COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 21,930: 10,806 11,307 659 330 1,945 723 3,302 456 5,315 2,450 1,456: 570 684
Old : 21,930: 10,806 11,307 659 330 1,945 723 3,302 456 5,315 2,450 1,456: 570 684
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,391: -412 -746 -525 -147 82 46 154 -52 -491 -559 53: -92 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 51.6 3.0 1.5 8.9 3.3 15.1 2.1 24.2 11.2 6.6: 2.6 3.1
Old : 100.0: 49.3 51.6 3.0 1.5 8.9 3.3 15.1 2.1 24.2 11.2 6.6: 2.6 3.1
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 : 37: 13 14 4 . 5 . 4 . 4 7 7:
Old : 37: 13 14 4 . 5 . 4 . 4 7 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 : 44.0 45.1 65.2 66.2 31.9 32.2 41.5 42.8
Old : 44.0 45.1 65.2 66.2 31.9 32.2 41.5 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 31,842: 16,257 18,618 4 2,678 5,224 3,801 0 1,527 1,189 117 3,237: 602 442
Old : 31,842: 16,257 18,618 4 2,678 5,224 3,801 0 1,527 1,189 117 3,237: 602 442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,381: -1,976 -651 4 -269 115 -74 -295 2 573 -292 15: -40 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 58.5 0.0 8.4 16.4 11.9 0.0 4.8 3.7 0.4 10.2: 1.9 1.4
Old : 100.0: 51.1 58.5 0.0 8.4 16.4 11.9 0.0 4.8 3.7 0.4 10.2: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 22 23 . . . 4 0 4 9 . 11:
Old : 44: 22 23 . . . 4 0 4 9 . 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 47.7 68.8 67.9 22.5 23.5 26.7 28.6
Old : 46.4 47.7 68.8 67.9 22.5 23.5 26.7 28.6
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, September 10, 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 : 39,753: 24,379 34,855 5,177 541 2,767 415 615 200 6,275 120 530: 10 125
Old : 39,753: 24,379 34,855 5,177 541 2,767 415 615 200 6,275 120 530: 10 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 1,172: 854 688 5 442 -5 334 -42 -25 50 20 105: -146 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 87.7 13.0 1.4 7.0 1.0 1.5 0.5 15.8 0.3 1.3: 0.0 0.3
Old : 100.0: 61.3 87.7 13.0 1.4 7.0 1.0 1.5 0.5 15.8 0.3 1.3: 0.0 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 : 38: 21 20 . . . . . . 5 . 5:
Old : 38: 21 20 . . . . . . 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 : 53.1 62.1 80.5 85.4 46.7 55.9 59.1 63.7
Old : 53.1 62.1 80.5 85.4 46.7 55.9 59.1 63.7
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 29,041: 23,728 25,646 135 395 1,515 150 0 75 2,500 550 850: 88 10
Old : 29,041: 23,728 25,646 135 395 1,515 150 0 75 2,500 550 850: 88 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 762: 326 641 135 10 36 150 0 0 125 75 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 88.3 0.5 1.4 5.2 0.5 0.0 0.3 8.6 1.9 2.9: 0.3 0.0
Old : 100.0: 81.7 88.3 0.5 1.4 5.2 0.5 0.0 0.3 8.6 1.9 2.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . . . . 0 . 4 . .:
Old : 29: 15 16 . . . . 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 : 63.9 74.2 83.9 89.2 63.3 70.2 78.2 79.5
Old : 63.9 74.2 83.9 89.2 63.3 70.2 78.2 79.5
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, September 10, 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 : 138,137: 113,732 89,074 2,519 25,771 6,006 6,094 1,620 6,780 932 7,245 1,549: 525 92
Old : 138,137: 113,732 89,074 2,519 25,771 6,006 6,094 1,620 6,780 932 7,245 1,549: 525 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -8,071: -7,247 -7,624 -208 288 -73 -629 -780 -159 50 128 149: 46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 64.5 1.8 18.7 4.3 4.4 1.2 4.9 0.7 5.2 1.1: 0.4 0.1
Old : 100.0: 82.3 64.5 1.8 18.7 4.3 4.4 1.2 4.9 0.7 5.2 1.1: 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 : 53: 29 30 . . 4 4 . . . 6 .:
Old : 53: 29 30 . . 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 : 48.6 44.5 67.3 63.3 35.5 31.3 43.0 40.4
