COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 22,461: 10,298 11,772 1,116 400 1,685 677 2,904 508 5,962 2,959 1,586: 629 647
Old : 22,461: 10,298 11,772 1,116 400 1,685 677 2,904 508 5,962 2,959 1,586: 629 647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 679: 185 323 14 13 340 0 205 0 263 9 -123: 0 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 52.4 5.0 1.8 7.5 3.0 12.9 2.3 26.5 13.2 7.1: 2.8 2.9
Old : 100.0: 45.8 52.4 5.0 1.8 7.5 3.0 12.9 2.3 26.5 13.2 7.1: 2.8 2.9
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 : 37: 13 14 4 . 4 . 4 . 5 6 6:
Old : 37: 13 14 4 . 4 . 4 . 5 6 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 : 45.7 44.6 64.5 65.3 33.2 31.5 42.3 41.3
Old : 45.7 44.6 64.5 65.3 33.2 31.5 42.3 41.3
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, August 27, 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 : 34,674: 19,633 20,416 0 2,911 5,232 3,875 368 1,527 529 620 3,494: 385 106
Old : 34,674: 19,633 20,416 0 2,911 5,232 3,875 368 1,527 529 620 3,494: 385 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 363: 283 238 0 -47 26 60 -27 17 -65 113 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 58.9 0.0 8.4 15.1 11.2 1.1 4.4 1.5 1.8 10.1: 1.1 0.3
Old : 100.0: 56.6 58.9 0.0 8.4 15.1 11.2 1.1 4.4 1.5 1.8 10.1: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 26 25 0 . . . . 4 8 4 12:
Old : 47: 26 25 0 . . . . 4 8 4 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 45.0 67.8 66.8 26.3 23.4 31.4 28.2
Old : 46.2 45.0 67.8 66.8 26.3 23.4 31.4 28.2
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, August 27, 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 : 40,187: 24,704 35,352 5,810 0 2,721 0 852 306 5,855 200 620: 171 136
Old : 40,187: 24,704 35,352 5,810 0 2,721 0 852 306 5,855 200 620: 171 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 496: 403 5 -158 0 84 -28 -58 79 -200 75 175: 141 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 88.0 14.5 0.0 6.8 0.0 2.1 0.8 14.6 0.5 1.5: 0.4 0.3
Old : 100.0: 61.5 88.0 14.5 0.0 6.8 0.0 2.1 0.8 14.6 0.5 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 : 36: 21 20 . 0 . 0 5 . . . 5:
Old : 36: 21 20 . 0 . 0 5 . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 62.5 83.7 84.1 50.5 57.1 63.1 63.6
Old : 57.1 62.5 83.7 84.1 50.5 57.1 63.1 63.6
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, August 27, 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 : 30,291: 25,192 26,680 120 447 1,519 0 50 50 2,225 450 1,075: 110 20
Old : 30,291: 25,192 26,680 120 447 1,519 0 50 50 2,225 450 1,075: 110 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 345: 225 325 -50 -100 120 0 0 0 0 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 88.1 0.4 1.5 5.0 0.0 0.2 0.2 7.3 1.5 3.5: 0.4 0.1
Old : 100.0: 83.2 88.1 0.4 1.5 5.0 0.0 0.2 0.2 7.3 1.5 3.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 15 . . . 0 . . . . .:
Old : 27: 15 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 : 65.6 74.3 84.0 89.0 64.5 70.2 76.9 78.4
Old : 65.6 74.3 84.0 89.0 64.5 70.2 76.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 144,006: 118,621 98,188 2,820 23,027 6,444 7,169 2,648 6,223 882 5,968 1,408: 439 100
Old : 144,006: 118,621 98,188 2,820 23,027 6,444 7,169 2,648 6,223 882 5,968 1,408: 439 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 115: -161 -186 -4 -424 415 34 215 1 -182 74 12: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 68.2 2.0 16.0 4.5 5.0 1.8 4.3 0.6 4.1 1.0: 0.3 0.1
Old : 100.0: 82.4 68.2 2.0 16.0 4.5 5.0 1.8 4.3 0.6 4.1 1.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 28 31 . . 5 . 4 . . 6 4:
Old : 53: 28 31 . . 5 . 4 . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 45.1 65.7 62.5 33.0 28.1 41.0 41.2
Old : 45.4 45.1 65.7 62.5 33.0 28.1 41.0 41.2
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, August 27, 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 : 69,315: 59,951 46,499 2,754 12,161 2,876 325 3,658 2,076 325 1,040 1,000: 8 6
Old : 69,315: 59,951 46,499 2,754 12,161 2,876 325 3,658 2,076 325 1,040 1,000: 8 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 2,404: 2,419 2,221 0 1,521 -416 0 -621 149 -75 -775 325: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 67.1 4.0 17.5 4.1 0.5 5.3 3.0 0.5 1.5 1.4: 0.0 0.0
Old : 100.0: 86.5 67.1 4.0 17.5 4.1 0.5 5.3 3.0 0.5 1.5 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 20 22 . . . . 7 . . 5 4:
Old : 43: 20 22 . . . . 7 . . 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 : 69.0 66.8 85.7 82.9 67.3 55.5 75.3 66.3
Old : 69.0 66.8 85.7 82.9 67.3 55.5 75.3 66.3
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 33,473: 30,142 24,616 2,116 6,937 1,140 0 25 0 0 650 75: 0 30
Old : 33,473: 30,142 24,616 2,116 6,937 1,140 0 25 0 0 650 75: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -50: 50 -125 -100 25 -25 0 0 0 0 50 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 73.5 6.3 20.7 3.4 0.0 0.1 0.0 0.0 1.9 0.2: 0.0 0.1
Old : 100.0: 90.0 73.5 6.3 20.7 3.4 0.0 0.1 0.0 0.0 1.9 0.2: 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: 9 15 . . . 0 . 0 0 5 .:
Old : 28: 9 15 . . . 0 . 0 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.0 78.9 98.2 91.8 78.6 66.5 84.0 78.7
Old : 87.0 78.9 98.2 91.8 78.6 66.5 84.0 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 69,391: 42,298 39,696 468 16,765 6,936 15,940 250 425 420 2,777 2,533: 371 9
Old : 69,391: 42,298 39,696 468 16,765 6,936 15,940 250 425 420 2,777 2,533: 371 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,327: -342 201 -7 2,870 190 0 0 0 -180 -3,550 1,608: 58 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 57.2 0.7 24.2 10.0 23.0 0.4 0.6 0.6 4.0 3.7: 0.5 0.0
Old : 100.0: 61.0 57.2 0.7 24.2 10.0 23.0 0.4 0.6 0.6 4.0 3.7: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 21 . . 5 4 . . . . .:
Old : 36: 21 21 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 57.0 72.8 74.9 48.9 43.5 57.3 55.4
Old : 52.8 57.0 72.8 74.9 48.9 43.5 57.3 55.4
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, August 27, 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 : 86,940: 53,284 39,331 0 33,738 4,500 25,832 2,410 1,380 420 4,713 680: 844 188
Old : 86,940: 53,284 39,331 0 33,738 4,500 25,832 2,410 1,380 420 4,713 680: 844 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 206: -158 168 0 2,981 -56 0 100 0 -721 -3,535 528: 613 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 45.2 0.0 38.8 5.2 29.7 2.8 1.6 0.5 5.4 0.8: 1.0 0.2
Old : 100.0: 61.3 45.2 0.0 38.8 5.2 29.7 2.8 1.6 0.5 5.4 0.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 22 0 4 4 . 6 . . . .:
Old : 41: 24 22 0 4 4 . 6 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 58.9 71.9 76.9 49.9 50.2 64.3 65.4
Old : 53.8 58.9 71.9 76.9 49.9 50.2 64.3 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 72,030: 54,519 51,122 10,889 17,993 1,210 1,550 200 0 2,011 25 1,328: 523 152
Old : 72,030: 54,519 51,122 10,889 17,993 1,210 1,550 200 0 2,011 25 1,328: 523 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 207: -89 198 290 -37 0 0 50 0 0 0 0: 6 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 71.0 15.1 25.0 1.7 2.2 0.3 0.0 2.8 0.0 1.8: 0.7 0.2
Old : 100.0: 75.7 71.0 15.1 25.0 1.7 2.2 0.3 0.0 2.8 0.0 1.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 21 . . . . . 0 . . .:
Old : 40: 22 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 70.2 70.5 81.2 46.2 70.2 65.8 78.0
Old : 47.9 70.2 70.5 81.2 46.2 70.2 65.8 78.0
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, August 27, 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 : 99,285: 68,833 61,879 23,433 34,875 452 1,550 250 0 2,727 75 1,672: 618 82
Old : 99,285: 68,833 61,879 23,433 34,875 452 1,550 250 0 2,727 75 1,672: 618 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 539: 158 448 290 45 0 0 75 0 0 0 0: 91 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 62.3 23.6 35.1 0.5 1.6 0.3 0.0 2.7 0.1 1.7: 0.6 0.1
Old : 100.0: 69.3 62.3 23.6 35.1 0.5 1.6 0.3 0.0 2.7 0.1 1.7: 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 : 44: 24 24 . . 4 . . 0 . . .:
Old : 44: 24 24 . . 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 : 47.7 64.4 67.8 80.0 47.3 64.3 65.9 77.2
Old : 47.7 64.4 67.8 80.0 47.3 64.3 65.9 77.2
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, August 27, 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 : 45,090: 34,695 42,445 8,100 65 1,860 0 0 0 300 420 0: 135 300
Old : 45,090: 34,695 42,445 8,100 65 1,860 0 0 0 300 420 0: 135 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -530: -210 -1,680 -1,770 0 1,150 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 94.1 18.0 0.1 4.1 0.0 0.0 0.0 0.7 0.9 0.0: 0.3 0.7
Old : 100.0: 76.9 94.1 18.0 0.1 4.1 0.0 0.0 0.0 0.7 0.9 0.0: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 17 . . . 0 0 0 . . 0:
Old : 29: 19 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 : 68.1 87.0 88.0 94.8 64.0 83.7 77.3 85.8
Old : 68.1 87.0 88.0 94.8 64.0 83.7 77.3 85.8
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 25,466: 21,079 20,002 588 1,631 3,078 0 600 0 335 0 25: 361 130
Old : 25,466: 21,079 20,002 588 1,631 3,078 0 600 0 335 0 25: 361 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 400: 452 -328 -850 50 678 0 0 0 335 0 25: -240 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 78.5 2.3 6.4 12.1 0.0 2.4 0.0 1.3 0.0 0.1: 1.4 0.5
Old : 100.0: 82.8 78.5 2.3 6.4 12.1 0.0 2.4 0.0 1.3 0.0 0.1: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 17 . . . 0 . 0 . 0 .:
Old : 24: 16 17 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 63.6 80.1 83.6 37.6 51.2 54.9 61.1
Old : 52.5 63.6 80.1 83.6 37.6 51.2 54.9 61.1
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, August 27, 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 : 14,995: 9,570 10,920 4,560 0 0 200 3,950 0 450 0 125: 90 0
Old : 14,995: 9,570 10,920 4,560 0 0 200 3,950 0 450 0 125: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 125: 125 0 0 0 0 0 0 0 -125 0 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 72.8 30.4 0.0 0.0 1.3 26.3 0.0 3.0 0.0 0.8: 0.6 0.0
Old : 100.0: 63.8 72.8 30.4 0.0 0.0 1.3 26.3 0.0 3.0 0.0 0.8: 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 : 23: 14 8 . 0 0 . . 0 . 0 .:
Old : 23: 14 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 : 57.8 81.6 77.6 97.9 55.4 75.8 69.6 79.4
Old : 57.8 81.6 77.6 97.9 55.4 75.8 69.6 79.4
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, August 27, 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 : 74,469: 44,426 50,314 239 11,051 8,011 7,393 0 682 9,140 240 4,098: 480 72
Old : 74,469: 44,426 50,314 239 11,051 8,011 7,393 0 682 9,140 240 4,098: 480 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 786: 204 669 -74 99 23 222 0 40 260 -6 -28: 140 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 67.6 0.3 14.8 10.8 9.9 0.0 0.9 12.3 0.3 5.5: 0.6 0.1
Old : 100.0: 59.7 67.6 0.3 14.8 10.8 9.9 0.0 0.9 12.3 0.3 5.5: 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 : 54: 27 30 . . . 5 0 . 12 . 7:
Old : 54: 27 30 . . . 5 0 . 12 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 46.4 53.4 69.0 19.9 27.9 26.9 35.1
Old : 31.3 46.4 53.4 69.0 19.9 27.9 26.9 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 27,585: 17,864 19,937 0 5,227 704 3,600 100 300 4,165 325 650: 302 342
Old : 27,585: 17,864 19,937 0 5,227 704 3,600 100 300 4,165 325 650: 302 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 112: -163 0 0 -263 275 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 72.3 0.0 18.9 2.6 13.1 0.4 1.1 15.1 1.2 2.4: 1.1 1.2
Old : 100.0: 64.8 72.3 0.0 18.9 2.6 13.1 0.4 1.1 15.1 1.2 2.4: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 0 . . . . . . . .:
Old : 30: 16 17 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 46.2 82.3 71.5 51.9 41.7 60.7 55.7
Old : 57.8 46.2 82.3 71.5 51.9 41.7 60.7 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, August 27, 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 : 55,515: 46,811 52,053 5,042 100 2,727 0 0 0 650 280 140: 145 215
Old : 55,515: 46,811 52,053 5,042 100 2,727 0 0 0 650 280 140: 145 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -65: 340 -1,280 -1,920 0 1,215 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 93.8 9.1 0.2 4.9 0.0 0.0 0.0 1.2 0.5 0.3: 0.3 0.4
Old : 100.0: 84.3 93.8 9.1 0.2 4.9 0.0 0.0 0.0 1.2 0.5 0.3: 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 : 32: 19 20 . . . 0 0 0 . . .:
Old : 32: 19 20 . . . 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 82.3 85.4 92.2 59.2 79.4 76.1 83.0
Old : 63.3 82.3 85.4 92.2 59.2 79.4 76.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 42,310: 36,642 28,274 0 7,836 3,968 750 1,950 0 325 0 235: 390 47
Old : 42,310: 36,642 28,274 0 7,836 3,968 750 1,950 0 325 0 235: 390 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,737: 1,747 1,812 0 30 -130 0 0 0 275 0 25: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 66.8 0.0 18.5 9.4 1.8 4.6 0.0 0.8 0.0 0.6: 0.9 0.1
Old : 100.0: 86.6 66.8 0.0 18.5 9.4 1.8 4.6 0.0 0.8 0.0 0.6: 0.9 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 : 31: 21 21 0 . . . . 0 . 0 .:
Old : 31: 21 21 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 46.0 74.5 69.5 42.2 28.8 51.3 44.2
