COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 19,660: 14,828 10,084 919 243 788 449 1,220 237 365 5,164 1,474: 600 450
Old : 19,660: 14,828 10,084 919 243 788 449 1,220 237 365 5,164 1,474: 600 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -763: 76 -352 146 109 -278 37 0 -54 -122 437 -467: -101 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 51.3 4.7 1.2 4.0 2.3 6.2 1.2 1.9 26.3 7.5: 3.1 2.3
Old : 100.0: 75.4 51.3 4.7 1.2 4.0 2.3 6.2 1.2 1.9 26.3 7.5: 3.1 2.3
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 : 27: 12 11 . . 5 . . . . 5 4:
Old : 27: 12 11 . . 5 . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 43.0 73.4 70.7 34.5 27.7 44.9 44.0
Old : 51.2 43.0 73.4 70.7 34.5 27.7 44.9 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,765: 11,274 9,257 679 1,556 2,959 1,045 792 1,278 218 1,497 995: 317 431
Old : 18,765: 11,274 9,257 679 1,556 2,959 1,045 792 1,278 218 1,497 995: 317 431
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -1,615: -871 -1,213 0 127 -535 -36 0 -29 -29 30 -256: 140 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 49.3 3.6 8.3 15.8 5.6 4.2 6.8 1.2 8.0 5.3: 1.7 2.3
Old : 100.0: 60.1 49.3 3.6 8.3 15.8 5.6 4.2 6.8 1.2 8.0 5.3: 1.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 16 17 . . . . . . . 8 8:
Old : 38: 16 17 . . . . . . . 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 45.0 71.7 65.4 28.5 26.7 38.9 34.5
Old : 46.9 45.0 71.7 65.4 28.5 26.7 38.9 34.5
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,864: 23,801 32,257 5,392 0 2,201 864 150 139 3,540 1,310 1,792: 135 15
Old : 37,864: 23,801 32,257 5,392 0 2,201 864 150 139 3,540 1,310 1,792: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -4,041: -3,759 -3,779 66 0 -73 4 0 -4 360 450 -635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 85.2 14.2 0.0 5.8 2.3 0.4 0.4 9.3 3.5 4.7: 0.4 0.0
Old : 100.0: 62.9 85.2 14.2 0.0 5.8 2.3 0.4 0.4 9.3 3.5 4.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 20 . 0 . . . . . . 5:
Old : 33: 20 20 . 0 . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 54.4 74.4 77.3 42.2 48.3 57.9 64.1
Old : 48.0 54.4 74.4 77.3 42.2 48.3 57.9 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 32,247: 25,693 27,906 0 1,816 1,128 25 166 456 3,955 25 750: 240 0
Old : 32,247: 25,693 27,906 0 1,816 1,128 25 166 456 3,955 25 750: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -3,091: -2,571 -2,100 0 -152 -10 0 -29 0 -120 -170 -630: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 86.5 0.0 5.6 3.5 0.1 0.5 1.4 12.3 0.1 2.3: 0.7 0.0
Old : 100.0: 79.7 86.5 0.0 5.6 3.5 0.1 0.5 1.4 12.3 0.1 2.3: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 19 0 . . . . . 5 . 4:
Old : 32: 17 19 0 . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 65.4 76.1 85.9 52.2 57.0 69.2 73.9
Old : 56.1 65.4 76.1 85.9 52.2 57.0 69.2 73.9
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,217: 109,951 94,125 2,090 16,877 6,790 2,961 1,355 7,003 3,041 4,885 3,899: 482 1,283
Old : 136,217: 109,951 94,125 2,090 16,877 6,790 2,961 1,355 7,003 3,041 4,885 3,899: 482 1,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -108: -824 -1,334 -40 -198 147 70 230 -30 -28 -301 230: 367 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 69.1 1.5 12.4 5.0 2.2 1.0 5.1 2.2 3.6 2.9: 0.4 0.9
Old : 100.0: 80.7 69.1 1.5 12.4 5.0 2.2 1.0 5.1 2.2 3.6 2.9: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 30 29 . . 5 5 5 6 8 5 7:
Old : 61: 30 29 . . 5 5 5 6 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 35.5 67.7 55.0 44.0 30.5 49.3 40.4
Old : 48.9 35.5 67.7 55.0 44.0 30.5 49.3 40.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,865: 55,995 49,437 3,940 8,005 5,159 306 585 1,740 671 2,825 1,054: 0 61
Old : 68,865: 55,995 49,437 3,940 8,005 5,159 306 585 1,740 671 2,825 1,054: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,455: 1,441 418 0 749 43 31 -245 -136 25 575 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 71.8 5.7 11.6 7.5 0.4 0.8 2.5 1.0 4.1 1.5: 0.0 0.1
Old : 100.0: 81.3 71.8 5.7 11.6 7.5 0.4 0.8 2.5 1.0 4.1 1.5: 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 : 42: 22 21 . . . . . . 4 . .:
Old : 42: 22 21 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 75.3 78.9 87.6 55.1 59.2 65.8 69.2
Old : 58.3 75.3 78.9 87.6 55.1 59.2 65.8 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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,131: 36,800 28,355 498 7,515 1,583 0 953 0 1,075 1,550 175: 0 0
Old : 40,131: 36,800 28,355 498 7,515 1,583 0 953 0 1,075 1,550 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 200: 150 200 -25 -225 225 0 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 70.7 1.2 18.7 3.9 0.0 2.4 0.0 2.7 3.9 0.4: 0.0 0.0
Old : 100.0: 91.7 70.7 1.2 18.7 3.9 0.0 2.4 0.0 2.7 3.9 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.7 78.0 90.7 92.0 70.4 64.1 76.8 77.2
Old : 77.7 78.0 90.7 92.0 70.4 64.1 76.8 77.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,493: 33,921 24,627 879 25,875 3,447 15,665 150 50 1,446 1,080 4,925: 160 339
Old : 60,493: 33,921 24,627 879 25,875 3,447 15,665 150 50 1,446 1,080 4,925: 160 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,244: 1,469 106 183 999 -236 0 0 0 -70 38 10: -112 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 40.7 1.5 42.8 5.7 25.9 0.2 0.1 2.4 1.8 8.1: 0.3 0.6
Old : 100.0: 56.1 40.7 1.5 42.8 5.7 25.9 0.2 0.1 2.4 1.8 8.1: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 19 . . 5 4 . . . . .:
Old : 38: 19 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 : 47.4 65.2 70.0 81.6 43.8 55.7 58.1 67.2
Old : 47.4 65.2 70.0 81.6 43.8 55.7 58.1 67.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,608: 43,715 25,505 0 41,013 4,844 22,903 505 180 2,053 1,993 3,269: 644 299
Old : 77,608: 43,715 25,505 0 41,013 4,844 22,903 505 180 2,053 1,993 3,269: 644 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,292: 1,726 140 0 822 -47 -165 140 -40 -244 74 -76: 138 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 32.9 0.0 52.8 6.2 29.5 0.7 0.2 2.6 2.6 4.2: 0.8 0.4
Old : 100.0: 56.3 32.9 0.0 52.8 6.2 29.5 0.7 0.2 2.6 2.6 4.2: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 22 0 4 4 6 . . . . .:
Old : 44: 22 22 0 4 4 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 : 51.2 69.0 69.6 83.8 49.8 62.0 63.5 72.7
Old : 51.2 69.0 69.6 83.8 49.8 62.0 63.5 72.7
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,592: 57,051 44,923 8,113 21,379 3,292 150 0 0 1,542 816 1,832: 612 350
Old : 72,592: 57,051 44,923 8,113 21,379 3,292 150 0 0 1,542 816 1,832: 612 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -182: 160 -441 836 358 -414 0 0 0 -23 766 -801: 60 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 61.9 11.2 29.5 4.5 0.2 0.0 0.0 2.1 1.1 2.5: 0.8 0.5
Old : 100.0: 78.6 61.9 11.2 29.5 4.5 0.2 0.0 0.0 2.1 1.1 2.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 21 . . . . 0 0 . . .:
Old : 37: 23 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 : 44.8 66.0 70.3 83.9 41.0 66.0 63.2 74.8
Old : 44.8 66.0 70.3 83.9 41.0 66.0 63.2 74.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,816: 68,401 51,031 17,095 35,517 1,490 150 25 0 1,262 843 2,450: 968 460
Old : 91,816: 68,401 51,031 17,095 35,517 1,490 150 25 0 1,262 843 2,450: 968 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 590: 316 -300 778 471 -86 0 25 0 34 843 -823: 371 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 55.6 18.6 38.7 1.6 0.2 0.0 0.0 1.4 0.9 2.7: 1.1 0.5
Old : 100.0: 74.5 55.6 18.6 38.7 1.6 0.2 0.0 0.0 1.4 0.9 2.7: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 23 4 . 4 . . 0 . . .:
Old : 42: 23 23 4 . 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 : 44.1 68.3 66.7 84.0 43.0 68.2 64.2 77.7
Old : 44.1 68.3 66.7 84.0 43.0 68.2 64.2 77.7
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,170: 30,048 39,224 9,209 0 4,339 0 0 0 200 20 230: 144 357
Old : 44,170: 30,048 39,224 9,209 0 4,339 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 26, 2020 :
: 100: -30 100 130 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 88.8 20.8 0.0 9.8 0.0 0.0 0.0 0.5 0.0 0.5: 0.3 0.8
Old : 100.0: 68.0 88.8 20.8 0.0 9.8 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: 18 15 . 0 . 0 0 0 . . .:
Old : 25: 18 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 : 67.9 81.2 84.7 93.6 55.3 71.1 66.1 73.6
Old : 67.9 81.2 84.7 93.6 55.3 71.1 66.1 73.6
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,546: 26,045 18,146 0 7,606 1,649 0 600 0 360 535 0: 492 10
Old : 28,546: 26,045 18,146 0 7,606 1,649 0 600 0 360 535 0: 492 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 25: -45 -75 0 -70 70 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 63.6 0.0 26.6 5.8 0.0 2.1 0.0 1.3 1.9 0.0: 1.7 0.0
Old : 100.0: 91.2 63.6 0.0 26.6 5.8 0.0 2.1 0.0 1.3 1.9 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 : 58.6 65.6 75.3 82.5 47.2 52.4 57.4 61.3
Old : 58.6 65.6 75.3 82.5 47.2 52.4 57.4 61.3
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,687: 11,505 17,922 5,675 0 625 0 0 0 690 0 140: 52 0
Old : 18,687: 11,505 17,922 5,675 0 625 0 0 0 690 0 140: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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: 61.6 95.9 30.4 0.0 3.3 0.0 0.0 0.0 3.7 0.0 0.7: 0.3 0.0
Old : 100.0: 61.6 95.9 30.4 0.0 3.3 0.0 0.0 0.0 3.7 0.0 0.7: 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 : 22: 11 12 . 0 . 0 0 0 5 0 .:
Old : 22: 11 12 . 0 . 0 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 80.9 81.4 96.5 53.9 73.9 68.8 75.5
Old : 58.8 80.9 81.4 96.5 53.9 73.9 68.8 75.5
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,477: 10,790 19,827 8,275 0 600 0 0 0 710 0 50: 52 0
Old : 20,477: 10,790 19,827 8,275 0 600 0 0 0 710 0 50: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 96.8 40.4 0.0 2.9 0.0 0.0 0.0 3.5 0.0 0.2: 0.3 0.0
Old : 100.0: 52.7 96.8 40.4 0.0 2.9 0.0 0.0 0.0 3.5 0.0 0.2: 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: 10 10 . 0 . 0 0 0 5 0 .:
Old : 21: 10 10 . 0 . 0 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 79.1 87.4 98.2 61.4 71.0 74.8 78.6
Old : 64.8 79.1 87.4 98.2 61.4 71.0 74.8 78.6
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,561: 63,541 65,549 370 10,410 7,910 6,548 1,181 201 7,788 1,306 1,777: 427 228
Old : 88,561: 63,541 65,549 370 10,410 7,910 6,548 1,181 201 7,788 1,306 1,777: 427 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,067: 1,003 1,725 50 -245 -127 204 265 -283 123 -356 97: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 74.0 0.4 11.8 8.9 7.4 1.3 0.2 8.8 1.5 2.0: 0.5 0.3
Old : 100.0: 71.7 74.0 0.4 11.8 8.9 7.4 1.3 0.2 8.8 1.5 2.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 33 33 . . . 5 . . 9 4 7:
Old : 61: 33 33 . . . 5 . . 9 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 42.1 52.4 65.9 19.7 24.2 30.5 35.3
Old : 31.3 42.1 52.4 65.9 19.7 24.2 30.5 35.3
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,936: 7,706 11,786 3,780 0 0 450 0 0 0 150 0: 0 0
Old : 11,936: 7,706 11,786 3,780 0 0 450 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 75: 99 75 0 0 0 0 0 0 0 0 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 98.7 31.7 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 64.6 98.7 31.7 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 13 . 0 0 . 0 0 0 . 0:
Old : 21: 9 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 : 66.1 71.2 95.0 95.0 59.2 57.5 68.5 71.3
Old : 66.1 71.2 95.0 95.0 59.2 57.5 68.5 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,863: 7,633 11,713 3,780 0 0 450 0 0 0 150 0: 0 0
Old : 11,863: 7,633 11,713 3,780 0 0 450 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 64.3 98.7 31.9 0.0 0.0 3.8 0.0 0.0 0.0 1.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . 0 0 . 0 0 0 . 0:
Old : 20: 8 12 . 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 71.1 95.2 95.1 59.8 57.8 69.2 71.7
Old : 66.6 71.1 95.2 95.1 59.8 57.8 69.2 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,997: 34,026 31,907 0 6,911 2,532 0 600 0 5,770 300 335: 334 412
Old : 42,997: 34,026 31,907 0 6,911 2,532 0 600 0 5,770 300 335: 334 412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 470: 472 470 0 0 0 0 0 0 0 0 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 74.2 0.0 16.1 5.9 0.0 1.4 0.0 13.4 0.7 0.8: 0.8 1.0
Old : 100.0: 79.1 74.2 0.0 16.1 5.9 0.0 1.4 0.0 13.4 0.7 0.8: 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 : 45.3 55.3 71.3 80.1 35.6 45.6 54.2 58.6
Old : 45.3 55.3 71.3 80.1 35.6 45.6 54.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,912: 36,972 42,686 5,559 0 5,489 0 25 0 490 100 225: 177 387
Old : 48,912: 36,972 42,686 5,559 0 5,489 0 25 0 490 100 225: 177 387
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 234: 1,299 279 -1,025 0 -45 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 87.3 11.4 0.0 11.2 0.0 0.1 0.0 1.0 0.2 0.5: 0.4 0.8
Old : 100.0: 75.6 87.3 11.4 0.0 11.2 0.0 0.1 0.0 1.0 0.2 0.5: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 17 . 0 . 0 . 0 . . .:
Old : 34: 21 17 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 78.8 76.4 92.2 40.4 65.7 54.5 67.8
Old : 52.4 78.8 76.4 92.2 40.4 65.7 54.5 67.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,119: 36,093 31,290 50 4,615 6,030 70 950 50 300 175 0: 526 9
Old : 43,119: 36,093 31,290 50 4,615 6,030 70 950 50 300 175 0: 526 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,621: 2,368 2,426 0 67 123 0 0 0 130 25 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 72.6 0.1 10.7 14.0 0.2 2.2 0.1 0.7 0.4 0.0: 1.2 0.0
Old : 100.0: 83.7 72.6 0.1 10.7 14.0 0.2 2.2 0.1 0.7 0.4 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 21 . . . . . . . . 0:
