COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,420: 14,457 10,791 839 134 1,117 412 1,215 291 369 4,220 1,876: 1,059 776
Old : 20,420: 14,457 10,791 839 134 1,117 412 1,215 291 369 4,220 1,876: 1,059 776
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 201: 402 156 -78 0 66 0 0 0 -55 135 -296: 162 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 52.8 4.1 0.7 5.5 2.0 6.0 1.4 1.8 20.7 9.2: 5.2 3.8
Old : 100.0: 70.8 52.8 4.1 0.7 5.5 2.0 6.0 1.4 1.8 20.7 9.2: 5.2 3.8
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 : 26: 12 11 . . 4 . . . . 5 4:
Old : 26: 12 11 . . 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 : 45.8 44.0 68.8 71.3 27.3 26.3 36.2 38.8
Old : 45.8 44.0 68.8 71.3 27.3 26.3 36.2 38.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,240: 12,040 10,804 679 1,030 3,634 1,151 826 1,148 192 1,411 1,215: 180 171
Old : 20,240: 12,040 10,804 679 1,030 3,634 1,151 826 1,148 192 1,411 1,215: 180 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -53: 557 -637 0 708 -381 -31 125 70 -67 297 -193: -8 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 53.4 3.4 5.1 18.0 5.7 4.1 5.7 1.0 7.0 6.0: 0.9 0.8
Old : 100.0: 59.5 53.4 3.4 5.1 18.0 5.7 4.1 5.7 1.0 7.0 6.0: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 17 20 . . . . . . 5 7 10:
Old : 41: 17 20 . . . . . . 5 7 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 47.2 70.2 66.0 23.0 22.8 32.7 29.9
Old : 47.2 47.2 70.2 66.0 23.0 22.8 32.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 40,166: 26,779 35,371 5,101 0 2,361 726 100 154 3,290 425 1,740: 15 15
Old : 40,166: 26,779 35,371 5,101 0 2,361 726 100 154 3,290 425 1,740: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 539: 911 432 -575 0 204 26 0 -26 -75 -130 60: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 88.1 12.7 0.0 5.9 1.8 0.2 0.4 8.2 1.1 4.3: 0.0 0.0
Old : 100.0: 66.7 88.1 12.7 0.0 5.9 1.8 0.2 0.4 8.2 1.1 4.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 . 0 . . . . 4 . 5:
Old : 35: 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 : 47.7 56.2 73.1 81.3 42.6 46.3 59.9 64.8
Old : 47.7 56.2 73.1 81.3 42.6 46.3 59.9 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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,883: 27,134 28,306 0 1,988 1,063 0 195 456 3,900 545 1,330: 0 0
Old : 33,883: 27,134 28,306 0 1,988 1,063 0 195 456 3,900 545 1,330: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 545: 870 520 0 -50 -50 0 0 0 -500 -100 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 83.5 0.0 5.9 3.1 0.0 0.6 1.3 11.5 1.6 3.9: 0.0 0.0
Old : 100.0: 80.1 83.5 0.0 5.9 3.1 0.0 0.6 1.3 11.5 1.6 3.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 20 0 . . 0 . . 4 . 5:
Old : 34: 18 20 0 . . 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 : 54.5 64.3 75.0 85.3 52.5 57.2 71.1 73.8
Old : 54.5 64.3 75.0 85.3 52.5 57.2 71.1 73.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,544: 113,341 97,335 2,425 16,632 6,654 2,095 1,044 7,324 2,808 5,616 3,782: 115 157
Old : 138,544: 113,341 97,335 2,425 16,632 6,654 2,095 1,044 7,324 2,808 5,616 3,782: 115 157
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 509: 287 1,151 -695 -1,891 1,061 -395 -115 265 3 -108 53: -70 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 70.3 1.8 12.0 4.8 1.5 0.8 5.3 2.0 4.1 2.7: 0.1 0.1
Old : 100.0: 81.8 70.3 1.8 12.0 4.8 1.5 0.8 5.3 2.0 4.1 2.7: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 30 30 . . 5 5 5 6 8 5 8:
Old : 61: 30 30 . . 5 5 5 6 8 5 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 : 52.0 34.1 70.2 54.2 45.9 30.9 53.1 43.1
Old : 52.0 34.1 70.2 54.2 45.9 30.9 53.1 43.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,137: 53,592 49,161 3,940 7,238 4,996 325 968 1,934 1,421 1,850 929: 0 61
Old : 67,137: 53,592 49,161 3,940 7,238 4,996 325 968 1,934 1,421 1,850 929: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -3,848: -3,511 -1,774 -500 -409 549 0 -215 -312 125 -175 -199: 0 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 73.2 5.9 10.8 7.4 0.5 1.4 2.9 2.1 2.8 1.4: 0.0 0.1
Old : 100.0: 79.8 73.2 5.9 10.8 7.4 0.5 1.4 2.9 2.1 2.8 1.4: 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 : 41: 21 23 . . . . . . 5 . .:
Old : 41: 21 23 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 75.7 78.0 88.2 53.1 59.5 64.9 69.2
Old : 56.0 75.7 78.0 88.2 53.1 59.5 64.9 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,906: 36,575 28,105 523 7,665 1,358 0 953 0 1,075 1,450 375: 0 0
Old : 39,906: 36,575 28,105 523 7,665 1,358 0 953 0 1,075 1,450 375: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,515: -1,429 -830 -161 -660 75 0 50 0 0 100 0: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 70.4 1.3 19.2 3.4 0.0 2.4 0.0 2.7 3.6 0.9: 0.0 0.0
Old : 100.0: 91.7 70.4 1.3 19.2 3.4 0.0 2.4 0.0 2.7 3.6 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 14 . . . 0 . 0 . . .:
Old : 29: 13 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 : 77.8 77.8 90.8 91.6 70.5 64.4 76.5 77.4
Old : 77.8 77.8 90.8 91.6 70.5 64.4 76.5 77.4
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,516: 31,858 23,900 764 25,086 3,361 15,830 150 50 1,476 1,062 4,895: 282 12
Old : 58,516: 31,858 23,900 764 25,086 3,361 15,830 150 50 1,476 1,062 4,895: 282 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 473: 330 718 -20 7 -252 350 0 0 65 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 40.8 1.3 42.9 5.7 27.1 0.3 0.1 2.5 1.8 8.4: 0.5 0.0
Old : 100.0: 54.4 40.8 1.3 42.9 5.7 27.1 0.3 0.1 2.5 1.8 8.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 19 . . 5 4 . . . . .:
Old : 36: 18 19 . . 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 : 48.4 65.4 70.4 81.2 45.1 54.6 58.3 65.8
Old : 48.4 65.4 70.4 81.2 45.1 54.6 58.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,687: 42,080 25,371 0 40,745 4,634 23,806 365 170 2,157 1,958 3,289: 551 155
Old : 76,687: 42,080 25,371 0 40,745 4,634 23,806 365 170 2,157 1,958 3,289: 551 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 239: -38 922 0 -568 -180 360 35 0 385 30 0: -288 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 33.1 0.0 53.1 6.0 31.0 0.5 0.2 2.8 2.6 4.3: 0.7 0.2
Old : 100.0: 54.9 33.1 0.0 53.1 6.0 31.0 0.5 0.2 2.8 2.6 4.3: 0.7 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 : 43: 21 20 0 4 4 7 . . 4 . .:
Old : 43: 21 20 0 4 4 7 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 69.1 69.2 82.9 50.1 61.5 62.6 71.7
Old : 51.4 69.1 69.2 82.9 50.1 61.5 62.6 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,985: 56,096 45,014 7,302 20,646 3,706 150 0 0 1,578 18 2,601: 552 0
Old : 71,985: 56,096 45,014 7,302 20,646 3,706 150 0 0 1,578 18 2,601: 552 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,451: 1,181 1,391 210 0 0 0 0 0 0 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 62.5 10.1 28.7 5.1 0.2 0.0 0.0 2.2 0.0 3.6: 0.8 0.0
