COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,243: 13,301 10,621 1,732 376 401 804 1,650 180 462 3,551 1,271: 1,092 1,193
Old : 19,243: 13,301 10,621 1,732 376 401 804 1,650 180 462 3,551 1,271: 1,092 1,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -1,691: -1,389 -555 80 -350 -158 65 -23 -113 -193 -247 -322: 339 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 55.2 9.0 2.0 2.1 4.2 8.6 0.9 2.4 18.5 6.6: 5.7 6.2
Old : 100.0: 69.1 55.2 9.0 2.0 2.1 4.2 8.6 0.9 2.4 18.5 6.6: 5.7 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 : 29: 13 12 . . . . . . . . 5:
Old : 29: 13 12 . . . . . . . . 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 : 52.8 47.4 72.7 73.3 33.3 38.1 44.1 45.0
Old : 52.8 47.4 72.7 73.3 33.3 38.1 44.1 45.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,810: 15,243 13,460 189 2,752 4,094 737 843 411 2,779 2,109 2,789: 567 353
Old : 26,810: 15,243 13,460 189 2,752 4,094 737 843 411 2,779 2,109 2,789: 567 353
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -2,905: -1,557 -1,688 -7 -169 -355 35 25 -146 -102 196 -735: -37 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 50.2 0.7 10.3 15.3 2.7 3.1 1.5 10.4 7.9 10.4: 2.1 1.3
Old : 100.0: 56.9 50.2 0.7 10.3 15.3 2.7 3.1 1.5 10.4 7.9 10.4: 2.1 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 : 44: 21 22 . . . . . 4 6 7 12:
Old : 44: 21 22 . . . . . 4 6 7 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 46.6 63.6 66.3 21.7 27.6 31.6 34.1
Old : 42.8 46.6 63.6 66.3 21.7 27.6 31.6 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 42,236: 25,210 38,871 6,574 0 1,882 300 473 255 7,260 255 500: 255 0
Old : 42,236: 25,210 38,871 6,574 0 1,882 300 473 255 7,260 255 500: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 288: 484 19 -75 0 34 0 125 5 -265 105 0: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 92.0 15.6 0.0 4.5 0.7 1.1 0.6 17.2 0.6 1.2: 0.6 0.0
Old : 100.0: 59.7 92.0 15.6 0.0 4.5 0.7 1.1 0.6 17.2 0.6 1.2: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 23 . 0 . . . . . . 5:
Old : 39: 25 23 . 0 . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 55.3 78.0 81.4 46.7 48.5 60.7 67.2
Old : 50.7 55.3 78.0 81.4 46.7 48.5 60.7 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,641: 23,262 29,441 875 557 2,143 759 0 25 5,150 175 300: 127 0
Old : 32,641: 23,262 29,441 875 557 2,143 759 0 25 5,150 175 300: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 365: 375 315 125 40 -40 -50 0 0 -275 -53 103: 127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 90.2 2.7 1.7 6.6 2.3 0.0 0.1 15.8 0.5 0.9: 0.4 0.0
Old : 100.0: 71.3 90.2 2.7 1.7 6.6 2.3 0.0 0.1 15.8 0.5 0.9: 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 : 30: 16 19 . . . . 0 . . . .:
Old : 30: 16 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 71.2 79.2 88.9 54.2 66.2 71.5 79.4
Old : 54.4 71.2 79.2 88.9 54.2 66.2 71.5 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,381: 112,804 91,404 1,937 19,019 6,662 1,926 1,460 1,381 2,022 6,554 9,443: 206 458
Old : 136,381: 112,804 91,404 1,937 19,019 6,662 1,926 1,460 1,381 2,022 6,554 9,443: 206 458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 586: 959 286 -65 -199 64 -10 5 10 -410 264 165: -127 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 67.0 1.4 13.9 4.9 1.4 1.1 1.0 1.5 4.8 6.9: 0.2 0.3
Old : 100.0: 82.7 67.0 1.4 13.9 4.9 1.4 1.1 1.0 1.5 4.8 6.9: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 29 32 . . 4 . 6 . 8 5 6:
Old : 59: 29 32 . . 4 . 6 . 8 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 : 53.6 39.9 69.8 60.4 41.0 28.1 44.9 37.6
Old : 53.6 39.9 69.8 60.4 41.0 28.1 44.9 37.6
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 73,408: 58,556 58,712 6,087 6,961 4,248 225 340 2,304 1,475 250 512: 0 80
Old : 73,408: 58,556 58,712 6,087 6,961 4,248 225 340 2,304 1,475 250 512: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 691: 167 480 0 -346 146 75 258 3 350 200 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 80.0 8.3 9.5 5.8 0.3 0.5 3.1 2.0 0.3 0.7: 0.0 0.1
Old : 100.0: 79.8 80.0 8.3 9.5 5.8 0.3 0.5 3.1 2.0 0.3 0.7: 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 : 38: 19 22 . . . . . . 5 . .:
Old : 38: 19 22 . . . . . . 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 : 61.8 73.4 81.7 87.8 61.3 64.2 69.4 69.7
Old : 61.8 73.4 81.7 87.8 61.3 64.2 69.4 69.7
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,962: 30,990 24,272 1,491 8,610 730 0 0 0 476 75 275: 0 0
Old : 33,962: 30,990 24,272 1,491 8,610 730 0 0 0 476 75 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 0: 0 0 -1 0 0 0 0 0 1 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 71.5 4.4 25.4 2.1 0.0 0.0 0.0 1.4 0.2 0.8: 0.0 0.0
Old : 100.0: 91.2 71.5 4.4 25.4 2.1 0.0 0.0 0.0 1.4 0.2 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 8 14 . . . 0 0 0 . . .:
Old : 24: 8 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 85.2 95.3 94.3 75.3 73.5 79.7 79.7
Old : 85.8 85.2 95.3 94.3 75.3 73.5 79.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,250: 30,865 29,609 716 18,610 6,797 724 75 338 15,549 41 5,775: 486 5
Old : 61,250: 30,865 29,609 716 18,610 6,797 724 75 338 15,549 41 5,775: 486 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -30: -16 24 -55 -40 0 0 0 0 0 -10 0: 41 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 48.3 1.2 30.4 11.1 1.2 0.1 0.6 25.4 0.1 9.4: 0.8 0.0
Old : 100.0: 50.4 48.3 1.2 30.4 11.1 1.2 0.1 0.6 25.4 0.1 9.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 21 . . 5 . . . . . .:
Old : 38: 21 21 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 55.1 74.3 73.4 44.0 42.0 51.1 53.0
Old : 50.2 55.1 74.3 73.4 44.0 42.0 51.1 53.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,048: 45,057 33,446 0 35,612 6,761 1,607 825 661 23,919 833 4,757: 286 153
Old : 83,048: 45,057 33,446 0 35,612 6,761 1,607 825 661 23,919 833 4,757: 286 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 201: 199 90 0 -5 91 -35 60 0 29 0 -5: -78 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.3 0.0 42.9 8.1 1.9 1.0 0.8 28.8 1.0 5.7: 0.3 0.2
Old : 100.0: 54.3 40.3 0.0 42.9 8.1 1.9 1.0 0.8 28.8 1.0 5.7: 0.3 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 : 46: 23 24 0 4 4 . 6 . . . 4:
Old : 46: 23 24 0 4 4 . 6 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 61.6 72.3 78.1 51.6 54.6 59.7 60.4