Old : 48.6 44.5 67.3 63.3 35.5 31.3 43.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 68,139: 58,337 48,758 2,502 10,314 3,183 325 1,756 2,316 450 785 1,025: 1 2
Old : 68,139: 58,337 48,758 2,502 10,314 3,183 325 1,756 2,316 450 785 1,025: 1 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,267: -2,646 -1,765 -252 -148 -233 0 -818 71 -150 -305 -50: -7 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 71.6 3.7 15.1 4.7 0.5 2.6 3.4 0.7 1.2 1.5: 0.0 0.0
Old : 100.0: 85.6 71.6 3.7 15.1 4.7 0.5 2.6 3.4 0.7 1.2 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 18 21 . . . . 6 . . 5 4:
Old : 42: 18 21 . . . . 6 . . 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 : 68.7 70.0 85.5 84.6 67.2 58.3 74.4 69.3
Old : 68.7 70.0 85.5 84.6 67.2 58.3 74.4 69.3
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, September 10, 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 : 31,573: 28,288 22,881 1,720 7,037 1,240 0 0 0 275 350 50: 0 15
Old : 31,573: 28,288 22,881 1,720 7,037 1,240 0 0 0 275 350 50: 0 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,810: -1,389 -1,785 -396 65 0 0 -25 0 25 0 -50: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 72.5 5.4 22.3 3.9 0.0 0.0 0.0 0.9 1.1 0.2: 0.0 0.0
Old : 100.0: 89.6 72.5 5.4 22.3 3.9 0.0 0.0 0.0 0.9 1.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 8 15 . . . 0 0 0 . . .:
Old : 26: 8 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 : 86.9 80.5 97.7 93.3 78.0 67.5 83.1 79.3
Old : 86.9 80.5 97.7 93.3 78.0 67.5 83.1 79.3
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, September 10, 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 : 68,230: 39,440 37,719 616 17,092 7,216 15,465 200 685 420 1,292 4,018: 370 8
Old : 68,230: 39,440 37,719 616 17,092 7,216 15,465 200 685 420 1,292 4,018: 370 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,346: -2,993 -2,515 148 -460 -170 -25 -50 -150 0 155 -155: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 55.3 0.9 25.1 10.6 22.7 0.3 1.0 0.6 1.9 5.9: 0.5 0.0
Old : 100.0: 57.8 55.3 0.9 25.1 10.6 22.7 0.3 1.0 0.6 1.9 5.9: 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 : 35: 21 22 . . 4 . . . . . .:
Old : 35: 21 22 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 54.8 74.0 73.1 46.1 43.4 54.7 54.2
Old : 51.9 54.8 74.0 73.1 46.1 43.4 54.7 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 87,891: 50,935 39,040 23 34,115 5,532 25,454 1,735 1,858 420 2,647 2,720: 949 244
Old : 87,891: 50,935 39,040 23 34,115 5,532 25,454 1,735 1,858 420 2,647 2,720: 949 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,696: -2,723 -1,061 23 -497 599 -28 -795 28 0 -326 300: 105 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 44.4 0.0 38.8 6.3 29.0 2.0 2.1 0.5 3.0 3.1: 1.1 0.3
Old : 100.0: 58.0 44.4 0.0 38.8 6.3 29.0 2.0 2.1 0.5 3.0 3.1: 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 : 37: 20 21 . . 4 . 6 . . . .:
Old : 37: 20 21 . . 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 : 53.2 57.9 70.4 76.2 49.9 49.8 61.5 60.9
Old : 53.2 57.9 70.4 76.2 49.9 49.8 61.5 60.9
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, September 10, 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 : 70,737: 54,160 49,892 10,482 18,157 1,150 1,350 50 0 1,737 0 1,347: 511 141
Old : 70,737: 54,160 49,892 10,482 18,157 1,150 1,350 50 0 1,737 0 1,347: 511 141
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,978: -779 -1,292 -387 -499 -180 -200 -150 0 -599 -25 179: -12 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 70.5 14.8 25.7 1.6 1.9 0.1 0.0 2.5 0.0 1.9: 0.7 0.2
Old : 100.0: 76.6 70.5 14.8 25.7 1.6 1.9 0.1 0.0 2.5 0.0 1.9: 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 : 38: 21 21 . . . . . 0 . 0 .:
Old : 38: 21 21 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 70.9 70.2 81.3 47.3 70.9 64.9 78.7
Old : 48.9 70.9 70.2 81.3 47.3 70.9 64.9 78.7