Old : 100.0: 77.9 62.5 10.1 28.7 5.1 0.2 0.0 0.0 2.2 0.0 3.6: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 21 . . . . 0 0 . . .:
Old : 36: 22 21 . . . . 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 : 43.7 66.4 69.0 84.2 39.4 66.4 61.4 74.5
Old : 43.7 66.4 69.0 84.2 39.4 66.4 61.4 74.5
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,588: 67,443 51,104 14,917 32,991 2,065 150 0 0 1,168 175 3,253: 592 0
Old : 89,588: 67,443 51,104 14,917 32,991 2,065 150 0 0 1,168 175 3,253: 592 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,772: 1,552 1,262 135 350 25 0 0 0 144 75 267: -351 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 57.0 16.7 36.8 2.3 0.2 0.0 0.0 1.3 0.2 3.6: 0.7 0.0
Old : 100.0: 75.3 57.0 16.7 36.8 2.3 0.2 0.0 0.0 1.3 0.2 3.6: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 4 . 4 . 0 0 . . .:
Old : 40: 22 22 4 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 67.5 65.7 84.1 40.9 67.5 62.2 77.6
Old : 42.9 67.5 65.7 84.1 40.9 67.5 62.2 77.6
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,185: 28,593 38,539 9,979 0 4,039 0 0 0 200 20 230: 144 357
Old : 43,185: 28,593 38,539 9,979 0 4,039 0 0 0 200 20 230: 144 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,141: -1,032 -993 3 0 -83 0 0 0 -25 -25 0: -4 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 89.2 23.1 0.0 9.4 0.0 0.0 0.0 0.5 0.0 0.5: 0.3 0.8
Old : 100.0: 66.2 89.2 23.1 0.0 9.4 0.0 0.0 0.0 0.5 0.0 0.5: 0.3 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 : 25: 17 15 . 0 . 0 0 0 . . .:
Old : 25: 17 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 82.9 86.6 94.3 58.7 74.7 69.4 76.9
Old : 70.9 82.9 86.6 94.3 58.7 74.7 69.4 76.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,743: 26,767 18,848 0 7,831 1,124 0 600 0 360 330 0: 492 10
Old : 28,743: 26,767 18,848 0 7,831 1,124 0 600 0 360 330 0: 492 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -514: -207 -616 0 442 -274 0 0 0 0 -66 0: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 65.6 0.0 27.2 3.9 0.0 2.1 0.0 1.3 1.1 0.0: 1.7 0.0
Old : 100.0: 93.1 65.6 0.0 27.2 3.9 0.0 2.1 0.0 1.3 1.1 0.0: 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 : 25: 18 16 0 . . 0 . 0 . . 0:
Old : 25: 18 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 : 61.5 69.8 78.5 83.2 52.3 60.6 65.8 69.9
Old : 61.5 69.8 78.5 83.2 52.3 60.6 65.8 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,892: 11,305 17,217 5,300 0 625 0 0 0 560 0 50: 52 0
Old : 17,892: 11,305 17,217 5,300 0 625 0 0 0 560 0 50: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,055: -630 -1,055 -395 0 0 0 0 0 -25 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 96.2 29.6 0.0 3.5 0.0 0.0 0.0 3.1 0.0 0.3: 0.3 0.0
Old : 100.0: 63.2 96.2 29.6 0.0 3.5 0.0 0.0 0.0 3.1 0.0 0.3: 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 : 21: 11 11 . 0 . 0 0 0 4 0 .:
Old : 21: 11 11 . 0 . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 80.5 82.7 97.0 54.2 73.4 69.0 75.1
Old : 59.3 80.5 82.7 97.0 54.2 73.4 69.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV Code-06439Q
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,777: 10,615 19,127 7,900 0 600 0 0 0 560 0 50: 52 0
Old : 19,777: 10,615 19,127 7,900 0 600 0 0 0 560 0 50: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,055: -630 -1,055 -395 0 0 0 0 0 -25 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 96.7 39.9 0.0 3.0 0.0 0.0 0.0 2.8 0.0 0.3: 0.3 0.0
Old : 100.0: 53.7 96.7 39.9 0.0 3.0 0.0 0.0 0.0 2.8 0.0 0.3: 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 : 20: 10 10 . 0 . 0 0 0 4 0 .:
Old : 20: 10 10 . 0 . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 78.3 88.4 98.1 61.7 70.0 75.3 77.9
Old : 65.2 78.3 88.4 98.1 61.7 70.0 75.3 77.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,284: 57,688 62,268 320 9,920 8,586 6,498 702 503 9,394 1,379 1,735: 561 192
Old : 85,284: 57,688 62,268 320 9,920 8,586 6,498 702 503 9,394 1,379 1,735: 561 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -4,245: -702 -3,850 0 -999 399 -339 391 4 -3,429 -62 -172: -6 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 73.0 0.4 11.6 10.1 7.6 0.8 0.6 11.0 1.6 2.0: 0.7 0.2
Old : 100.0: 67.6 73.0 0.4 11.6 10.1 7.6 0.8 0.6 11.0 1.6 2.0: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 33 33 . . . 5 4 . 9 . 6:
Old : 62: 33 33 . . . 5 4 . 9 . 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 : 28.3 42.7 48.9 65.3 17.8 23.4 28.5 33.9
Old : 28.3 42.7 48.9 65.3 17.8 23.4 28.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,836: 7,582 11,686 3,780 0 0 450 0 0 0 150 0: 24 0
Old : 11,836: 7,582 11,686 3,780 0 0 450 0 0 0 150 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.2 0.0
Old : 100.0: 64.1 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 13 . 0 0 . 0 0 0 . 0:
Old : 20: 7 13 . 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 : 66.6 70.7 95.8 94.9 59.7 57.3 69.1 71.3
Old : 66.6 70.7 95.8 94.9 59.7 57.3 69.1 71.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,732: 32,934 31,092 0 6,536 2,532 0 600 0 5,670 300 260: 336 412
Old : 41,732: 32,934 31,092 0 6,536 2,532 0 600 0 5,670 300 260: 336 412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,394: -1,343 -2,572 0 -212 0 0 301 -1 -1,075 0 -25: 50 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 74.5 0.0 15.7 6.1 0.0 1.4 0.0 13.6 0.7 0.6: 0.8 1.0
Old : 100.0: 78.9 74.5 0.0 15.7 6.1 0.0 1.4 0.0 13.6 0.7 0.6: 0.8 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 : 31: 17 17 0 . . 0 . 0 4 . .:
Old : 31: 17 17 0 . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 55.2 70.0 80.7 36.1 46.4 54.3 59.8
Old : 44.3 55.2 70.0 80.7 36.1 46.4 54.3 59.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,515: 33,970 41,644 7,544 0 5,134 0 25 0 490 100 225: 152 387
Old : 47,515: 33,970 41,644 7,544 0 5,134 0 25 0 490 100 225: 152 387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,077: -1,728 -1,768 -175 0 -270 0 0 0 150 4 -29: -25 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 87.6 15.9 0.0 10.8 0.0 0.1 0.0 1.0 0.2 0.5: 0.3 0.8
Old : 100.0: 71.5 87.6 15.9 0.0 10.8 0.0 0.1 0.0 1.0 0.2 0.5: 0.3 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 : 31: 19 18 . 0 . 0 . 0 . . .:
Old : 31: 19 18 . 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 : 56.8 78.2 78.9 92.7 44.4 70.0 59.2 72.0
Old : 56.8 78.2 78.9 92.7 44.4 70.0 59.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,986: 30,722 26,323 50 4,953 4,708 70 650 50 140 260 10: 1,236 32
Old : 36,986: 30,722 26,323 50 4,953 4,708 70 650 50 140 260 10: 1,236 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -279: 574 -239 0 1,173 -923 -10 -230 -40 100 50 -50: 70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 71.2 0.1 13.4 12.7 0.2 1.8 0.1 0.4 0.7 0.0: 3.3 0.1
