COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 21,479: 7,537 13,804 2,107 0 1,050 529 1,852 566 7,087 1,459 1,857: 746 891
Old : 21,479: 7,537 13,804 2,107 0 1,050 529 1,852 566 7,087 1,459 1,857: 746 891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 801: 1,478 1,163 174 0 113 0 9 36 -412 88 -588: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 64.3 9.8 0.0 4.9 2.5 8.6 2.6 33.0 6.8 8.6: 3.5 4.1
Old : 100.0: 35.1 64.3 9.8 0.0 4.9 2.5 8.6 2.6 33.0 6.8 8.6: 3.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 11 14 5 0 4 . 4 . 6 5 7:
Old : 35: 11 14 5 0 4 . 4 . 6 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 54.3 61.5 70.7 35.4 41.1 46.8 51.2
Old : 42.4 54.3 61.5 70.7 35.4 41.1 46.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 39,553: 21,350 21,403 84 3,749 5,789 3,565 599 2,748 913 462 4,656: 449 148
Old : 39,553: 21,350 21,403 84 3,749 5,789 3,565 599 2,748 913 462 4,656: 449 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,222: 1,578 1,226 8 -46 226 -453 -3 337 44 -1 483: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 54.1 0.2 9.5 14.6 9.0 1.5 6.9 2.3 1.2 11.8: 1.1 0.4
Old : 100.0: 54.0 54.1 0.2 9.5 14.6 9.0 1.5 6.9 2.3 1.2 11.8: 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 : 48: 25 24 . . . . 4 7 9 . 9:
Old : 48: 25 24 . . . . 4 7 9 . 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 41.2 62.8 61.3 24.2 23.3 29.8 29.2
Old : 41.1 41.2 62.8 61.3 24.2 23.3 29.8 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 40,441: 23,869 36,360 7,971 0 1,762 125 1,429 103 5,695 100 675: 241 12
Old : 40,441: 23,869 36,360 7,971 0 1,762 125 1,429 103 5,695 100 675: 241 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 423: -317 300 582 0 -50 25 -42 103 -15 5 95: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 89.9 19.7 0.0 4.4 0.3 3.5 0.3 14.1 0.2 1.7: 0.6 0.0
Old : 100.0: 59.0 89.9 19.7 0.0 4.4 0.3 3.5 0.3 14.1 0.2 1.7: 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: 21 19 . 0 . . . . 5 . 6:
Old : 39: 21 19 . 0 . . . . 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 : 57.1 67.2 80.8 85.2 56.6 62.2 70.5 74.5
Old : 57.1 67.2 80.8 85.2 56.6 62.2 70.5 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 29,260: 23,567 25,815 1,000 1,050 1,404 59 0 91 2,100 0 900: 139 0
Old : 29,260: 23,567 25,815 1,000 1,050 1,404 59 0 91 2,100 0 900: 139 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 429: -100 300 175 175 -103 0 0 0 250 -125 200: 7 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 88.2 3.4 3.6 4.8 0.2 0.0 0.3 7.2 0.0 3.1: 0.5 0.0
Old : 100.0: 80.5 88.2 3.4 3.6 4.8 0.2 0.0 0.3 7.2 0.0 3.1: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 15 . . . . 0 . 4 0 .:
Old : 25: 14 15 . . . . 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 : 68.4 73.3 86.6 89.7 63.4 69.9 76.8 82.8
Old : 68.4 73.3 86.6 89.7 63.4 69.9 76.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 149,875: 120,922 111,818 63 15,786 9,638 10,069 983 5,426 992 3,711 2,485: 280 28
Old : 149,875: 120,922 111,818 63 15,786 9,638 10,069 983 5,426 992 3,711 2,485: 280 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,987: 1,562 1,627 63 -639 431 -300 215 115 195 349 -79: 0 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 74.6 0.0 10.5 6.4 6.7 0.7 3.6 0.7 2.5 1.7: 0.2 0.0
Old : 100.0: 80.7 74.6 0.0 10.5 6.4 6.7 0.7 3.6 0.7 2.5 1.7: 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 : 52: 27 30 . 4 5 . 4 . 5 . 6:
Old : 52: 27 30 . 4 5 . 4 . 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 : 42.1 45.9 65.4 64.9 31.0 33.4 43.1 43.6
Old : 42.1 45.9 65.4 64.9 31.0 33.4 43.1 43.6
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, June 18, 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 : 64,271: 53,071 45,525 5,441 8,672 3,290 647 4,355 1,048 275 875 500: 0 6
Old : 64,271: 53,071 45,525 5,441 8,672 3,290 647 4,355 1,048 275 875 500: 0 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,046: 1,278 2,792 253 -1,276 -11 -77 -323 779 -375 -100 200: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 70.8 8.5 13.5 5.1 1.0 6.8 1.6 0.4 1.4 0.8: 0.0 0.0
Old : 100.0: 82.6 70.8 8.5 13.5 5.1 1.0 6.8 1.6 0.4 1.4 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 : 42: 20 21 . . . . 4 . . 5 .:
Old : 42: 20 21 . . . . 4 . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 72.1 82.9 86.0 57.1 62.2 72.1 74.2
Old : 60.2 72.1 82.9 86.0 57.1 62.2 72.1 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 32,159: 27,907 26,432 3,402 5,202 300 0 75 0 525 125 25: 0 0
Old : 32,159: 27,907 26,432 3,402 5,202 300 0 75 0 525 125 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 663: 202 450 148 -75 288 0 0 0 0 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 82.2 10.6 16.2 0.9 0.0 0.2 0.0 1.6 0.4 0.1: 0.0 0.0
Old : 100.0: 86.8 82.2 10.6 16.2 0.9 0.0 0.2 0.0 1.6 0.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 8 16 . . . 0 . 0 4 . .:
Old : 27: 8 16 . . . 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 : 85.5 76.0 97.9 89.6 78.7 67.1 84.8 80.5
Old : 85.5 76.0 97.9 89.6 78.7 67.1 84.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 65,939: 40,152 41,317 1,014 11,304 5,932 16,289 350 626 600 5,022 1,288: 38 100
Old : 65,939: 40,152 41,317 1,014 11,304 5,932 16,289 350 626 600 5,022 1,288: 38 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 267: 47 -33 0 300 0 0 0 0 0 -198 198: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 62.7 1.5 17.1 9.0 24.7 0.5 0.9 0.9 7.6 2.0: 0.1 0.2
Old : 100.0: 60.9 62.7 1.5 17.1 9.0 24.7 0.5 0.9 0.9 7.6 2.0: 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 : 35: 20 21 . . 4 . . . . . .:
Old : 35: 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 : 55.0 54.2 74.2 74.2 50.5 43.6 60.0 55.5
Old : 55.0 54.2 74.2 74.2 50.5 43.6 60.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 86,596: 49,252 43,504 1,343 30,649 4,088 27,561 1,540 1,490 600 3,334 1,838: 424 153
Old : 86,596: 49,252 43,504 1,343 30,649 4,088 27,561 1,540 1,490 600 3,334 1,838: 424 153
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -120: -515 -189 -40 -319 233 8 155 0 0 -170 170: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 50.2 1.6 35.4 4.7 31.8 1.8 1.7 0.7 3.9 2.1: 0.5 0.2