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, September 10, 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 : 95,008: 66,013 59,267 22,342 33,184 502 1,350 125 0 2,311 0 1,848: 642 82
Old : 95,008: 66,013 59,267 22,342 33,184 502 1,350 125 0 2,311 0 1,848: 642 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -4,731: -2,915 -3,006 -1,005 -1,631 -70 -200 -125 0 -741 -75 176: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 62.4 23.5 34.9 0.5 1.4 0.1 0.0 2.4 0.0 1.9: 0.7 0.1
Old : 100.0: 69.5 62.4 23.5 34.9 0.5 1.4 0.1 0.0 2.4 0.0 1.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 24 . . 4 . . 0 . 0 .:
Old : 41: 23 24 . . 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 66.0 68.0 79.9 48.0 65.9 66.3 78.2
Old : 48.5 66.0 68.0 79.9 48.0 65.9 66.3 78.2
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, September 10, 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 : 43,120: 32,815 40,755 8,130 0 1,655 0 0 0 400 420 0: 120 290
Old : 43,120: 32,815 40,755 8,130 0 1,655 0 0 0 400 420 0: 120 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,020: -2,130 -1,740 230 -65 -205 0 0 0 100 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.5 18.9 0.0 3.8 0.0 0.0 0.0 0.9 1.0 0.0: 0.3 0.7
Old : 100.0: 76.1 94.5 18.9 0.0 3.8 0.0 0.0 0.0 0.9 1.0 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 : 26: 17 16 . 0 . 0 0 0 . . 0:
Old : 26: 17 16 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 88.3 87.8 95.7 65.2 85.1 79.1 87.1
Old : 69.1 88.3 87.8 95.7 65.2 85.1 79.1 87.1
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, September 10, 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 : 25,946: 22,748 19,724 0 2,839 2,638 0 600 0 340 0 20: 200 125
Old : 25,946: 22,748 19,724 0 2,839 2,638 0 600 0 340 0 20: 200 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 515: 1,264 -243 -288 1,208 -440 0 0 0 5 0 -5: -21 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 76.0 0.0 10.9 10.2 0.0 2.3 0.0 1.3 0.0 0.1: 0.8 0.5
Old : 100.0: 87.7 76.0 0.0 10.9 10.2 0.0 2.3 0.0 1.3 0.0 0.1: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 17 0 . . 0 . 0 . 0 .:
Old : 25: 17 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 : 54.3 66.6 80.5 85.7 49.7 52.1 64.2 64.2
Old : 54.3 66.6 80.5 85.7 49.7 52.1 64.2 64.2
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, September 10, 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 : 14,090: 8,975 10,065 4,375 0 0 200 3,900 0 325 0 125: 90 0
Old : 14,090: 8,975 10,065 4,375 0 0 200 3,900 0 325 0 125: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -905: -595 -855 -185 0 0 0 -50 0 -125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 71.4 31.1 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9: 0.6 0.0
Old : 100.0: 63.7 71.4 31.1 0.0 0.0 1.4 27.7 0.0 2.3 0.0 0.9: 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 : 22: 14 8 . 0 0 . . 0 . 0 .:
Old : 22: 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 : 58.3 82.2 79.3 98.3 55.8 76.1 70.0 79.8
Old : 58.3 82.2 79.3 98.3 55.8 76.1 70.0 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 70,566: 39,969 51,045 1,267 9,343 7,459 7,845 0 515 10,946 85 2,064: 500 54
Old : 70,566: 39,969 51,045 1,267 9,343 7,459 7,845 0 515 10,946 85 2,064: 500 54
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -5,503: -5,721 -755 948 -1,690 -607 277 0 -129 1,939 -44 -2,245: 35 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 72.3 1.8 13.2 10.6 11.1 0.0 0.7 15.5 0.1 2.9: 0.7 0.1
Old : 100.0: 56.6 72.3 1.8 13.2 10.6 11.1 0.0 0.7 15.5 0.1 2.9: 0.7 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 : 50: 26 29 . . . 5 0 . 10 . 6:
Old : 50: 26 29 . . . 5 0 . 10 . 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 : 32.5 47.2 55.8 70.0 19.2 28.7 28.2 37.3
Old : 32.5 47.2 55.8 70.0 19.2 28.7 28.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 5,000: 2,850 3,600 450 0 400 1,050 0 0 250 1,000 0: 0 0