Old : 34: 22 21 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 60.1 79.6 81.5 43.7 45.2 53.7 55.6
Old : 57.5 60.1 79.6 81.5 43.7 45.2 53.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 70,892: 53,690 68,588 12,623 74 1,626 0 60 0 1,705 200 73: 1,175 271
Old : 70,892: 53,690 68,588 12,623 74 1,626 0 60 0 1,705 200 73: 1,175 271
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,034: 612 1,062 289 50 -53 0 0 0 61 0 -25: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 96.7 17.8 0.1 2.3 0.0 0.1 0.0 2.4 0.3 0.1: 1.7 0.4
Old : 100.0: 75.7 96.7 17.8 0.1 2.3 0.0 0.1 0.0 2.4 0.3 0.1: 1.7 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 10 5 . 4 0 . 0 4 . .:
Old : 31: 16 10 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 : 54.7 93.3 76.8 97.1 54.1 89.6 74.7 91.1
Old : 54.7 93.3 76.8 97.1 54.1 89.6 74.7 91.1
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,475: 62,681 70,153 5,883 550 4,185 0 100 0 2,112 200 99: 515 188
Old : 75,475: 62,681 70,153 5,883 550 4,185 0 100 0 2,112 200 99: 515 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,497: 615 1,500 198 -563 563 0 0 0 92 0 -11: 40 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 92.9 7.8 0.7 5.5 0.0 0.1 0.0 2.8 0.3 0.1: 0.7 0.2
Old : 100.0: 83.0 92.9 7.8 0.7 5.5 0.0 0.1 0.0 2.8 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 : 35: 21 14 . . 4 0 . 0 . . .:
Old : 35: 21 14 . . 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 : 49.7 88.4 73.2 97.0 49.5 85.5 72.1 88.5
Old : 49.7 88.4 73.2 97.0 49.5 85.5 72.1 88.5
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,441: 67,226 72,719 10,279 3,658 1,678 0 503 80 287 1,234 1,499: 392 70
Old : 81,441: 67,226 72,719 10,279 3,658 1,678 0 503 80 287 1,234 1,499: 392 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -170: -90 680 -45 65 -110 0 -5 5 70 -775 -30: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 89.3 12.6 4.5 2.1 0.0 0.6 0.1 0.4 1.5 1.8: 0.5 0.1
Old : 100.0: 82.5 89.3 12.6 4.5 2.1 0.0 0.6 0.1 0.4 1.5 1.8: 0.5 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: 22 20 6 . 4 0 . . . . .:
Old : 40: 22 20 6 . 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 : 57.1 54.0 73.7 81.2 57.0 51.6 72.0 73.6
Old : 57.1 54.0 73.7 81.2 57.0 51.6 72.0 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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,439: 84,153 89,384 11,527 3,217 3,150 5 1,790 748 714 2,352 2,753: 389 45
Old : 103,439: 84,153 89,384 11,527 3,217 3,150 5 1,790 748 714 2,352 2,753: 389 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 801: 821 999 338 65 107 0 28 -28 -22 32 -423: 7 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 86.4 11.1 3.1 3.0 0.0 1.7 0.7 0.7 2.3 2.7: 0.4 0.0
Old : 100.0: 81.4 86.4 11.1 3.1 3.0 0.0 1.7 0.7 0.7 2.3 2.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 24 29 6 . 5 . 7 4 . 4 4:
Old : 55: 24 29 6 . 5 . 7 4 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 50.2 69.6 71.6 50.0 47.2 61.4 65.7
Old : 51.4 50.2 69.6 71.6 50.0 47.2 61.4 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 63,391: 43,997 55,381 18,914 2,288 60 0 3,737 0 125 1,650 275: 20 0
Old : 63,391: 43,997 55,381 18,914 2,288 60 0 3,737 0 125 1,650 275: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 415: 490 995 -75 -620 0 0 15 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 87.4 29.8 3.6 0.1 0.0 5.9 0.0 0.2 2.6 0.4: 0.0 0.0
Old : 100.0: 69.4 87.4 29.8 3.6 0.1 0.0 5.9 0.0 0.2 2.6 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 . . . 0 . 0 . . .:
Old : 30: 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 : 74.0 88.8 95.0 96.5 73.9 86.5 90.6 91.1
Old : 74.0 88.8 95.0 96.5 73.9 86.5 90.6 91.1
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,700: 36,760 54,405 17,220 0 120 0 200 0 1,250 625 350: 0 0
Old : 55,700: 36,760 54,405 17,220 0 120 0 200 0 1,250 625 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 97.7 30.9 0.0 0.2 0.0 0.4 0.0 2.2 1.1 0.6: 0.0 0.0
Old : 100.0: 66.0 97.7 30.9 0.0 0.2 0.0 0.4 0.0 2.2 1.1 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 : 24: 11 8 . 0 . 0 . 0 . . .:
Old : 24: 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 : 80.7 95.4 93.8 98.5 80.7 92.3 90.9 94.3
Old : 80.7 95.4 93.8 98.5 80.7 92.3 90.9 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,021: 38,190 52,588 14,827 277 2,269 725 0 75 791 1,670 965: 179 177
Old : 58,021: 38,190 52,588 14,827 277 2,269 725 0 75 791 1,670 965: 179 177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -156: 210 -420 -1,149 -50 299 25 -25 25 299 -30 0: 135 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 90.6 25.6 0.5 3.9 1.2 0.0 0.1 1.4 2.9 1.7: 0.3 0.3
Old : 100.0: 65.8 90.6 25.6 0.5 3.9 1.2 0.0 0.1 1.4 2.9 1.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 18 4 . . . 0 . . 4 .:
Old : 33: 19 18 4 . . . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 81.5 73.4 90.5 48.2 74.6 68.0 79.4
Old : 52.3 81.5 73.4 90.5 48.2 74.6 68.0 79.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,839: 45,624 56,186 14,319 489 411 720 3,365 260 1,265 1,644 1,033: 207 451
Old : 63,839: 45,624 56,186 14,319 489 411 720 3,365 260 1,265 1,644 1,033: 207 451
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -638: 194 -947 -1,361 -213 296 0 20 0 302 -28 28: -97 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 88.0 22.4 0.8 0.6 1.1 5.3 0.4 2.0 2.6 1.6: 0.3 0.7
Old : 100.0: 71.5 88.0 22.4 0.8 0.6 1.1 5.3 0.4 2.0 2.6 1.6: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 20 . . . . . . . 4 .:
Old : 38: 21 20 . . . . . . . 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 : 51.9 75.2 74.9 87.0 50.5 69.3 70.2 75.8
Old : 51.9 75.2 74.9 87.0 50.5 69.3 70.2 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,113: 13,342 22,906 10,394 0 82 0 820 0 0 0 0: 295 305
Old : 24,113: 13,342 22,906 10,394 0 82 0 820 0 0 0 0: 295 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 158: -392 -16 398 0 0 0 0 0 0 0 0: 152 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 95.0 43.1 0.0 0.3 0.0 3.4 0.0 0.0 0.0 0.0: 1.2 1.3
Old : 100.0: 55.3 95.0 43.1 0.0 0.3 0.0 3.4 0.0 0.0 0.0 0.0: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 14 4 0 . 0 . 0 0 0 0:
Old : 25: 15 14 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 : 68.8 79.7 87.6 95.0 68.2 74.4 84.6 89.7
Old : 68.8 79.7 87.6 95.0 68.2 74.4 84.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,870: 12,877 23,313 10,263 0 107 0 225 0 0 0 0: 623 225
Old : 23,870: 12,877 23,313 10,263 0 107 0 225 0 0 0 0: 623 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 225: -301 7 400 0 0 0 0 0 0 0 0: 126 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 97.7 43.0 0.0 0.4 0.0 0.9 0.0 0.0 0.0 0.0: 2.6 0.9
Old : 100.0: 53.9 97.7 43.0 0.0 0.4 0.0 0.9 0.0 0.0 0.0 0.0: 2.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 5 0 . 0 . 0 0 0 0:
Old : 23: 14 13 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 : 67.4 85.2 85.1 95.9 66.7 75.5 81.3 85.4