Old : 100.0: 56.9 50.2 1.6 35.4 4.7 31.8 1.8 1.7 0.7 3.9 2.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 22 . . 4 4 5 . . . .:
Old : 40: 21 22 . . 4 4 5 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 58.9 70.1 77.4 48.6 50.2 62.3 64.7
Old : 51.8 58.9 70.1 77.4 48.6 50.2 62.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 75,193: 56,355 54,047 13,341 18,478 995 1,800 75 25 737 0 1,320: 620 253
Old : 75,193: 56,355 54,047 13,341 18,478 995 1,800 75 25 737 0 1,320: 620 253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 790: 706 658 -40 0 0 -25 75 25 152 0 0: -28 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 71.9 17.7 24.6 1.3 2.4 0.1 0.0 1.0 0.0 1.8: 0.8 0.3
Old : 100.0: 74.9 71.9 17.7 24.6 1.3 2.4 0.1 0.0 1.0 0.0 1.8: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 21 . . . . . . . 0 .:
Old : 37: 21 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 : 51.5 69.1 73.5 80.4 49.9 69.1 69.4 78.1
Old : 51.5 69.1 73.5 80.4 49.9 69.1 69.4 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 104,617: 74,492 67,345 24,136 34,985 330 1,900 75 25 1,720 0 1,595: 419 262
Old : 104,617: 74,492 67,345 24,136 34,985 330 1,900 75 25 1,720 0 1,595: 419 262
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 785: 775 655 -140 0 0 -25 75 25 180 0 0: -30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 64.4 23.1 33.4 0.3 1.8 0.1 0.0 1.6 0.0 1.5: 0.4 0.3
Old : 100.0: 71.2 64.4 23.1 33.4 0.3 1.8 0.1 0.0 1.6 0.0 1.5: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 23 . . 4 . . . . 0 .:
Old : 41: 24 23 . . 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 : 50.2 67.3 71.4 82.5 49.8 67.1 69.0 81.2
Old : 50.2 67.3 71.4 82.5 49.8 67.1 69.0 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 47,396: 35,096 46,396 11,325 0 675 0 0 0 0 0 0: 300 325
Old : 47,396: 35,096 46,396 11,325 0 675 0 0 0 0 0 0: 300 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -60: 205 -160 -365 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 97.9 23.9 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.7
Old : 100.0: 74.0 97.9 23.9 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 18 . 0 . 0 0 0 0 0 0:
Old : 28: 19 18 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 90.7 89.2 95.6 64.9 86.9 81.5 89.4
Old : 66.6 90.7 89.2 95.6 64.9 86.9 81.5 89.4
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, June 18, 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 : 24,909: 21,281 19,439 0 1,959 2,741 0 600 0 432 0 0: 455 170
Old : 24,909: 21,281 19,439 0 1,959 2,741 0 600 0 432 0 0: 455 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,390: 1,865 442 -855 163 650 0 0 0 -150 0 0: -120 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 78.0 0.0 7.9 11.0 0.0 2.4 0.0 1.7 0.0 0.0: 1.8 0.7
Old : 100.0: 85.4 78.0 0.0 7.9 11.0 0.0 2.4 0.0 1.7 0.0 0.0: 1.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . 0 . 0 . 0 0:
Old : 25: 18 16 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 : 48.6 57.8 73.8 83.4 33.1 41.4 45.7 51.5
Old : 48.6 57.8 73.8 83.4 33.1 41.4 45.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 13,060: 7,865 10,860 3,930 0 100 250 2,100 0 825 0 0: 90 0
Old : 13,060: 7,865 10,860 3,930 0 100 250 2,100 0 825 0 0: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 550: 300 250 150 0 0 0 300 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 83.2 30.1 0.0 0.8 1.9 16.1 0.0 6.3 0.0 0.0: 0.7 0.0
Old : 100.0: 60.2 83.2 30.1 0.0 0.8 1.9 16.1 0.0 6.3 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 8 . 0 . . . 0 . 0 0:
Old : 22: 12 8 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 85.3 82.2 98.9 62.5 76.6 75.6 84.8
Old : 63.6 85.3 82.2 98.9 62.5 76.6 75.6 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 77,483: 56,174 43,289 1,447 14,694 7,264 2,514 100 1,102 5,869 8,024 2,839: 273 170
Old : 77,483: 56,174 43,289 1,447 14,694 7,264 2,514 100 1,102 5,869 8,024 2,839: 273 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,316: 2,552 691 -343 1,372 -274 227 -17 4 168 526 -16: -2 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 55.9 1.9 19.0 9.4 3.2 0.1 1.4 7.6 10.4 3.7: 0.4 0.2
Old : 100.0: 72.5 55.9 1.9 19.0 9.4 3.2 0.1 1.4 7.6 10.4 3.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 26 27 . . . 4 . 4 7 7 8:
Old : 52: 26 27 . . . 4 . 4 7 7 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 : 40.0 54.8 62.5 70.5 23.9 38.1 35.7 42.5
Old : 40.0 54.8 62.5 70.5 23.9 38.1 35.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 23,686: 19,846 13,369 300 5,136 529 1,575 0 525 0 3,185 600: 311 342
Old : 23,686: 19,846 13,369 300 5,136 529 1,575 0 525 0 3,185 600: 311 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,200: 900 300 0 900 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 56.4 1.3 21.7 2.2 6.6 0.0 2.2 0.0 13.4 2.5: 1.3 1.4
Old : 100.0: 83.8 56.4 1.3 21.7 2.2 6.6 0.0 2.2 0.0 13.4 2.5: 1.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . 0 . 0 . .:
Old : 26: 16 16 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 50.9 71.5 72.3 39.9 42.3 55.7 55.7
Old : 48.9 50.9 71.5 72.3 39.9 42.3 55.7 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 58,771: 47,831 56,935 8,435 75 1,490 0 0 0 840 26 25: 150 220
Old : 58,771: 47,831 56,935 8,435 75 1,490 0 0 0 840 26 25: 150 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -15: -235 -106 -250 0 90 0 0 0 380 1 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 96.9 14.4 0.1 2.5 0.0 0.0 0.0 1.4 0.0 0.0: 0.3 0.4
Old : 100.0: 81.4 96.9 14.4 0.1 2.5 0.0 0.0 0.0 1.4 0.0 0.0: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 19 . . . 0 0 0 . . .:
Old : 34: 19 19 . . . 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 : 63.3 83.3 87.2 92.7 60.5 81.3 78.1 85.3
Old : 63.3 83.3 87.2 92.7 60.5 81.3 78.1 85.3
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, June 18, 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 : 37,556: 32,409 23,813 129 9,015 2,791 1,050 1,645 0 495 148 32: 650 112