Old : 5,000: 2,850 3,600 450 0 400 1,050 0 0 250 1,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 140: 200 50 -1,010 0 400 1,050 0 0 -500 -250 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 72.0 9.0 0.0 8.0 21.0 0.0 0.0 5.0 20.0 0.0: 0.0 0.0
Old : 100.0: 57.0 72.0 9.0 0.0 8.0 21.0 0.0 0.0 5.0 20.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 9 . 0 . . 0 0 4 . 0:
Old : 21: 6 9 . 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 : 75.0 62.0 96.0 91.0 53.0 40.0 63.0 64.0
Old : 75.0 62.0 96.0 91.0 53.0 40.0 63.0 64.0
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, September 10, 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 : 26,159: 16,319 19,266 339 4,766 590 4,275 0 175 3,365 220 800: 296 342
Old : 26,159: 16,319 19,266 339 4,766 590 4,275 0 175 3,365 220 800: 296 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,576: -1,595 -846 339 -236 -264 125 0 -125 -50 -105 0: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 73.6 1.3 18.2 2.3 16.3 0.0 0.7 12.9 0.8 3.1: 1.1 1.3
Old : 100.0: 62.4 73.6 1.3 18.2 2.3 16.3 0.0 0.7 12.9 0.8 3.1: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 18 . . . . 0 . . . .:
Old : 30: 15 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 : 57.1 47.7 81.4 73.3 50.4 43.0 60.7 57.3
Old : 57.1 47.7 81.4 73.3 50.4 43.0 60.7 57.3
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, September 10, 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 : 52,310: 43,810 48,913 4,973 0 2,652 0 0 0 525 320 100: 250 325
Old : 52,310: 43,810 48,913 4,973 0 2,652 0 0 0 525 320 100: 250 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,450: -2,936 -3,460 -454 -100 0 0 0 0 -125 40 -40: 105 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 93.5 9.5 0.0 5.1 0.0 0.0 0.0 1.0 0.6 0.2: 0.5 0.6
Old : 100.0: 83.8 93.5 9.5 0.0 5.1 0.0 0.0 0.0 1.0 0.6 0.2: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 17 . 0 . 0 0 0 . . .:
Old : 27: 14 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 : 62.9 83.0 86.1 93.1 58.3 80.1 76.1 83.8
Old : 62.9 83.0 86.1 93.1 58.3 80.1 76.1 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 42,965: 36,364 28,857 0 7,766 4,373 600 1,650 0 920 0 230: 478 89
Old : 42,965: 36,364 28,857 0 7,766 4,373 600 1,650 0 920 0 230: 478 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 307: -101 825 0 -855 590 -150 -300 0 -115 0 -5: 88 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 67.2 0.0 18.1 10.2 1.4 3.8 0.0 2.1 0.0 0.5: 1.1 0.2
Old : 100.0: 84.6 67.2 0.0 18.1 10.2 1.4 3.8 0.0 2.1 0.0 0.5: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 20 0 . . . . 0 . 0 .:
Old : 30: 20 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 : 51.0 45.3 72.7 71.5 42.5 28.7 49.6 42.9
Old : 51.0 45.3 72.7 71.5 42.5 28.7 49.6 42.9
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, September 10, 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 : 62,079: 49,981 59,239 6,990 905 1,560 0 0 0 3,115 200 0: 433 175
Old : 62,079: 49,981 59,239 6,990 905 1,560 0 0 0 3,115 200 0: 433 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,234: -2,342 -2,054 684 10 -1,200 -150 0 0 -231 0 0: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 95.4 11.3 1.5 2.5 0.0 0.0 0.0 5.0 0.3 0.0: 0.7 0.3
Old : 100.0: 80.5 95.4 11.3 1.5 2.5 0.0 0.0 0.0 5.0 0.3 0.0: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 . . . 0 0 0 . . 0:
Old : 29: 19 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 91.8 76.2 97.0 54.6 88.0 73.8 90.5
Old : 56.0 91.8 76.2 97.0 54.6 88.0 73.8 90.5
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, September 10, 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 : 67,897: 55,368 59,312 6,489 2,755 2,060 0 0 0 3,800 3,700 60: 120 10