Old : 67.4 85.2 85.1 95.9 66.7 75.5 81.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 32,297: 26,665 22,982 2,460 4,940 766 0 354 350 995 1,481 726: 335 698
Old : 32,297: 26,665 22,982 2,460 4,940 766 0 354 350 995 1,481 726: 335 698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 792: 719 363 -100 171 -30 0 0 0 50 350 -115: 268 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 71.2 7.6 15.3 2.4 0.0 1.1 1.1 3.1 4.6 2.2: 1.0 2.2
Old : 100.0: 82.6 71.2 7.6 15.3 2.4 0.0 1.1 1.1 3.1 4.6 2.2: 1.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 16 . . . 0 . . . . .:
Old : 29: 14 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 55.2 86.4 75.6 64.1 52.4 76.7 70.2
Old : 71.7 55.2 86.4 75.6 64.1 52.4 76.7 70.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,479: 14,611 14,253 1,493 795 230 0 1,210 5 656 877 229: 1,255 880
Old : 18,479: 14,611 14,253 1,493 795 230 0 1,210 5 656 877 229: 1,255 880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 351: 315 -475 0 355 -10 0 0 5 -50 6 50: 41 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 77.1 8.1 4.3 1.2 0.0 6.5 0.0 3.5 4.7 1.2: 6.8 4.8
Old : 100.0: 79.1 77.1 8.1 4.3 1.2 0.0 6.5 0.0 3.5 4.7 1.2: 6.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 . . . 0 . . . . .:
Old : 21: 9 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 : 76.9 65.4 89.5 84.1 76.9 62.5 85.8 79.0
Old : 76.9 65.4 89.5 84.1 76.9 62.5 85.8 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,277: 44,938 29,188 5,445 19,927 1,208 2,538 5,532 412 1,777 227 1,657: 302 126
Old : 58,277: 44,938 29,188 5,445 19,927 1,208 2,538 5,532 412 1,777 227 1,657: 302 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 417: 217 -947 35 1,415 -92 -2 14 2 85 0 -50: 222 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 50.1 9.3 34.2 2.1 4.4 9.5 0.7 3.0 0.4 2.8: 0.5 0.2
Old : 100.0: 77.1 50.1 9.3 34.2 2.1 4.4 9.5 0.7 3.0 0.4 2.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.3 68.1 66.9 83.1 43.5 58.1 57.8 66.8
Old : 48.3 68.1 66.9 83.1 43.5 58.1 57.8 66.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,420: 31,088 15,594 1,945 16,810 1,101 720 930 210 465 996 643: 248 136
Old : 36,420: 31,088 15,594 1,945 16,810 1,101 720 930 210 465 996 643: 248 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 697: 440 -182 128 780 -8 -5 10 40 70 50 -50: 82 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 42.8 5.3 46.2 3.0 2.0 2.6 0.6 1.3 2.7 1.8: 0.7 0.4
Old : 100.0: 85.4 42.8 5.3 46.2 3.0 2.0 2.6 0.6 1.3 2.7 1.8: 0.7 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 : 35: 21 16 4 . . . . . . . .:
Old : 35: 21 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 : 60.1 68.7 78.0 82.5 53.9 63.2 63.2 68.8
Old : 60.1 68.7 78.0 82.5 53.9 63.2 63.2 68.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,120: 9,648 17,511 7,521 0 795 151 264 150 550 200 200: 105 0
Old : 19,120: 9,648 17,511 7,521 0 795 151 264 150 550 200 200: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -825: -810 -580 119 0 -219 76 -75 -76 -50 -25 150: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 91.6 39.3 0.0 4.2 0.8 1.4 0.8 2.9 1.0 1.0: 0.5 0.0
Old : 100.0: 50.5 91.6 39.3 0.0 4.2 0.8 1.4 0.8 2.9 1.0 1.0: 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 : 33: 15 17 . 0 . . . . . . .:
Old : 33: 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 : 64.9 73.0 83.9 84.5 60.3 67.0 74.4 75.8
Old : 64.9 73.0 83.9 84.5 60.3 67.0 74.4 75.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 19,061: 8,655 17,066 7,995 0 1,845 0 50 0 475 100 0: 91 0
Old : 19,061: 8,655 17,066 7,995 0 1,845 0 50 0 475 100 0: 91 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -1,079: -1,140 -939 114 0 -15 0 -100 0 -25 -25 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 89.5 41.9 0.0 9.7 0.0 0.3 0.0 2.5 0.5 0.0: 0.5 0.0
Old : 100.0: 45.4 89.5 41.9 0.0 9.7 0.0 0.3 0.0 2.5 0.5 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: 11 8 . 0 . 0 . 0 . . 0:
Old : 21: 11 8 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 94.1 95.8 99.0 65.8 84.5 86.1 87.2
Old : 75.5 94.1 95.8 99.0 65.8 84.5 86.1 87.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 7,735 5,505 0 1,250 322 0 600 25 75 825 0: 520 150
Old : 8,677: 7,735 5,505 0 1,250 322 0 600 25 75 825 0: 520 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 0: -395 -150 0 0 0 0 0 0 0 0 0: 395 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 63.4 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0: 6.0 1.7
Old : 100.0: 89.1 63.4 0.0 14.4 3.7 0.0 6.9 0.3 0.9 9.5 0.0: 6.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 0 . . 0 . . . . 0:
Old : 20: 10 8 0 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 65.0 90.5 91.3 70.4 60.7 75.6 78.1
Old : 73.8 65.0 90.5 91.3 70.4 60.7 75.6 78.1
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 8,262 4,865 0 987 353 0 925 25 75 1,125 0: 135 570
Old : 8,850: 8,262 4,865 0 987 353 0 925 25 75 1,125 0: 135 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 0: -35 -570 0 0 0 0 0 0 0 0 0: 35 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 55.0 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 0.0: 1.5 6.4
Old : 100.0: 93.4 55.0 0.0 11.2 4.0 0.0 10.5 0.3 0.8 12.7 0.0: 1.5 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.6 58.4 91.2 86.7 68.2 54.9 79.5 73.4
Old : 71.6 58.4 91.2 86.7 68.2 54.9 79.5 73.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,218: 7,203 9,140 2,560 1,112 206 150 0 0 275 150 510: 314 100
Old : 11,218: 7,203 9,140 2,560 1,112 206 150 0 0 275 150 510: 314 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 0: -83 0 0 -100 0 0 0 0 0 0 0: 83 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 81.5 22.8 9.9 1.8 1.3 0.0 0.0 2.5 1.3 4.5: 2.8 0.9
Old : 100.0: 64.2 81.5 22.8 9.9 1.8 1.3 0.0 0.0 2.5 1.3 4.5: 2.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.3 63.6 77.7 84.2 49.7 57.1 66.4 69.7
Old : 54.3 63.6 77.7 84.2 49.7 57.1 66.4 69.7
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,237: 6,286 8,123 2,600 1,177 182 150 0 0 245 150 505: 269 100
Old : 10,237: 6,286 8,123 2,600 1,177 182 150 0 0 245 150 505: 269 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 0: -53 0 0 -100 0 0 0 0 0 0 0: 53 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 79.3 25.4 11.5 1.8 1.5 0.0 0.0 2.4 1.5 4.9: 2.6 1.0
Old : 100.0: 61.4 79.3 25.4 11.5 1.8 1.5 0.0 0.0 2.4 1.5 4.9: 2.6 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 : 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 : 55.9 62.9 78.1 85.0 48.5 55.0 65.9 69.9
Old : 55.9 62.9 78.1 85.0 48.5 55.0 65.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,034: 21,350 29,712 10,490 0 525 200 0 0 1,150 3,610 2,055: 264 132