Old : 37,556: 32,409 23,813 129 9,015 2,791 1,050 1,645 0 495 148 32: 650 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,886: 1,621 1,187 0 -285 940 0 170 0 -550 0 0: -125 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 63.4 0.3 24.0 7.4 2.8 4.4 0.0 1.3 0.4 0.1: 1.7 0.3
Old : 100.0: 86.3 63.4 0.3 24.0 7.4 2.8 4.4 0.0 1.3 0.4 0.1: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 21 . . . . 4 0 . . .:
Old : 34: 19 21 . . . . 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 51.2 74.7 75.1 36.1 37.1 47.6 47.0
Old : 54.6 51.2 74.7 75.1 36.1 37.1 47.6 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 66,518: 54,141 62,268 5,395 315 3,555 100 0 0 2,944 200 0: 383 180
Old : 66,518: 54,141 62,268 5,395 315 3,555 100 0 0 2,944 200 0: 383 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 242: 100 242 50 0 0 100 0 0 -8 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 93.6 8.1 0.5 5.3 0.2 0.0 0.0 4.4 0.3 0.0: 0.6 0.3
Old : 100.0: 81.4 93.6 8.1 0.5 5.3 0.2 0.0 0.0 4.4 0.3 0.0: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 . . . . 0 0 . . 0:
Old : 30: 19 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 : 58.8 88.7 77.2 96.9 54.8 83.6 71.1 85.0
Old : 58.8 88.7 77.2 96.9 54.8 83.6 71.1 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 74,089: 60,443 64,764 6,457 3,015 2,450 100 0 0 3,841 3,800 60: 738 0
Old : 74,089: 60,443 64,764 6,457 3,015 2,450 100 0 0 3,841 3,800 60: 738 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,045: 785 1,045 50 0 0 100 0 0 110 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 87.4 8.7 4.1 3.3 0.1 0.0 0.0 5.2 5.1 0.1: 1.0 0.0
Old : 100.0: 81.6 87.4 8.7 4.1 3.3 0.1 0.0 0.0 5.2 5.1 0.1: 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 : 32: 19 17 . . . . 0 0 . . .:
Old : 32: 19 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 78.5 76.9 94.8 50.1 72.5 66.2 80.2
Old : 56.3 78.5 76.9 94.8 50.1 72.5 66.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 91,364: 73,262 82,483 11,568 3,015 2,617 1,315 0 5 1,691 2,390 819: 87 35
Old : 91,364: 73,262 82,483 11,568 3,015 2,617 1,315 0 5 1,691 2,390 819: 87 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 427: 819 419 -292 -140 120 150 0 -25 -63 335 -282: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 90.3 12.7 3.3 2.9 1.4 0.0 0.0 1.9 2.6 0.9: 0.1 0.0
Old : 100.0: 80.2 90.3 12.7 3.3 2.9 1.4 0.0 0.0 1.9 2.6 0.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 26 . . . . 0 . . . 4:
Old : 39: 18 26 . . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 55.0 78.8 78.6 60.8 50.7 73.0 68.2
Old : 62.2 55.0 78.8 78.6 60.8 50.7 73.0 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 116,684: 93,622 98,661 12,499 3,236 4,627 340 1,585 736 2,884 6,043 1,768: 208 28
Old : 116,684: 93,622 98,661 12,499 3,236 4,627 340 1,585 736 2,884 6,043 1,768: 208 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 720: 953 585 -295 -440 240 40 147 -104 0 395 -125: 11 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 84.6 10.7 2.8 4.0 0.3 1.4 0.6 2.5 5.2 1.5: 0.2 0.0
Old : 100.0: 80.2 84.6 10.7 2.8 4.0 0.3 1.4 0.6 2.5 5.2 1.5: 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 : 52: 18 29 . . . 4 5 . . 7 4:
Old : 52: 18 29 . . . 4 5 . . 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 50.4 75.4 72.3 53.7 47.2 64.7 58.8
Old : 57.7 50.4 75.4 72.3 53.7 47.2 64.7 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 58,071: 47,967 50,711 6,935 1,216 2,874 0 930 295 0 2,000 0: 0 45
Old : 58,071: 47,967 50,711 6,935 1,216 2,874 0 930 295 0 2,000 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,185: 560 975 515 -50 110 0 0 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 87.3 11.9 2.1 4.9 0.0 1.6 0.5 0.0 3.4 0.0: 0.0 0.1
Old : 100.0: 82.6 87.3 11.9 2.1 4.9 0.0 1.6 0.5 0.0 3.4 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . . 0 . . 0 4 0:
Old : 28: 16 14 . . . 0 . . 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 84.1 96.5 93.2 79.9 80.4 91.6 88.6
Old : 81.7 84.1 96.5 93.2 79.9 80.4 91.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 46,700: 40,780 44,305 4,875 0 1,045 0 0 0 0 1,350 0: 0 0
Old : 46,700: 40,780 44,305 4,875 0 1,045 0 0 0 0 1,350 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,700: 3,000 2,700 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 94.9 10.4 0.0 2.2 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.0
Old : 100.0: 87.3 94.9 10.4 0.0 2.2 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 6 . 0 . 0 0 0 0 4 0:
Old : 21: 10 6 . 0 . 0 0 0 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.3 96.0 98.3 98.8 83.3 93.5 95.6 95.9
Old : 83.3 96.0 98.3 98.8 83.3 93.5 95.6 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 56,087: 43,440 52,609 7,746 0 2,596 700 0 350 921 493 4: 330 35
Old : 56,087: 43,440 52,609 7,746 0 2,596 700 0 350 921 493 4: 330 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 574: 154 694 512 0 -129 0 0 0 240 -10 -1: -202 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 93.8 13.8 0.0 4.6 1.2 0.0 0.6 1.6 0.9 0.0: 0.6 0.1
Old : 100.0: 77.5 93.8 13.8 0.0 4.6 1.2 0.0 0.6 1.6 0.9 0.0: 0.6 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 : 29: 18 18 . 0 . . 0 . . . .:
Old : 29: 18 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 : 50.2 82.2 74.0 90.8 42.4 76.9 62.7 79.3
Old : 50.2 82.2 74.0 90.8 42.4 76.9 62.7 79.3
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, June 18, 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 : 52,193: 33,332 48,197 6,751 375 1,646 7,525 0 1,165 944 133 523: 307 154
Old : 52,193: 33,332 48,197 6,751 375 1,646 7,525 0 1,165 944 133 523: 307 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 105: -97 170 125 0 -125 -60 0 10 162 25 34: 56 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 92.3 12.9 0.7 3.2 14.4 0.0 2.2 1.8 0.3 1.0: 0.6 0.3
Old : 100.0: 63.9 92.3 12.9 0.7 3.2 14.4 0.0 2.2 1.8 0.3 1.0: 0.6 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 : 32: 18 20 . . . 4 0 . . . .:
Old : 32: 18 20 . . . 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 : 57.7 67.3 78.9 80.6 53.9 62.8 71.3 74.5