Old : 52.8 46.0 74.5 69.5 42.2 28.8 51.3 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,210: 52,184 61,090 6,352 995 2,760 150 0 0 3,346 200 0: 418 165
Old : 65,210: 52,184 61,090 6,352 995 2,760 150 0 0 3,346 200 0: 418 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 573: 363 573 0 -200 200 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 93.7 9.7 1.5 4.2 0.2 0.0 0.0 5.1 0.3 0.0: 0.6 0.3
Old : 100.0: 80.0 93.7 9.7 1.5 4.2 0.2 0.0 0.0 5.1 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 : 33: 21 15 . . . . 0 0 . . 0:
Old : 33: 21 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 : 55.5 90.0 75.3 96.7 53.6 85.2 71.7 88.3
Old : 55.5 90.0 75.3 96.7 53.6 85.2 71.7 88.3
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, August 27, 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 : 72,425: 58,597 62,860 7,264 3,365 1,980 175 0 0 4,214 4,150 60: 135 10
Old : 72,425: 58,597 62,860 7,264 3,365 1,980 175 0 0 4,214 4,150 60: 135 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,045: 775 1,035 0 0 0 0 0 0 230 0 0: 40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 86.8 10.0 4.6 2.7 0.2 0.0 0.0 5.8 5.7 0.1: 0.2 0.0
Old : 100.0: 80.9 86.8 10.0 4.6 2.7 0.2 0.0 0.0 5.8 5.7 0.1: 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: 22 16 . . . . 0 0 4 . .:
Old : 37: 22 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 : 54.4 80.7 76.2 95.2 50.8 77.3 70.1 86.9
Old : 54.4 80.7 76.2 95.2 50.8 77.3 70.1 86.9
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, August 27, 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 : 87,938: 65,786 80,358 14,261 2,304 3,268 0 449 4 4,212 1,256 299: 108 0
Old : 87,938: 65,786 80,358 14,261 2,304 3,268 0 449 4 4,212 1,256 299: 108 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 294: 328 380 -30 30 -30 0 45 4 12 -145 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 91.4 16.2 2.6 3.7 0.0 0.5 0.0 4.8 1.4 0.3: 0.1 0.0
Old : 100.0: 74.8 91.4 16.2 2.6 3.7 0.0 0.5 0.0 4.8 1.4 0.3: 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 : 41: 19 26 4 . 4 0 . . . . .:
Old : 41: 19 26 4 . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 55.1 74.8 78.6 58.8 51.5 72.2 69.2
Old : 59.8 55.1 74.8 78.6 58.8 51.5 72.2 69.2
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, August 27, 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 : 112,787: 82,563 94,595 17,315 4,337 4,951 0 2,734 678 6,494 4,866 611: 175 15
Old : 112,787: 82,563 94,595 17,315 4,337 4,951 0 2,734 678 6,494 4,866 611: 175 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 950: 1,249 707 7 56 5 0 -68 -37 -75 476 -188: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 83.9 15.4 3.8 4.4 0.0 2.4 0.6 5.8 4.3 0.5: 0.2 0.0
Old : 100.0: 73.2 83.9 15.4 3.8 4.4 0.0 2.4 0.6 5.8 4.3 0.5: 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 : 56: 22 29 4 . 4 0 8 . 4 6 4:
Old : 56: 22 29 4 . 4 0 8 . 4 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 50.8 71.6 72.5 51.4 45.1 64.7 58.9
Old : 54.9 50.8 71.6 72.5 51.4 45.1 64.7 58.9
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, August 27, 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 : 53,040: 44,551 45,735 5,191 0 2,903 0 1,322 225 0 2,675 150: 20 30
Old : 53,040: 44,551 45,735 5,191 0 2,903 0 1,322 225 0 2,675 150: 20 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 305: 269 -25 -189 -525 375 0 80 0 -150 400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 86.2 9.8 0.0 5.5 0.0 2.5 0.4 0.0 5.0 0.3: 0.0 0.1
Old : 100.0: 84.0 86.2 9.8 0.0 5.5 0.0 2.5 0.4 0.0 5.0 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 11 . 0 . 0 . . 0 4 .:
Old : 27: 14 11 . 0 . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 83.3 95.5 92.9 77.6 81.3 90.7 88.7
Old : 77.6 83.3 95.5 92.9 77.6 81.3 90.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 48,885: 41,518 46,475 6,562 0 780 0 0 0 25 1,630 0: 0 0
Old : 48,885: 41,518 46,475 6,562 0 780 0 0 0 25 1,630 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,200: 1,175 1,100 25 0 0 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 95.1 13.4 0.0 1.6 0.0 0.0 0.0 0.1 3.3 0.0: 0.0 0.0
Old : 100.0: 84.9 95.1 13.4 0.0 1.6 0.0 0.0 0.0 0.1 3.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 8 . 0 . 0 0 0 . 4 0:
Old : 23: 10 8 . 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 : 79.7 95.1 97.7 98.2 79.7 93.5 95.8 96.0
Old : 79.7 95.1 97.7 98.2 79.7 93.5 95.8 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 64,161: 47,235 58,789 12,015 0 2,336 650 150 250 417 1,437 1,005: 253 194
Old : 64,161: 47,235 58,789 12,015 0 2,336 650 150 250 417 1,437 1,005: 253 194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,180: 347 -141 3,140 0 -874 -50 0 0 -2,168 1,437 782: 3 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 91.6 18.7 0.0 3.6 1.0 0.2 0.4 0.6 2.2 1.6: 0.4 0.3
Old : 100.0: 73.6 91.6 18.7 0.0 3.6 1.0 0.2 0.4 0.6 2.2 1.6: 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 : 30: 18 18 4 0 . . . . . . .:
Old : 30: 18 18 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 : 52.7 84.4 76.2 91.7 48.7 81.3 68.0 84.1
Old : 52.7 84.4 76.2 91.7 48.7 81.3 68.0 84.1
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, August 27, 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 : 63,843: 43,507 55,643 12,694 641 720 850 75 4,020 525 1,443 1,141: 386 160
Old : 63,843: 43,507 55,643 12,694 641 720 850 75 4,020 525 1,443 1,141: 386 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,704: 678 294 3,445 0 -1,052 0 0 0 -2,382 1,443 1,019: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 87.2 19.9 1.0 1.1 1.3 0.1 6.3 0.8 2.3 1.8: 0.6 0.3
Old : 100.0: 68.1 87.2 19.9 1.0 1.1 1.3 0.1 6.3 0.8 2.3 1.8: 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 : 36: 19 22 . . . 5 . . . . .:
Old : 36: 19 22 . . . 5 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 72.4 77.0 84.5 52.9 66.4 69.1 73.2
Old : 54.4 72.4 77.0 84.5 52.9 66.4 69.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 30,968: 16,103 30,416 13,781 0 95 0 318 80 725 0 0: 184 59
Old : 30,968: 16,103 30,416 13,781 0 95 0 318 80 725 0 0: 184 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -247: -285 -333 -96 0 35 0 60 0 80 0 0: 19 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 98.2 44.5 0.0 0.3 0.0 1.0 0.3 2.3 0.0 0.0: 0.6 0.2
Old : 100.0: 52.0 98.2 44.5 0.0 0.3 0.0 1.0 0.3 2.3 0.0 0.0: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 5 0 . 0 . . . 0 0:
Old : 23: 12 11 5 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 : 61.8 87.4 78.6 98.2 61.7 83.5 76.9 89.5