Old : 53.5 61.6 72.3 78.1 51.6 54.6 59.7 60.4
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 78,653: 60,032 56,421 11,014 17,131 2,338 1,200 0 0 1,858 1,372 1,294: 917 97
Old : 78,653: 60,032 56,421 11,014 17,131 2,338 1,200 0 0 1,858 1,372 1,294: 917 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 45: 45 30 0 0 0 0 0 0 10 0 0: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 71.7 14.0 21.8 3.0 1.5 0.0 0.0 2.4 1.7 1.6: 1.2 0.1
Old : 100.0: 76.3 71.7 14.0 21.8 3.0 1.5 0.0 0.0 2.4 1.7 1.6: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 22 4 . 4 . 0 0 . . .:
Old : 40: 22 22 4 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 70.6 70.7 83.2 43.5 70.1 68.1 78.6
Old : 45.1 70.6 70.7 83.2 43.5 70.1 68.1 78.6
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,017: 72,170 62,767 20,393 32,837 1,212 1,150 0 0 2,184 1,293 1,836: 1,072 72
Old : 100,017: 72,170 62,767 20,393 32,837 1,212 1,150 0 0 2,184 1,293 1,836: 1,072 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 30: 1 25 0 0 0 0 0 0 -268 0 -55: 352 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 62.8 20.4 32.8 1.2 1.1 0.0 0.0 2.2 1.3 1.8: 1.1 0.1
Old : 100.0: 72.2 62.8 20.4 32.8 1.2 1.1 0.0 0.0 2.2 1.3 1.8: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 24 5 . 5 . 0 0 . . .:
Old : 42: 23 24 5 . 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 : 44.0 69.3 67.3 84.8 43.6 68.8 66.2 81.5
Old : 44.0 69.3 67.3 84.8 43.6 68.8 66.2 81.5
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,369: 28,493 36,144 7,804 0 2,480 0 0 0 450 420 0: 142 325
Old : 39,369: 28,493 36,144 7,804 0 2,480 0 0 0 450 420 0: 142 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -75: -75 -75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 91.8 19.8 0.0 6.3 0.0 0.0 0.0 1.1 1.1 0.0: 0.4 0.8
Old : 100.0: 72.4 91.8 19.8 0.0 6.3 0.0 0.0 0.0 1.1 1.1 0.0: 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 : 28: 17 18 . 0 . 0 0 0 . . 0:
Old : 28: 17 18 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 84.7 86.8 94.4 60.5 84.1 76.3 86.4
Old : 68.3 84.7 86.8 94.4 60.5 84.1 76.3 86.4
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,002: 22,871 18,689 0 3,903 1,440 0 600 0 355 205 65: 271 100
Old : 25,002: 22,871 18,689 0 3,903 1,440 0 600 0 355 205 65: 271 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -130: -120 -170 0 50 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 74.8 0.0 15.6 5.8 0.0 2.4 0.0 1.4 0.8 0.3: 1.1 0.4
Old : 100.0: 91.5 74.8 0.0 15.6 5.8 0.0 2.4 0.0 1.4 0.8 0.3: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 0 . . 0 . 0 . . .:
Old : 28: 17 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 : 59.3 65.7 78.7 86.0 49.4 57.8 62.7 66.2
Old : 59.3 65.7 78.7 86.0 49.4 57.8 62.7 66.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 85,245: 53,241 62,323 320 10,494 9,326 9,369 116 342 10,317 556 1,982: 349 107
Old : 85,245: 53,241 62,323 320 10,494 9,326 9,369 116 342 10,317 556 1,982: 349 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 66: 386 11 0 -15 7 -486 41 6 86 2 21: 45 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 73.1 0.4 12.3 10.9 11.0 0.1 0.4 12.1 0.7 2.3: 0.4 0.1
Old : 100.0: 62.5 73.1 0.4 12.3 10.9 11.0 0.1 0.4 12.1 0.7 2.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 28 28 . . . 8 . . 12 . 7:
Old : 57: 28 28 . . . 8 . . 12 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 48.5 55.1 69.2 15.2 19.4 22.8 29.1
Old : 35.2 48.5 55.1 69.2 15.2 19.4 22.8 29.1
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,104: 24,797 27,719 0 5,807 2,281 700 0 0 8,421 355 600: 305 342
Old : 37,104: 24,797 27,719 0 5,807 2,281 700 0 0 8,421 355 600: 305 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 764: 640 680 0 84 0 -600 0 0 700 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 74.7 0.0 15.7 6.1 1.9 0.0 0.0 22.7 1.0 1.6: 0.8 0.9
Old : 100.0: 66.8 74.7 0.0 15.7 6.1 1.9 0.0 0.0 22.7 1.0 1.6: 0.8 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 : 32: 17 19 0 . . . 0 0 4 . .:
Old : 32: 17 19 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 : 54.9 51.9 79.8 75.9 44.1 40.7 59.1 56.2
Old : 54.9 51.9 79.8 75.9 44.1 40.7 59.1 56.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,885: 34,862 41,530 6,575 0 2,670 0 0 0 600 395 25: 153 265
Old : 44,885: 34,862 41,530 6,575 0 2,670 0 0 0 600 395 25: 153 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -145: -140 -195 -60 0 50 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 92.5 14.6 0.0 5.9 0.0 0.0 0.0 1.3 0.9 0.1: 0.3 0.6
Old : 100.0: 77.7 92.5 14.6 0.0 5.9 0.0 0.0 0.0 1.3 0.9 0.1: 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 : 31: 20 21 . 0 . 0 0 0 . . .:
Old : 31: 20 21 . 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 : 52.4 84.7 80.8 94.3 44.3 78.3 65.1 80.3
Old : 52.4 84.7 80.8 94.3 44.3 78.3 65.1 80.3
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,655: 33,653 27,352 0 5,758 5,407 60 1,695 0 475 338 5: 1,055 100
Old : 40,655: 33,653 27,352 0 5,758 5,407 60 1,695 0 475 338 5: 1,055 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 90: 75 70 0 65 -45 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 67.3 0.0 14.2 13.3 0.1 4.2 0.0 1.2 0.8 0.0: 2.6 0.2
Old : 100.0: 82.8 67.3 0.0 14.2 13.3 0.1 4.2 0.0 1.2 0.8 0.0: 2.6 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 : 33: 19 18 0 . . . 4 0 . . .:
Old : 33: 19 18 0 . . . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 45.9 77.7 73.4 36.9 28.3 42.7 41.6
Old : 56.3 45.9 77.7 73.4 36.9 28.3 42.7 41.6
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,022: 50,935 59,832 7,735 45 3,025 0 75 0 2,704 1,700 0: 623 345
Old : 65,022: 50,935 59,832 7,735 45 3,025 0 75 0 2,704 1,700 0: 623 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -50: -50 -50 27 0 0 0 0 0 -32 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 92.0 11.9 0.1 4.7 0.0 0.1 0.0 4.2 2.6 0.0: 1.0 0.5
Old : 100.0: 78.3 92.0 11.9 0.1 4.7 0.0 0.1 0.0 4.2 2.6 0.0: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 12 4 . . 0 . 0 . . 0:
Old : 32: 19 12 4 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 87.6 72.9 95.3 50.1 83.2 70.1 87.6
Old : 51.8 87.6 72.9 95.3 50.1 83.2 70.1 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 69,078: 56,289 59,607 5,808 2,266 2,590 0 75 0 3,996 4,300 60: 335 180