Old : 100.0: 83.1 71.2 0.1 13.4 12.7 0.2 1.8 0.1 0.4 0.7 0.0: 3.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 19 . . . . . . . . .:
Old : 32: 21 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 55.7 79.1 79.5 44.4 40.4 51.3 54.8
Old : 60.2 55.7 79.1 79.5 44.4 40.4 51.3 54.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,005: 52,090 64,801 10,602 24 2,576 0 60 0 1,639 200 73: 1,025 271
Old : 68,005: 52,090 64,801 10,602 24 2,576 0 60 0 1,639 200 73: 1,025 271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,330: 1,885 2,620 795 0 -290 0 0 0 -60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 95.3 15.6 0.0 3.8 0.0 0.1 0.0 2.4 0.3 0.1: 1.5 0.4
Old : 100.0: 76.6 95.3 15.6 0.0 3.8 0.0 0.1 0.0 2.4 0.3 0.1: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 9 5 . 4 0 . 0 4 . .:
Old : 31: 16 9 5 . 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 : 56.6 92.3 77.7 96.8 55.9 87.9 74.4 90.4
Old : 56.6 92.3 77.7 96.8 55.9 87.9 74.4 90.4
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,314: 60,816 66,089 5,430 2,342 3,418 0 0 0 2,090 200 85: 475 180
Old : 72,314: 60,816 66,089 5,430 2,342 3,418 0 0 0 2,090 200 85: 475 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,521: 2,085 2,820 360 -355 31 0 0 0 25 0 25: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 91.4 7.5 3.2 4.7 0.0 0.0 0.0 2.9 0.3 0.1: 0.7 0.2
Old : 100.0: 84.1 91.4 7.5 3.2 4.7 0.0 0.0 0.0 2.9 0.3 0.1: 0.7 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 : 34: 20 13 . . 4 0 0 0 4 . .:
Old : 34: 20 13 . . 4 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 87.6 75.6 97.3 51.1 84.0 74.2 90.1
Old : 51.3 87.6 75.6 97.3 51.1 84.0 74.2 90.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,340: 68,247 70,677 7,666 2,931 1,803 0 483 65 171 2,266 1,050: 338 65
Old : 79,340: 68,247 70,677 7,666 2,931 1,803 0 483 65 171 2,266 1,050: 338 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,215: -640 -2,165 -126 533 0 0 46 -30 -18 460 17: -418 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 89.1 9.7 3.7 2.3 0.0 0.6 0.1 0.2 2.9 1.3: 0.4 0.1
Old : 100.0: 86.0 89.1 9.7 3.7 2.3 0.0 0.6 0.1 0.2 2.9 1.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 21 5 . 4 0 . . . . .:
Old : 40: 21 21 5 . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 53.9 76.7 81.3 57.9 51.5 75.2 73.6
Old : 58.1 53.9 76.7 81.3 57.9 51.5 75.2 73.6
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,391: 82,612 86,336 8,747 2,784 3,208 0 1,753 518 1,417 2,220 2,547: 342 25
Old : 99,391: 82,612 86,336 8,747 2,784 3,208 0 1,753 518 1,417 2,220 2,547: 342 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,607: -1,257 -2,182 -79 -4 -143 0 -124 188 -529 370 419: -205 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 86.9 8.8 2.8 3.2 0.0 1.8 0.5 1.4 2.2 2.6: 0.3 0.0
Old : 100.0: 83.1 86.9 8.8 2.8 3.2 0.0 1.8 0.5 1.4 2.2 2.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 24 28 6 . 4 0 7 . . . 4:
Old : 54: 24 28 6 . 4 0 7 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 49.3 70.8 71.3 51.4 46.0 63.4 65.3
Old : 52.7 49.3 70.8 71.3 51.4 46.0 63.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,156: 41,877 53,114 18,799 2,395 60 0 3,562 0 50 1,675 350: 20 0
Old : 61,156: 41,877 53,114 18,799 2,395 60 0 3,562 0 50 1,675 350: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,568: -1,258 -2,119 -884 -15 0 0 -459 0 -175 100 -75: -176 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 86.9 30.7 3.9 0.1 0.0 5.8 0.0 0.1 2.7 0.6: 0.0 0.0
Old : 100.0: 68.5 86.9 30.7 3.9 0.1 0.0 5.8 0.0 0.1 2.7 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 14 . . . 0 . 0 . 4 .:
Old : 31: 14 14 . . . 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 : 74.3 88.4 94.8 96.5 74.2 86.3 91.1 91.0
Old : 74.3 88.4 94.8 96.5 74.2 86.3 91.1 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,575: 34,635 52,480 17,220 0 120 0 200 0 1,350 525 250: 0 0
Old : 53,575: 34,635 52,480 17,220 0 120 0 200 0 1,350 525 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,815: -1,335 -1,445 -255 0 0 0 -25 0 -100 0 0: -125 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 98.0 32.1 0.0 0.2 0.0 0.4 0.0 2.5 1.0 0.5: 0.0 0.0
Old : 100.0: 64.6 98.0 32.1 0.0 0.2 0.0 0.4 0.0 2.5 1.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 7 . 0 . 0 . 0 . . .:
Old : 23: 11 7 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 96.3 93.5 99.2 80.9 93.2 91.0 94.9
Old : 80.9 96.3 93.5 99.2 80.9 93.2 91.0 94.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,084: 38,526 52,036 14,253 327 2,020 750 0 0 629 1,705 862: 44 134
Old : 57,084: 38,526 52,036 14,253 327 2,020 750 0 0 629 1,705 862: 44 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,731: -1,345 -1,781 -386 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 91.2 25.0 0.6 3.5 1.3 0.0 0.0 1.1 3.0 1.5: 0.1 0.2
Old : 100.0: 67.5 91.2 25.0 0.6 3.5 1.3 0.0 0.0 1.1 3.0 1.5: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 18 4 . . . 0 0 . 4 .:
Old : 34: 20 18 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 : 51.6 82.5 74.7 92.0 48.0 77.8 70.5 81.9
Old : 51.6 82.5 74.7 92.0 48.0 77.8 70.5 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,899: 47,324 57,462 13,678 802 81 480 3,035 740 1,320 1,552 982: 294 245
Old : 64,899: 47,324 57,462 13,678 802 81 480 3,035 740 1,320 1,552 982: 294 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,884: -1,083 -1,414 -566 110 0 120 20 -600 125 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 88.5 21.1 1.2 0.1 0.7 4.7 1.1 2.0 2.4 1.5: 0.5 0.4
Old : 100.0: 72.9 88.5 21.1 1.2 0.1 0.7 4.7 1.1 2.0 2.4 1.5: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 18 . . . . . . . . .:
Old : 36: 20 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 : 50.7 75.3 73.8 87.4 49.8 69.5 70.3 75.9
Old : 50.7 75.3 73.8 87.4 49.8 69.5 70.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,606: 13,714 22,626 9,621 0 120 0 760 0 0 0 0: 151 100
Old : 23,606: 13,714 22,626 9,621 0 120 0 760 0 0 0 0: 151 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -50: -385 -30 365 0 -20 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 95.8 40.8 0.0 0.5 0.0 3.2 0.0 0.0 0.0 0.0: 0.6 0.4
Old : 100.0: 58.1 95.8 40.8 0.0 0.5 0.0 3.2 0.0 0.0 0.0 0.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 4 0 . 0 . 0 0 0 0:
Old : 24: 14 12 4 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 : 67.2 80.8 89.2 95.2 66.7 73.1 83.5 87.5
Old : 67.2 80.8 89.2 95.2 66.7 73.1 83.5 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,278: 13,208 22,951 9,496 0 95 0 225 0 0 0 0: 479 7
Old : 23,278: 13,208 22,951 9,496 0 95 0 225 0 0 0 0: 479 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 257: -355 300 665 0 -45 0 0 0 0 0 0: -8 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 98.6 40.8 0.0 0.4 0.0 1.0 0.0 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 56.7 98.6 40.8 0.0 0.4 0.0 1.0 0.0 0.0 0.0 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 : 22: 11 11 5 0 . 0 . 0 0 0 0:
Old : 22: 11 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 : 66.2 86.2 86.2 97.1 64.9 73.9 79.9 84.8
Old : 66.2 86.2 86.2 97.1 64.9 73.9 79.9 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,022: 25,412 22,423 2,525 4,604 796 0 299 350 1,035 1,056 861: 43 633
Old : 31,022: 25,412 22,423 2,525 4,604 796 0 299 350 1,035 1,056 861: 43 633
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 273: 241 263 0 15 0 0 0 0 37 -457 -5: 0 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 72.3 8.1 14.8 2.6 0.0 1.0 1.1 3.3 3.4 2.8: 0.1 2.0
Old : 100.0: 81.9 72.3 8.1 14.8 2.6 0.0 1.0 1.1 3.3 3.4 2.8: 0.1 2.0
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: 15 17 . . . 0 . . . . .:
Old : 29: 15 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 : 68.8 57.5 84.7 77.6 60.9 54.5 74.3 71.1
Old : 68.8 57.5 84.7 77.6 60.9 54.5 74.3 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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,329: 13,436 14,213 1,493 90 301 0 1,210 0 756 926 129: 1,214 460
Old : 17,329: 13,436 14,213 1,493 90 301 0 1,210 0 756 926 129: 1,214 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 82.0 8.6 0.5 1.7 0.0 7.0 0.0 4.4 5.3 0.7: 7.0 2.7
Old : 100.0: 77.5 82.0 8.6 0.5 1.7 0.0 7.0 0.0 4.4 5.3 0.7: 7.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 10 . . . 0 . 0 . . .:
Old : 20: 9 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 : 74.6 73.1 88.6 87.8 74.6 69.2 83.3 83.3
Old : 74.6 73.1 88.6 87.8 74.6 69.2 83.3 83.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,866: 44,163 30,158 5,013 18,658 1,224 2,525 5,034 405 2,206 57 1,280: 50 50
Old : 56,866: 44,163 30,158 5,013 18,658 1,224 2,525 5,034 405 2,206 57 1,280: 50 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 831: 550 271 204 76 109 0 100 5 -308 7 243: 28 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 53.0 8.8 32.8 2.2 4.4 8.9 0.7 3.9 0.1 2.3: 0.1 0.1
Old : 100.0: 77.7 53.0 8.8 32.8 2.2 4.4 8.9 0.7 3.9 0.1 2.3: 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 : 43: 25 20 5 . 6 . . . . . .:
Old : 43: 25 20 5 . 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 : 49.8 68.9 67.4 83.5 41.8 53.6 54.7 64.6
Old : 49.8 68.9 67.4 83.5 41.8 53.6 54.7 64.6
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,099: 30,141 15,511 1,746 15,766 1,156 715 800 160 360 941 693: 128 72
Old : 35,099: 30,141 15,511 1,746 15,766 1,156 715 800 160 360 941 693: 128 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 773: 495 361 235 0 39 0 -50 50 -55 370 3: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 44.2 5.0 44.9 3.3 2.0 2.3 0.5 1.0 2.7 2.0: 0.4 0.2
Old : 100.0: 85.9 44.2 5.0 44.9 3.3 2.0 2.3 0.5 1.0 2.7 2.0: 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 : 34: 20 16 4 . . . . . . . .:
Old : 34: 20 16 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 : 59.4 70.2 78.0 84.3 50.4 61.7 59.2 66.8
Old : 59.4 70.2 78.0 84.3 50.4 61.7 59.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 18,960: 9,883 17,341 7,252 0 754 75 389 226 600 200 50: 120 0
Old : 18,960: 9,883 17,341 7,252 0 754 75 389 226 600 200 50: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 270: 245 270 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 91.5 38.2 0.0 4.0 0.4 2.1 1.2 3.2 1.1 0.3: 0.6 0.0
Old : 100.0: 52.1 91.5 38.2 0.0 4.0 0.4 2.1 1.2 3.2 1.1 0.3: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 15 17 . 0 . . . . . . .:
Old : 32: 15 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 : 65.1 74.7 84.5 86.7 60.7 70.2 76.7 78.9
Old : 65.1 74.7 84.5 86.7 60.7 70.2 76.7 78.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 20,281: 9,936 18,221 7,956 0 1,785 0 150 0 500 125 0: 104 0
Old : 20,281: 9,936 18,221 7,956 0 1,785 0 150 0 500 125 0: 104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 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: 49.0 89.8 39.2 0.0 8.8 0.0 0.7 0.0 2.5 0.6 0.0: 0.5 0.0
Old : 100.0: 49.0 89.8 39.2 0.0 8.8 0.0 0.7 0.0 2.5 0.6 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 7 . 0 . 0 . 0 . . 0:
Old : 21: 10 7 . 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 : 70.8 91.6 94.8 99.0 62.0 83.8 86.0 89.0
Old : 70.8 91.6 94.8 99.0 62.0 83.8 86.0 89.0
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,677: 8,130 5,655 0 1,250 322 0 600 25 75 825 0: 125 0
Old : 8,677: 8,130 5,655 0 1,250 322 0 600 25 75 825 0: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 50: 175 350 0 300 -125 0 -400 0 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 65.2 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0: 1.4 0.0
Old : 100.0: 93.7 65.2 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 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 : 21: 11 8 0 . . 0 . . . . 0:
Old : 21: 11 8 0 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 65.0 91.6 93.0 70.4 60.7 79.9 79.8
Old : 73.8 65.0 91.6 93.0 70.4 60.7 79.9 79.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,850: 8,297 5,435 0 987 353 0 925 25 75 1,125 0: 100 0
Old : 8,850: 8,297 5,435 0 987 353 0 925 25 75 1,125 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -25: 175 350 0 300 -200 0 -400 0 0 -75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 61.4 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 0.0: 1.1 0.0
Old : 100.0: 93.8 61.4 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 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 : 22: 12 8 0 . . 0 . . . . 0:
Old : 22: 12 8 0 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 63.2 91.6 93.2 68.6 59.6 79.9 79.9
Old : 72.0 63.2 91.6 93.2 68.6 59.6 79.9 79.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,102: 7,246 9,200 2,758 1,100 42 125 0 0 170 215 545: 216 0
Old : 11,102: 7,246 9,200 2,758 1,100 42 125 0 0 170 215 545: 216 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 250: 0 -250 125 500 0 125 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 82.9 24.8 9.9 0.4 1.1 0.0 0.0 1.5 1.9 4.9: 1.9 0.0
Old : 100.0: 65.3 82.9 24.8 9.9 0.4 1.1 0.0 0.0 1.5 1.9 4.9: 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 : 27: 13 14 . . . . 0 0 . . .:
Old : 27: 13 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 : 56.8 65.7 80.2 87.4 52.2 59.2 69.2 71.7
Old : 56.8 65.7 80.2 87.4 52.2 59.2 69.2 71.7
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,102: 6,299 8,183 2,718 1,100 64 125 0 0 170 245 510: 216 0
Old : 10,102: 6,299 8,183 2,718 1,100 64 125 0 0 170 245 510: 216 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 250: 0 -250 125 500 0 125 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 81.0 26.9 10.9 0.6 1.2 0.0 0.0 1.7 2.4 5.0: 2.1 0.0
Old : 100.0: 62.4 81.0 26.9 10.9 0.6 1.2 0.0 0.0 1.7 2.4 5.0: 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 : 27: 12 14 . . . . 0 0 . . .:
Old : 27: 12 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 : 58.6 65.3 80.6 88.7 51.4 57.4 69.0 72.3
Old : 58.6 65.3 80.6 88.7 51.4 57.4 69.0 72.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,534: 21,235 29,794 9,385 0 475 200 0 0 1,150 2,210 2,055: 34 0
Old : 34,534: 21,235 29,794 9,385 0 475 200 0 0 1,150 2,210 2,055: 34 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,300: 100 1,300 1,200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 86.3 27.2 0.0 1.4 0.6 0.0 0.0 3.3 6.4 6.0: 0.1 0.0
Old : 100.0: 61.5 86.3 27.2 0.0 1.4 0.6 0.0 0.0 3.3 6.4 6.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 12 . 0 . . 0 0 . . .:
Old : 33: 19 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 : 70.0 69.7 83.9 94.5 64.5 62.0 74.1 78.1
Old : 70.0 69.7 83.9 94.5 64.5 62.0 74.1 78.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,984: 21,780 30,449 9,180 0 555 200 0 0 1,150 1,895 2,085: 34 0
Old : 34,984: 21,780 30,449 9,180 0 555 200 0 0 1,150 1,895 2,085: 34 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,300: 100 1,300 1,200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 87.0 26.2 0.0 1.6 0.6 0.0 0.0 3.3 5.4 6.0: 0.1 0.0
Old : 100.0: 62.3 87.0 26.2 0.0 1.6 0.6 0.0 0.0 3.3 5.4 6.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 13 . 0 . . 0 0 . . .:
Old : 33: 19 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 : 68.2 71.3 82.3 95.1 62.8 61.6 72.2 78.3
Old : 68.2 71.3 82.3 95.1 62.8 61.6 72.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,489: 83,466 88,222 16,393 7,882 6,020 120 850 760 716 3,792 1,943: 71 20
Old : 109,489: 83,466 88,222 16,393 7,882 6,020 120 850 760 716 3,792 1,943: 71 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,847: 2,327 2,407 554 -41 -184 0 700 -25 -52 -177 227: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 80.6 15.0 7.2 5.5 0.1 0.8 0.7 0.7 3.5 1.8: 0.1 0.0
Old : 100.0: 76.2 80.6 15.0 7.2 5.5 0.1 0.8 0.7 0.7 3.5 1.8: 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 : 55: 33 27 5 . . . . . . 7 6:
Old : 55: 33 27 5 . . . . . . 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 55.1 64.1 75.2 40.2 50.7 60.4 64.9
Old : 43.3 55.1 64.1 75.2 40.2 50.7 60.4 64.9
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 122,989: 90,768 101,430 18,377 3,609 8,648 150 1,235 1,405 735 3,788 2,864: 42 10
Old : 122,989: 90,768 101,430 18,377 3,609 8,648 150 1,235 1,405 735 3,788 2,864: 42 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 3,583: 2,206 3,197 748 -802 642 -525 325 350 -40 -271 202: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 82.5 14.9 2.9 7.0 0.1 1.0 1.1 0.6 3.1 2.3: 0.0 0.0
Old : 100.0: 73.8 82.5 14.9 2.9 7.0 0.1 1.0 1.1 0.6 3.1 2.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 29 5 . 5 . . . . 10 9:
Old : 61: 35 29 5 . 5 . . . . 10 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 59.1 57.5 79.0 32.3 56.5 52.9 66.8
Old : 33.4 59.1 57.5 79.0 32.3 56.5 52.9 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 535,210: 298,559 349,995 43,883 2,561 106,222 14,782 18,240 27,683 19,846 6,353 23,974: 262 183
Old : 535,210: 298,559 349,995 43,883 2,561 106,222 14,782 18,240 27,683 19,846 6,353 23,974: 262 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 5,311: 6,703 -1,720 -4,290 1,128 4,741 -2,022 826 667 702 835 -1,172: -17 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 65.4 8.2 0.5 19.8 2.8 3.4 5.2 3.7 1.2 4.5: 0.0 0.0
Old : 100.0: 55.8 65.4 8.2 0.5 19.8 2.8 3.4 5.2 3.7 1.2 4.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 93: 41 37 . . 5 10 8 8 17 8 15:
Old : 93: 41 37 . . 5 10 8 8 17 8 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 39.6 61.5 63.0 14.1 15.3 18.4 21.7
Old : 44.4 39.6 61.5 63.0 14.1 15.3 18.4 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,136: 9,115 15,536 2,116 110 765 925 600 55 3,805 0 0: 355 70
Old : 17,136: 9,115 15,536 2,116 110 765 925 600 55 3,805 0 0: 355 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -30: -170 20 170 -20 -30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 90.7 12.3 0.6 4.5 5.4 3.5 0.3 22.2 0.0 0.0: 2.1 0.4
Old : 100.0: 53.2 90.7 12.3 0.6 4.5 5.4 3.5 0.3 22.2 0.0 0.0: 2.1 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 : 24: 14 8 . . . . . . . 0 0:
Old : 24: 14 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 : 64.7 82.7 84.1 97.9 64.3 75.3 79.1 86.5
Old : 64.7 82.7 84.1 97.9 64.3 75.3 79.1 86.5
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,007: 5,930 12,691 2,795 100 561 105 600 55 4,080 0 0: 481 0
Old : 14,007: 5,930 12,691 2,795 100 561 105 600 55 4,080 0 0: 481 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 0: 0 20 30 -20 0 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 90.6 20.0 0.7 4.0 0.7 4.3 0.4 29.1 0.0 0.0: 3.4 0.0
Old : 100.0: 42.3 90.6 20.0 0.7 4.0 0.7 4.3 0.4 29.1 0.0 0.0: 3.4 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 : 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 : 67.1 81.9 88.5 98.2 66.6 77.3 82.4 89.1
Old : 67.1 81.9 88.5 98.2 66.6 77.3 82.4 89.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,608: 7,685 11,573 849 0 100 350 0 0 3,602 900 0: 22 35
Old : 12,608: 7,685 11,573 849 0 100 350 0 0 3,602 900 0: 22 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,174: 1,685 -149 1 0 -25 0 0 0 -2,785 -950 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 91.8 6.7 0.0 0.8 2.8 0.0 0.0 28.6 7.1 0.0: 0.2 0.3
Old : 100.0: 61.0 91.8 6.7 0.0 0.8 2.8 0.0 0.0 28.6 7.1 0.0: 0.2 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 : 30: 10 17 4 0 . . 0 0 . . 0:
Old : 30: 10 17 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 : 80.3 69.9 90.3 88.9 79.1 69.8 89.1 88.3
Old : 80.3 69.9 90.3 88.9 79.1 69.8 89.1 88.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,371: 60,349 61,241 16,733 11,736 1,060 0 4,105 75 0 0 0: 7,154 7,154
Old : 85,371: 60,349 61,241 16,733 11,736 1,060 0 4,105 75 0 0 0: 7,154 7,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -803: 128 -988 -881 370 0 0 360 0 0 0 0: -50 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 71.7 19.6 13.7 1.2 0.0 4.8 0.1 0.0 0.0 0.0: 8.4 8.4
Old : 100.0: 70.7 71.7 19.6 13.7 1.2 0.0 4.8 0.1 0.0 0.0 0.0: 8.4 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 : 28: 17 19 . . . 0 . . 0 0 0:
Old : 28: 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 : 78.8 52.0 85.8 78.1 76.2 50.1 79.9 74.2
Old : 78.8 52.0 85.8 78.1 76.2 50.1 79.9 74.2
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,328: 50,872 49,518 13,726 10,105 1,085 0 4,960 0 0 0 0: 5,645 5,660
Old : 71,328: 50,872 49,518 13,726 10,105 1,085 0 4,960 0 0 0 0: 5,645 5,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -660: 86 -1,470 -676 440 0 0 680 -30 0 0 0: -40 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 69.4 19.2 14.2 1.5 0.0 7.0 0.0 0.0 0.0 0.0: 7.9 7.9