Old : 61.8 87.4 78.6 98.2 61.7 83.5 76.9 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 29,090: 15,423 28,782 12,764 0 73 0 200 0 550 35 0: 280 0
Old : 29,090: 15,423 28,782 12,764 0 73 0 200 0 550 35 0: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -277: -310 -290 -73 0 23 0 0 0 80 -10 0: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 98.9 43.9 0.0 0.3 0.0 0.7 0.0 1.9 0.1 0.0: 1.0 0.0
Old : 100.0: 53.0 98.9 43.9 0.0 0.3 0.0 0.7 0.0 1.9 0.1 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 5 0 . 0 . 0 . . 0:
Old : 24: 12 11 5 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 : 60.4 87.2 78.0 98.1 59.8 83.1 76.3 89.4
Old : 60.4 87.2 78.0 98.1 59.8 83.1 76.3 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 34,281: 27,671 26,327 3,589 1,210 1,002 0 3,183 939 209 776 795: 76 49
Old : 34,281: 27,671 26,327 3,589 1,210 1,002 0 3,183 939 209 776 795: 76 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 522: 510 1,119 -81 0 26 0 -627 60 0 -87 7: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 76.8 10.5 3.5 2.9 0.0 9.3 2.7 0.6 2.3 2.3: 0.2 0.1
Old : 100.0: 80.7 76.8 10.5 3.5 2.9 0.0 9.3 2.7 0.6 2.3 2.3: 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 : 38: 19 19 5 . . 0 . . . . .:
Old : 38: 19 19 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 52.9 81.0 71.5 57.3 48.0 70.1 62.4
Old : 66.1 52.9 81.0 71.5 57.3 48.0 70.1 62.4
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 22,141: 17,864 19,275 2,349 0 198 50 725 650 217 628 437: 376 228
Old : 22,141: 17,864 19,275 2,349 0 198 50 725 650 217 628 437: 376 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 415: 450 385 -70 0 20 10 0 0 0 10 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 87.1 10.6 0.0 0.9 0.2 3.3 2.9 1.0 2.8 2.0: 1.7 1.0
Old : 100.0: 80.7 87.1 10.6 0.0 0.9 0.2 3.3 2.9 1.0 2.8 2.0: 1.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 . 0 . . . . . . .:
Old : 26: 12 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 71.1 90.3 83.7 75.6 70.3 83.8 82.3
Old : 76.7 71.1 90.3 83.7 75.6 70.3 83.8 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 55,398: 42,962 35,861 5,623 12,213 897 3,556 3,692 1,095 328 770 850: 87 20
Old : 55,398: 42,962 35,861 5,623 12,213 897 3,556 3,692 1,095 328 770 850: 87 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 902: 1,852 -73 917 1,336 -441 -1,275 -63 120 -361 -69 92: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 64.7 10.2 22.0 1.6 6.4 6.7 2.0 0.6 1.4 1.5: 0.2 0.0
Old : 100.0: 77.6 64.7 10.2 22.0 1.6 6.4 6.7 2.0 0.6 1.4 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 : 41: 23 23 4 . 5 . . . . . 4:
Old : 41: 23 23 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 : 60.3 53.8 75.8 75.4 50.1 51.4 61.5 64.8
Old : 60.3 53.8 75.8 75.4 50.1 51.4 61.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 36,333: 31,244 19,048 3,315 13,942 754 0 520 315 35 1,241 383: 287 130
Old : 36,333: 31,244 19,048 3,315 13,942 754 0 520 315 35 1,241 383: 287 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 227: -30 -169 775 935 -494 0 45 -65 -10 -76 51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 52.4 9.1 38.4 2.1 0.0 1.4 0.9 0.1 3.4 1.1: 0.8 0.4
Old : 100.0: 86.0 52.4 9.1 38.4 2.1 0.0 1.4 0.9 0.1 3.4 1.1: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 18 4 . . 0 . . . . .:
Old : 34: 18 18 4 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 65.6 82.2 81.0 55.7 63.9 67.1 71.6
Old : 65.5 65.6 82.2 81.0 55.7 63.9 67.1 71.6
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,227: 11,441 18,327 5,831 0 2,485 800 225 0 300 0 175: 195 15
Old : 21,227: 11,441 18,327 5,831 0 2,485 800 225 0 300 0 175: 195 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,335: 485 1,235 775 0 50 25 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 86.3 27.5 0.0 11.7 3.8 1.1 0.0 1.4 0.0 0.8: 0.9 0.1
Old : 100.0: 53.9 86.3 27.5 0.0 11.7 3.8 1.1 0.0 1.4 0.0 0.8: 0.9 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 : 25: 14 15 . 0 . . . 0 . 0 .:
Old : 25: 14 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 : 65.8 78.8 88.0 89.9 52.0 71.3 69.6 76.2
Old : 65.8 78.8 88.0 89.9 52.0 71.3 69.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 13,562: 10,917 11,450 993 800 637 0 75 25 470 175 400: 120 0
Old : 13,562: 10,917 11,450 993 800 637 0 75 25 470 175 400: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 0: 100 0 150 0 0 0 0 0 -250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 84.4 7.3 5.9 4.7 0.0 0.6 0.2 3.5 1.3 2.9: 0.9 0.0
Old : 100.0: 80.5 84.4 7.3 5.9 4.7 0.0 0.6 0.2 3.5 1.3 2.9: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . . 0 . . . . .:
Old : 23: 12 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 : 60.2 82.8 83.3 94.0 48.8 80.3 70.0 83.6
Old : 60.2 82.8 83.3 94.0 48.8 80.3 70.0 83.6
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, August 27, 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 : 14,787: 12,425 11,670 955 700 567 0 925 25 50 255 645: 120 0
Old : 14,787: 12,425 11,670 955 700 567 0 925 25 50 255 645: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 0: 100 0 150 0 0 0 0 0 -170 80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 78.9 6.5 4.7 3.8 0.0 6.3 0.2 0.3 1.7 4.4: 0.8 0.0
Old : 100.0: 84.0 78.9 6.5 4.7 3.8 0.0 6.3 0.2 0.3 1.7 4.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . . . 0 . . . . .:
Old : 25: 12 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 77.5 81.0 92.0 49.0 77.4 70.6 82.3
Old : 58.0 77.5 81.0 92.0 49.0 77.4 70.6 82.3
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, August 27, 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 : 19,757: 10,850 14,820 6,460 3,255 125 25 0 0 1,605 1,100 405: 287 52
Old : 19,757: 10,850 14,820 6,460 3,255 125 25 0 0 1,605 1,100 405: 287 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -90: 480 -90 -675 0 -7 0 0 0 -150 0 0: 262 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 75.0 32.7 16.5 0.6 0.1 0.0 0.0 8.1 5.6 2.0: 1.5 0.3
Old : 100.0: 54.9 75.0 32.7 16.5 0.6 0.1 0.0 0.0 8.1 5.6 2.0: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . . 0 0 . . .:
Old : 29: 15 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 62.1 88.0 82.3 64.7 55.1 80.1 74.4
Old : 66.9 62.1 88.0 82.3 64.7 55.1 80.1 74.4
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, August 27, 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 : 18,968: 9,652 14,130 6,915 3,230 125 25 0 0 1,650 1,100 320: 281 63
Old : 18,968: 9,652 14,130 6,915 3,230 125 25 0 0 1,650 1,100 320: 281 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -90: 480 -90 -660 0 -18 0 0 0 -150 0 0: 258 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 74.5 36.5 17.0 0.7 0.1 0.0 0.0 8.7 5.8 1.7: 1.5 0.3