Old : 69,078: 56,289 59,607 5,808 2,266 2,590 0 75 0 3,996 4,300 60: 335 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -231: -92 -277 15 225 -179 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 86.3 8.4 3.3 3.7 0.0 0.1 0.0 5.8 6.2 0.1: 0.5 0.3
Old : 100.0: 81.5 86.3 8.4 3.3 3.7 0.0 0.1 0.0 5.8 6.2 0.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 13 . . . 0 . 0 4 . .:
Old : 35: 21 13 . . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 81.4 71.7 94.6 48.9 78.8 66.1 87.8
Old : 50.8 81.4 71.7 94.6 48.9 78.8 66.1 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,776: 65,579 76,162 10,507 85 3,826 148 0 20 1,383 1,638 35: 278 10
Old : 81,776: 65,579 76,162 10,507 85 3,826 148 0 20 1,383 1,638 35: 278 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -13: 204 -75 -185 0 15 -70 0 20 0 36 -14: 17 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 93.1 12.8 0.1 4.7 0.2 0.0 0.0 1.7 2.0 0.0: 0.3 0.0
Old : 100.0: 80.2 93.1 12.8 0.1 4.7 0.2 0.0 0.0 1.7 2.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 25 6 . 4 . 0 . . 5 .:
Old : 44: 22 25 6 . 4 . 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 : 59.9 52.8 77.5 77.2 58.6 50.4 73.6 69.9
Old : 59.9 52.8 77.5 77.2 58.6 50.4 73.6 69.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,322: 79,059 85,889 13,650 1,355 5,401 100 1,817 230 2,384 6,429 176: 322 26
Old : 101,322: 79,059 85,889 13,650 1,355 5,401 100 1,817 230 2,384 6,429 176: 322 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -509: -258 -803 109 70 -182 0 244 0 -122 243 -34: -22 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 84.8 13.5 1.3 5.3 0.1 1.8 0.2 2.4 6.3 0.2: 0.3 0.0
Old : 100.0: 78.0 84.8 13.5 1.3 5.3 0.1 1.8 0.2 2.4 6.3 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 : 57: 23 27 5 . 4 . 8 . . 8 .:
Old : 57: 23 27 5 . 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 : 52.2 48.2 70.8 72.7 51.7 45.4 66.3 62.4
Old : 52.2 48.2 70.8 72.7 51.7 45.4 66.3 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,427: 37,752 49,972 17,039 1,174 316 0 965 125 75 2,775 100: 20 0
Old : 55,427: 37,752 49,972 17,039 1,174 316 0 965 125 75 2,775 100: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 75: 175 50 -50 0 0 0 50 -25 0 25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 90.2 30.7 2.1 0.6 0.0 1.7 0.2 0.1 5.0 0.2: 0.0 0.0
Old : 100.0: 68.1 90.2 30.7 2.1 0.6 0.0 1.7 0.2 0.1 5.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 13 . . . 0 . . . 4 .:
Old : 29: 14 13 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 88.8 96.0 95.2 77.0 86.8 93.0 91.4
Old : 77.1 88.8 96.0 95.2 77.0 86.8 93.0 91.4
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 49,856: 38,408 48,435 10,588 0 60 0 0 0 650 1,211 150: 0 0
Old : 49,856: 38,408 48,435 10,588 0 60 0 0 0 650 1,211 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 226: 225 75 1 0 0 0 0 0 0 151 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 97.1 21.2 0.0 0.1 0.0 0.0 0.0 1.3 2.4 0.3: 0.0 0.0
Old : 100.0: 77.0 97.1 21.2 0.0 0.1 0.0 0.0 0.0 1.3 2.4 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 8 . 0 . 0 0 0 . . .:
Old : 23: 10 8 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 97.4 98.0 99.1 80.6 96.3 97.6 98.0
Old : 80.7 97.4 98.0 99.1 80.6 96.3 97.6 98.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,302: 47,102 59,537 13,448 0 2,239 275 0 0 1,401 2,591 783: 54 152
Old : 65,302: 47,102 59,537 13,448 0 2,239 275 0 0 1,401 2,591 783: 54 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 236: -69 221 293 0 0 0 0 0 0 -22 22: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 91.2 20.6 0.0 3.4 0.4 0.0 0.0 2.1 4.0 1.2: 0.1 0.2
Old : 100.0: 72.1 91.2 20.6 0.0 3.4 0.4 0.0 0.0 2.1 4.0 1.2: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 4 0 . . 0 0 4 . .:
Old : 34: 19 21 4 0 . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 83.2 74.4 92.3 45.9 80.7 67.8 83.3
Old : 49.3 83.2 74.4 92.3 45.9 80.7 67.8 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,443: 52,184 61,932 10,912 78 597 639 517 60 1,276 2,490 4,682: 93 87
Old : 70,443: 52,184 61,932 10,912 78 597 639 517 60 1,276 2,490 4,682: 93 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 349: 144 340 306 0 0 -110 -10 10 -1 0 0: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 87.9 15.5 0.1 0.8 0.9 0.7 0.1 1.8 3.5 6.6: 0.1 0.1
Old : 100.0: 74.1 87.9 15.5 0.1 0.8 0.9 0.7 0.1 1.8 3.5 6.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 22 . . . 5 . . . . .:
Old : 41: 20 22 . . . 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 : 48.2 75.1 72.0 87.3 47.1 66.6 64.5 73.2
Old : 48.2 75.1 72.0 87.3 47.1 66.6 64.5 73.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,089: 15,938 27,242 10,649 0 223 0 540 40 1,000 0 10: 229 34
Old : 28,089: 15,938 27,242 10,649 0 223 0 540 40 1,000 0 10: 229 34
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -5: 45 -5 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 97.0 37.9 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0: 0.8 0.1
Old : 100.0: 56.7 97.0 37.9 0.0 0.8 0.0 1.9 0.1 3.6 0.0 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 4 0 . 0 . . . 0 .:
Old : 24: 13 11 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 : 64.6 80.2 80.6 96.2 63.9 72.7 77.7 88.5
Old : 64.6 80.2 80.6 96.2 63.9 72.7 77.7 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,334: 15,609 26,866 10,395 0 301 0 60 0 810 0 0: 219 107
Old : 27,334: 15,609 26,866 10,395 0 301 0 60 0 810 0 0: 219 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 10: 0 0 -10 0 10 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 98.3 38.0 0.0 1.1 0.0 0.2 0.0 3.0 0.0 0.0: 0.8 0.4
Old : 100.0: 57.1 98.3 38.0 0.0 1.1 0.0 0.2 0.0 3.0 0.0 0.0: 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 : 24: 14 9 5 0 . 0 . 0 . 0 0:
Old : 24: 14 9 5 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 83.7 79.2 97.8 62.6 74.9 74.5 85.2
Old : 63.7 83.7 79.2 97.8 62.6 74.9 74.5 85.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,966: 29,192 27,174 3,950 3,015 1,195 0 1,095 340 36 1,877 869: 384 401
Old : 35,966: 29,192 27,174 3,950 3,015 1,195 0 1,095 340 36 1,877 869: 384 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 276: 220 159 60 50 -10 0 0 0 36 85 -4: -26 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 75.6 11.0 8.4 3.3 0.0 3.0 0.9 0.1 5.2 2.4: 1.1 1.1
