.0: 12.5 15.2
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: 14 9 . 0 0 . 0 0 . . 0:
Old : 21: 14 9 . 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 : 46.1 50.9 67.0 80.4 40.8 50.0 57.7 66.1
Old : 46.1 50.9 67.0 80.4 40.8 50.0 57.7 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,943: 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0: 0 10
Old : 11,943: 4,798 10,355 758 25 102 450 0 0 5,835 1,451 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 620: -15 350 65 25 -15 0 0 0 585 250 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0: 0.0 0.1
Old : 100.0: 40.2 86.7 6.3 0.2 0.9 3.8 0.0 0.0 48.9 12.1 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 15 . . . . 0 0 . . 0:
Old : 27: 10 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 74.7 87.0 89.0 73.6 72.6 83.2 85.2
Old : 76.9 74.7 87.0 89.0 73.6 72.6 83.2 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,183: 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0: 7,324 8,704
Old : 82,183: 56,679 58,303 17,585 10,711 500 0 3,870 95 0 0 0: 7,324 8,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 4,200: 2,722 4,325 1,183 -1,800 500 0 0 0 0 0 0: -205 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 10.6
Old : 100.0: 69.0 70.9 21.4 13.0 0.6 0.0 4.7 0.1 0.0 0.0 0.0: 8.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 19 . . . 0 . . 0 0 0:
Old : 27: 17 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1
Old : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,583: 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0: 5,980 7,760
Old : 68,583: 47,675 46,348 14,773 9,745 125 0 4,575 30 0 0 0: 5,980 7,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,972: 2,702 3,862 1,140 -1,800 125 0 0 0 0 0 0: 5 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0: 8.7 11.3
Old : 100.0: 69.5 67.6 21.5 14.2 0.2 0.0 6.7 0.0 0.0 0.0 0.0: 8.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 19 . . . 0 . . 0 0 0:
Old : 26: 15 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8
Old : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17,200 12,195 2,375 990 150 1,300 0 1,835 0 0: 3,000 3,135
Old : 25,000: 6,830 17,200 12,195 2,375 990 150 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 24, 2020 :
: 0: 0 -300 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 68.8 48.8 9.5 4.0 0.6 5.2 0.0 7.3 0.0 0.0: 12.0 12.5
Old : 100.0: 27.3 68.8 48.8 9.5 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 51.0 85.7 76.5 66.0 48.9 74.8 72.0
Old : 74.6 51.0 85.7 76.5 66.0 48.9 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,213: 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0: 3,320 3,030
Old : 59,213: 29,528 19,517 8,020 26,291 1,980 11,680 2,725 4,685 0 985 0: 3,320 3,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 2,710: 2,705 5 0 2,400 0 0 300 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0: 5.6 5.1
Old : 100.0: 49.9 33.0 13.5 44.4 3.3 19.7 4.6 7.9 0.0 1.7 0.0: 5.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6
Old : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,288: 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300: 2,752 2,242
Old : 40,288: 21,551 20,170 8,485 13,286 790 3,295 0 3,115 0 385 300: 2,752 2,242
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 2,480: 2,820 60 0 2,400 0 -300 0 0 0 0 0: -40 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7: 6.8 5.6
Old : 100.0: 53.5 50.1 21.1 33.0 2.0 8.2 0.0 7.7 0.0 1.0 0.7: 6.8 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 : 24: 16 16 . . . . 0 . 0 . .:
Old : 24: 16 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 : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9
Old : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,295: 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0: 1,690 1,300
Old : 28,295: 21,790 8,880 3,760 1,760 380 535 15,835 140 0 0 0: 1,690 1,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 110: -490 -600 0 110 0 0 0 0 0 0 0: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0: 6.0 4.6
Old : 100.0: 77.0 31.4 13.3 6.2 1.3 1.9 56.0 0.5 0.0 0.0 0.0: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9
Old : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0: 1,830 1,070
Old : 13,970: 11,765 7,725 0 1,095 0 350 4,080 0 25 0 0: 1,830 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 0: -285 -285 0 0 0 0 0 0 0 0 0: 285 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 13.1 7.7
Old : 100.0: 84.2 55.3 0.0 7.8 0.0 2.5 29.2 0.0 0.2 0.0 0.0: 13.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 0 . 0 . . 0 . 0 0:
Old : 20: 11 12 0 . 0 . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 63.5