Old : 100.0: 50.9 74.5 36.5 17.0 0.7 0.1 0.0 0.0 8.7 5.8 1.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . . . . 0 0 . . .:
Old : 28: 14 12 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 59.1 88.1 82.2 66.2 51.5 80.4 73.8
Old : 68.6 59.1 88.1 82.2 66.2 51.5 80.4 73.8
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, August 27, 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 : 48,316: 31,266 41,976 10,144 1,700 1,755 750 0 100 1,750 425 2,360: 191 0
Old : 48,316: 31,266 41,976 10,144 1,700 1,755 750 0 100 1,750 425 2,360: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 590: 205 600 420 0 -35 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 86.9 21.0 3.5 3.6 1.6 0.0 0.2 3.6 0.9 4.9: 0.4 0.0
Old : 100.0: 64.7 86.9 21.0 3.5 3.6 1.6 0.0 0.2 3.6 0.9 4.9: 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 : 34: 18 12 4 . . . 0 . . . .:
Old : 34: 18 12 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 : 62.2 76.3 81.7 93.2 57.2 69.3 70.0 80.1
Old : 62.2 76.3 81.7 93.2 57.2 69.3 70.0 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 47,689: 31,015 41,867 10,176 1,700 1,372 735 0 115 1,940 500 2,135: 201 0
Old : 47,689: 31,015 41,867 10,176 1,700 1,372 735 0 115 1,940 500 2,135: 201 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 520: 205 600 420 0 -105 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 87.8 21.3 3.6 2.9 1.5 0.0 0.2 4.1 1.0 4.5: 0.4 0.0
Old : 100.0: 65.0 87.8 21.3 3.6 2.9 1.5 0.0 0.2 4.1 1.0 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 : 35: 17 12 4 . . . 0 . . . .:
Old : 35: 17 12 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 : 63.0 78.0 81.5 92.5 58.6 71.3 71.5 81.2
Old : 63.0 78.0 81.5 92.5 58.6 71.3 71.5 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 126,519: 94,725 88,354 26,410 23,011 1,805 515 1,340 410 1,554 10,840 735: 365 24
Old : 126,519: 94,725 88,354 26,410 23,011 1,805 515 1,340 410 1,554 10,840 735: 365 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 369: 29 546 -100 169 80 0 -50 0 67 -400 0: 293 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 69.8 20.9 18.2 1.4 0.4 1.1 0.3 1.2 8.6 0.6: 0.3 0.0
Old : 100.0: 74.9 69.8 20.9 18.2 1.4 0.4 1.1 0.3 1.2 8.6 0.6: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 30 24 . . . . . . 6 5 5:
Old : 54: 30 24 . . . . . . 6 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 : 37.6 51.1 62.2 76.8 32.3 47.7 49.3 63.7
Old : 37.6 51.1 62.2 76.8 32.3 47.7 49.3 63.7
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, August 27, 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 : 136,426: 101,303 94,772 28,739 25,899 2,110 1,050 1,345 400 1,672 10,780 1,065: 87 55
Old : 136,426: 101,303 94,772 28,739 25,899 2,110 1,050 1,345 400 1,672 10,780 1,065: 87 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 656: 584 813 0 221 -15 0 -75 0 122 -221 -47: 12 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 69.5 21.1 19.0 1.5 0.8 1.0 0.3 1.2 7.9 0.8: 0.1 0.0
Old : 100.0: 74.3 69.5 21.1 19.0 1.5 0.8 1.0 0.3 1.2 7.9 0.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 32 26 . . 4 . . . 5 8 5:
Old : 60: 32 26 . . 4 . . . 5 8 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 50.3 61.3 77.0 34.5 47.6 52.1 64.3
Old : 36.1 50.3 61.3 77.0 34.5 47.6 52.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 495,019: 289,252 307,461 28,947 12,570 88,987 12,759 15,929 37,294 10,996 6,199 26,024: 761 555
Old : 495,019: 289,252 307,461 28,947 12,570 88,987 12,759 15,929 37,294 10,996 6,199 26,024: 761 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 4,645: 780 2,650 1,158 848 108 2,355 379 413 -270 178 105: -5 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 62.1 5.8 2.5 18.0 2.6 3.2 7.5 2.2 1.3 5.3: 0.2 0.1
Old : 100.0: 58.4 62.1 5.8 2.5 18.0 2.6 3.2 7.5 2.2 1.3 5.3: 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 : 93: 38 35 . . 7 7 12 4 17 8 12:
Old : 93: 38 35 . . 7 7 12 4 17 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 37.6 60.1 61.6 14.7 15.4 19.6 20.7
Old : 40.1 37.6 60.1 61.6 14.7 15.4 19.6 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 18,419: 11,058 17,364 2,870 520 430 635 0 0 3,310 25 75: 41 5
Old : 18,419: 11,058 17,364 2,870 520 430 635 0 0 3,310 25 75: 41 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 120: 120 120 -30 0 0 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 94.3 15.6 2.8 2.3 3.4 0.0 0.0 18.0 0.1 0.4: 0.2 0.0
Old : 100.0: 60.0 94.3 15.6 2.8 2.3 3.4 0.0 0.0 18.0 0.1 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 : 28: 16 7 . . . . 0 0 . . .:
Old : 28: 16 7 . . . . 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 : 53.5 92.9 76.1 99.6 53.2 88.9 75.8 94.6
Old : 53.5 92.9 76.1 99.6 53.2 88.9 75.8 94.6
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, August 27, 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 : 17,372: 10,116 16,247 2,961 0 565 0 490 10 3,545 25 35: 140 0
Old : 17,372: 10,116 16,247 2,961 0 565 0 490 10 3,545 25 35: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 120: 120 120 -30 0 0 0 0 0 55 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 93.5 17.0 0.0 3.3 0.0 2.8 0.1 20.4 0.1 0.2: 0.8 0.0
Old : 100.0: 58.2 93.5 17.0 0.0 3.3 0.0 2.8 0.1 20.4 0.1 0.2: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 6 . 0 . 0 . . . . .:
Old : 26: 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 : 55.8 93.3 79.2 99.7 55.8 89.8 77.1 93.5
Old : 55.8 93.3 79.2 99.7 55.8 89.8 77.1 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 7,035: 4,440 4,035 370 0 140 85 380 95 1,295 1,820 245: 365 320
Old : 7,035: 4,440 4,035 370 0 140 85 380 95 1,295 1,820 245: 365 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -2,935: -2,190 -2,125 115 -155 130 -30 30 -5 -235 -440 -380: -340 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 57.4 5.3 0.0 2.0 1.2 5.4 1.4 18.4 25.9 3.5: 5.2 4.5
Old : 100.0: 63.1 57.4 5.3 0.0 2.0 1.2 5.4 1.4 18.4 25.9 3.5: 5.2 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 : 43: 22 24 . 0 . . . . 4 8 .:
Old : 43: 22 24 . 0 . . . . 4 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 24.5 58.7 40.4 38.3 23.9 50.5 37.9
Old : 41.1 24.5 58.7 40.4 38.3 23.9 50.5 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 51,436: 36,361 34,318 4,895 6,165 265 0 823 1,680 0 0 0: 8,235 8,185
Old : 51,436: 36,361 34,318 4,895 6,165 265 0 823 1,680 0 0 0: 8,235 8,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,295: 1,050 545 75 720 -10 0 -140 130 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 66.7 9.5 12.0 0.5 0.0 1.6 3.3 0.0 0.0 0.0: 16.0 15.9