Old : 100.0: 81.2 75.6 11.0 8.4 3.3 0.0 3.0 0.9 0.1 5.2 2.4: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 17 . . 4 0 . . . . .:
Old : 31: 13 17 . . 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 : 68.5 58.4 84.9 75.2 62.1 55.7 76.6 67.9
Old : 68.5 58.4 84.9 75.2 62.1 55.7 76.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,961: 18,671 19,359 2,792 0 120 0 1,485 10 293 1,570 407: 668 10
Old : 22,961: 18,671 19,359 2,792 0 120 0 1,485 10 293 1,570 407: 668 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 156: 115 276 27 0 0 0 -200 10 0 70 0: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 84.3 12.2 0.0 0.5 0.0 6.5 0.0 1.3 6.8 1.8: 2.9 0.0
Old : 100.0: 81.3 84.3 12.2 0.0 0.5 0.0 6.5 0.0 1.3 6.8 1.8: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 0 . 0 . . . . .:
Old : 25: 13 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 71.6 90.6 86.5 73.2 69.0 84.6 81.8
Old : 73.5 71.6 90.6 86.5 73.2 69.0 84.6 81.8
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 56,887: 44,650 37,007 7,734 14,366 496 135 2,847 689 2,314 683 799: 70 0
Old : 56,887: 44,650 37,007 7,734 14,366 496 135 2,847 689 2,314 683 799: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 945: 841 579 24 5 35 10 320 46 75 -5 -35: -51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 65.1 13.6 25.3 0.9 0.2 5.0 1.2 4.1 1.2 1.4: 0.1 0.0
Old : 100.0: 78.5 65.1 13.6 25.3 0.9 0.2 5.0 1.2 4.1 1.2 1.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 23 6 . 4 . . 4 4 . .:
Old : 45: 24 23 6 . 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 : 58.3 62.7 72.0 80.2 41.7 49.4 53.3 60.2
Old : 58.3 62.7 72.0 80.2 41.7 49.4 53.3 60.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,085: 34,658 20,462 3,021 16,900 731 75 253 527 492 729 483: 98 0
Old : 40,085: 34,658 20,462 3,021 16,900 731 75 253 527 492 729 483: 98 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 197: 2 148 46 63 93 10 -60 17 10 -35 30: -11 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 51.0 7.5 42.2 1.8 0.2 0.6 1.3 1.2 1.8 1.2: 0.2 0.0
Old : 100.0: 86.5 51.0 7.5 42.2 1.8 0.2 0.6 1.3 1.2 1.8 1.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 20 21 4 . . . . . . . .:
Old : 36: 20 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 : 69.5 71.6 83.0 85.1 61.7 66.6 69.6 73.5
Old : 69.5 71.6 83.0 85.1 61.7 66.6 69.6 73.5
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,190: 9,750 18,756 7,192 0 1,992 394 0 102 1,625 300 0: 135 40
Old : 21,190: 9,750 18,756 7,192 0 1,992 394 0 102 1,625 300 0: 135 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 32: 75 50 1 0 -45 -1 0 2 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 88.5 33.9 0.0 9.4 1.9 0.0 0.5 7.7 1.4 0.0: 0.6 0.2
Old : 100.0: 46.0 88.5 33.9 0.0 9.4 1.9 0.0 0.5 7.7 1.4 0.0: 0.6 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 : 25: 15 13 . 0 . . 0 . . . 0:
Old : 25: 15 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 : 62.7 80.7 83.0 90.4 53.1 70.9 69.4 75.9
Old : 62.7 80.7 83.0 90.4 53.1 70.9 69.4 75.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,629: 9,924 8,705 181 395 969 0 260 0 100 1,035 265: 190 0
Old : 11,629: 9,924 8,705 181 395 969 0 260 0 100 1,035 265: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -10: -10 0 0 0 0 0 -10 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 74.9 1.6 3.4 8.3 0.0 2.2 0.0 0.9 8.9 2.3: 1.6 0.0
Old : 100.0: 85.3 74.9 1.6 3.4 8.3 0.0 2.2 0.0 0.9 8.9 2.3: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . 0 . 0 . . .:
Old : 24: 11 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 75.9 86.1 91.2 56.2 69.4 72.5 76.2
Old : 66.8 75.9 86.1 91.2 56.2 69.4 72.5 76.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,791: 10,228 8,705 337 395 816 0 250 0 100 1,435 190: 120 0
Old : 11,791: 10,228 8,705 337 395 816 0 250 0 100 1,435 190: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 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: 86.7 73.8 2.9 3.4 6.9 0.0 2.1 0.0 0.8 12.2 1.6: 1.0 0.0
Old : 100.0: 86.7 73.8 2.9 3.4 6.9 0.0 2.1 0.0 0.8 12.2 1.6: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . . . 0 . 0 . . .:
Old : 25: 12 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 76.3 85.2 91.4 55.2 71.8 71.7 78.4
Old : 64.5 76.3 85.2 91.4 55.2 71.8 71.7 78.4
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,000: 9,600 13,685 4,135 1,149 35 0 180 0 1,180 75 825: 225 51
Old : 16,000: 9,600 13,685 4,135 1,149 35 0 180 0 1,180 75 825: 225 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 10: -5 0 100 45 -35 0 0 0 -100 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 85.5 25.8 7.2 0.2 0.0 1.1 0.0 7.4 0.5 5.2: 1.4 0.3
Old : 100.0: 60.0 85.5 25.8 7.2 0.2 0.0 1.1 0.0 7.4 0.5 5.2: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 13 . . . 0 . 0 . . .:
Old : 29: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 68.0 80.6 85.7 57.6 59.1 74.3 70.9
Old : 57.9 68.0 80.6 85.7 57.6 59.1 74.3 70.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,694: 9,144 13,555 4,388 1,144 35 0 180 0 1,265 75 655: 207 50
Old : 15,694: 9,144 13,555 4,388 1,144 35 0 180 0 1,265 75 655: 207 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 10: 45 0 100 45 -35 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 86.4 28.0 7.3 0.2 0.0 1.1 0.0 8.1 0.5 4.2: 1.3 0.3
Old : 100.0: 58.3 86.4 28.0 7.3 0.2 0.0 1.1 0.0 8.1 0.5 4.2: 1.3 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 : 29: 15 13 . . . 0 . 0 . . .:
Old : 29: 15 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 68.5 81.9 85.5 59.2 57.7 74.6 71.6
Old : 59.8 68.5 81.9 85.5 59.2 57.7 74.6 71.6
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,957: 28,182 34,382 7,018 200 1,210 0 130 0 515 1,000 2,975: 57 60
Old : 39,957: 28,182 34,382 7,018 200 1,210 0 130 0 515 1,000 2,975: 57 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -100: 20 -100 -270 0 150 0 0 0 150 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 86.0 17.6 0.5 3.0 0.0 0.3 0.0 1.3 2.5 7.4: 0.1 0.2
Old : 100.0: 70.5 86.0 17.6 0.5 3.0 0.0 0.3 0.0 1.3 2.5 7.4: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 12 4 . . 0 . 0 . . .:
Old : 34: 19 12 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 : 65.8 72.4 80.1 91.9 58.3 64.0 68.9 75.3