Old : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,063: 52,024 28,368 5,549 39,700 3,570 14,145 1,700 215 0 1,940 1,935: 19,625 19,635
Old : 97,063: 52,024 28,368 5,549 39,700 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 24, 2020 :
: 290: 50 170 240 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.2 20.2
Old : 100.0: 53.6 29.2 5.7 40.9 3.7 14.6 1.8 0.2 0.0 2.0 2.0: 20.2 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9
Old : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,720: 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820: 19,230 19,260
Old : 90,720: 47,035 26,135 5,740 34,495 3,370 14,365 1,805 160 0 4,675 820: 19,230 19,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 240: 0 120 240 120 -70 0 0 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 28.8 6.3 38.0 3.7 15.8 2.0 0.2 0.0 5.2 0.9: 21.2 21.2
Old : 100.0: 51.8 28.8 6.3 38.0 3.7 15.8 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 : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1
Old : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,537: 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065: 3,380 2,485
Old : 24,537: 14,241 6,194 690 2,877 956 3,745 8,115 175 285 2,670 1,065: 3,380 2,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,565: 1,400 440 -125 0 57 0 1,175 0 0 -340 165: 68 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3: 13.8 10.1
Old : 100.0: 58.0 25.2 2.8 11.7 3.9 15.3 33.1 0.7 1.2 10.9 4.3: 13.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4
Old : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,337: 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585: 2,741 1,861
Old : 24,337: 13,417 6,270 930 3,612 754 3,745 9,965 175 990 115 1,585: 2,741 1,861
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,620: 1,400 340 -125 100 120 0 1,175 0 325 -15 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5: 11.3 7.6
Old : 100.0: 55.1 25.8 3.8 14.8 3.1 15.4 40.9 0.7 4.1 0.5 6.5: 11.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0
Old : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,188: 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045: 2,929 2,044
Old : 33,188: 14,253 11,705 1,087 11,580 1,034 12,840 75 0 0 5,705 1,045: 2,929 2,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 805: -170 0 45 200 46 780 0 0 0 575 5: 99 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1: 8.8 6.2
Old : 100.0: 42.9 35.3 3.3 34.9 3.1 38.7 0.2 0.0 0.0 17.2 3.1: 8.8 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 : 20: 12 5 . . . . . 0 0 . .:
Old : 20: 12 5 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4
Old : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,913: 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,759 3,223
Old : 51,913: 17,653 42,550 8,301 6,000 95 13,175 0 45 9,885 0 0: 2,759 3,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 15: 50 50 0 0 0 0 0 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.3 6.2
Old : 100.0: 34.0 82.0 16.0 11.6 0.2 25.4 0.0 0.1 19.0 0.0 0.0: 5.3 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: 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 : 62.4 84.4 86.8 91.5 62.3 81.4 82.8 84.6
Old : 62.4 84.4 86.8 91.5 62.3 81.4 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,750: 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180: 2,980 2,800
Old : 53,750: 19,515 44,715 8,831 3,365 835 6,225 0 855 13,329 0 1,180: 2,980 2,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,790: 545 2,075 1,630 -300 -55 -100 0 0 -300 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2: 5.5 5.2
Old : 100.0: 36.3 83.2 16.4 6.3 1.6 11.6 0.0 1.6 24.8 0.0 2.2: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 10 . . . 4 0 . 5 0 .:
Old : 32: 15 10 . . . 4 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9
Old : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,825: 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260: 2,575 2,395
Old : 49,825: 19,240 40,525 7,351 3,800 840 6,075 0 1,005 11,479 0 1,260: 2,575 2,395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -80: 385 -185 630 150 -30 -100 0 0 -950 0 130: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5: 5.2 4.8
Old : 100.0: 38.6 81.3 14.8 7.6 1.7 12.2 0.0 2.0 23.0 0.0 2.5: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 10 . . . 4 0 . 5 0 .:
Old : 32: 16 10 . . . 4 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3
Old : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,295: 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470: 2,670 1,995
Old : 22,295: 11,710 12,530 2,945 0 870 0 5,195 770 2,860 465 470: 2,670 1,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 235: 100 25 0 0 0 -110 190 110 125 -100 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1: 12.0 8.9