Old : 67,897: 55,368 59,312 6,489 2,755 2,060 0 0 0 3,800 3,700 60: 120 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -4,703: -3,404 -3,823 -775 -510 80 -175 0 0 -414 -450 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 87.4 9.6 4.1 3.0 0.0 0.0 0.0 5.6 5.4 0.1: 0.2 0.0
Old : 100.0: 81.5 87.4 9.6 4.1 3.0 0.0 0.0 0.0 5.6 5.4 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 : 32: 21 16 . . . 0 0 0 . . .:
Old : 32: 21 16 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 82.5 76.9 95.7 52.9 78.6 71.4 87.7
Old : 55.7 82.5 76.9 95.7 52.9 78.6 71.4 87.7
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, September 10, 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 : 82,319: 61,132 75,968 13,608 1,896 3,234 0 261 34 4,128 818 98: 85 10
Old : 82,319: 61,132 75,968 13,608 1,896 3,234 0 261 34 4,128 818 98: 85 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -5,752: -4,786 -5,036 -660 -28 -86 0 -73 0 -28 -370 -169: -23 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 92.3 16.5 2.3 3.9 0.0 0.3 0.0 5.0 1.0 0.1: 0.1 0.0
Old : 100.0: 74.3 92.3 16.5 2.3 3.9 0.0 0.3 0.0 5.0 1.0 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 25 4 . 4 0 . . . . .:
Old : 39: 19 25 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 : 60.9 55.7 76.9 78.3 59.7 53.2 73.8 70.6
Old : 60.9 55.7 76.9 78.3 59.7 53.2 73.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 104,823: 75,637 88,782 16,705 4,323 4,608 140 2,150 511 6,431 3,758 606: 186 85
Old : 104,823: 75,637 88,782 16,705 4,323 4,608 140 2,150 511 6,431 3,758 606: 186 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -8,424: -6,987 -6,406 -680 32 -284 0 -614 -196 -255 -992 -33: 11 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 84.7 15.9 4.1 4.4 0.1 2.1 0.5 6.1 3.6 0.6: 0.2 0.1
Old : 100.0: 72.2 84.7 15.9 4.1 4.4 0.1 2.1 0.5 6.1 3.6 0.6: 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 : 54: 21 29 5 . . . 7 . . 6 4:
Old : 54: 21 29 5 . . . 7 . . 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 : 54.5 53.0 71.7 74.2 52.8 45.0 66.2 62.2
Old : 54.5 53.0 71.7 74.2 52.8 45.0 66.2 62.2
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, September 10, 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 : 49,560: 42,226 42,245 4,403 289 2,461 0 1,700 225 50 2,450 175: 20 15
Old : 49,560: 42,226 42,245 4,403 289 2,461 0 1,700 225 50 2,450 175: 20 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -4,520: -3,265 -4,230 -966 289 -289 0 -50 0 0 -225 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 85.2 8.9 0.6 5.0 0.0 3.4 0.5 0.1 4.9 0.4: 0.0 0.0
Old : 100.0: 85.2 85.2 8.9 0.6 5.0 0.0 3.4 0.5 0.1 4.9 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 12 . . . 0 . . . . .:
Old : 29: 14 12 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 84.7 94.9 92.8 78.3 82.4 91.1 88.3
Old : 78.3 84.7 94.9 92.8 78.3 82.4 91.1 88.3
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, September 10, 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 : 47,535: 40,858 45,200 5,897 0 780 0 0 0 0 1,555 0: 0 0
Old : 47,535: 40,858 45,200 5,897 0 780 0 0 0 0 1,555 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,700: -2,085 -2,475 -590 0 0 0 0 0 -25 -225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 95.1 12.4 0.0 1.6 0.0 0.0 0.0 0.0 3.3 0.0: 0.0 0.0
Old : 100.0: 86.0 95.1 12.4 0.0 1.6 0.0 0.0 0.0 0.0 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 : 22: 10 8 . 0 . 0 0 0 0 4 0:
Old : 22: 10 8 . 0 . 0 0 0 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 95.6 97.9 98.2 80.6 93.8 95.7 95.9
Old : 80.6 95.6 97.9 98.2 80.6 93.8 95.7 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 63,390: 46,412 58,004 12,243 0 2,286 650 0 200 481 1,728 1,005: 113 167
Old : 63,390: 46,412 58,004 12,243 0 2,286 650 0 200 481 1,728 1,005: 113 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,102: -749 -826 -299 0 -50 0 -150 -50 66 -9 0: -20 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 91.5 19.3 0.0 3.6 1.0 0.0 0.3 0.8 2.7 1.6: 0.2 0.3