Old : 65.8 72.4 80.1 91.9 58.3 64.0 68.9 75.3
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,817: 28,527 34,713 6,536 200 1,064 0 130 0 630 710 3,000: 60 0
Old : 39,817: 28,527 34,713 6,536 200 1,064 0 130 0 630 710 3,000: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -100: 20 -100 -270 0 150 0 0 0 150 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 87.2 16.4 0.5 2.7 0.0 0.3 0.0 1.6 1.8 7.5: 0.2 0.0
Old : 100.0: 71.6 87.2 16.4 0.5 2.7 0.0 0.3 0.0 1.6 1.8 7.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 13 4 . . 0 . 0 4 . 4:
Old : 35: 20 13 4 . . 0 . 0 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 74.3 78.1 92.1 56.6 64.7 67.1 76.2
Old : 64.7 74.3 78.1 92.1 56.6 64.7 67.1 76.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,003: 82,222 78,670 21,021 17,364 2,801 975 767 20 550 8,000 1,346: 68 35
Old : 109,003: 82,222 78,670 21,021 17,364 2,801 975 767 20 550 8,000 1,346: 68 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 638: 695 525 30 115 -17 -10 0 0 0 75 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 72.2 19.3 15.9 2.6 0.9 0.7 0.0 0.5 7.3 1.2: 0.1 0.0
Old : 100.0: 75.4 72.2 19.3 15.9 2.6 0.9 0.7 0.0 0.5 7.3 1.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 28 4 4 4 . . . . 7 5:
Old : 60: 34 28 4 4 4 . . . . 7 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 : 35.4 47.5 59.1 69.9 32.0 43.3 55.2 60.9
Old : 35.4 47.5 59.1 69.9 32.0 43.3 55.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,037: 86,257 91,303 23,973 12,676 4,627 1,204 985 115 610 7,042 2,234: 17 55
Old : 119,037: 86,257 91,303 23,973 12,676 4,627 1,204 985 115 610 7,042 2,234: 17 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 417: 342 -69 0 -100 160 0 315 25 -37 129 -58: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 76.7 20.1 10.6 3.9 1.0 0.8 0.1 0.5 5.9 1.9: 0.0 0.0
Old : 100.0: 72.5 76.7 20.1 10.6 3.9 1.0 0.8 0.1 0.5 5.9 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 36 30 4 4 5 . . . 4 8 7:
Old : 66: 36 30 4 4 5 . . . 4 8 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 : 31.6 49.4 52.1 69.8 26.5 41.9 44.5 57.3
Old : 31.6 49.4 52.1 69.8 26.5 41.9 44.5 57.3
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 423,271: 228,193 271,683 52,084 3,114 75,793 12,174 8,725 7,304 11,637 20,831 35,703: 383 117
Old : 423,271: 228,193 271,683 52,084 3,114 75,793 12,174 8,725 7,304 11,637 20,831 35,703: 383 117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -1,023: 276 -3,123 -2,382 81 1,533 555 879 -113 -598 -187 135: -429 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 64.2 12.3 0.7 17.9 2.9 2.1 1.7 2.7 4.9 8.4: 0.1 0.0
Old : 100.0: 53.9 64.2 12.3 0.7 17.9 2.9 2.1 1.7 2.7 4.9 8.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 34 35 5 . 6 8 8 6 14 10 13:
Old : 87: 34 35 5 . 6 8 8 6 14 10 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 40.2 63.2 61.1 20.0 21.0 25.7 28.8
Old : 44.5 40.2 63.2 61.1 20.0 21.0 25.7 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,981: 8,578 14,702 2,830 818 436 825 0 0 3,305 25 0: 7 0
Old : 15,981: 8,578 14,702 2,830 818 436 825 0 0 3,305 25 0: 7 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 300: 0 300 0 0 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 92.0 17.7 5.1 2.7 5.2 0.0 0.0 20.7 0.2 0.0: 0.0 0.0
Old : 100.0: 53.7 92.0 17.7 5.1 2.7 5.2 0.0 0.0 20.7 0.2 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 : 30: 16 9 . . . . 0 0 . . 0:
Old : 30: 16 9 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 88.0 75.9 98.9 56.2 85.6 75.0 94.8
Old : 57.1 88.0 75.9 98.9 56.2 85.6 75.0 94.8
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,419: 8,035 14,338 2,825 104 782 150 90 80 3,365 25 0: 182 0
Old : 15,419: 8,035 14,338 2,825 104 782 150 90 80 3,365 25 0: 182 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 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: 52.1 93.0 18.3 0.7 5.1 1.0 0.6 0.5 21.8 0.2 0.0: 1.2 0.0
Old : 100.0: 52.1 93.0 18.3 0.7 5.1 1.0 0.6 0.5 21.8 0.2 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 : 28: 16 8 . . . . . . . . 0:
Old : 28: 16 8 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 90.3 78.9 98.5 58.5 88.1 75.7 92.0
Old : 59.8 90.3 78.9 98.5 58.5 88.1 75.7 92.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,589: 2,383 3,874 335 0 265 200 0 0 1,405 450 0: 1 0
Old : 4,589: 2,383 3,874 335 0 265 200 0 0 1,405 450 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 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: 51.9 84.4 7.3 0.0 5.8 4.4 0.0 0.0 30.6 9.8 0.0: 0.0 0.0
Old : 100.0: 51.9 84.4 7.3 0.0 5.8 4.4 0.0 0.0 30.6 9.8 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 : 24: 11 11 . 0 . . 0 0 . . 0:
Old : 24: 11 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 : 54.4 66.4 77.2 85.8 54.4 63.7 72.9 77.9
Old : 54.4 66.4 77.2 85.8 54.4 63.7 72.9 77.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,879: 47,202 49,204 14,876 10,706 0 0 1,478 335 0 700 0: 9,466 9,456
Old : 71,879: 47,202 49,204 14,876 10,706 0 0 1,478 335 0 700 0: 9,466 9,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 68.5 20.7 14.9 0.0 0.0 2.1 0.5 0.0 1.0 0.0: 13.2 13.2
Old : 100.0: 65.7 68.5 20.7 14.9 0.0 0.0 2.1 0.5 0.0 1.0 0.0: 13.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 20 . . 0 0 . . 0 . 0:
Old : 29: 15 20 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 52.4 82.3 73.2 67.1 52.1 73.5 67.2
Old : 73.0 52.4 82.3 73.2 67.1 52.1 73.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,365: 39,039 38,544 11,796 10,466 0 0 1,570 350 0 250 0: 8,180 8,185
Old : 59,365: 39,039 38,544 11,796 10,466 0 0 1,570 350 0 250 0: 8,180 8,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 64.9 19.9 17.6 0.0 0.0 2.6 0.6 0.0 0.4 0.0: 13.8 13.8
Old : 100.0: 65.8 64.9 19.9 17.6 0.0 0.0 2.6 0.6 0.0 0.4 0.0: 13.8 13.8
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 : 24: 15 17 . . 0 0 . . 0 . 0:
Old : 24: 15 17 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 56.6 81.6 73.9 70.2 56.2 74.1 70.6
Old : 73.4 56.6 81.6 73.9 70.2 56.2 74.1 70.6
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,235: 7,849 18,955 13,321 2,445 1,104 150 1,880 0 2,110 0 25: 2,676 2,826
Old : 27,235: 7,849 18,955 13,321 2,445 1,104 150 1,880 0 2,110 0 25: 2,676 2,826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 69.6 48.9 9.0 4.1 0.6 6.9 0.0 7.7 0.0 0.1: 9.8 10.4