Old : 100.0: 52.5 56.2 13.2 0.0 3.9 0.0 23.3 3.5 12.8 2.1 2.1: 12.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . 0 . 0 4 . . . .:
Old : 25: 12 10 . 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 : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7
Old : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,400: 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130: 2,135 1,705
Old : 21,400: 11,145 12,245 2,405 0 815 0 5,245 720 4,050 540 130: 2,135 1,705
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 235: 100 25 0 0 0 0 240 60 125 -100 10: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6: 10.0 8.0
Old : 100.0: 52.1 57.2 11.2 0.0 3.8 0.0 24.5 3.4 18.9 2.5 0.6: 10.0 8.0
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: 13 8 . 0 . 0 4 . . . .:
Old : 25: 13 8 . 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 : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0
Old : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 74,730: 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150: 5,615 5,570
Old : 74,730: 42,240 45,285 3,355 0 2,970 1,825 16,920 1,335 16,240 1,500 1,150: 5,615 5,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 2,075: 170 1,270 100 0 200 75 200 10 1,125 0 -160: 555 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5: 7.5 7.5
Old : 100.0: 56.5 60.6 4.5 0.0 4.0 2.4 22.6 1.8 21.7 2.0 1.5: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . 0 . . . . 4 . .:
Old : 29: 14 13 . 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 : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0
Old : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,215: 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150: 4,725 4,680
Old : 69,215: 41,235 41,395 4,075 0 2,245 1,820 16,920 1,325 12,640 1,500 1,150: 4,725 4,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 250: -100 -100 -500 0 270 75 200 0 625 0 -160: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7: 6.8 6.8
Old : 100.0: 59.6 59.8 5.9 0.0 3.2 2.6 24.4 1.9 18.3 2.2 1.7: 6.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . 0 . . . . 4 . .:
Old : 29: 14 13 . 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 : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 81.7
Old : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,736: 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705: 3,850 4,465
Old : 61,736: 38,181 22,018 0 16,631 92 14,870 0 2,980 58 13,845 1,705: 3,850 4,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,336: 711 -349 0 420 0 620 0 0 0 300 0: 5 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8: 6.2 7.2
Old : 100.0: 61.8 35.7 0.0 26.9 0.1 24.1 0.0 4.8 0.1 22.4 2.8: 6.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 10 0 . . . 0 . . . .:
Old : 28: 18 10 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9
Old : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,898: 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505: 2,662 2,317
Old : 49,898: 34,842 18,529 0 14,961 291 6,375 0 3,165 58 8,130 2,505: 2,662 2,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 370: 50 0 0 420 0 120 0 50 0 -250 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0: 5.3 4.6
Old : 100.0: 69.8 37.1 0.0 30.0 0.6 12.8 0.0 6.3 0.1 16.3 5.0: 5.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9
Old : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 169,587: 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070: 36,169 36,949
Old : 169,587: 89,316 86,298 21,720 1,326 6,532 1,540 15,730 8,790 1,450 9,892 4,070: 36,169 36,949
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 2,480: 100 -680 1,070 75 175 500 150 125 0 1,465 -805: 1,315 1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4: 21.3 21.8
Old : 100.0: 52.7 50.9 12.8 0.8 3.9 0.9 9.3 5.2 0.9 5.8 2.4: 21.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 29 . . . . . . . 4 .:
Old : 43: 24 29 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3
Old : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 138,657: 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780: 27,270 27,980
Old : 138,657: 72,383 74,548 18,437 290 5,241 3,280 5,530 7,816 1,450 14,472 2,780: 27,270 27,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,150: -1,235 85 1,945 0 -180 500 -350 175 0 990 -180: 125 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0: 19.7 20.2
Old : 100.0: 52.2 53.8 13.3 0.2 3.8 2.4 4.0 5.6 1.0 10.4 2.0: 19.7 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 25 . . . . . . . 4 .:
Old : 39: 21 25 . . . . . . . 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 31.8 66.8 47.0 42.3 27.8 50.0 39.3