Old : 36,034: 21,350 29,712 10,490 0 525 200 0 0 1,150 3,610 2,055: 264 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 50: -135 -332 -45 0 0 0 0 0 0 250 0: 230 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 82.5 29.1 0.0 1.5 0.6 0.0 0.0 3.2 10.0 5.7: 0.7 0.4
Old : 100.0: 59.2 82.5 29.1 0.0 1.5 0.6 0.0 0.0 3.2 10.0 5.7: 0.7 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: 21 12 . 0 . . 0 0 . 4 .:
Old : 36: 21 12 . 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 : 67.3 66.9 82.7 90.9 64.3 59.2 73.5 76.3
Old : 67.3 66.9 82.7 90.9 64.3 59.2 73.5 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,469: 21,885 30,367 10,285 0 590 200 0 0 1,150 3,295 2,085: 274 132
Old : 36,469: 21,885 30,367 10,285 0 590 200 0 0 1,150 3,295 2,085: 274 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 50: -145 -332 -45 0 0 0 0 0 0 250 0: 240 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 83.3 28.2 0.0 1.6 0.5 0.0 0.0 3.2 9.0 5.7: 0.8 0.4
Old : 100.0: 60.0 83.3 28.2 0.0 1.6 0.5 0.0 0.0 3.2 9.0 5.7: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 12 . 0 . . 0 0 . 4 .:
Old : 35: 21 12 . 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 : 65.9 68.5 81.2 90.8 62.7 59.7 71.6 76.6
Old : 65.9 68.5 81.2 90.8 62.7 59.7 71.6 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,507: 82,326 92,135 22,018 8,025 5,474 110 875 770 680 4,736 1,707: 1,422 785
Old : 114,507: 82,326 92,135 22,018 8,025 5,474 110 875 770 680 4,736 1,707: 1,422 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,248: 785 360 -1,065 -427 195 -10 0 10 -25 338 7: 1,351 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 80.5 19.2 7.0 4.8 0.1 0.8 0.7 0.6 4.1 1.5: 1.2 0.7
Old : 100.0: 71.9 80.5 19.2 7.0 4.8 0.1 0.8 0.7 0.6 4.1 1.5: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 30 5 . 4 . . . . 8 5:
Old : 56: 33 30 5 . 4 . . . . 8 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 : 38.2 52.8 58.8 73.0 34.4 47.8 54.7 62.4
Old : 38.2 52.8 58.8 73.0 34.4 47.8 54.7 62.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,267: 93,172 106,434 21,136 3,463 8,427 0 1,063 1,715 710 4,234 2,800: 1,307 1,131
Old : 129,267: 93,172 106,434 21,136 3,463 8,427 0 1,063 1,715 710 4,234 2,800: 1,307 1,131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,344: 1,537 1,005 -693 -260 17 -150 -27 235 0 120 133: 1,265 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 82.3 16.4 2.7 6.5 0.0 0.8 1.3 0.5 3.3 2.2: 1.0 0.9
Old : 100.0: 72.1 82.3 16.4 2.7 6.5 0.0 0.8 1.3 0.5 3.3 2.2: 1.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 36 31 6 . 6 0 4 4 . 8 8:
Old : 60: 36 31 6 . 6 0 4 4 . 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 54.9 53.5 76.0 30.8 50.8 48.0 65.0
Old : 32.7 54.9 53.5 76.0 30.8 50.8 48.0 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 547,871: 307,737 353,515 41,370 3,768 108,919 15,799 18,453 28,929 19,821 6,139 24,252: 1,045 3,895
Old : 547,871: 307,737 353,515 41,370 3,768 108,919 15,799 18,453 28,929 19,821 6,139 24,252: 1,045 3,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 4,406: 1,243 -629 800 247 832 941 130 661 -458 -220 -363: 750 3,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 64.5 7.6 0.7 19.9 2.9 3.4 5.3 3.6 1.1 4.4: 0.2 0.7
Old : 100.0: 56.2 64.5 7.6 0.7 19.9 2.9 3.4 5.3 3.6 1.1 4.4: 0.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 92: 45 36 . . 5 10 9 9 15 6 14:
Old : 92: 45 36 . . 5 10 9 9 15 6 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 39.2 60.8 62.2 13.1 14.3 17.5 20.1
Old : 44.1 39.2 60.8 62.2 13.1 14.3 17.5 20.1
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,455: 9,390 15,026 1,788 135 934 885 600 65 3,908 0 0: 485 695
Old : 17,455: 9,390 15,026 1,788 135 934 885 600 65 3,908 0 0: 485 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 44: -65 -625 -153 25 19 10 0 0 103 0 0: 130 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 86.1 10.2 0.8 5.4 5.1 3.4 0.4 22.4 0.0 0.0: 2.8 4.0
Old : 100.0: 53.8 86.1 10.2 0.8 5.4 5.1 3.4 0.4 22.4 0.0 0.0: 2.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . . . . . . 0 0:
Old : 26: 14 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 : 63.4 77.5 82.1 93.4 63.0 69.1 77.0 79.8
Old : 63.4 77.5 82.1 93.4 63.0 69.1 77.0 79.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,282: 6,175 12,181 2,467 110 711 115 600 55 4,183 0 0: 576 625
Old : 14,282: 6,175 12,181 2,467 110 711 115 600 55 4,183 0 0: 576 625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 10: -45 -625 -153 10 0 10 0 0 103 0 0: 95 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 85.3 17.3 0.8 5.0 0.8 4.2 0.4 29.3 0.0 0.0: 4.0 4.4
Old : 100.0: 43.2 85.3 17.3 0.8 5.0 0.8 4.2 0.4 29.3 0.0 0.0: 4.0 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 : 24: 13 10 . . . . . . . 0 0:
Old : 24: 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 : 65.6 75.8 85.5 92.9 65.1 70.0 78.6 81.2
Old : 65.6 75.8 85.5 92.9 65.1 70.0 78.6 81.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,641: 11,783 14,981 1,203 0 125 350 0 0 2,952 1,350 150: 78 35
Old : 16,641: 11,783 14,981 1,203 0 125 350 0 0 2,952 1,350 150: 78 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,646: 2,200 1,241 109 0 25 0 0 0 -690 350 0: 2 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 90.0 7.2 0.0 0.8 2.1 0.0 0.0 17.7 8.1 0.9: 0.5 0.2
Old : 100.0: 70.8 90.0 7.2 0.0 0.8 2.1 0.0 0.0 17.7 8.1 0.9: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 12 22 4 0 . . 0 0 . . .:
Old : 32: 12 22 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 58.8 90.9 78.4 74.5 58.1 85.4 76.0
Old : 78.4 58.8 90.9 78.4 74.5 58.1 85.4 76.0
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,661: 63,872 65,984 17,743 11,226 1,560 0 4,405 0 0 0 0: 7,486 7,486
Old : 90,661: 63,872 65,984 17,743 11,226 1,560 0 4,405 0 0 0 0: 7,486 7,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,529: 1,249 1,179 -70 0 0 0 0 0 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 72.8 19.6 12.4 1.7 0.0 4.9 0.0 0.0 0.0 0.0: 8.3 8.3
Old : 100.0: 70.5 72.8 19.6 12.4 1.7 0.0 4.9 0.0 0.0 0.0 0.0: 8.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 19 . . . 0 . 0 0 0 0:
Old : 29: 17 19 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 53.3 86.1 79.3 77.4 51.2 80.8 75.5
Old : 79.3 53.3 86.1 79.3 77.4 51.2 80.8 75.5
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 75,927: 54,116 54,037 14,426 9,545 1,585 0 4,960 0 0 0 0: 5,800 5,800
Old : 75,927: 54,116 54,037 14,426 9,545 1,585 0 4,960 0 0 0 0: 5,800 5,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,649: 1,479 1,459 -20 0 0 0 0 0 0 0 0: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 71.2 19.0 12.6 2.1 0.0 6.5 0.0 0.0 0.0 0.0: 7.6 7.6
Old : 100.0: 71.3 71.2 19.0 12.6 2.1 0.0 6.5 0.0 0.0 0.0 0.0: 7.6 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 : 28: 17 19 . . . 0 . 0 0 0 0:
Old : 28: 17 19 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 57.9 87.2 80.0 77.8 55.5 80.7 75.3
Old : 80.0 57.9 87.2 80.0 77.8 55.5 80.7 75.3