Old : 100.0: 28.8 69.6 48.9 9.0 4.1 0.6 6.9 0.0 7.7 0.0 0.1: 9.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 13 . . . . . 0 . 0 .:
Old : 23: 10 13 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 50.4 85.0 75.4 65.5 47.7 72.8 68.7
Old : 74.8 50.4 85.0 75.4 65.5 47.7 72.8 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,465: 6,555 17,280 11,045 730 1,630 150 1,600 80 2,005 0 0: 2,000 2,145
Old : 23,465: 6,555 17,280 11,045 730 1,630 150 1,600 80 2,005 0 0: 2,000 2,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 73.6 47.1 3.1 6.9 0.6 6.8 0.3 8.5 0.0 0.0: 8.5 9.1
Old : 100.0: 27.9 73.6 47.1 3.1 6.9 0.6 6.8 0.3 8.5 0.0 0.0: 8.5 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 14 . . . . . . . 0 0:
Old : 22: 8 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 : 75.9 47.5 88.5 73.1 62.6 43.4 66.5 62.3
Old : 75.9 47.5 88.5 73.1 62.6 43.4 66.5 62.3
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,923: 22,939 18,808 6,545 20,306 498 10,595 460 5,050 0 685 350: 2,946 2,766
Old : 48,923: 22,939 18,808 6,545 20,306 498 10,595 460 5,050 0 685 350: 2,946 2,766
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 38.4 13.4 41.5 1.0 21.7 0.9 10.3 0.0 1.4 0.7: 6.0 5.7
Old : 100.0: 46.9 38.4 13.4 41.5 1.0 21.7 0.9 10.3 0.0 1.4 0.7: 6.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 17 . . . . . . 0 . .:
Old : 26: 18 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 : 60.7 68.3 76.9 81.5 44.2 50.7 53.6 56.0
Old : 60.7 68.3 76.9 81.5 44.2 50.7 53.6 56.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,361: 9,649 10,204 6,875 9,410 0 3,200 20 3,570 0 510 300: 2,767 2,347
Old : 26,361: 9,649 10,204 6,875 9,410 0 3,200 20 3,570 0 510 300: 2,767 2,347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 38.7 26.1 35.7 0.0 12.1 0.1 13.5 0.0 1.9 1.1: 10.5 8.9
Old : 100.0: 36.6 38.7 26.1 35.7 0.0 12.1 0.1 13.5 0.0 1.9 1.1: 10.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 18 . . 0 . . . 0 . .:
Old : 23: 15 18 . . 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 : 64.0 71.5 78.5 81.9 51.3 56.6 57.4 60.4
Old : 64.0 71.5 78.5 81.9 51.3 56.6 57.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,610: 18,350 9,675 4,045 885 420 310 12,470 1,895 0 0 0: 1,590 1,265
Old : 26,610: 18,350 9,675 4,045 885 420 310 12,470 1,895 0 0 0: 1,590 1,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 36.4 15.2 3.3 1.6 1.2 46.9 7.1 0.0 0.0 0.0: 6.0 4.8
Old : 100.0: 69.0 36.4 15.2 3.3 1.6 1.2 46.9 7.1 0.0 0.0 0.0: 6.0 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 : 23: 16 14 . . . . . . 0 0 0:
Old : 23: 16 14 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 79.0 81.5 89.7 43.6 55.4 53.8 58.0
Old : 59.2 79.0 81.5 89.7 43.6 55.4 53.8 58.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 95,638: 46,945 34,213 10,498 34,685 3,140 11,980 2,315 150 2,490 245 1,380: 19,055 19,510
Old : 95,638: 46,945 34,213 10,498 34,685 3,140 11,980 2,315 150 2,490 245 1,380: 19,055 19,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 35.8 11.0 36.3 3.3 12.5 2.4 0.2 2.6 0.3 1.4: 19.9 20.4
Old : 100.0: 49.1 35.8 11.0 36.3 3.3 12.5 2.4 0.2 2.6 0.3 1.4: 19.9 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 22 . . . . . . . . .:
Old : 33: 19 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 48.8 69.3 61.8 48.3 47.3 59.6 57.0
Old : 53.0 48.8 69.3 61.8 48.3 47.3 59.6 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,742: 44,974 32,444 11,485 33,705 3,140 13,380 2,180 250 0 990 1,390: 18,123 18,643
Old : 92,742: 44,974 32,444 11,485 33,705 3,140 13,380 2,180 250 0 990 1,390: 18,123 18,643
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 35.0 12.4 36.3 3.4 14.4 2.4 0.3 0.0 1.1 1.5: 19.5 20.1
Old : 100.0: 48.5 35.0 12.4 36.3 3.4 14.4 2.4 0.3 0.0 1.1 1.5: 19.5 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 21 . . . . . . 0 . .:
Old : 32: 19 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 : 54.6 47.3 68.9 61.4 49.8 46.4 58.9 54.9
Old : 54.6 47.3 68.9 61.4 49.8 46.4 58.9 54.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,720: 12,742 7,047 2,710 2,135 1,904 2,280 8,160 450 1,080 2,770 445: 4,109 2,809
Old : 25,720: 12,742 7,047 2,710 2,135 1,904 2,280 8,160 450 1,080 2,770 445: 4,109 2,809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 27.4 10.5 8.3 7.4 8.9 31.7 1.7 4.2 10.8 1.7: 16.0 10.9
Old : 100.0: 49.5 27.4 10.5 8.3 7.4 8.9 31.7 1.7 4.2 10.8 1.7: 16.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 10 . . . . . . . . .:
Old : 28: 15 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 61.2 59.1 79.9 35.9 52.9 53.9 64.8
Old : 37.6 61.2 59.1 79.9 35.9 52.9 53.9 64.8
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,880: 11,772 7,172 2,590 2,535 1,446 2,280 11,010 450 2,260 175 1,325: 4,757 2,767
Old : 26,880: 11,772 7,172 2,590 2,535 1,446 2,280 11,010 450 2,260 175 1,325: 4,757 2,767
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 26.7 9.6 9.4 5.4 8.5 41.0 1.7 8.4 0.7 4.9: 17.7 10.3
Old : 100.0: 43.8 26.7 9.6 9.4 5.4 8.5 41.0 1.7 8.4 0.7 4.9: 17.7 10.3
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 10 . . . . . . . . .:
Old : 26: 13 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 63.5 60.4 80.4 34.4 57.1 53.1 65.7
Old : 38.1 63.5 60.4 80.4 34.4 57.1 53.1 65.7
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,268: 12,908 8,750 1,522 8,375 184 9,015 155 350 0 6,470 25: 3,264 2,959
Old : 27,268: 12,908 8,750 1,522 8,375 184 9,015 155 350 0 6,470 25: 3,264 2,959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 32.1 5.6 30.7 0.7 33.1 0.6 1.3 0.0 23.7 0.1: 12.0 10.9
Old : 100.0: 47.3 32.1 5.6 30.7 0.7 33.1 0.6 1.3 0.0 23.7 0.1: 12.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 7 . . . . . . 0 . .:
Old : 25: 14 7 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 75.7 83.4 85.9 63.8 71.1 77.9 80.6
Old : 65.1 75.7 83.4 85.9 63.8 71.1 77.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,532: 12,458 8,495 1,877 8,025 36 9,015 125 350 0 6,945 15: 2,781 2,541
Old : 26,532: 12,458 8,495 1,877 8,025 36 9,015 125 350 0 6,945 15: 2,781 2,541
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 32.0 7.1 30.2 0.1 34.0 0.5 1.3 0.0 26.2 0.1: 10.5 9.6
Old : 100.0: 47.0 32.0 7.1 30.2 0.1 34.0 0.5 1.3 0.0 26.2 0.1: 10.5 9.6