Old : 100.0: 73.2 91.5 19.3 0.0 3.6 1.0 0.0 0.3 0.8 2.7 1.6: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 20 4 0 . . 0 . . . .:
Old : 30: 19 20 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 84.9 76.1 92.0 49.4 81.9 68.4 84.6
Old : 53.1 84.9 76.1 92.0 49.4 81.9 68.4 84.6
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, September 10, 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 : 65,786: 46,696 57,653 11,310 336 790 920 550 3,445 886 1,475 1,378: 361 159
Old : 65,786: 46,696 57,653 11,310 336 790 920 550 3,445 886 1,475 1,378: 361 159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 487: 2,511 729 -2,332 -305 65 225 475 -435 241 -268 237: -25 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 87.6 17.2 0.5 1.2 1.4 0.8 5.2 1.3 2.2 2.1: 0.5 0.2
Old : 100.0: 71.0 87.6 17.2 0.5 1.2 1.4 0.8 5.2 1.3 2.2 2.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 22 . . . 5 . . . . .:
Old : 35: 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 : 52.1 73.1 74.9 85.8 50.6 67.5 67.7 75.2
Old : 52.1 73.1 74.9 85.8 50.6 67.5 67.7 75.2
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,546: 15,069 27,922 12,441 0 159 0 333 80 700 0 0: 97 52
Old : 28,546: 15,069 27,922 12,441 0 159 0 333 80 700 0 0: 97 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,457: -1,400 -2,444 -980 0 -5 0 15 0 -50 0 0: -22 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 97.8 43.6 0.0 0.6 0.0 1.2 0.3 2.5 0.0 0.0: 0.3 0.2
Old : 100.0: 52.8 97.8 43.6 0.0 0.6 0.0 1.2 0.3 2.5 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 5 0 . 0 . . . 0 0:
Old : 24: 13 10 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 : 60.9 86.6 78.7 97.8 60.6 82.4 75.1 87.0
Old : 60.9 86.6 78.7 97.8 60.6 82.4 75.1 87.0
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 27,253: 14,495 26,980 11,901 0 113 0 140 0 545 0 0: 199 20
Old : 27,253: 14,495 26,980 11,901 0 113 0 140 0 545 0 0: 199 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,842: -1,288 -1,747 -503 0 0 0 -60 0 -30 -35 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 99.0 43.7 0.0 0.4 0.0 0.5 0.0 2.0 0.0 0.0: 0.7 0.1
Old : 100.0: 53.2 99.0 43.7 0.0 0.4 0.0 0.5 0.0 2.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 5 0 . 0 . 0 . 0 0:
Old : 24: 13 9 5 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 87.5 77.0 98.5 59.4 83.1 73.4 87.7
Old : 59.7 87.5 77.0 98.5 59.4 83.1 73.4 87.7
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, September 10, 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 : 33,394: 25,948 26,363 3,656 1,380 700 0 1,501 2,198 61 434 815: 16 3
Old : 33,394: 25,948 26,363 3,656 1,380 700 0 1,501 2,198 61 434 815: 16 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,160: -1,665 -573 77 170 -312 0 -1,090 959 -148 -265 -1: -70 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 78.9 10.9 4.1 2.1 0.0 4.5 6.6 0.2 1.3 2.4: 0.0 0.0
Old : 100.0: 77.7 78.9 10.9 4.1 2.1 0.0 4.5 6.6 0.2 1.3 2.4: 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 : 36: 20 20 . . . 0 . . . . 4:
Old : 36: 20 20 . . . 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 : 64.3 52.9 83.0 72.1 55.1 49.2 68.4 60.9
Old : 64.3 52.9 83.0 72.1 55.1 49.2 68.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 21,876: 17,064 19,125 2,013 0 198 600 700 850 354 568 300: 497 135
Old : 21,876: 17,064 19,125 2,013 0 198 600 700 850 354 568 300: 497 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -575: -800 -450 -336 0 0 240 -25 200 137 -70 -137: 121 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 87.4 9.2 0.0 0.9 2.7 3.2 3.9 1.6 2.6 1.4: 2.3 0.6
Old : 100.0: 78.0 87.4 9.2 0.0 0.9 2.7 3.2 3.9 1.6 2.6 1.4: 2.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.3 71.3 90.7 84.6 73.7 70.7 83.9 81.8