Old : 100.0: 71.3 69.4 19.2 14.2 1.5 0.0 7.0 0.0 0.0 0.0 0.0: 7.9 7.9
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 : 27: 16 18 . . . 0 . 0 0 0 0:
Old : 27: 16 18 . . . 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 : 80.0 56.8 86.8 78.4 77.2 54.8 79.8 74.5
Old : 80.0 56.8 86.8 78.4 77.2 54.8 79.8 74.5
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,175: 7,535 16,240 10,325 2,250 1,635 300 1,020 150 1,655 0 0: 2,575 2,880
Old : 24,175: 7,535 16,240 10,325 2,250 1,635 300 1,020 150 1,655 0 0: 2,575 2,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -85: 790 245 -365 -35 0 -25 -15 -25 -90 0 0: -370 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 67.2 42.7 9.3 6.8 1.2 4.2 0.6 6.8 0.0 0.0: 10.7 11.9
Old : 100.0: 31.2 67.2 42.7 9.3 6.8 1.2 4.2 0.6 6.8 0.0 0.0: 10.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . . . . . . . 0 0:
Old : 21: 8 10 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 52.8 83.0 78.5 59.5 49.5 67.6 70.1
Old : 68.9 52.8 83.0 78.5 59.5 49.5 67.6 70.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,976: 30,291 19,297 7,142 25,186 1,020 11,620 3,890 3,970 0 960 0: 2,933 2,653
Old : 56,976: 30,291 19,297 7,142 25,186 1,020 11,620 3,890 3,970 0 960 0: 2,933 2,653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,148: -748 -871 -958 -820 0 120 10 -370 0 0 0: -192 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 33.9 12.5 44.2 1.8 20.4 6.8 7.0 0.0 1.7 0.0: 5.1 4.7
Old : 100.0: 53.2 33.9 12.5 44.2 1.8 20.4 6.8 7.0 0.0 1.7 0.0: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . . . . 0 . 0:
Old : 26: 16 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 : 62.3 69.6 78.8 85.6 48.9 63.7 63.8 72.1
Old : 62.3 69.6 78.8 85.6 48.9 63.7 63.8 72.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,579: 21,058 18,600 8,017 12,740 50 2,765 420 3,055 0 360 300: 2,334 2,054
Old : 37,579: 21,058 18,600 8,017 12,740 50 2,765 420 3,055 0 360 300: 2,334 2,054
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,701: -923 -991 -298 -665 0 -200 125 -65 0 0 0: -215 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 49.5 21.3 33.9 0.1 7.4 1.1 8.1 0.0 1.0 0.8: 6.2 5.5
Old : 100.0: 56.0 49.5 21.3 33.9 0.1 7.4 1.1 8.1 0.0 1.0 0.8: 6.2 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 : 24: 16 15 . . . . . . 0 . .:
Old : 24: 16 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 70.0 86.9 83.1 64.5 64.2 72.2 70.8
Old : 73.0 70.0 86.9 83.1 64.5 64.2 72.2 70.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,585: 23,545 12,245 5,000 1,890 340 1,010 15,820 90 0 0 0: 1,600 1,200
Old : 31,585: 23,545 12,245 5,000 1,890 340 1,010 15,820 90 0 0 0: 1,600 1,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -535: -425 -365 20 -120 -20 -25 0 0 0 0 0: -85 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 38.8 15.8 6.0 1.1 3.2 50.1 0.3 0.0 0.0 0.0: 5.1 3.8
Old : 100.0: 74.5 38.8 15.8 6.0 1.1 3.2 50.1 0.3 0.0 0.0 0.0: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . . . . . . 0 0 0:
Old : 22: 13 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 70.1 83.9 86.5 58.4 66.2 67.7 72.2
Old : 66.6 70.1 83.9 86.5 58.4 66.2 67.7 72.2
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,525: 59,500 31,510 2,340 38,515 5,185 12,555 1,540 1,175 0 2,850 1,040: 18,730 18,710
Old : 100,525: 59,500 31,510 2,340 38,515 5,185 12,555 1,540 1,175 0 2,850 1,040: 18,730 18,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,641: 6,541 514 268 -1,320 -505 -7,255 -75 935 0 330 -380: -1,245 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 31.3 2.3 38.3 5.2 12.5 1.5 1.2 0.0 2.8 1.0: 18.6 18.6
Old : 100.0: 59.2 31.3 2.3 38.3 5.2 12.5 1.5 1.2 0.0 2.8 1.0: 18.6 18.6
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: 17 18 . . . . . . 0 . .:
Old : 29: 17 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 51.3 74.5 67.6 52.4 49.9 59.9 58.2
Old : 56.4 51.3 74.5 67.6 52.4 49.9 59.9 58.2
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,812: 56,282 30,587 1,870 33,425 5,325 12,900 1,530 1,340 0 5,520 325: 17,770 17,760
Old : 95,812: 56,282 30,587 1,870 33,425 5,325 12,900 1,530 1,340 0 5,520 325: 17,770 17,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,014: 6,606 -209 -325 -1,720 -140 -7,740 -80 1,115 0 230 -230: -1,300 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 31.9 2.0 34.9 5.6 13.5 1.6 1.4 0.0 5.8 0.3: 18.5 18.5
Old : 100.0: 58.7 31.9 2.0 34.9 5.6 13.5 1.6 1.4 0.0 5.8 0.3: 18.5 18.5
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 : 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 : 54.4 48.0 74.5 66.9 50.6 46.9 58.6 56.2
Old : 54.4 48.0 74.5 66.9 50.6 46.9 58.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,710: 15,091 4,666 0 1,330 1,438 3,110 10,435 175 600 3,235 1,115: 4,181 3,316
Old : 25,710: 15,091 4,666 0 1,330 1,438 3,110 10,435 175 600 3,235 1,115: 4,181 3,316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,251: -800 -489 -270 274 -165 -205 -870 0 0 -255 -240: -571 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 18.1 0.0 5.2 5.6 12.1 40.6 0.7 2.3 12.6 4.3: 16.3 12.9
Old : 100.0: 58.7 18.1 0.0 5.2 5.6 12.1 40.6 0.7 2.3 12.6 4.3: 16.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 0 . . . . . . . .:
Old : 28: 16 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 69.4 61.9 79.0 39.8 62.6 60.5 69.3
Old : 40.0 69.4 61.9 79.0 39.8 62.6 60.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,200: 14,217 4,642 55 2,065 993 3,110 10,710 175 600 1,425 2,080: 3,970 3,110
Old : 25,200: 14,217 4,642 55 2,065 993 3,110 10,710 175 600 1,425 2,080: 3,970 3,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,611: -825 -539 -325 224 -25 -205 -1,670 0 0 570 -595: -636 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 18.4 0.2 8.2 3.9 12.3 42.5 0.7 2.4 5.7 8.3: 15.8 12.3
Old : 100.0: 56.4 18.4 0.2 8.2 3.9 12.3 42.5 0.7 2.4 5.7 8.3: 15.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . . . . . . .:
Old : 28: 16 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 70.7 63.3 80.5 37.8 61.3 58.3 67.4
Old : 39.0 70.7 63.3 80.5 37.8 61.3 58.3 67.4
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,225: 18,975 55,570 13,375 7,315 60 20,850 0 15 9,810 0 0: 2,140 2,265
Old : 65,225: 18,975 55,570 13,375 7,315 60 20,850 0 15 9,810 0 0: 2,140 2,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,374: 2,259 7,235 252 505 0 5,865 0 -15 -455 0 0: -532 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 85.2 20.5 11.2 0.1 32.0 0.0 0.0 15.0 0.0 0.0: 3.3 3.5
Old : 100.0: 29.1 85.2 20.5 11.2 0.1 32.0 0.0 0.0 15.0 0.0 0.0: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . . . . 0 . . 0 0:
Old : 23: 12 10 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 87.8 90.8 95.0 71.2 85.1 89.1 90.1