Old : 100.0: 70.7 66.7 9.5 12.0 0.5 0.0 1.6 3.3 0.0 0.0 0.0: 16.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 19 . . . 0 . . 0 0 0:
Old : 26: 17 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 48.8 78.4 68.5 59.5 47.5 65.3 63.1
Old : 66.2 48.8 78.4 68.5 59.5 47.5 65.3 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 44,970: 32,494 30,378 5,125 4,845 240 0 2,465 625 0 0 0: 6,486 6,417
Old : 44,970: 32,494 30,378 5,125 4,845 240 0 2,465 625 0 0 0: 6,486 6,417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,000: 655 175 75 720 0 0 -165 195 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 67.6 11.4 10.8 0.5 0.0 5.5 1.4 0.0 0.0 0.0: 14.4 14.3
Old : 100.0: 72.3 67.6 11.4 10.8 0.5 0.0 5.5 1.4 0.0 0.0 0.0: 14.4 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 : 23: 13 17 . . . 0 . . 0 0 0:
Old : 23: 13 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 : 71.7 47.1 81.6 68.8 64.9 46.0 69.7 64.8
Old : 71.7 47.1 81.6 68.8 64.9 46.0 69.7 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 26,270: 6,695 18,790 12,960 560 1,750 225 1,525 440 1,225 0 175: 2,800 3,030
Old : 26,270: 6,695 18,790 12,960 560 1,750 225 1,525 440 1,225 0 175: 2,800 3,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 425: 540 90 -450 200 -300 -525 175 175 900 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 71.5 49.3 2.1 6.7 0.9 5.8 1.7 4.7 0.0 0.7: 10.7 11.5
Old : 100.0: 25.5 71.5 49.3 2.1 6.7 0.9 5.8 1.7 4.7 0.0 0.7: 10.7 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 : 22: 11 11 . . . . . . . 0 .:
Old : 22: 11 11 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 56.8 83.6 79.5 64.1 56.7 68.5 67.5
Old : 71.8 56.8 83.6 79.5 64.1 56.7 68.5 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 21,990: 4,830 16,625 11,550 0 1,685 275 1,050 500 1,200 0 0: 1,950 2,130
Old : 21,990: 4,830 16,625 11,550 0 1,685 275 1,050 500 1,200 0 0: 1,950 2,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 600: 915 165 -1,000 0 0 -550 100 250 900 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 75.6 52.5 0.0 7.7 1.3 4.8 2.3 5.5 0.0 0.0: 8.9 9.7
Old : 100.0: 22.0 75.6 52.5 0.0 7.7 1.3 4.8 2.3 5.5 0.0 0.0: 8.9 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 13 . 0 . . . . . 0 0:
Old : 21: 8 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 : 78.9 56.3 86.9 77.6 62.5 56.3 68.8 65.8
Old : 78.9 56.3 86.9 77.6 62.5 56.3 68.8 65.8
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, August 27, 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 : 36,221: 14,544 15,061 3,113 13,841 827 12,030 0 3,245 0 1,000 0: 2,462 2,247
Old : 36,221: 14,544 15,061 3,113 13,841 827 12,030 0 3,245 0 1,000 0: 2,462 2,247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 2,620: 80 180 475 2,460 -73 1,780 -155 350 0 -150 0: 8 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 41.6 8.6 38.2 2.3 33.2 0.0 9.0 0.0 2.8 0.0: 6.8 6.2
Old : 100.0: 40.2 41.6 8.6 38.2 2.3 33.2 0.0 9.0 0.0 2.8 0.0: 6.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 17 . . . . 0 . 0 . 0:
Old : 23: 12 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 71.4 79.0 82.0 49.3 60.3 60.0 64.5
Old : 61.5 71.4 79.0 82.0 49.3 60.3 60.0 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 24,629: 8,211 11,194 3,118 7,380 570 7,465 195 3,720 0 375 0: 1,545 1,195
Old : 24,629: 8,211 11,194 3,118 7,380 570 7,465 195 3,720 0 375 0: 1,545 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,055: 20 -155 0 960 0 735 0 300 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 45.5 12.7 30.0 2.3 30.3 0.8 15.1 0.0 1.5 0.0: 6.3 4.9
Old : 100.0: 33.3 45.5 12.7 30.0 2.3 30.3 0.8 15.1 0.0 1.5 0.0: 6.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . . . . . . 0 . 0:
Old : 20: 11 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 75.3 85.6 86.2 54.9 55.1 59.5 59.9
Old : 69.6 75.3 85.6 86.2 54.9 55.1 59.5 59.9
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, August 27, 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 : 82,112: 32,080 31,087 18,243 28,125 1,260 6,690 3,035 2,760 5,730 125 1,430: 13,919 14,290
Old : 82,112: 32,080 31,087 18,243 28,125 1,260 6,690 3,035 2,760 5,730 125 1,430: 13,919 14,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,250: 1,115 65 240 1,270 0 -395 0 0 450 75 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 37.9 22.2 34.3 1.5 8.1 3.7 3.4 7.0 0.2 1.7: 17.0 17.4
Old : 100.0: 39.1 37.9 22.2 34.3 1.5 8.1 3.7 3.4 7.0 0.2 1.7: 17.0 17.4
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 : 29: 13 18 . . . . . . . . .:
Old : 29: 13 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 44.2 77.4 60.2 58.8 44.2 66.8 56.5
Old : 65.1 44.2 77.4 60.2 58.8 44.2 66.8 56.5
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, August 27, 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 : 76,218: 30,302 27,696 19,350 27,625 1,260 7,065 2,795 2,100 1,815 0 1,510: 12,816 13,232
Old : 76,218: 30,302 27,696 19,350 27,625 1,260 7,065 2,795 2,100 1,815 0 1,510: 12,816 13,232
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,105: 1,200 355 300 1,200 0 -395 0 -50 450 0 -450: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 36.3 25.4 36.2 1.7 9.3 3.7 2.8 2.4 0.0 2.0: 16.8 17.4
Old : 100.0: 39.8 36.3 25.4 36.2 1.7 9.3 3.7 2.8 2.4 0.0 2.0: 16.8 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 18 . . . . . . . 0 .:
Old : 28: 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 : 64.1 46.4 75.2 62.0 59.7 44.1 65.4 55.6
Old : 64.1 46.4 75.2 62.0 59.7 44.1 65.4 55.6
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,960: 11,472 8,103 2,850 1,214 1,704 1,315 6,450 335 1,100 1,585 1,550: 3,634 3,019
Old : 23,960: 11,472 8,103 2,850 1,214 1,704 1,315 6,450 335 1,100 1,585 1,550: 3,634 3,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 210: 210 0 150 0 0 -150 0 0 0 210 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 33.8 11.9 5.1 7.1 5.5 26.9 1.4 4.6 6.6 6.5: 15.2 12.6
Old : 100.0: 47.9 33.8 11.9 5.1 7.1 5.5 26.9 1.4 4.6 6.6 6.5: 15.2 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 : 28: 15 8 . . . . . . . . .:
Old : 28: 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 : 39.6 59.9 62.5 81.5 36.8 49.4 55.6 64.4
Old : 39.6 59.9 62.5 81.5 36.8 49.4 55.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,005: 10,512 8,078 2,550 1,009 1,246 1,275 7,650 325 1,640 25 1,760: 3,697 2,912
Old : 23,005: 10,512 8,078 2,550 1,009 1,246 1,275 7,650 325 1,640 25 1,760: 3,697 2,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 210: 210 0 150 0 0 -150 0 0 -210 0 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 35.1 11.1 4.4 5.4 5.5 33.3 1.4 7.1 0.1 7.7: 16.1 12.7