Old : 57.7 67.3 78.9 80.6 53.9 62.8 71.3 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 34,818: 17,605 33,904 14,758 0 60 0 278 80 1,800 0 420: 95 76
Old : 34,818: 17,605 33,904 14,758 0 60 0 278 80 1,800 0 420: 95 76
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 163: 47 110 85 0 0 0 28 0 10 0 0: 21 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 97.4 42.4 0.0 0.2 0.0 0.8 0.2 5.2 0.0 1.2: 0.3 0.2
Old : 100.0: 50.6 97.4 42.4 0.0 0.2 0.0 0.8 0.2 5.2 0.0 1.2: 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 : 24: 13 12 4 0 . 0 . . . 0 .:
Old : 24: 13 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 : 58.3 83.0 78.4 96.7 57.4 80.6 75.9 89.9
Old : 58.3 83.0 78.4 96.7 57.4 80.6 75.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 31,630: 16,903 30,820 12,411 0 50 0 320 0 1,775 0 420: 71 20
Old : 31,630: 16,903 30,820 12,411 0 50 0 320 0 1,775 0 420: 71 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 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: 53.4 97.4 39.2 0.0 0.2 0.0 1.0 0.0 5.6 0.0 1.3: 0.2 0.1
Old : 100.0: 53.4 97.4 39.2 0.0 0.2 0.0 1.0 0.0 5.6 0.0 1.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 4 0 . 0 . 0 . 0 .:
Old : 24: 13 11 4 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 83.1 78.9 96.7 55.5 80.5 76.0 89.6
Old : 57.1 83.1 78.9 96.7 55.5 80.5 76.0 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 29,698: 24,991 25,078 2,710 90 695 363 990 660 110 2,061 115: 54 9
Old : 29,698: 24,991 25,078 2,710 90 695 363 990 660 110 2,061 115: 54 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 628: 479 124 81 -100 0 -300 30 300 110 314 -40: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 84.4 9.1 0.3 2.3 1.2 3.3 2.2 0.4 6.9 0.4: 0.2 0.0
Old : 100.0: 84.2 84.4 9.1 0.3 2.3 1.2 3.3 2.2 0.4 6.9 0.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 19 . . . . . . . 4 .:
Old : 37: 19 19 . . . . . . . 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 : 73.0 55.5 88.9 72.2 71.1 54.6 83.7 70.7
Old : 73.0 55.5 88.9 72.2 71.1 54.6 83.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 23,167: 19,403 20,542 3,055 0 80 50 1,325 50 0 1,000 0: 529 170
Old : 23,167: 19,403 20,542 3,055 0 80 50 1,325 50 0 1,000 0: 529 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 150: -30 110 180 0 0 0 0 0 0 20 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 88.7 13.2 0.0 0.3 0.2 5.7 0.2 0.0 4.3 0.0: 2.3 0.7
Old : 100.0: 83.8 88.7 13.2 0.0 0.3 0.2 5.7 0.2 0.0 4.3 0.0: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 . 0 . . . . 0 . 0:
Old : 26: 12 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 : 83.1 69.2 94.6 83.2 82.8 66.1 90.9 79.2
Old : 83.1 69.2 94.6 83.2 82.8 66.1 90.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 51,158: 38,674 32,228 4,539 10,885 660 2,278 4,070 1,080 1,757 133 2,072: 98 30
Old : 51,158: 38,674 32,228 4,539 10,885 660 2,278 4,070 1,080 1,757 133 2,072: 98 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 793: 1,300 171 147 455 -104 -615 161 30 15 50 30: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 63.0 8.9 21.3 1.3 4.5 8.0 2.1 3.4 0.3 4.1: 0.2 0.1
Old : 100.0: 75.6 63.0 8.9 21.3 1.3 4.5 8.0 2.1 3.4 0.3 4.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 25 . . 4 . . . 4 . 4:
Old : 44: 21 25 . . 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 : 53.5 50.7 76.2 68.0 41.5 49.2 54.1 60.3
Old : 53.5 50.7 76.2 68.0 41.5 49.2 54.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 39,153: 34,213 19,558 2,102 12,822 1,389 160 378 582 0 3,867 437: 270 120
Old : 39,153: 34,213 19,558 2,102 12,822 1,389 160 378 582 0 3,867 437: 270 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -158: 383 -337 30 0 -46 -725 0 200 0 45 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 50.0 5.4 32.7 3.5 0.4 1.0 1.5 0.0 9.9 1.1: 0.7 0.3
Old : 100.0: 87.4 50.0 5.4 32.7 3.5 0.4 1.0 1.5 0.0 9.9 1.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 15 . . . . . . 0 . .:
Old : 33: 21 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 64.8 82.8 83.0 52.5 62.1 66.4 73.2
Old : 65.2 64.8 82.8 83.0 52.5 62.1 66.4 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 17,984: 10,121 15,782 5,540 0 1,793 0 134 200 150 0 75: 105 0
Old : 17,984: 10,121 15,782 5,540 0 1,793 0 134 200 150 0 75: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 50: 100 99 -217 0 42 0 -16 50 150 -50 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 87.8 30.8 0.0 10.0 0.0 0.7 1.1 0.8 0.0 0.4: 0.6 0.0
Old : 100.0: 56.3 87.8 30.8 0.0 10.0 0.0 0.7 1.1 0.8 0.0 0.4: 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 : 24: 11 13 . 0 . 0 . . . 0 .:
Old : 24: 11 13 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 81.1 89.3 91.9 62.1 76.2 76.8 81.8
Old : 72.5 81.1 89.3 91.9 62.1 76.2 76.8 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 13,570: 10,161 12,505 1,779 440 0 0 100 0 1,170 125 400: 60 0
Old : 13,570: 10,161 12,505 1,779 440 0 0 100 0 1,170 125 400: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -100: -200 250 0 0 0 0 0 0 450 0 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 92.2 13.1 3.2 0.0 0.0 0.7 0.0 8.6 0.9 2.9: 0.4 0.0
Old : 100.0: 74.9 92.2 13.1 3.2 0.0 0.0 0.7 0.0 8.6 0.9 2.9: 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 : 21: 10 8 . . 0 0 . 0 . . .:
Old : 21: 10 8 . . 0 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 87.1 88.0 96.7 48.4 84.6 78.3 89.2
Old : 55.7 87.1 88.0 96.7 48.4 84.6 78.3 89.2
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, June 18, 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 : 16,033: 12,919 12,945 1,611 240 148 0 1,850 0 570 125 725: 60 0
Old : 16,033: 12,919 12,945 1,611 240 148 0 1,850 0 570 125 725: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -100: -200 250 0 0 0 0 0 0 450 0 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 80.7 10.0 1.5 0.9 0.0 11.5 0.0 3.6 0.8 4.5: 0.4 0.0
Old : 100.0: 80.6 80.7 10.0 1.5 0.9 0.0 11.5 0.0 3.6 0.8 4.5: 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 : 23: 10 9 . . . 0 . 0 . . .:
Old : 23: 10 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 : 55.2 83.3 84.9 94.0 48.1 81.0 75.2 85.8