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 6 . . . . . . 0 . .:
Old : 24: 13 6 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 77.9 84.2 88.7 64.9 73.3 80.7 83.3
Old : 66.3 77.9 84.2 88.7 64.9 73.3 80.7 83.3
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,414: 18,359 45,871 7,412 9,445 260 19,910 0 0 9,760 0 0: 3,713 3,838
Old : 59,414: 18,359 45,871 7,412 9,445 260 19,910 0 0 9,760 0 0: 3,713 3,838
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 77.2 12.5 15.9 0.4 33.5 0.0 0.0 16.4 0.0 0.0: 6.2 6.5
Old : 100.0: 30.9 77.2 12.5 15.9 0.4 33.5 0.0 0.0 16.4 0.0 0.0: 6.2 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 : 25: 12 13 . . . . 0 0 . 0 0:
Old : 25: 12 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 83.8 85.6 90.9 63.3 79.0 81.2 84.0
Old : 64.3 83.8 85.6 90.9 63.3 79.0 81.2 84.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,829: 18,484 44,062 6,715 10,260 295 20,010 0 0 9,495 0 0: 3,830 4,212
Old : 58,829: 18,484 44,062 6,715 10,260 295 20,010 0 0 9,495 0 0: 3,830 4,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 74.9 11.4 17.4 0.5 34.0 0.0 0.0 16.1 0.0 0.0: 6.5 7.2
Old : 100.0: 31.4 74.9 11.4 17.4 0.5 34.0 0.0 0.0 16.1 0.0 0.0: 6.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . . . 0 0 . 0 0:
Old : 22: 12 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 84.5 87.0 90.7 63.8 82.1 84.6 86.9
Old : 64.3 84.5 87.0 90.7 63.8 82.1 84.6 86.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,035: 22,540 50,290 950 4,190 1,950 7,680 0 1,105 23,205 75 110: 3,495 3,315
Old : 61,035: 22,540 50,290 950 4,190 1,950 7,680 0 1,105 23,205 75 110: 3,495 3,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 82.4 1.6 6.9 3.2 12.6 0.0 1.8 38.0 0.1 0.2: 5.7 5.4
Old : 100.0: 36.9 82.4 1.6 6.9 3.2 12.6 0.0 1.8 38.0 0.1 0.2: 5.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 10 . . . 5 0 . . . .:
Old : 33: 16 10 . . . 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 : 57.7 75.8 78.5 89.7 55.7 75.2 74.7 85.7
Old : 57.7 75.8 78.5 89.7 55.7 75.2 74.7 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,150: 22,685 48,875 145 4,190 2,670 7,380 0 1,305 22,700 25 110: 3,155 2,975
Old : 60,150: 22,685 48,875 145 4,190 2,670 7,380 0 1,305 22,700 25 110: 3,155 2,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 81.3 0.2 7.0 4.4 12.3 0.0 2.2 37.7 0.0 0.2: 5.2 4.9
Old : 100.0: 37.7 81.3 0.2 7.0 4.4 12.3 0.0 2.2 37.7 0.0 0.2: 5.2 4.9
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 : 31: 16 10 . . . 4 0 . . . .:
Old : 31: 16 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 : 57.3 74.8 78.4 90.0 55.0 73.9 74.5 84.4
Old : 57.3 74.8 78.4 90.0 55.0 73.9 74.5 84.4
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,565: 12,535 8,370 2,420 0 2,820 125 5,665 0 0 1,225 685: 1,980 1,800
Old : 20,565: 12,535 8,370 2,420 0 2,820 125 5,665 0 0 1,225 685: 1,980 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 40.7 11.8 0.0 13.7 0.6 27.5 0.0 0.0 6.0 3.3: 9.6 8.8
Old : 100.0: 61.0 40.7 11.8 0.0 13.7 0.6 27.5 0.0 0.0 6.0 3.3: 9.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 56.4 55.9 77.3 84.2 47.5 55.5 65.1 70.1
Old : 56.4 55.9 77.3 84.2 47.5 55.5 65.1 70.1
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,300: 10,365 8,285 2,145 0 2,570 125 5,665 0 145 305 880: 3,070 1,595
Old : 19,300: 10,365 8,285 2,145 0 2,570 125 5,665 0 145 305 880: 3,070 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 42.9 11.1 0.0 13.3 0.6 29.4 0.0 0.8 1.6 4.6: 15.9 8.3
Old : 100.0: 53.7 42.9 11.1 0.0 13.3 0.6 29.4 0.0 0.8 1.6 4.6: 15.9 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 : 20: 10 8 . 0 . . . 0 . . .:
Old : 20: 10 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 : 57.5 59.3 77.4 84.3 48.2 59.1 60.5 70.5
Old : 57.5 59.3 77.4 84.3 48.2 59.1 60.5 70.5
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,850: 38,400 38,330 200 2,015 3,265 1,990 20,810 790 21,650 1,175 740: 4,815 4,725
Old : 71,850: 38,400 38,330 200 2,015 3,265 1,990 20,810 790 21,650 1,175 740: 4,815 4,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 53.3 0.3 2.8 4.5 2.8 29.0 1.1 30.1 1.6 1.0: 6.7 6.6
Old : 100.0: 53.4 53.3 0.3 2.8 4.5 2.8 29.0 1.1 30.1 1.6 1.0: 6.7 6.6
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 : 31: 13 15 . . . . . . . . .:
Old : 31: 13 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 65.6 77.2 83.1 62.2 63.7 76.0 78.6
Old : 62.8 65.6 77.2 83.1 62.2 63.7 76.0 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,200: 36,940 36,075 340 300 3,775 2,030 20,735 785 18,960 1,250 615: 4,755 4,665
Old : 68,200: 36,940 36,075 340 300 3,775 2,030 20,735 785 18,960 1,250 615: 4,755 4,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 52.9 0.5 0.4 5.5 3.0 30.4 1.2 27.8 1.8 0.9: 7.0 6.8
Old : 100.0: 54.2 52.9 0.5 0.4 5.5 3.0 30.4 1.2 27.8 1.8 0.9: 7.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 17 . . . . . . . . .:
Old : 31: 14 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 68.3 75.4 82.6 61.3 66.1 73.5 78.9
Old : 61.9 68.3 75.4 82.6 61.3 66.1 73.5 78.9
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,764: 35,942 19,295 1,450 15,727 1,365 12,135 280 2,570 75 14,655 0: 2,227 1,872
Old : 55,764: 35,942 19,295 1,450 15,727 1,365 12,135 280 2,570 75 14,655 0: 2,227 1,872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 34.6 2.6 28.2 2.4 21.8 0.5 4.6 0.1 26.3 0.0: 4.0 3.4
Old : 100.0: 64.5 34.6 2.6 28.2 2.4 21.8 0.5 4.6 0.1 26.3 0.0: 4.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 12 . . . . . . . . 0:
Old : 34: 21 12 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 75.5 75.2 91.7 44.3 70.5 69.5 81.6
Old : 48.9 75.5 75.2 91.7 44.3 70.5 69.5 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,514: 32,135 16,950 545 11,875 2,260 7,760 275 2,645 75 11,545 260: 834 704
Old : 46,514: 32,135 16,950 545 11,875 2,260 7,760 275 2,645 75 11,545 260: 834 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 36.4 1.2 25.5 4.9 16.7 0.6 5.7 0.2 24.8 0.6: 1.8 1.5
Old : 100.0: 69.1 36.4 1.2 25.5 4.9 16.7 0.6 5.7 0.2 24.8 0.6: 1.8 1.5
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 : 34: 21 14 . . . . . . . . .:
Old : 34: 21 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 : 53.0 71.5 75.2 91.8 47.4 64.4 68.3 79.1
Old : 53.0 71.5 75.2 91.8 47.4 64.4 68.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 164,505: 94,162 91,516 21,395 305 6,935 5,839 11,155 4,705 1,380 19,800 1,070: 29,019 29,019