Old : 100.0: 45.7 35.1 11.1 4.4 5.4 5.5 33.3 1.4 7.1 0.1 7.7: 16.1 12.7
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: 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 : 39.8 59.2 65.2 81.9 36.1 56.5 56.8 65.9
Old : 39.8 59.2 65.2 81.9 36.1 56.5 56.8 65.9
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,297: 14,394 33,682 3,887 10,455 35 15,575 0 0 10,405 0 0: 5,001 5,125
Old : 49,297: 14,394 33,682 3,887 10,455 35 15,575 0 0 10,405 0 0: 5,001 5,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 955: -160 955 840 0 -130 100 0 0 175 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 68.3 7.9 21.2 0.1 31.6 0.0 0.0 21.1 0.0 0.0: 10.1 10.4
Old : 100.0: 29.2 68.3 7.9 21.2 0.1 31.6 0.0 0.0 21.1 0.0 0.0: 10.1 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 : 24: 13 13 . . . . 0 0 . 0 0:
Old : 24: 13 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 76.8 83.1 86.6 61.7 76.8 79.5 82.2
Old : 62.3 76.8 83.1 86.6 61.7 76.8 79.5 82.2
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, August 27, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,730: 15,571 31,852 3,235 12,240 35 15,475 0 0 10,055 0 0: 5,359 5,603
Old : 49,730: 15,571 31,852 3,235 12,240 35 15,475 0 0 10,055 0 0: 5,359 5,603
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 870: 60 585 965 0 -130 100 0 0 0 0 0: -125 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 64.0 6.5 24.6 0.1 31.1 0.0 0.0 20.2 0.0 0.0: 10.8 11.3
Old : 100.0: 31.3 64.0 6.5 24.6 0.1 31.1 0.0 0.0 20.2 0.0 0.0: 10.8 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 : 22: 11 13 . . . . 0 0 . 0 0:
Old : 22: 11 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 79.0 84.1 86.6 60.2 79.0 82.3 84.5
Old : 60.8 79.0 84.1 86.6 60.2 79.0 82.3 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 56,275: 21,625 47,740 1,915 790 2,085 5,575 0 1,765 19,815 400 0: 3,495 3,495
Old : 56,275: 21,625 47,740 1,915 790 2,085 5,575 0 1,765 19,815 400 0: 3,495 3,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 250: 640 285 -150 -150 150 -80 0 0 -275 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 84.8 3.4 1.4 3.7 9.9 0.0 3.1 35.2 0.7 0.0: 6.2 6.2
Old : 100.0: 38.4 84.8 3.4 1.4 3.7 9.9 0.0 3.1 35.2 0.7 0.0: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 11 . . . 5 0 . 4 . 0:
Old : 32: 14 11 . . . 5 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 : 53.0 79.4 76.0 89.2 50.3 78.9 70.3 81.9
Old : 53.0 79.4 76.0 89.2 50.3 78.9 70.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 55,655: 21,570 46,710 1,350 790 2,280 4,935 0 2,165 19,785 150 50: 3,520 3,510
Old : 55,655: 21,570 46,710 1,350 790 2,280 4,935 0 2,165 19,785 150 50: 3,520 3,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 280: 630 275 -150 -150 150 -80 0 0 -275 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 83.9 2.4 1.4 4.1 8.9 0.0 3.9 35.5 0.3 0.1: 6.3 6.3
Old : 100.0: 38.8 83.9 2.4 1.4 4.1 8.9 0.0 3.9 35.5 0.3 0.1: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 10 . . . 4 0 . 4 . .:
Old : 30: 14 10 . . . 4 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 78.3 75.3 89.4 50.5 78.1 70.2 81.2
Old : 53.4 78.3 75.3 89.4 50.5 78.1 70.2 81.2
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, August 27, 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 : 16,495: 9,640 7,105 1,435 0 1,390 0 5,795 0 1,795 410 535: 1,700 1,260
Old : 16,495: 9,640 7,105 1,435 0 1,390 0 5,795 0 1,795 410 535: 1,700 1,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 615: -25 800 50 0 -10 0 0 0 700 -75 -110: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 43.1 8.7 0.0 8.4 0.0 35.1 0.0 10.9 2.5 3.2: 10.3 7.6
Old : 100.0: 58.4 43.1 8.7 0.0 8.4 0.0 35.1 0.0 10.9 2.5 3.2: 10.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 8 . 0 . 0 4 0 . . .:
Old : 23: 13 8 . 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 : 55.0 57.6 79.4 84.5 48.3 57.6 68.1 76.5
Old : 55.0 57.6 79.4 84.5 48.3 57.6 68.1 76.5
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, August 27, 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 : 15,980: 9,185 6,770 1,745 0 1,085 0 6,095 0 2,195 410 415: 1,355 1,205
Old : 15,980: 9,185 6,770 1,745 0 1,085 0 6,095 0 2,195 410 415: 1,355 1,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 600: -25 750 0 0 0 0 0 0 700 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 42.4 10.9 0.0 6.8 0.0 38.1 0.0 13.7 2.6 2.6: 8.5 7.5
Old : 100.0: 57.5 42.4 10.9 0.0 6.8 0.0 38.1 0.0 13.7 2.6 2.6: 8.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 8 . 0 . 0 4 0 . . .:
Old : 23: 12 8 . 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 : 56.6 61.4 81.1 85.1 50.3 61.4 70.3 79.5
Old : 56.6 61.4 81.1 85.1 50.3 61.4 70.3 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 66,275: 32,825 31,575 1,700 2,480 3,010 2,730 21,580 1,330 19,505 1,275 745: 4,430 4,280
Old : 66,275: 32,825 31,575 1,700 2,480 3,010 2,730 21,580 1,330 19,505 1,275 745: 4,430 4,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,220: 1,085 890 0 320 -30 50 0 0 75 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 47.6 2.6 3.7 4.5 4.1 32.6 2.0 29.4 1.9 1.1: 6.7 6.5
Old : 100.0: 49.5 47.6 2.6 3.7 4.5 4.1 32.6 2.0 29.4 1.9 1.1: 6.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 15 13 . . . . . . 4 . .:
Old : 33: 15 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 68.4 73.1 86.5 58.9 66.6 72.3 80.2
Old : 59.6 68.4 73.1 86.5 58.9 66.6 72.3 80.2
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, August 27, 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 : 64,555: 31,495 30,620 2,650 1,035 3,095 2,730 21,455 1,440 16,850 1,275 1,150: 5,145 4,485
Old : 64,555: 31,495 30,620 2,650 1,035 3,095 2,730 21,455 1,440 16,850 1,275 1,150: 5,145 4,485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 625: 350 875 400 0 -270 50 0 0 75 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 47.4 4.1 1.6 4.8 4.2 33.2 2.2 26.1 2.0 1.8: 8.0 6.9
Old : 100.0: 48.8 47.4 4.1 1.6 4.8 4.2 33.2 2.2 26.1 2.0 1.8: 8.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 14 . . . . . . 4 . .:
Old : 32: 14 14 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 69.8 72.0 85.4 56.9 67.6 69.2 80.2
Old : 58.3 69.8 72.0 85.4 56.9 67.6 69.2 80.2
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, August 27, 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 : 56,506: 33,617 21,030 0 13,157 2,402 15,925 125 1,755 125 15,525 65: 2,617 2,447
Old : 56,506: 33,617 21,030 0 13,157 2,402 15,925 125 1,755 125 15,525 65: 2,617 2,447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 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: 59.5 37.2 0.0 23.3 4.3 28.2 0.2 3.1 0.2 27.5 0.1: 4.6 4.3