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,935: 7,265 16,290 9,780 1,635 3,010 475 1,020 150 1,730 0 0: 2,525 2,830
Old : 24,935: 7,265 16,290 9,780 1,635 3,010 475 1,020 150 1,730 0 0: 2,525 2,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 805: -100 50 -595 -570 1,375 175 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 65.3 39.2 6.6 12.1 1.9 4.1 0.6 6.9 0.0 0.0: 10.1 11.3
Old : 100.0: 29.1 65.3 39.2 6.6 12.1 1.9 4.1 0.6 6.9 0.0 0.0: 10.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.8 51.5 83.0 78.7 54.7 47.1 62.6 65.7
Old : 67.8 51.5 83.0 78.7 54.7 47.1 62.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,890: 12,385 7,180 0 6,950 120 1,625 0 150 0 0 0: 610 490
Old : 14,890: 12,385 7,180 0 6,950 120 1,625 0 150 0 0 0: 610 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 48.2 0.0 46.7 0.8 10.9 0.0 1.0 0.0 0.0 0.0: 4.1 3.3
Old : 100.0: 83.2 48.2 0.0 46.7 0.8 10.9 0.0 1.0 0.0 0.0 0.0: 4.1 3.3
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 : 20: 10 12 0 . . . 0 . 0 0 0:
Old : 20: 10 12 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 66.2 88.0 83.0 63.9 64.5 81.4 80.3
Old : 69.2 66.2 88.0 83.0 63.9 64.5 81.4 80.3
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,671: 32,636 21,562 8,202 26,506 60 11,620 3,710 4,170 0 960 0: 3,983 3,703
Old : 60,671: 32,636 21,562 8,202 26,506 60 11,620 3,710 4,170 0 960 0: 3,983 3,703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,400: 1,250 500 150 900 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 35.5 13.5 43.7 0.1 19.2 6.1 6.9 0.0 1.6 0.0: 6.6 6.1
Old : 100.0: 53.8 35.5 13.5 43.7 0.1 19.2 6.1 6.9 0.0 1.6 0.0: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 14 . . . . . . 0 . 0:
Old : 27: 16 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 : 62.2 70.4 78.6 85.4 51.2 65.1 65.9 73.0
Old : 62.2 70.4 78.6 85.4 51.2 65.1 65.9 73.0
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,209: 21,783 17,970 9,002 14,140 0 2,765 1,360 3,025 0 360 300: 2,334 2,054
Old : 39,209: 21,783 17,970 9,002 14,140 0 2,765 1,360 3,025 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 26, 2020 :
: -25: 0 -325 -25 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 45.8 23.0 36.1 0.0 7.1 3.5 7.7 0.0 0.9 0.8: 6.0 5.2
Old : 100.0: 55.6 45.8 23.0 36.1 0.0 7.1 3.5 7.7 0.0 0.9 0.8: 6.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . . 0 . . . 0 . .:
Old : 24: 15 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 : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9
Old : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,455: 25,455 14,610 5,300 1,135 1,000 1,010 16,420 90 0 0 0: 1,600 1,200
Old : 34,455: 25,455 14,610 5,300 1,135 1,000 1,010 16,420 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 26, 2020 :
: 1,130: 1,130 505 0 25 0 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 42.4 15.4 3.3 2.9 2.9 47.7 0.3 0.0 0.0 0.0: 4.6 3.5
Old : 100.0: 73.9 42.4 15.4 3.3 2.9 2.9 47.7 0.3 0.0 0.0 0.0: 4.6 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 : 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 : 66.3 68.9 82.0 85.4 55.9 60.4 65.2 69.7
Old : 66.3 68.9 82.0 85.4 55.9 60.4 65.2 69.7
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,215: 61,350 32,600 1,785 39,090 5,395 13,005 1,590 1,030 0 2,800 1,040: 18,610 18,670
Old : 102,215: 61,350 32,600 1,785 39,090 5,395 13,005 1,590 1,030 0 2,800 1,040: 18,610 18,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 655: 1,200 195 -530 420 185 50 25 -150 0 0 0: -100 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 31.9 1.7 38.2 5.3 12.7 1.6 1.0 0.0 2.7 1.0: 18.2 18.3
Old : 100.0: 60.0 31.9 1.7 38.2 5.3 12.7 1.6 1.0 0.0 2.7 1.0: 18.2 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 . . . . . . 0 . .:
Old : 30: 18 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 51.1 73.6 67.2 52.2 49.6 59.3 57.4
Old : 55.8 51.1 73.6 67.2 52.2 49.6 59.3 57.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 96,982: 57,822 31,677 1,490 33,785 5,555 13,320 1,575 1,125 0 5,495 325: 17,345 17,445
Old : 96,982: 57,822 31,677 1,490 33,785 5,555 13,320 1,575 1,125 0 5,495 325: 17,345 17,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -170: 410 -55 -380 0 230 45 45 -175 0 -25 0: -300 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 32.7 1.5 34.8 5.7 13.7 1.6 1.2 0.0 5.7 0.3: 17.9 18.0
Old : 100.0: 59.6 32.7 1.5 34.8 5.7 13.7 1.6 1.2 0.0 5.7 0.3: 17.9 18.0
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: 18 18 . . . . . . 0 . .:
Old : 29: 18 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 : 54.4 47.9 74.0 66.8 50.7 46.7 58.2 55.4
Old : 54.4 47.9 74.0 66.8 50.7 46.7 58.2 55.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,980: 15,621 4,541 50 530 1,608 2,810 11,245 505 600 3,630 1,100: 4,686 3,821
Old : 26,980: 15,621 4,541 50 530 1,608 2,810 11,245 505 600 3,630 1,100: 4,686 3,821
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -25: -10 -25 50 -50 -50 0 100 0 0 15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 16.8 0.2 2.0 6.0 10.4 41.7 1.9 2.2 13.5 4.1: 17.4 14.2
Old : 100.0: 57.9 16.8 0.2 2.0 6.0 10.4 41.7 1.9 2.2 13.5 4.1: 17.4 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 : 28: 17 11 . . . . . . . . .:
Old : 28: 17 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 68.4 60.2 77.1 37.7 60.7 57.8 66.3
Old : 39.0 68.4 60.2 77.1 37.7 60.7 57.8 66.3
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,570: 14,847 4,617 55 1,315 1,213 2,810 11,420 505 600 1,820 2,065: 4,475 3,615
Old : 26,570: 14,847 4,617 55 1,315 1,213 2,810 11,420 505 600 1,820 2,065: 4,475 3,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -25: -10 -25 0 0 0 0 0 0 0 15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 17.4 0.2 4.9 4.6 10.6 43.0 1.9 2.3 6.8 7.8: 16.8 13.6
Old : 100.0: 55.9 17.4 0.2 4.9 4.6 10.6 43.0 1.9 2.3 6.8 7.8: 16.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . . . . . . . . .:
Old : 28: 17 11 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 69.2 61.2 78.5 35.5 58.3 55.5 64.0
Old : 37.3 69.2 61.2 78.5 35.5 58.3 55.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,668: 14,123 11,675 1,262 11,030 803 11,890 0 15 0 5,415 1,040: 2,535 1,690
Old : 31,668: 14,123 11,675 1,262 11,030 803 11,890 0 15 0 5,415 1,040: 2,535 1,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 510: 360 560 150 0 -76 0 0 0 0 -50 0: 76 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 36.9 4.0 34.8 2.5 37.5 0.0 0.0 0.0 17.1 3.3: 8.0 5.3
Old : 100.0: 44.6 36.9 4.0 34.8 2.5 37.5 0.0 0.0 0.0 17.1 3.3: 8.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 5 . . . . 0 . 0 . .:
Old : 20: 12 5 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 83.5 86.4 94.2 62.2 68.2 72.6 76.7
Old : 68.0 83.5 86.4 94.2 62.2 68.2 72.6 76.7
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,740: 20,110 56,160 13,770 8,115 60 20,925 0 40 9,595 0 0: 2,240 2,365