Old : 55.2 83.3 84.9 94.0 48.1 81.0 75.2 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 22,309: 12,084 15,823 7,930 4,613 125 0 0 0 1,480 1,300 405: 285 43
Old : 22,309: 12,084 15,823 7,930 4,613 125 0 0 0 1,480 1,300 405: 285 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 987: 681 1,130 -150 150 0 0 0 0 700 0 -300: 56 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 70.9 35.5 20.7 0.6 0.0 0.0 0.0 6.6 5.8 1.8: 1.3 0.2
Old : 100.0: 54.2 70.9 35.5 20.7 0.6 0.0 0.0 0.0 6.6 5.8 1.8: 1.3 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 : 27: 14 13 . . . 0 0 0 . . .:
Old : 27: 14 13 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 58.4 87.6 86.5 66.1 54.8 80.4 79.2
Old : 68.2 58.4 87.6 86.5 66.1 54.8 80.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 21,498: 11,379 15,120 8,138 4,583 125 0 0 0 1,270 1,300 335: 251 35
Old : 21,498: 11,379 15,120 8,138 4,583 125 0 0 0 1,270 1,300 335: 251 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,155: 820 1,330 -50 150 0 0 0 0 650 0 -325: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 70.3 37.9 21.3 0.6 0.0 0.0 0.0 5.9 6.0 1.6: 1.2 0.2
Old : 100.0: 52.9 70.3 37.9 21.3 0.6 0.0 0.0 0.0 5.9 6.0 1.6: 1.2 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 : 26: 13 11 . . . 0 0 0 . . .:
Old : 26: 13 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 59.9 88.5 87.4 67.4 55.9 81.3 80.1
Old : 71.6 59.9 88.5 87.4 67.4 55.9 81.3 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 55,638: 35,393 51,593 10,118 0 2,440 600 50 0 5,730 325 1,230: 127 0
Old : 55,638: 35,393 51,593 10,118 0 2,440 600 50 0 5,730 325 1,230: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 860: 710 810 50 0 -50 0 0 0 100 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 92.7 18.2 0.0 4.4 1.1 0.1 0.0 10.3 0.6 2.2: 0.2 0.0
Old : 100.0: 63.6 92.7 18.2 0.0 4.4 1.1 0.1 0.0 10.3 0.6 2.2: 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 : 31: 16 14 4 0 . . . 0 . . .:
Old : 31: 16 14 4 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 83.8 82.2 96.5 56.9 78.2 73.7 84.9
Old : 63.2 83.8 82.2 96.5 56.9 78.2 73.7 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 55,265: 35,549 51,794 10,113 0 1,941 600 50 0 5,860 420 1,060: 142 0
Old : 55,265: 35,549 51,794 10,113 0 1,941 600 50 0 5,860 420 1,060: 142 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 860: 710 810 50 0 -50 0 0 0 -200 -250 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 93.7 18.3 0.0 3.5 1.1 0.1 0.0 10.6 0.8 1.9: 0.3 0.0
Old : 100.0: 64.3 93.7 18.3 0.0 3.5 1.1 0.1 0.0 10.6 0.8 1.9: 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 : 31: 16 14 4 0 . . . 0 . . .:
Old : 31: 16 14 4 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 85.5 82.2 95.7 59.6 79.8 75.4 85.5
Old : 63.6 85.5 82.2 95.7 59.6 79.8 75.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 126,609: 105,872 88,031 14,315 22,056 1,352 875 1,175 335 3,155 13,035 625: 80 0
Old : 126,609: 105,872 88,031 14,315 22,056 1,352 875 1,175 335 3,155 13,035 625: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,255: 2,365 960 0 569 184 0 0 0 -395 510 240: -139 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 69.5 11.3 17.4 1.1 0.7 0.9 0.3 2.5 10.3 0.5: 0.1 0.0
Old : 100.0: 83.6 69.5 11.3 17.4 1.1 0.7 0.9 0.3 2.5 10.3 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 32 24 . 5 . . . . 5 . .:
Old : 52: 32 24 . 5 . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 49.0 65.6 79.5 43.4 47.1 57.1 66.2
Old : 43.9 49.0 65.6 79.5 43.4 47.1 57.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 140,407: 119,334 96,647 15,548 26,050 595 1,650 855 475 1,730 14,780 1,005: 70 0
Old : 140,407: 119,334 96,647 15,548 26,050 595 1,650 855 475 1,730 14,780 1,005: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,204: 1,549 669 0 -185 65 0 0 0 -490 515 140: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 68.8 11.1 18.6 0.4 1.2 0.6 0.3 1.2 10.5 0.7: 0.0 0.0
Old : 100.0: 85.0 68.8 11.1 18.6 0.4 1.2 0.6 0.3 1.2 10.5 0.7: 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 : 55: 33 26 . 4 4 . . . . 5 4:
Old : 55: 33 26 . 4 4 . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 50.2 66.8 80.1 45.8 45.6 61.0 70.8
Old : 46.6 50.2 66.8 80.1 45.8 45.6 61.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 370,139: 231,052 243,551 23,063 13,979 52,178 13,416 14,873 23,943 11,434 6,623 14,459: 592 532
Old : 370,139: 231,052 243,551 23,063 13,979 52,178 13,416 14,873 23,943 11,434 6,623 14,459: 592 532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 10,464: 6,447 4,704 -1,380 1,770 3,169 2,318 360 -714 -385 -274 1,039: -30 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 65.8 6.2 3.8 14.1 3.6 4.0 6.5 3.1 1.8 3.9: 0.2 0.1
Old : 100.0: 62.4 65.8 6.2 3.8 14.1 3.6 4.0 6.5 3.1 1.8 3.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 90: 37 36 . . 5 7 13 8 11 8 13:
Old : 90: 37 36 . . 5 7 13 8 11 8 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 : 40.6 38.2 59.9 61.8 20.9 19.5 28.5 27.4
Old : 40.6 38.2 59.9 61.8 20.9 19.5 28.5 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 19,880: 12,696 18,685 2,720 560 500 515 0 0 3,255 50 75: 119 10
Old : 19,880: 12,696 18,685 2,720 560 500 515 0 0 3,255 50 75: 119 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 100: 100 0 0 100 0 0 0 0 50 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 94.0 13.7 2.8 2.5 2.6 0.0 0.0 16.4 0.3 0.4: 0.6 0.1
Old : 100.0: 63.9 94.0 13.7 2.8 2.5 2.6 0.0 0.0 16.4 0.3 0.4: 0.6 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: 16 6 . . . . 0 0 . . .:
Old : 24: 16 6 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 93.9 78.4 99.6 53.4 86.1 76.7 90.5
Old : 53.7 93.9 78.4 99.6 53.4 86.1 76.7 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 18,809: 11,520 17,387 2,781 0 672 0 665 10 3,620 50 25: 181 0
Old : 18,809: 11,520 17,387 2,781 0 672 0 665 10 3,620 50 25: 181 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 100: 100 0 -100 0 100 0 0 0 50 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 92.4 14.8 0.0 3.6 0.0 3.5 0.1 19.2 0.3 0.1: 1.0 0.0
Old : 100.0: 61.2 92.4 14.8 0.0 3.6 0.0 3.5 0.1 19.2 0.3 0.1: 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 : 23: 14 6 . 0 . 0 . . . . .:
Old : 23: 14 6 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 91.9 80.6 99.6 55.9 86.5 78.3 89.6
Old : 55.9 91.9 80.6 99.6 55.9 86.5 78.3 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 40,851: 30,981 28,901 2,430 3,665 865 0 915 1,590 0 0 0: 4,985 4,915
Old : 40,851: 30,981 28,901 2,430 3,665 865 0 915 1,590 0 0 0: 4,985 4,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,115: 1,105 1,175 -330 300 590 0 -700 400 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 70.7 5.9 9.0 2.1 0.0 2.2 3.9 0.0 0.0 0.0: 12.2 12.0
Old : 100.0: 75.8 70.7 5.9 9.0 2.1 0.0 2.2 3.9 0.0 0.0 0.0: 12.2 12.0
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: 15 18 . . . 0 . . 0 0 0:
Old : 25: 15 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 41.6 82.7 64.7 66.3 40.6 68.3 57.9
Old : 72.0 41.6 82.7 64.7 66.3 40.6 68.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 36,897: 29,640 27,505 2,240 3,370 335 0 1,130 735 0 0 0: 3,947 3,822
Old : 36,897: 29,640 27,505 2,240 3,370 335 0 1,130 735 0 0 0: 3,947 3,822
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,915: 1,390 1,425 -90 0 200 0 -125 0 0 0 0: 415 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 74.5 6.1 9.1 0.9 0.0 3.1 2.0 0.0 0.0 0.0: 10.7 10.4
Old : 100.0: 80.3 74.5 6.1 9.1 0.9 0.0 3.1 2.0 0.0 0.0 0.0: 10.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 17 . . . 0 . . 0 0 0:
Old : 23: 11 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 : 74.5 45.2 85.5 72.1 71.5 44.2 74.7 67.5
Old : 74.5 45.2 85.5 72.1 71.5 44.2 74.7 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 25,197: 6,683 17,585 12,347 620 1,930 525 1,215 680 325 0 275: 2,432 2,892
Old : 25,197: 6,683 17,585 12,347 620 1,930 525 1,215 680 325 0 275: 2,432 2,892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 350: 200 50 -250 0 0 0 -400 400 -300 0 100: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 69.8 49.0 2.5 7.7 2.1 4.8 2.7 1.3 0.0 1.1: 9.7 11.5
Old : 100.0: 26.5 69.8 49.0 2.5 7.7 2.1 4.8 2.7 1.3 0.0 1.1: 9.7 11.5
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: 9 9 . . . . . . . 0 .:
Old : 20: 9 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 60.2 85.2 81.3 65.7 58.2 69.9 69.0
Old : 73.4 60.2 85.2 81.3 65.7 58.2 69.9 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 24,282: 13,309 9,506 1,437 5,750 2,928 1,140 630 4,370 0 0 0: 1,098 1,098
Old : 24,282: 13,309 9,506 1,437 5,750 2,928 1,140 630 4,370 0 0 0: 1,098 1,098
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -1,190: 130 800 0 480 -480 1,050 -100 -2,225 0 0 0: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 39.1 5.9 23.7 12.1 4.7 2.6 18.0 0.0 0.0 0.0: 4.5 4.5
Old : 100.0: 54.8 39.1 5.9 23.7 12.1 4.7 2.6 18.0 0.0 0.0 0.0: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 14 . . . . . . 0 0 0:
Old : 20: 12 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 : 58.4 59.7 80.0 79.6 28.9 34.9 38.1 40.6
Old : 58.4 59.7 80.0 79.6 28.9 34.9 38.1 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 75,378: 24,598 29,428 19,868 24,685 1,260 12,055 4,705 1,350 2,670 0 1,305: 12,272 12,645
Old : 75,378: 24,598 29,428 19,868 24,685 1,260 12,055 4,705 1,350 2,670 0 1,305: 12,272 12,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,960: -90 890 1,520 1,200 0 0 0 0 660 0 -275: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 39.0 26.4 32.7 1.7 16.0 6.2 1.8 3.5 0.0 1.7: 16.3 16.8
Old : 100.0: 32.6 39.0 26.4 32.7 1.7 16.0 6.2 1.8 3.5 0.0 1.7: 16.3 16.8
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: 13 18 . . . . . . . 0 .:
Old : 28: 13 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 42.6 79.0 59.3 63.3 41.9 69.0 56.6
Old : 68.5 42.6 79.0 59.3 63.3 41.9 69.0 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 73,491: 25,400 25,499 18,995 25,615 1,310 10,700 4,855 1,455 1,330 0 2,455: 11,846 12,302
Old : 73,491: 25,400 25,499 18,995 25,615 1,310 10,700 4,855 1,455 1,330 0 2,455: 11,846 12,302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,800: -500 1,275 2,315 1,200 0 0 0 0 660 0 -275: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 34.7 25.8 34.9 1.8 14.6 6.6 2.0 1.8 0.0 3.3: 16.1 16.7
Old : 100.0: 34.6 34.7 25.8 34.9 1.8 14.6 6.6 2.0 1.8 0.0 3.3: 16.1 16.7
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 : 29: 14 18 . . . . . . . 0 .:
Old : 29: 14 18 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 45.4 78.0 59.8 60.6 43.4 66.1 55.4
Old : 67.4 45.4 78.0 59.8 60.6 43.4 66.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 26,192: 13,343 7,102 3,365 2,291 1,506 1,410 8,350 65 900 1,805 1,715: 3,888 3,358
Old : 26,192: 13,343 7,102 3,365 2,291 1,506 1,410 8,350 65 900 1,805 1,715: 3,888 3,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,700: -100 1,000 0 -750 350 0 0 0 600 250 600: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 27.1 12.8 8.7 5.7 5.4 31.9 0.2 3.4 6.9 6.5: 14.8 12.8
Old : 100.0: 50.9 27.1 12.8 8.7 5.7 5.4 31.9 0.2 3.4 6.9 6.5: 14.8 12.8
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 : 27: 15 8 . . . . . . . . .:
Old : 27: 15 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 : 41.1 67.4 63.0 80.8 38.5 56.5 56.8 68.7
Old : 41.1 67.4 63.0 80.8 38.5 56.5 56.8 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 24,587: 11,763 6,802 2,925 1,951 1,048 1,425 9,400 50 1,395 50 2,120: 3,861 3,166
Old : 24,587: 11,763 6,802 2,925 1,951 1,048 1,425 9,400 50 1,395 50 2,120: 3,861 3,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 1,750: -100 1,000 0 -1,300 250 0 1,650 0 795 -655 455: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 27.7 11.9 7.9 4.3 5.8 38.2 0.2 5.7 0.2 8.6: 15.7 12.9
Old : 100.0: 47.8 27.7 11.9 7.9 4.3 5.8 38.2 0.2 5.7 0.2 8.6: 15.7 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 7 . . . . . . . . .:
Old : 25: 14 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 : 41.6 67.3 64.6 81.6 37.2 62.5 56.5 69.9
Old : 41.6 67.3 64.6 81.6 37.2 62.5 56.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 47,408: 13,698 32,373 2,227 9,180 503 18,725 0 0 7,205 0 0: 5,050 5,352