Old : 75.3 71.3 90.7 84.6 73.7 70.7 83.9 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 54,599: 43,452 35,884 5,314 12,741 735 2,850 3,233 860 694 486 645: 49 15
Old : 54,599: 43,452 35,884 5,314 12,741 735 2,850 3,233 860 694 486 645: 49 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,828: -541 -1,020 -522 513 -165 -455 -417 -235 366 -284 -205: -71 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 65.7 9.7 23.3 1.3 5.2 5.9 1.6 1.3 0.9 1.2: 0.1 0.0
Old : 100.0: 79.6 65.7 9.7 23.3 1.3 5.2 5.9 1.6 1.3 0.9 1.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 22 5 . 5 . . . 5 . 4:
Old : 42: 23 22 5 . 5 . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 56.3 75.8 77.1 49.0 54.7 61.7 67.2
Old : 59.9 56.3 75.8 77.1 49.0 54.7 61.7 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 35,246: 30,270 18,328 3,085 13,735 799 0 400 320 0 1,136 354: 418 174
Old : 35,246: 30,270 18,328 3,085 13,735 799 0 400 320 0 1,136 354: 418 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,313: -1,041 -1,008 -438 -225 35 0 -210 95 -35 1 -1: 72 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 52.0 8.8 39.0 2.3 0.0 1.1 0.9 0.0 3.2 1.0: 1.2 0.5
Old : 100.0: 85.9 52.0 8.8 39.0 2.3 0.0 1.1 0.9 0.0 3.2 1.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 4 . . 0 . . 0 . .:
Old : 32: 18 17 4 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 66.5 82.5 83.1 57.3 64.9 68.6 72.6
Old : 67.2 66.5 82.5 83.1 57.3 64.9 68.6 72.6
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, September 10, 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 : 21,014: 11,381 17,927 5,456 0 2,647 725 225 0 425 0 200: 180 15
Old : 21,014: 11,381 17,927 5,456 0 2,647 725 225 0 425 0 200: 180 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 370: 220 345 -25 0 25 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 85.3 26.0 0.0 12.6 3.5 1.1 0.0 2.0 0.0 1.0: 0.9 0.1
Old : 100.0: 54.2 85.3 26.0 0.0 12.6 3.5 1.1 0.0 2.0 0.0 1.0: 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 : 24: 13 14 . 0 . . . 0 . 0 .:
Old : 24: 13 14 . 0 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 79.1 87.0 89.5 51.1 70.2 68.7 75.5
Old : 65.4 79.1 87.0 89.5 51.1 70.2 68.7 75.5
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, September 10, 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 : 12,927: 10,619 10,860 981 755 637 0 150 0 170 125 400: 120 0
Old : 12,927: 10,619 10,860 981 755 637 0 150 0 170 125 400: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,010: -673 -915 -12 -45 0 0 25 -25 -300 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 84.0 7.6 5.8 4.9 0.0 1.2 0.0 1.3 1.0 3.1: 0.9 0.0
Old : 100.0: 82.1 84.0 7.6 5.8 4.9 0.0 1.2 0.0 1.3 1.0 3.1: 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: 11 11 . . . 0 . 0 . . .:
Old : 23: 11 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 80.7 86.4 91.8 52.8 77.9 74.5 81.8
Old : 62.4 80.7 86.4 91.8 52.8 77.9 74.5 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 13,749: 11,487 11,130 1,158 705 489 0 575 0 50 405 445: 120 0
Old : 13,749: 11,487 11,130 1,158 705 489 0 575 0 50 405 445: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,468: -1,238 -940 53 5 -58 0 -400 -25 0 150 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 81.0 8.4 5.1 3.6 0.0 4.2 0.0 0.4 2.9 3.2: 0.9 0.0
Old : 100.0: 83.5 81.0 8.4 5.1 3.6 0.0 4.2 0.0 0.4 2.9 3.2: 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 : 25: 11 12 . . . 0 . 0 . . .:
Old : 25: 11 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 : 60.3 76.6 84.9 89.5 50.3 74.4 74.0 80.6
Old : 60.3 76.6 84.9 89.5 50.3 74.4 74.0 80.6
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, September 10, 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 : 18,581: 10,108 14,460 6,155 2,651 125 25 0 0 1,470 900 405: 293 40