Old : 66,740: 20,110 56,160 13,770 8,115 60 20,925 0 40 9,595 0 0: 2,240 2,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 495: 100 470 295 0 0 75 0 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 84.1 20.6 12.2 0.1 31.4 0.0 0.1 14.4 0.0 0.0: 3.4 3.5
Old : 100.0: 30.1 84.1 20.6 12.2 0.1 31.4 0.0 0.1 14.4 0.0 0.0: 3.4 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: 13 10 . . . . 0 . . 0 0:
Old : 23: 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 : 70.9 86.8 91.3 94.8 70.8 84.2 89.8 90.1
Old : 70.9 86.8 91.3 94.8 70.8 84.2 89.8 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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,257: 21,067 57,677 14,220 8,030 260 21,025 0 15 9,495 0 0: 2,175 2,275
Old : 68,257: 21,067 57,677 14,220 8,030 260 21,025 0 15 9,495 0 0: 2,175 2,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 520: 0 520 420 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 84.5 20.8 11.8 0.4 30.8 0.0 0.0 13.9 0.0 0.0: 3.2 3.3
Old : 100.0: 30.9 84.5 20.8 11.8 0.4 30.8 0.0 0.0 13.9 0.0 0.0: 3.2 3.3
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 : 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 : 71.5 90.6 93.0 95.7 71.1 89.3 92.6 93.6
Old : 71.5 90.6 93.0 95.7 71.1 89.3 92.6 93.6
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,485: 22,375 56,390 10,005 2,190 1,810 5,350 175 360 20,835 0 185: 2,565 2,375
Old : 63,485: 22,375 56,390 10,005 2,190 1,810 5,350 175 360 20,835 0 185: 2,565 2,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,070: 1,080 985 -1,280 0 875 0 0 0 1,175 0 -630: -150 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 88.8 15.8 3.4 2.9 8.4 0.3 0.6 32.8 0.0 0.3: 4.0 3.7
Old : 100.0: 35.2 88.8 15.8 3.4 2.9 8.4 0.3 0.6 32.8 0.0 0.3: 4.0 3.7
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 : 31: 17 10 . . . . . . 4 0 .:
Old : 31: 17 10 . . . . . . 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 83.3 79.0 93.9 56.8 82.2 76.5 90.0
Old : 59.3 83.3 79.0 93.9 56.8 82.2 76.5 90.0
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,450: 21,425 46,165 10,205 2,625 1,060 5,300 165 420 11,835 0 685: 2,520 2,330
Old : 53,450: 21,425 46,165 10,205 2,625 1,060 5,300 165 420 11,835 0 685: 2,520 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,130: 780 985 -380 0 275 0 0 0 575 0 -130: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 86.4 19.1 4.9 2.0 9.9 0.3 0.8 22.1 0.0 1.3: 4.7 4.4
Old : 100.0: 40.1 86.4 19.1 4.9 2.0 9.9 0.3 0.8 22.1 0.0 1.3: 4.7 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 : 31: 18 10 . . . . . . 4 0 .:
Old : 31: 18 10 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 80.8 77.0 91.8 50.9 79.7 74.0 88.7
Old : 53.8 80.8 77.0 91.8 50.9 79.7 74.0 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,135: 11,630 11,775 2,410 0 700 45 3,895 220 2,175 1,205 590: 3,365 2,750
Old : 21,135: 11,630 11,775 2,410 0 700 45 3,895 220 2,175 1,205 590: 3,365 2,750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 35: 0 0 50 0 0 0 0 0 0 50 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 55.7 11.4 0.0 3.3 0.2 18.4 1.0 10.3 5.7 2.8: 15.9 13.0
Old : 100.0: 55.0 55.7 11.4 0.0 3.3 0.2 18.4 1.0 10.3 5.7 2.8: 15.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . 0 . . . . . . .:
Old : 24: 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 : 51.2 65.5 74.0 82.8 44.9 65.3 67.2 77.2
Old : 51.2 65.5 74.0 82.8 44.9 65.3 67.2 77.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,215: 10,970 11,575 2,365 0 835 0 3,895 220 3,055 1,330 320: 2,450 2,040
Old : 20,215: 10,970 11,575 2,365 0 835 0 3,895 220 3,055 1,330 320: 2,450 2,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 45: 0 0 50 0 0 0 0 0 0 50 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 57.3 11.7 0.0 4.1 0.0 19.3 1.1 15.1 6.6 1.6: 12.1 10.1
Old : 100.0: 54.3 57.3 11.7 0.0 4.1 0.0 19.3 1.1 15.1 6.6 1.6: 12.1 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 : 23: 11 8 . 0 . 0 . . . . .:
Old : 23: 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 : 56.5 68.9 78.0 86.7 51.1 68.8 71.7 81.5
Old : 56.5 68.9 78.0 86.7 51.1 68.8 71.7 81.5
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,020: 41,245 43,545 5,780 0 2,235 2,135 20,840 1,200 16,515 1,500 1,270: 5,640 5,430
Old : 76,020: 41,245 43,545 5,780 0 2,235 2,135 20,840 1,200 16,515 1,500 1,270: 5,640 5,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 25: -50 25 0 0 0 50 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 57.3 7.6 0.0 2.9 2.8 27.4 1.6 21.7 2.0 1.7: 7.4 7.1
Old : 100.0: 54.3 57.3 7.6 0.0 2.9 2.8 27.4 1.6 21.7 2.0 1.7: 7.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 11 . 0 . . . . . . .:
Old : 30: 17 11 . 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 : 62.0 70.3 74.7 84.9 58.3 68.3 70.5 82.4
Old : 62.0 70.3 74.7 84.9 58.3 68.3 70.5 82.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,710: 40,800 38,410 5,390 0 1,965 2,050 20,840 1,200 12,495 1,500 1,270: 4,540 4,525
Old : 69,710: 40,800 38,410 5,390 0 1,965 2,050 20,840 1,200 12,495 1,500 1,270: 4,540 4,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 25: -50 25 0 0 0 50 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 55.1 7.7 0.0 2.8 2.9 29.9 1.7 17.9 2.2 1.8: 6.5 6.5
Old : 100.0: 58.5 55.1 7.7 0.0 2.8 2.9 29.9 1.7 17.9 2.2 1.8: 6.5 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 : 30: 17 13 . 0 . . . . . . .:
Old : 30: 17 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 73.1 74.6 85.1 56.1 71.1 69.9 81.8
Old : 59.7 73.1 74.6 85.1 56.1 71.1 69.9 81.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,042: 37,331 20,986 0 20,525 0 18,155 0 2,465 0 14,070 2,005: 4,086 3,991
Old : 64,042: 37,331 20,986 0 20,525 0 18,155 0 2,465 0 14,070 2,005: 4,086 3,991
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -50: -50 20 0 15 0 15 0 0 0 -70 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 32.8 0.0 32.0 0.0 28.3 0.0 3.8 0.0 22.0 3.1: 6.4 6.2
Old : 100.0: 58.3 32.8 0.0 32.0 0.0 28.3 0.0 3.8 0.0 22.0 3.1: 6.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.0 70.8 75.8 87.5 52.1 67.0 71.8 80.3
Old : 56.0 70.8 75.8 87.5 52.1 67.0 71.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,132: 34,844 16,840 0 17,759 0 9,050 0 2,740 0 9,590 2,425: 3,073 2,778
Old : 52,132: 34,844 16,840 0 17,759 0 9,050 0 2,740 0 9,590 2,425: 3,073 2,778
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -65: -50 20 0 15 0 15 0 -15 0 -70 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 32.3 0.0 34.1 0.0 17.4 0.0 5.3 0.0 18.4 4.7: 5.9 5.3
Old : 100.0: 66.8 32.3 0.0 34.1 0.0 17.4 0.0 5.3 0.0 18.4 4.7: 5.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.1 65.2 75.5 87.8 47.1 60.3 63.7 73.2
Old : 55.1 65.2 75.5 87.8 47.1 60.3 63.7 73.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 191,514: 103,026 94,355 17,018 150 7,407 6,826 18,340 6,264 1,450 15,535 2,615: 46,908 46,848