Old : 47,408: 13,698 32,373 2,227 9,180 503 18,725 0 0 7,205 0 0: 5,050 5,352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 795: 170 795 0 0 0 625 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 68.3 4.7 19.4 1.1 39.5 0.0 0.0 15.2 0.0 0.0: 10.7 11.3
Old : 100.0: 28.9 68.3 4.7 19.4 1.1 39.5 0.0 0.0 15.2 0.0 0.0: 10.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . . 4 0 0 . 0 0:
Old : 23: 11 10 . . . 4 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 76.9 80.3 86.3 60.4 76.9 75.5 81.5
Old : 62.3 76.9 80.3 86.3 60.4 76.9 75.5 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 47,393: 14,184 30,270 1,410 10,880 580 18,225 0 0 7,205 0 0: 5,789 5,663
Old : 47,393: 14,184 30,270 1,410 10,880 580 18,225 0 0 7,205 0 0: 5,789 5,663
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 765: 0 765 0 0 0 525 0 0 0 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 63.9 3.0 23.0 1.2 38.5 0.0 0.0 15.2 0.0 0.0: 12.2 11.9
Old : 100.0: 29.9 63.9 3.0 23.0 1.2 38.5 0.0 0.0 15.2 0.0 0.0: 12.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 10 . . . 4 0 0 . 0 0:
Old : 22: 9 10 . . . 4 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 79.4 81.6 86.2 60.3 79.4 79.3 84.4
Old : 61.3 79.4 81.6 86.2 60.3 79.4 79.3 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 53,570: 18,120 44,280 1,820 500 1,945 5,635 0 2,125 19,530 450 25: 4,370 4,245
Old : 53,570: 18,120 44,280 1,820 500 1,945 5,635 0 2,125 19,530 450 25: 4,370 4,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 3,370: 1,465 3,990 1,300 -150 -955 0 0 0 1,075 0 25: 460 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 82.7 3.4 0.9 3.6 10.5 0.0 4.0 36.5 0.8 0.0: 8.2 7.9
Old : 100.0: 33.8 82.7 3.4 0.9 3.6 10.5 0.0 4.0 36.5 0.8 0.0: 8.2 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 8 . . . 4 0 . . . .:
Old : 28: 14 8 . . . 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 : 55.2 80.6 76.7 89.1 51.6 77.3 69.5 80.6
Old : 55.2 80.6 76.7 89.1 51.6 77.3 69.5 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 52,280: 17,735 42,550 1,015 500 1,965 4,585 0 2,575 19,475 100 100: 4,830 4,490
Old : 52,280: 17,735 42,550 1,015 500 1,965 4,585 0 2,575 19,475 100 100: 4,830 4,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,650: 1,465 3,290 770 -630 -465 0 0 0 425 0 0: 455 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 81.4 1.9 1.0 3.8 8.8 0.0 4.9 37.3 0.2 0.2: 9.2 8.6
Old : 100.0: 33.9 81.4 1.9 1.0 3.8 8.8 0.0 4.9 37.3 0.2 0.2: 9.2 8.6
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 : 26: 14 7 . . . . 0 . . . .:
Old : 26: 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 : 55.9 79.5 76.1 89.2 51.6 76.4 69.6 79.3
Old : 55.9 79.5 76.1 89.2 51.6 76.4 69.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 16,820: 10,070 6,345 1,275 125 1,415 0 6,445 0 1,935 605 500: 1,625 1,385
Old : 16,820: 10,070 6,345 1,275 125 1,415 0 6,445 0 1,935 605 500: 1,625 1,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 150: 0 0 -25 125 -95 0 0 0 150 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 37.7 7.6 0.7 8.4 0.0 38.3 0.0 11.5 3.6 3.0: 9.7 8.2
Old : 100.0: 59.9 37.7 7.6 0.7 8.4 0.0 38.3 0.0 11.5 3.6 3.0: 9.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 7 . . . 0 4 0 . . .:
Old : 23: 13 7 . . . 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 : 55.5 49.2 78.5 79.5 51.7 49.1 67.2 71.3
Old : 55.5 49.2 78.5 79.5 51.7 49.1 67.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 16,475: 9,635 5,810 1,450 0 1,280 0 6,945 0 2,095 605 490: 1,525 1,345
Old : 16,475: 9,635 5,810 1,450 0 1,280 0 6,945 0 2,095 605 490: 1,525 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 150: 0 0 -150 0 60 0 0 0 150 0 0: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 35.3 8.8 0.0 7.8 0.0 42.2 0.0 12.7 3.7 3.0: 9.3 8.2
Old : 100.0: 58.5 35.3 8.8 0.0 7.8 0.0 42.2 0.0 12.7 3.7 3.0: 9.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 7 . 0 . 0 4 0 . . .:
Old : 23: 12 7 . 0 . 0 4 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 52.6 79.2 79.6 51.6 52.6 67.2 73.1
Old : 55.7 52.6 79.2 79.6 51.6 52.6 67.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 55,710: 29,480 22,330 0 1,900 2,885 2,230 19,735 2,320 13,075 1,250 860: 4,860 4,430
Old : 55,710: 29,480 22,330 0 1,900 2,885 2,230 19,735 2,320 13,075 1,250 860: 4,860 4,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 4,920: 1,045 4,825 -335 985 -160 900 0 0 4,200 0 -675: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 40.1 0.0 3.4 5.2 4.0 35.4 4.2 23.5 2.2 1.5: 8.7 8.0
Old : 100.0: 52.9 40.1 0.0 3.4 5.2 4.0 35.4 4.2 23.5 2.2 1.5: 8.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 0 . . . . . . . .:
Old : 29: 14 14 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 : 56.9 66.8 72.2 82.4 55.7 63.2 70.0 74.0
Old : 56.9 66.8 72.2 82.4 55.7 63.2 70.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 55,190: 29,995 21,595 980 1,135 2,790 1,745 19,485 2,695 10,315 1,250 1,500: 5,170 4,740
Old : 55,190: 29,995 21,595 980 1,135 2,790 1,745 19,485 2,695 10,315 1,250 1,500: 5,170 4,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 3,565: 1,045 3,625 430 250 -75 600 0 0 1,800 0 -300: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 39.1 1.8 2.1 5.1 3.2 35.3 4.9 18.7 2.3 2.7: 9.4 8.6
Old : 100.0: 54.3 39.1 1.8 2.1 5.1 3.2 35.3 4.9 18.7 2.3 2.7: 9.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 . . . . . . . . .:
Old : 29: 14 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 : 54.1 64.1 71.1 80.6 51.8 60.1 65.0 72.8
Old : 54.1 64.1 71.1 80.6 51.8 60.1 65.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 57,940: 33,740 18,710 0 12,125 2,680 16,835 0 1,780 0 20,065 90: 2,815 2,490
Old : 57,940: 33,740 18,710 0 12,125 2,680 16,835 0 1,780 0 20,065 90: 2,815 2,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -190: 430 -1,250 0 350 -1 -550 0 200 0 780 -5: -264 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 32.3 0.0 20.9 4.6 29.1 0.0 3.1 0.0 34.6 0.2: 4.9 4.3
Old : 100.0: 58.2 32.3 0.0 20.9 4.6 29.1 0.0 3.1 0.0 34.6 0.2: 4.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 7 0 . . . 0 . 0 . .:
Old : 28: 19 7 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 75.2 76.6 92.5 53.1 70.4 71.1 80.7
Old : 56.2 75.2 76.6 92.5 53.1 70.4 71.1 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 46,850: 28,650 18,940 0 11,715 1,758 12,585 0 1,780 0 10,925 330: 1,747 1,402
Old : 46,850: 28,650 18,940 0 11,715 1,758 12,585 0 1,780 0 10,925 330: 1,747 1,402
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 45: 530 -1,200 0 300 0 -550 0 200 0 880 -10: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 40.4 0.0 25.0 3.8 26.9 0.0 3.8 0.0 23.3 0.7: 3.7 3.0
Old : 100.0: 61.2 40.4 0.0 25.0 3.8 26.9 0.0 3.8 0.0 23.3 0.7: 3.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 8 0 . . . 0 . 0 . .:
Old : 27: 19 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 : 56.2 70.0 77.7 92.2 52.5 65.8 72.7 82.8
Old : 56.2 70.0 77.7 92.2 52.5 65.8 72.7 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 145,877: 86,632 88,192 19,541 345 6,653 0 14,911 6,289 1,725 4,570 4,120: 20,917 20,797
Old : 145,877: 86,632 88,192 19,541 345 6,653 0 14,911 6,289 1,725 4,570 4,120: 20,917 20,797
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 7,445: 6,973 1,018 310 345 -229 0 975 0 -2,395 2,550 1,305: 1,481 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 60.5 13.4 0.2 4.6 0.0 10.2 4.3 1.2 3.1 2.8: 14.3 14.3
Old : 100.0: 59.4 60.5 13.4 0.2 4.6 0.0 10.2 4.3 1.2 3.1 2.8: 14.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 25 . . . 0 4 . . . .:
Old : 41: 24 25 . . . 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 : 60.9 40.7 71.0 59.0 55.5 39.1 62.8 52.1
Old : 60.9 40.7 71.0 59.0 55.5 39.1 62.8 52.1
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, June 18, 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 : 136,492: 80,908 84,761 23,309 0 5,089 0 7,346 7,304 1,375 13,605 1,200: 17,307 17,187
Old : 136,492: 80,908 84,761 23,309 0 5,089 0 7,346 7,304 1,375 13,605 1,200: 17,307 17,187
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 5,385: 5,045 1,115 -2,110 0 359 0 -1,075 750 0 2,895 -365: 1,706 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 62.1 17.1 0.0 3.7 0.0 5.4 5.4 1.0 10.0 0.9: 12.7 12.6
Old : 100.0: 59.3 62.1 17.1 0.0 3.7 0.0 5.4 5.4 1.0 10.0 0.9: 12.7 12.6
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 : 40: 19 24 . 0 . 0 4 . . . .:
Old : 40: 19 24 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 41.6 76.6 59.1 60.7 39.8 67.3 54.0
Old : 65.3 41.6 76.6 59.1 60.7 39.8 67.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 37,465: 15,480 18,255 13,190 9,320 935 2,880 2,075 2,240 0 1,900 0: 2,740 2,740
Old : 37,465: 15,480 18,255 13,190 9,320 935 2,880 2,075 2,240 0 1,900 0: 2,740 2,740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 330: 330 -20 -100 0 0 -250 0 200 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 48.7 35.2 24.9 2.5 7.7 5.5 6.0 0.0 5.1 0.0: 7.3 7.3
Old : 100.0: 41.3 48.7 35.2 24.9 2.5 7.7 5.5 6.0 0.0 5.1 0.0: 7.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 15 . . . . . . 0 . 0:
Old : 27: 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 : 68.6 41.8 81.5 62.8 58.9 41.2 68.2 57.1
Old : 68.6 41.8 81.5 62.8 58.9 41.2 68.2 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 33,230: 12,195 16,905 12,140 7,605 630 3,205 1,200 2,545 0 1,900 0: 2,515 2,445
Old : 33,230: 12,195 16,905 12,140 7,605 630 3,205 1,200 2,545 0 1,900 0: 2,515 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -320: 420 -630 -1,200 -100 280 50 0 0 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 50.9 36.5 22.9 1.9 9.6 3.6 7.7 0.0 5.7 0.0: 7.6 7.4
Old : 100.0: 36.7 50.9 36.5 22.9 1.9 9.6 3.6 7.7 0.0 5.7 0.0: 7.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 16 . . . . . . 0 . 0:
Old : 25: 13 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 37.8 82.8 59.3 52.6 34.5 58.1 50.7
Old : 68.3 37.8 82.8 59.3 52.6 34.5 58.1 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 26,565: 8,570 13,895 0 8,610 1,925 13,820 0 905 0 0 0: 1,345 1,230
Old : 26,565: 8,570 13,895 0 8,610 1,925 13,820 0 905 0 0 0: 1,345 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 470: 340 320 0 170 -120 150 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 52.3 0.0 32.4 7.2 52.0 0.0 3.4 0.0 0.0 0.0: 5.1 4.6
Old : 100.0: 32.3 52.3 0.0 32.4 7.2 52.0 0.0 3.4 0.0 0.0 0.0: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 0 . . 4 0 . 0 0 0:
Old : 22: 13 11 0 . . 4 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 66.4 85.5 81.1 61.3 56.8 73.0 69.7
Old : 67.5 66.4 85.5 81.1 61.3 56.8 73.0 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 92,205: 57,108 43,063 1,930 5,550 9,855 550 12,250 5,620 1,215 0 0: 15,927 15,867
Old : 92,205: 57,108 43,063 1,930 5,550 9,855 550 12,250 5,620 1,215 0 0: 15,927 15,867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 5,600: 5,686 4,361 430 1,485 -60 -300 -30 420 0 0 0: -576 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 46.7 2.1 6.0 10.7 0.6 13.3 6.1 1.3 0.0 0.0: 17.3 17.2
Old : 100.0: 61.9 46.7 2.1 6.0 10.7 0.6 13.3 6.1 1.3 0.0 0.0: 17.3 17.2
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 : 38: 26 22 . . . . . . . 0 0:
Old : 38: 26 22 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 42.7 57.3 60.1 33.8 29.2 41.5 39.2
Old : 41.6 42.7 57.3 60.1 33.8 29.2 41.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, June 18, 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 : 78,619: 46,170 32,459 950 14,021 5,989 375 2,705 9,710 1,115 0 0: 14,310 13,735
Old : 78,619: 46,170 32,459 950 14,021 5,989 375 2,705 9,710 1,115 0 0: 14,310 13,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 2,130: 2,810 -260 -100 2,900 -410 0 70 -120 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 41.3 1.2 17.8 7.6 0.5 3.4 12.4 1.4 0.0 0.0: 18.2 17.5
Old : 100.0: 58.7 41.3 1.2 17.8 7.6 0.5 3.4 12.4 1.4 0.0 0.0: 18.2 17.5
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 : 31: 16 21 . . . . . . . 0 0:
Old : 31: 16 21 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 48.9 65.3 64.8 33.2 35.5 41.8 42.4
Old : 48.4 48.9 65.3 64.8 33.2 35.5 41.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2019