Old : 71.3 87.8 90.8 95.0 71.2 85.1 89.1 90.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,337: 20,867 57,057 13,700 7,830 260 20,925 0 15 9,495 0 0: 2,075 2,175
Old : 67,337: 20,867 57,057 13,700 7,830 260 20,925 0 15 9,495 0 0: 2,075 2,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,286: 2,221 7,286 155 445 0 5,815 0 -15 -355 0 0: -535 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 84.7 20.3 11.6 0.4 31.1 0.0 0.0 14.1 0.0 0.0: 3.1 3.2
Old : 100.0: 31.0 84.7 20.3 11.6 0.4 31.1 0.0 0.0 14.1 0.0 0.0: 3.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . . 0 . . 0 0:
Old : 21: 12 10 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 90.6 92.5 95.8 70.7 88.6 92.1 93.0
Old : 71.1 90.6 92.5 95.8 70.7 88.6 92.1 93.0
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,435: 20,515 53,450 11,785 2,295 810 5,350 250 350 18,165 0 815: 2,645 2,465
Old : 60,435: 20,515 53,450 11,785 2,295 810 5,350 250 350 18,165 0 815: 2,645 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,960: -1,180 -2,465 -576 -310 0 250 225 -345 -839 0 0: -270 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 88.4 19.5 3.8 1.3 8.9 0.4 0.6 30.1 0.0 1.3: 4.4 4.1
Old : 100.0: 33.9 88.4 19.5 3.8 1.3 8.9 0.4 0.6 30.1 0.0 1.3: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 10 . . . . . . . 0 .:
Old : 30: 17 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 82.7 79.2 93.1 58.3 81.4 77.1 89.7
Old : 60.3 82.7 79.2 93.1 58.3 81.4 77.1 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,420: 19,865 43,275 11,085 2,730 660 5,300 240 410 9,815 0 845: 2,440 2,260
Old : 50,420: 19,865 43,275 11,085 2,730 660 5,300 240 410 9,815 0 845: 2,440 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -3,200: -1,245 -2,500 -396 -435 0 300 225 -395 -1,164 0 0: -300 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 85.8 22.0 5.4 1.3 10.5 0.5 0.8 19.5 0.0 1.7: 4.8 4.5
Old : 100.0: 39.4 85.8 22.0 5.4 1.3 10.5 0.5 0.8 19.5 0.0 1.7: 4.8 4.5
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 : 30: 18 10 . . . . . . . 0 .:
Old : 30: 18 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 79.9 77.1 91.9 51.8 78.7 74.5 88.3
Old : 54.4 79.9 77.1 91.9 51.8 78.7 74.5 88.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,100: 11,630 11,775 2,360 0 700 45 3,895 220 2,175 1,155 590: 3,380 2,765
Old : 21,100: 11,630 11,775 2,360 0 700 45 3,895 220 2,175 1,155 590: 3,380 2,765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,140: -460 -760 120 0 -215 -20 -295 -220 -745 70 215: 185 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 55.8 11.2 0.0 3.3 0.2 18.5 1.0 10.3 5.5 2.8: 16.0 13.1
Old : 100.0: 55.1 55.8 11.2 0.0 3.3 0.2 18.5 1.0 10.3 5.5 2.8: 16.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . 0 . . . . . . .:
Old : 23: 11 10 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3
Old : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,170: 10,970 11,575 2,315 0 835 0 3,895 220 3,055 1,280 320: 2,455 2,045
Old : 20,170: 10,970 11,575 2,315 0 835 0 3,895 220 3,055 1,280 320: 2,455 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,160: -455 -735 235 0 -80 0 -295 -220 -875 45 200: 35 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 57.4 11.5 0.0 4.1 0.0 19.3 1.1 15.1 6.3 1.6: 12.2 10.1
Old : 100.0: 54.4 57.4 11.5 0.0 4.1 0.0 19.3 1.1 15.1 6.3 1.6: 12.2 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 : 22: 11 8 . 0 . 0 . . . . .:
Old : 22: 11 8 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7
Old : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,785: 41,015 41,420 6,180 0 2,025 1,915 21,340 900 14,940 1,500 1,270: 5,540 5,330
Old : 73,785: 41,015 41,420 6,180 0 2,025 1,915 21,340 900 14,940 1,500 1,270: 5,540 5,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,265: -1,110 -1,850 -35 0 -115 -90 410 -210 -420 0 0: -285 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 56.1 8.4 0.0 2.7 2.6 28.9 1.2 20.2 2.0 1.7: 7.5 7.2
Old : 100.0: 55.6 56.1 8.4 0.0 2.7 2.6 28.9 1.2 20.2 2.0 1.7: 7.5 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: 16 10 . 0 . . . . . . .:
Old : 28: 16 10 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 72.2 74.6 85.1 57.8 70.7 70.2 82.6
Old : 61.4 72.2 74.6 85.1 57.8 70.7 70.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,775: 40,970 36,735 5,790 0 1,755 1,830 21,340 900 10,970 1,500 1,270: 4,290 4,275
Old : 67,775: 40,970 36,735 5,790 0 1,755 1,830 21,340 900 10,970 1,500 1,270: 4,290 4,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,025: -1,130 -1,765 -150 0 0 -130 410 -200 -105 0 0: -310 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 54.2 8.5 0.0 2.6 2.7 31.5 1.3 16.2 2.2 1.9: 6.3 6.3
Old : 100.0: 60.5 54.2 8.5 0.0 2.6 2.7 31.5 1.3 16.2 2.2 1.9: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 12 . 0 . . . . . . .:
Old : 28: 16 12 . 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 : 58.9 75.3 74.5 86.3 55.3 73.8 69.6 83.0
Old : 58.9 75.3 74.5 86.3 55.3 73.8 69.6 83.0
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,662: 37,026 21,386 0 19,410 0 17,015 0 2,465 0 13,340 2,005: 4,151 4,056
Old : 62,662: 37,026 21,386 0 19,410 0 17,015 0 2,465 0 13,340 2,005: 4,151 4,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,764: -1,166 -273 0 -1,016 0 -435 0 0 -58 -335 0: -105 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 34.1 0.0 31.0 0.0 27.2 0.0 3.9 0.0 21.3 3.2: 6.6 6.5
Old : 100.0: 59.1 34.1 0.0 31.0 0.0 27.2 0.0 3.9 0.0 21.3 3.2: 6.6 6.5
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 : 27: 18 11 0 . 0 . 0 . 0 . .:
Old : 27: 18 11 0 . 0 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 70.3 75.6 87.3 51.3 67.1 71.6 80.6
Old : 55.3 70.3 75.6 87.3 51.3 67.1 71.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,122: 34,469 17,220 0 16,644 175 7,910 0 2,755 0 8,810 2,775: 3,038 2,743
Old : 51,122: 34,469 17,220 0 16,644 175 7,910 0 2,755 0 8,810 2,775: 3,038 2,743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,583: -1,205 -215 0 -1,128 0 -185 0 -25 -58 -80 0: -110 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 33.7 0.0 32.6 0.3 15.5 0.0 5.4 0.0 17.2 5.4: 5.9 5.4
Old : 100.0: 67.4 33.7 0.0 32.6 0.3 15.5 0.0 5.4 0.0 17.2 5.4: 5.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 10 0 . . . 0 . 0 . .:
Old : 27: 18 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 : 55.3 64.9 75.8 87.8 48.0 57.7 63.5 71.1
Old : 55.3 64.9 75.8 87.8 48.0 57.7 63.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 185,414: 98,386 92,300 15,183 150 7,952 7,146 17,245 5,864 1,450 12,530 4,145: 45,288 45,228
Old : 185,414: 98,386 92,300 15,183 150 7,952 7,146 17,245 5,864 1,450 12,530 4,145: 45,288 45,228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -62: 1,498 4,461 -927 0 -775 2,448 -275 -698 0 -937 -130: -1,478 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 49.8 8.2 0.1 4.3 3.9 9.3 3.2 0.8 6.8 2.2: 24.4 24.4