Old : 191,514: 103,026 94,355 17,018 150 7,407 6,826 18,340 6,264 1,450 15,535 2,615: 46,908 46,848
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,210: 1,175 950 1,295 0 -730 -250 15 250 0 1,255 -790: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 49.3 8.9 0.1 3.9 3.6 9.6 3.3 0.8 8.1 1.4: 24.5 24.5
Old : 100.0: 53.8 49.3 8.9 0.1 3.9 3.6 9.6 3.3 0.8 8.1 1.4: 24.5 24.5
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 : 44: 27 30 . . . . . . . 4 .:
Old : 44: 27 30 . . . . . . . 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 : 45.4 36.8 63.3 50.1 40.5 35.1 51.7 44.5
Old : 45.4 36.8 63.3 50.1 40.5 35.1 51.7 44.5
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,653: 73,060 83,631 19,980 0 4,468 6,196 7,600 6,291 1,450 9,270 2,930: 37,278 37,463
Old : 151,653: 73,060 83,631 19,980 0 4,468 6,196 7,600 6,291 1,450 9,270 2,930: 37,278 37,463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 995: 615 290 645 0 -220 -300 65 285 0 605 -235: 205 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 55.1 13.2 0.0 2.9 4.1 5.0 4.1 1.0 6.1 1.9: 24.6 24.7
Old : 100.0: 48.2 55.1 13.2 0.0 2.9 4.1 5.0 4.1 1.0 6.1 1.9: 24.6 24.7
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 : 41: 23 27 . 0 . . . . . 4 .:
Old : 41: 23 27 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 30.5 60.6 45.9 38.5 26.4 46.1 36.5
Old : 48.2 30.5 60.6 45.9 38.5 26.4 46.1 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 74,071: 32,572 40,315 15,944 5,181 10,485 1,385 265 8,775 0 4,360 0: 4,910 4,690
Old : 74,071: 32,572 40,315 15,944 5,181 10,485 1,385 265 8,775 0 4,360 0: 4,910 4,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,105: -323 885 -57 -115 150 0 -1,050 1,200 0 0 0: 135 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 54.4 21.5 7.0 14.2 1.9 0.4 11.8 0.0 5.9 0.0: 6.6 6.3
Old : 100.0: 44.0 54.4 21.5 7.0 14.2 1.9 0.4 11.8 0.0 5.9 0.0: 6.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.2 50.7 80.9 73.3 41.6 39.6 53.2 49.3
Old : 60.2 50.7 80.9 73.3 41.6 39.6 53.2 49.3
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,189: 28,510 29,585 7,621 3,031 9,103 1,065 915 8,800 0 3,785 0: 6,090 5,970
Old : 61,189: 28,510 29,585 7,621 3,031 9,103 1,065 915 8,800 0 3,785 0: 6,090 5,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,380: 45 1,205 300 165 -165 0 -1,050 1,200 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 48.4 12.5 5.0 14.9 1.7 1.5 14.4 0.0 6.2 0.0: 10.0 9.8
Old : 100.0: 46.6 48.4 12.5 5.0 14.9 1.7 1.5 14.4 0.0 6.2 0.0: 10.0 9.8
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: 16 17 . . . . . . 0 . 0:
Old : 25: 16 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 : 52.1 54.4 73.3 75.0 33.6 36.7 44.5 45.2
Old : 52.1 54.4 73.3 75.0 33.6 36.7 44.5 45.2
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,135: 15,210 24,165 435 8,225 2,770 15,605 0 2,640 590 0 1,090: 3,795 3,245
Old : 42,135: 15,210 24,165 435 8,225 2,770 15,605 0 2,640 590 0 1,090: 3,795 3,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 410: 690 280 0 300 -180 -100 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 57.4 1.0 19.5 6.6 37.0 0.0 6.3 1.4 0.0 2.6: 9.0 7.7
Old : 100.0: 36.1 57.4 1.0 19.5 6.6 37.0 0.0 6.3 1.4 0.0 2.6: 9.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . 0 . . 0 .:
Old : 26: 13 15 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 55.3 74.8 73.3 51.1 45.8 55.7 57.6
Old : 60.4 55.3 74.8 73.3 51.1 45.8 55.7 57.6
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,700: 11,740 36,645 0 7,870 2,515 32,355 230 1,510 590 0 1,090: 1,900 1,840
Old : 51,700: 11,740 36,645 0 7,870 2,515 32,355 230 1,510 590 0 1,090: 1,900 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 300: 700 300 0 300 -300 -100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 70.9 0.0 15.2 4.9 62.6 0.4 2.9 1.1 0.0 2.1: 3.7 3.6
Old : 100.0: 22.7 70.9 0.0 15.2 4.9 62.6 0.4 2.9 1.1 0.0 2.1: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 0 . . . . . . 0 .:
Old : 24: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 61.6 89.5 81.5 73.7 52.0 76.1 69.8
Old : 80.7 61.6 89.5 81.5 73.7 52.0 76.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 181,022: 99,300 101,694 2,199 0 33,492 5,315 10,250 6,735 3,755 0 0: 30,226 28,851
Old : 181,022: 99,300 101,694 2,199 0 33,492 5,315 10,250 6,735 3,755 0 0: 30,226 28,851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,261: 159 601 -315 -1,657 1,684 0 950 550 0 0 0: 183 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 56.2 1.2 0.0 18.5 2.9 5.7 3.7 2.1 0.0 0.0: 16.7 15.9
Old : 100.0: 54.9 56.2 1.2 0.0 18.5 2.9 5.7 3.7 2.1 0.0 0.0: 16.7 15.9
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 : 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 : 41.2 51.0 57.1 68.5 23.1 31.6 32.5 35.9
Old : 41.2 51.0 57.1 68.5 23.1 31.6 32.5 35.9
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,010: 70,745 59,365 4,170 13,250 14,530 375 5,840 9,375 3,225 0 0: 16,590 16,650
Old : 119,010: 70,745 59,365 4,170 13,250 14,530 375 5,840 9,375 3,225 0 0: 16,590 16,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,300: 920 155 -565 -750 550 0 950 310 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 49.9 3.5 11.1 12.2 0.3 4.9 7.9 2.7 0.0 0.0: 13.9 14.0
Old : 100.0: 59.4 49.9 3.5 11.1 12.2 0.3 4.9 7.9 2.7 0.0 0.0: 13.9 14.0
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: 22 22 . . . . . . . 0 0:
Old : 31: 22 22 . . . . . . . 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 : 39.2 47.3 62.1 67.6 26.7 31.2 38.4 41.0
Old : 39.2 47.3 62.1 67.6 26.7 31.2 38.4 41.0
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,805: 19,840 15,110 0 9,145 2,070 3,555 300 420 1,150 0 525: 1,245 1,235
Old : 28,805: 19,840 15,110 0 9,145 2,070 3,555 300 420 1,150 0 525: 1,245 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 455: 0 600 0 -600 475 0 0 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 52.5 0.0 31.7 7.2 12.3 1.0 1.5 4.0 0.0 1.8: 4.3 4.3
Old : 100.0: 68.9 52.5 0.0 31.7 7.2 12.3 1.0 1.5 4.0 0.0 1.8: 4.3 4.3
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 : 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 : 60.5 80.5 84.0 91.4 58.6 73.3 77.2 82.4
Old : 60.5 80.5 84.0 91.4 58.6 73.3 77.2 82.4
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,035: 20,760 14,915 0 10,005 1,820 3,770 300 0 650 0 500: 1,535 1,495
Old : 29,035: 20,760 14,915 0 10,005 1,820 3,770 300 0 650 0 500: 1,535 1,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 400: 100 600 0 -500 475 0 0 0 0 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 51.4 0.0 34.5 6.3 13.0 1.0 0.0 2.2 0.0 1.7: 5.3 5.1
Old : 100.0: 71.5 51.4 0.0 34.5 6.3 13.0 1.0 0.0 2.2 0.0 1.7: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.2 81.8 83.8 92.2 64.0 75.6 78.7 84.5
Old : 64.2 81.8 83.8 92.2 64.0 75.6 78.7 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020