Old : 164,505: 94,162 91,516 21,395 305 6,935 5,839 11,155 4,705 1,380 19,800 1,070: 29,019 29,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 55.6 13.0 0.2 4.2 3.5 6.8 2.9 0.8 12.0 0.7: 17.6 17.6
Old : 100.0: 57.2 55.6 13.0 0.2 4.2 3.5 6.8 2.9 0.8 12.0 0.7: 17.6 17.6
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 : 44: 25 29 . . . . . . . 5 .:
Old : 44: 25 29 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 37.5 69.8 52.3 51.6 34.4 59.9 48.1
Old : 56.1 37.5 69.8 52.3 51.6 34.4 59.9 48.1
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 145,309: 83,519 80,991 18,608 0 5,705 8,094 6,755 4,780 1,500 23,975 955: 22,148 22,148
Old : 145,309: 83,519 80,991 18,608 0 5,705 8,094 6,755 4,780 1,500 23,975 955: 22,148 22,148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 55.7 12.8 0.0 3.9 5.6 4.6 3.3 1.0 16.5 0.7: 15.2 15.2
Old : 100.0: 57.5 55.7 12.8 0.0 3.9 5.6 4.6 3.3 1.0 16.5 0.7: 15.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 28 . 0 . . . . . 4 .:
Old : 42: 22 28 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 41.5 70.6 55.1 50.8 39.8 60.4 51.2
Old : 57.2 41.5 70.6 55.1 50.8 39.8 60.4 51.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,385: 27,920 28,885 18,460 7,590 3,350 0 1,015 3,025 0 9,040 0: 5,630 5,480
Old : 58,385: 27,920 28,885 18,460 7,590 3,350 0 1,015 3,025 0 9,040 0: 5,630 5,480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 49.5 31.6 13.0 5.7 0.0 1.7 5.2 0.0 15.5 0.0: 9.6 9.4
Old : 100.0: 47.8 49.5 31.6 13.0 5.7 0.0 1.7 5.2 0.0 15.5 0.0: 9.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . . . 0 . . 0 . 0:
Old : 27: 15 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 47.5 79.0 68.7 56.6 44.5 64.5 57.4
Old : 60.6 47.5 79.0 68.7 56.6 44.5 64.5 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_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,060: 21,345 23,685 15,330 4,180 3,440 0 530 3,535 0 8,330 0: 5,410 5,360
Old : 49,060: 21,345 23,685 15,330 4,180 3,440 0 530 3,535 0 8,330 0: 5,410 5,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 48.3 31.2 8.5 7.0 0.0 1.1 7.2 0.0 17.0 0.0: 11.0 10.9
Old : 100.0: 43.5 48.3 31.2 8.5 7.0 0.0 1.1 7.2 0.0 17.0 0.0: 11.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 . . . 0 . . 0 . 0:
Old : 24: 13 15 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 49.6 75.2 72.2 54.2 45.0 65.4 59.4
Old : 57.2 49.6 75.2 72.2 54.2 45.0 65.4 59.4
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,070: 16,170 17,545 0 14,705 1,965 13,725 40 405 2,320 0 680: 3,805 3,730
Old : 39,070: 16,170 17,545 0 14,705 1,965 13,725 40 405 2,320 0 680: 3,805 3,730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 44.9 0.0 37.6 5.0 35.1 0.1 1.0 5.9 0.0 1.7: 9.7 9.5
Old : 100.0: 41.4 44.9 0.0 37.6 5.0 35.1 0.1 1.0 5.9 0.0 1.7: 9.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 0 . . . . . . 0 .:
Old : 25: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 68.9 73.9 80.1 52.4 56.2 63.5 65.2
Old : 56.3 68.9 73.9 80.1 52.4 56.2 63.5 65.2
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,695: 13,820 27,935 0 13,350 1,915 25,310 0 1,040 2,320 0 680: 1,610 1,775
Old : 46,695: 13,820 27,935 0 13,350 1,915 25,310 0 1,040 2,320 0 680: 1,610 1,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 59.8 0.0 28.6 4.1 54.2 0.0 2.2 5.0 0.0 1.5: 3.4 3.8
Old : 100.0: 29.6 59.8 0.0 28.6 4.1 54.2 0.0 2.2 5.0 0.0 1.5: 3.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 13 0 . . . 0 . . 0 .:
Old : 21: 10 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 : 76.0 75.7 90.6 89.0 68.5 64.0 75.5 75.1
Old : 76.0 75.7 90.6 89.0 68.5 64.0 75.5 75.1
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,565: 79,003 71,498 1,920 8,355 11,050 3,170 11,940 1,735 7,760 0 0: 17,927 17,987
Old : 122,565: 79,003 71,498 1,920 8,355 11,050 3,170 11,940 1,735 7,760 0 0: 17,927 17,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 58.3 1.6 6.8 9.0 2.6 9.7 1.4 6.3 0.0 0.0: 14.6 14.7
Old : 100.0: 64.5 58.3 1.6 6.8 9.0 2.6 9.7 1.4 6.3 0.0 0.0: 14.6 14.7
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 : 37: 26 25 . . . . . 4 . 0 0:
Old : 37: 26 25 . . . . . 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 : 37.0 36.8 55.5 59.3 29.7 28.8 38.0 39.1
Old : 37.0 36.8 55.5 59.3 29.7 28.8 38.0 39.1
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 100,324: 62,945 47,239 1,760 17,341 8,424 0 7,395 5,960 7,185 0 0: 14,050 13,965
Old : 100,324: 62,945 47,239 1,760 17,341 8,424 0 7,395 5,960 7,185 0 0: 14,050 13,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 47.1 1.8 17.3 8.4 0.0 7.4 5.9 7.2 0.0 0.0: 14.0 13.9
Old : 100.0: 62.7 47.1 1.8 17.3 8.4 0.0 7.4 5.9 7.2 0.0 0.0: 14.0 13.9
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 : 34: 24 25 . . . 0 4 . . 0 0:
Old : 34: 24 25 . . . 0 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 : 44.9 44.1 64.5 66.4 37.6 35.1 48.3 49.0
Old : 44.9 44.1 64.5 66.4 37.6 35.1 48.3 49.0
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, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,960: 21,235 15,635 0 10,960 1,145 4,060 300 190 1,545 0 415: 2,370 2,315
Old : 30,960: 21,235 15,635 0 10,960 1,145 4,060 300 190 1,545 0 415: 2,370 2,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 50.5 0.0 35.4 3.7 13.1 1.0 0.6 5.0 0.0 1.3: 7.7 7.5
Old : 100.0: 68.6 50.5 0.0 35.4 3.7 13.1 1.0 0.6 5.0 0.0 1.3: 7.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . . . . 0 .:
Old : 20: 11 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 : 62.5 75.0 81.8 87.0 61.7 71.3 75.5 78.0
Old : 62.5 75.0 81.8 87.0 61.7 71.3 75.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,085: 21,645 14,615 0 10,920 1,480 3,160 460 270 1,185 0 325: 2,020 2,015
Old : 30,085: 21,645 14,615 0 10,920 1,480 3,160 460 270 1,185 0 325: 2,020 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 48.6 0.0 36.3 4.9 10.5 1.5 0.9 3.9 0.0 1.1: 6.7 6.7
Old : 100.0: 71.9 48.6 0.0 36.3 4.9 10.5 1.5 0.9 3.9 0.0 1.1: 6.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 0 . . . . . . 0 .:
Old : 21: 11 9 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 74.5 81.9 87.6 63.5 69.6 75.1 77.6
Old : 64.4 74.5 81.9 87.6 63.5 69.6 75.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020