Old : 100.0: 53.1 49.8 8.2 0.1 4.3 3.9 9.3 3.2 0.8 6.8 2.2: 24.4 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 29 . . . . . . . 4 4:
Old : 43: 25 29 . . . . . . . 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 : 45.6 36.2 62.6 49.2 38.8 33.7 50.5 42.6
Old : 45.6 36.2 62.6 49.2 38.8 33.7 50.5 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,713: 69,450 81,986 17,995 0 4,913 6,626 6,455 5,586 1,570 7,015 4,490: 35,083 35,268
Old : 145,713: 69,450 81,986 17,995 0 4,913 6,626 6,455 5,586 1,570 7,015 4,490: 35,083 35,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -4,706: -3,429 -520 -1,231 0 -220 1,618 -65 -255 120 -2,112 -30: -1,279 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 56.3 12.3 0.0 3.4 4.5 4.4 3.8 1.1 4.8 3.1: 24.1 24.2
Old : 100.0: 47.7 56.3 12.3 0.0 3.4 4.5 4.4 3.8 1.1 4.8 3.1: 24.1 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 26 . 0 . . . . . . .:
Old : 40: 21 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 30.5 61.5 45.8 39.1 25.1 45.1 35.3
Old : 49.1 30.5 61.5 45.8 39.1 25.1 45.1 35.3
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,576: 31,985 37,905 16,061 5,646 9,555 1,385 1,740 7,575 0 4,360 0: 5,015 4,795
Old : 71,576: 31,985 37,905 16,061 5,646 9,555 1,385 1,740 7,575 0 4,360 0: 5,015 4,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 6,916: 515 7,820 -1,090 -770 2,436 140 -7,350 5,360 0 -400 0: -445 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 53.0 22.4 7.9 13.3 1.9 2.4 10.6 0.0 6.1 0.0: 7.0 6.7
Old : 100.0: 44.7 53.0 22.4 7.9 13.3 1.9 2.4 10.6 0.0 6.1 0.0: 7.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 16 . . . . . . 0 . 0:
Old : 26: 13 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 : 59.2 52.4 81.0 73.0 43.2 40.7 55.2 49.8
Old : 59.2 52.4 81.0 73.0 43.2 40.7 55.2 49.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,179: 29,340 27,750 7,321 3,496 8,508 1,015 2,790 7,000 0 3,760 0: 5,995 5,875
Old : 59,179: 29,340 27,750 7,321 3,496 8,508 1,015 2,790 7,000 0 3,760 0: 5,995 5,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,870: -615 7,045 -690 -610 -305 25 -7,400 4,725 0 -375 0: -270 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 46.9 12.4 5.9 14.4 1.7 4.7 11.8 0.0 6.4 0.0: 10.1 9.9
Old : 100.0: 49.6 46.9 12.4 5.9 14.4 1.7 4.7 11.8 0.0 6.4 0.0: 10.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 17 . . . . . . 0 . 0:
Old : 25: 15 17 . . . . . . 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 : 50.5 56.3 74.3 77.1 36.5 39.0 48.1 48.2
Old : 50.5 56.3 74.3 77.1 36.5 39.0 48.1 48.2
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,905: 13,730 22,195 0 9,060 2,815 16,435 0 2,640 590 0 1,090: 3,605 3,105
Old : 40,905: 13,730 22,195 0 9,060 2,815 16,435 0 2,640 590 0 1,090: 3,605 3,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -5,210: 1,505 -6,370 0 340 -115 -7,580 0 1,310 110 0 -110: -330 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 54.3 0.0 22.1 6.9 40.2 0.0 6.5 1.4 0.0 2.7: 8.8 7.6
Old : 100.0: 33.6 54.3 0.0 22.1 6.9 40.2 0.0 6.5 1.4 0.0 2.7: 8.8 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 : 25: 12 15 0 . . . 0 . . 0 .:
Old : 25: 12 15 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 54.4 77.2 71.6 54.8 45.4 58.1 57.5
Old : 63.5 54.4 77.2 71.6 54.8 45.4 58.1 57.5
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,010: 9,970 34,975 0 8,650 2,415 33,235 230 1,285 590 0 1,090: 1,425 1,365
Old : 50,010: 9,970 34,975 0 8,650 2,415 33,235 230 1,285 590 0 1,090: 1,425 1,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -6,285: 1,900 -6,320 0 585 -310 -7,810 -50 185 110 0 -110: -250 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 69.9 0.0 17.3 4.8 66.5 0.5 2.6 1.2 0.0 2.2: 2.8 2.7
Old : 100.0: 19.9 69.9 0.0 17.3 4.8 66.5 0.5 2.6 1.2 0.0 2.2: 2.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 15 0 . . . . . . 0 .:
Old : 23: 11 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 63.3 93.2 81.5 78.0 54.3 79.6 71.0
Old : 84.7 63.3 93.2 81.5 78.0 54.3 79.6 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,871: 93,389 99,642 4,314 0 31,920 4,820 7,805 6,485 3,755 0 0: 30,187 29,018
Old : 174,871: 93,389 99,642 4,314 0 31,920 4,820 7,805 6,485 3,755 0 0: 30,187 29,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 890: 3,808 3,249 -298 -429 -507 -105 -40 -205 -315 0 0: -1,487 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 57.0 2.5 0.0 18.3 2.8 4.5 3.7 2.1 0.0 0.0: 17.3 16.6
Old : 100.0: 53.4 57.0 2.5 0.0 18.3 2.8 4.5 3.7 2.1 0.0 0.0: 17.3 16.6
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 : 35: 24 26 . 0 . . . . . 0 0:
Old : 35: 24 26 . 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 : 40.8 49.6 56.9 67.6 22.1 30.3 30.5 34.8
Old : 40.8 49.6 56.9 67.6 22.1 30.3 30.5 34.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,445: 67,075 59,270 5,765 13,870 14,175 0 2,685 9,905 3,225 0 0: 16,300 16,540
Old : 116,445: 67,075 59,270 5,765 13,870 14,175 0 2,685 9,905 3,225 0 0: 16,300 16,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -5,440: -5,190 -2,510 -345 -3,180 2,040 -25 -35 -250 -445 0 0: -1,225 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 50.9 5.0 11.9 12.2 0.0 2.3 8.5 2.8 0.0 0.0: 14.0 14.2
Old : 100.0: 57.6 50.9 5.0 11.9 12.2 0.0 2.3 8.5 2.8 0.0 0.0: 14.0 14.2
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 : 31: 22 21 . . . 0 . . . 0 0:
Old : 31: 22 21 . . . 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 : 41.3 47.0 64.0 67.5 28.2 33.2 39.2 41.7
Old : 41.3 47.0 64.0 67.5 28.2 33.2 39.2 41.7
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,290: 19,780 14,510 0 9,685 1,595 3,555 300 420 1,150 0 525: 1,265 1,255
Old : 28,290: 19,780 14,510 0 9,685 1,595 3,555 300 420 1,150 0 525: 1,265 1,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,635: -930 -1,220 0 -210 -120 -720 0 420 25 0 -25: -285 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 51.3 0.0 34.2 5.6 12.6 1.1 1.5 4.1 0.0 1.9: 4.5 4.4
Old : 100.0: 69.9 51.3 0.0 34.2 5.6 12.6 1.1 1.5 4.1 0.0 1.9: 4.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . . . . . . 0 .:
Old : 21: 13 10 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7
Old : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,575: 20,600 14,315 0 10,445 1,345 3,770 300 0 650 0 500: 1,710 1,670
Old : 28,575: 20,600 14,315 0 10,445 1,345 3,770 300 0 650 0 500: 1,710 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,350: -1,050 -570 0 -380 -170 -80 0 0 -25 0 0: -25 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 50.1 0.0 36.6 4.7 13.2 1.0 0.0 2.3 0.0 1.7: 6.0 5.8
Old : 100.0: 72.1 50.1 0.0 36.6 4.7 13.2 1.0 0.0 2.3 0.0 1.7: 6.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . . . . 0 . 0 .:
Old : 21: 13 10 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3
Old : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020