Old : 100.0: 59.5 37.2 0.0 23.3 4.3 28.2 0.2 3.1 0.2 27.5 0.1: 4.6 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 : 30: 19 10 0 . . . . . . . .:
Old : 30: 19 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 73.7 77.2 91.4 52.8 69.5 73.0 80.6
Old : 55.8 73.7 77.2 91.4 52.8 69.5 73.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 46,037: 28,706 18,705 0 10,186 2,483 10,925 0 1,730 150 11,195 470: 1,573 1,268
Old : 46,037: 28,706 18,705 0 10,186 2,483 10,925 0 1,730 150 11,195 470: 1,573 1,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 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: 62.4 40.6 0.0 22.1 5.4 23.7 0.0 3.8 0.3 24.3 1.0: 3.4 2.8
Old : 100.0: 62.4 40.6 0.0 22.1 5.4 23.7 0.0 3.8 0.3 24.3 1.0: 3.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 9 0 . . . 0 . . . .:
Old : 29: 18 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 : 58.7 69.7 78.4 92.3 55.1 64.1 72.0 80.7
Old : 58.7 69.7 78.4 92.3 55.1 64.1 72.0 80.7
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, August 27, 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 : 152,549: 95,737 88,178 18,107 960 7,247 1,874 13,025 6,460 1,650 15,205 1,280: 20,194 20,194
Old : 152,549: 95,737 88,178 18,107 960 7,247 1,874 13,025 6,460 1,650 15,205 1,280: 20,194 20,194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 3,065: 1,622 2,087 445 525 -175 750 -110 50 0 315 -100: 473 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 57.8 11.9 0.6 4.8 1.2 8.5 4.2 1.1 10.0 0.8: 13.2 13.2
Old : 100.0: 62.8 57.8 11.9 0.6 4.8 1.2 8.5 4.2 1.1 10.0 0.8: 13.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 29 . . . . . . . 5 .:
Old : 43: 23 29 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 39.4 75.1 57.3 61.1 37.2 67.1 53.4
Old : 64.0 39.4 75.1 57.3 61.1 37.2 67.1 53.4
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, August 27, 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 : 137,824: 85,371 81,677 18,477 0 6,495 3,699 7,735 5,505 1,400 19,535 1,115: 15,762 15,762
Old : 137,824: 85,371 81,677 18,477 0 6,495 3,699 7,735 5,505 1,400 19,535 1,115: 15,762 15,762
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 2,430: 1,415 1,510 -550 0 350 750 -110 50 0 215 -100: 515 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 59.3 13.4 0.0 4.7 2.7 5.6 4.0 1.0 14.2 0.8: 11.4 11.4
Old : 100.0: 61.9 59.3 13.4 0.0 4.7 2.7 5.6 4.0 1.0 14.2 0.8: 11.4 11.4
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 : 41: 21 27 . 0 . . . . . 4 .:
Old : 41: 21 27 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 41.5 77.6 59.0 57.6 39.6 67.7 55.5
Old : 63.5 41.5 77.6 59.0 57.6 39.6 67.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 41,745: 19,160 21,600 14,670 7,795 880 1,270 625 2,280 0 5,145 0: 3,485 3,420
Old : 41,745: 19,160 21,600 14,670 7,795 880 1,270 625 2,280 0 5,145 0: 3,485 3,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 710: 600 1,140 -100 -555 70 0 0 0 0 -25 0: 140 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 51.7 35.1 18.7 2.1 3.0 1.5 5.5 0.0 12.3 0.0: 8.3 8.2
Old : 100.0: 45.9 51.7 35.1 18.7 2.1 3.0 1.5 5.5 0.0 12.3 0.0: 8.3 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 : 26: 13 16 . . . . . . 0 . 0:
Old : 26: 13 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 49.5 81.5 70.8 62.0 47.7 72.5 65.3
Old : 63.7 49.5 81.5 70.8 62.0 47.7 72.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 27, 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 : 37,855: 15,550 18,980 13,250 5,830 1,385 820 0 3,700 0 4,920 0: 3,150 3,040
Old : 37,855: 15,550 18,980 13,250 5,830 1,385 820 0 3,700 0 4,920 0: 3,150 3,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 825: -35 1,255 400 -680 90 150 0 0 0 0 0: 220 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 50.1 35.0 15.4 3.7 2.2 0.0 9.8 0.0 13.0 0.0: 8.3 8.0
Old : 100.0: 41.1 50.1 35.0 15.4 3.7 2.2 0.0 9.8 0.0 13.0 0.0: 8.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 18 . . . . 0 . 0 . 0:
Old : 25: 13 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 46.1 77.4 68.6 54.9 42.6 59.9 56.7
Old : 61.2 46.1 77.4 68.6 54.9 42.6 59.9 56.7
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, August 27, 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 : 32,950: 14,135 18,145 0 10,720 1,960 11,725 0 775 2,700 0 300: 1,355 1,050
Old : 32,950: 14,135 18,145 0 10,720 1,960 11,725 0 775 2,700 0 300: 1,355 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 240: 260 -80 0 310 0 -30 0 10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 55.1 0.0 32.5 5.9 35.6 0.0 2.4 8.2 0.0 0.9: 4.1 3.2
Old : 100.0: 42.9 55.1 0.0 32.5 5.9 35.6 0.0 2.4 8.2 0.0 0.9: 4.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 0 . . . 0 . . 0 .:
Old : 22: 12 11 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 73.7 86.9 87.1 63.2 67.0 77.3 79.3
Old : 67.1 73.7 86.9 87.1 63.2 67.0 77.3 79.3
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, August 27, 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 : 105,682: 66,718 52,078 1,330 10,375 9,025 1,075 11,585 4,745 4,855 0 40: 17,894 17,834
Old : 105,682: 66,718 52,078 1,330 10,375 9,025 1,075 11,585 4,745 4,855 0 40: 17,894 17,834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 585: 265 515 75 -70 180 0 -180 55 -75 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 49.3 1.3 9.8 8.5 1.0 11.0 4.5 4.6 0.0 0.0: 16.9 16.9
Old : 100.0: 63.1 49.3 1.3 9.8 8.5 1.0 11.0 4.5 4.6 0.0 0.0: 16.9 16.9
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 : 38: 27 23 . . . . . . . 0 .:
Old : 38: 27 23 . . . . . . . 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 : 36.4 45.0 52.3 61.6 29.3 33.5 40.5 43.0
Old : 36.4 45.0 52.3 61.6 29.3 33.5 40.5 43.0
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, August 27, 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 : 87,352: 52,754 36,339 0 20,240 4,748 350 1,550 9,515 4,610 0 0: 15,375 14,960
Old : 87,352: 52,754 36,339 0 20,240 4,748 350 1,550 9,515 4,610 0 0: 15,375 14,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -15: -295 200 0 -165 60 0 -380 315 -50 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 41.6 0.0 23.2 5.4 0.4 1.8 10.9 5.3 0.0 0.0: 17.6 17.1
Old : 100.0: 60.4 41.6 0.0 23.2 5.4 0.4 1.8 10.9 5.3 0.0 0.0: 17.6 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 0 . . . . . . 0 0:
Old : 32: 19 20 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 : 45.4 47.4 63.8 65.7 30.6 36.2 41.8 43.7
Old : 45.4 47.4 63.8 65.7 30.6 36.2 41.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019