Old : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,585: 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0: 5,490 5,350
Old : 63,585: 32,455 27,315 18,496 9,781 4,469 770 9,755 1,905 0 5,010 0: 5,490 5,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,160: 570 -830 670 -130 120 -100 2,100 -150 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0: 8.6 8.4
Old : 100.0: 51.0 43.0 29.1 15.4 7.0 1.2 15.3 3.0 0.0 7.9 0.0: 8.6 8.4
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: 14 16 . . . . . . 0 . 0:
Old : 26: 14 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8
Old : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,645: 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0: 6,035 5,915
Old : 56,645: 31,895 19,805 8,991 6,756 7,209 770 10,905 1,745 0 4,310 0: 6,035 5,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,140: 1,170 -330 670 70 -470 0 2,100 -250 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0: 10.7 10.4
Old : 100.0: 56.3 35.0 15.9 11.9 12.7 1.4 19.3 3.1 0.0 7.6 0.0: 10.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 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 : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9
Old : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,875: 13,435 29,095 2,210 7,005 2,575 19,605 0 1,385 370 0 1,310: 2,985 2,505
Old : 43,875: 13,435 29,095 2,210 7,005 2,575 19,605 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 24, 2020 :
: 2,025: 0 1,500 0 500 25 2,000 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0: 6.8 5.7
Old : 100.0: 30.6 66.3 5.0 16.0 5.9 44.7 0.0 3.2 0.8 0.0 3.0: 6.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8
Old : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,095: 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 0 1,310: 1,715 1,625
Old : 53,095: 8,720 41,040 0 4,405 3,210 36,265 0 1,505 370 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 24, 2020 :
: 1,905: 85 1,485 0 600 -230 2,000 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5: 3.2 3.1
Old : 100.0: 16.4 77.3 0.0 8.3 6.0 68.3 0.0 2.8 0.7 0.0 2.5: 3.2 3.1
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 : 21: 10 14 0 . . . 0 . . 0 .:
Old : 21: 10 14 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5
Old : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,371: 76,948 72,657 2,877 13,464 25,490 4,675 2,025 6,950 4,260 0 0: 39,172 39,786
Old : 160,371: 76,948 72,657 2,877 13,464 25,490 4,675 2,025 6,950 4,260 0 0: 39,172 39,786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 226: -207 337 -112 -1,080 706 300 -200 120 0 0 0: -581 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 45.3 1.8 8.4 15.9 2.9 1.3 4.3 2.7 0.0 0.0: 24.4 24.8
Old : 100.0: 48.0 45.3 1.8 8.4 15.9 2.9 1.3 4.3 2.7 0.0 0.0: 24.4 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 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 : 35.6 41.8 49.1 57.7 21.8 25.4 29.2 31.7
Old : 35.6 41.8 49.1 57.7 21.8 25.4 29.2 31.7
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,156: 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0: 18,745 18,655
Old : 114,156: 66,846 59,439 4,650 19,796 7,665 5,474 1,680 6,836 3,940 85 0: 18,745 18,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 25: 0 350 20 70 -20 0 -400 75 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0: 16.4 16.3
Old : 100.0: 58.6 52.1 4.1 17.3 6.7 4.8 1.5 6.0 3.5 0.1 0.0: 16.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 65.0 31.0 37.2 44.7 48.4
Old : 43.5 45.0 63.1 65.0 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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,550: 19,565 15,420 0 9,380 2,035 4,435 300 0 1,100 0 575: 1,840 1,840
Old : 29,550: 19,565 15,420 0 9,380 2,035 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 24, 2020 :
: -190: 60 0 0 60 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 52.2 0.0 31.7 6.9 15.0 1.0 0.0 3.7 0.0 1.9: 6.2 6.2
Old : 100.0: 66.2 52.2 0.0 31.7 6.9 15.0 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 : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0
Old : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0
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 31, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,950: 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500: 1,655 1,595
Old : 28,950: 20,325 14,665 0 10,005 1,885 3,885 300 0 700 0 500: 1,655 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -120: 60 0 0 60 -250 0 0 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7: 5.7 5.5
Old : 100.0: 70.2 50.7 0.0 34.6 6.5 13.4 1.0 0.0 2.4 0.0 1.7: 5.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2
Old : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020