Old : 18,581: 10,108 14,460 6,155 2,651 125 25 0 0 1,470 900 405: 293 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,784: -1,382 -975 -275 -604 0 0 0 0 -110 -200 0: -17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 77.8 33.1 14.3 0.7 0.1 0.0 0.0 7.9 4.8 2.2: 1.6 0.2
Old : 100.0: 54.4 77.8 33.1 14.3 0.7 0.1 0.0 0.0 7.9 4.8 2.2: 1.6 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 : 28: 13 12 . . . . 0 0 . . .:
Old : 28: 13 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 : 66.6 64.2 88.0 83.2 64.5 57.4 79.3 73.4
Old : 66.6 64.2 88.0 83.2 64.5 57.4 79.3 73.4
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, September 10, 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 : 18,024: 9,146 14,005 6,834 2,631 128 25 0 0 1,555 900 320: 16 40
Old : 18,024: 9,146 14,005 6,834 2,631 128 25 0 0 1,555 900 320: 16 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,544: -1,146 -740 -321 -599 0 0 0 0 -70 -200 0: -7 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 77.7 37.9 14.6 0.7 0.1 0.0 0.0 8.6 5.0 1.8: 0.1 0.2
Old : 100.0: 50.7 77.7 37.9 14.6 0.7 0.1 0.0 0.0 8.6 5.0 1.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 12 . . . . 0 0 . . .:
Old : 28: 12 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 : 68.8 63.4 88.5 83.1 66.5 54.5 80.0 73.4
Old : 68.8 63.4 88.5 83.1 66.5 54.5 80.0 73.4
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, September 10, 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 : 45,085: 29,750 39,910 9,786 800 1,515 750 0 100 760 500 2,260: 164 0
Old : 45,085: 29,750 39,910 9,786 800 1,515 750 0 100 760 500 2,260: 164 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,851: -2,146 -2,666 -428 -900 -210 0 0 0 -1,040 -75 0: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 88.5 21.7 1.8 3.4 1.7 0.0 0.2 1.7 1.1 5.0: 0.4 0.0
Old : 100.0: 66.0 88.5 21.7 1.8 3.4 1.7 0.0 0.2 1.7 1.1 5.0: 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 : 32: 17 12 4 . . . 0 . . . .:
Old : 32: 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 : 63.5 77.7 82.5 93.1 59.5 70.2 71.7 80.0
Old : 63.5 77.7 82.5 93.1 59.5 70.2 71.7 80.0
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,908: 29,450 40,066 9,680 800 1,322 750 0 100 1,455 640 1,980: 171 0
Old : 44,908: 29,450 40,066 9,680 800 1,322 750 0 100 1,455 640 1,980: 171 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,431: -2,205 -2,401 -566 -900 -40 15 0 -15 -525 -10 -65: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 89.2 21.6 1.8 2.9 1.7 0.0 0.2 3.2 1.4 4.4: 0.4 0.0
Old : 100.0: 65.6 89.2 21.6 1.8 2.9 1.7 0.0 0.2 3.2 1.4 4.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 12 4 . . . 0 . . . .:
Old : 33: 16 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 : 63.8 79.3 82.1 92.1 60.1 72.2 72.1 80.8
Old : 63.8 79.3 82.1 92.1 60.1 72.2 72.1 80.8
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, September 10, 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 : 118,784: 88,515 83,367 25,305 21,645 1,794 410 1,255 455 1,358 9,668 600: 347 0
Old : 118,784: 88,515 83,367 25,305 21,645 1,794 410 1,255 455 1,358 9,668 600: 347 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -8,566: -6,824 -5,965 -1,105 -796 -6 -105 -35 -5 -371 -1,600 -135: -15 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 70.2 21.3 18.2 1.5 0.3 1.1 0.4 1.1 8.1 0.5: 0.3 0.0
Old : 100.0: 74.5 70.2 21.3 18.2 1.5 0.3 1.1 0.4 1.1 8.1 0.5: 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 23 . . . . . . 5 5 5:
Old : 54: 30 23 . . . . . . 5 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 : 37.8 51.2 64.0 76.8 31.4 49.5 51.5 66.0
Old : 37.8 51.2 64.0 76.8 31.4 49.5 51.5 66.0
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, September 10, 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 : 128,955: 95,296 92,073 27,430 23,039 2,114 600 1,130 495 1,825 8,984 1,120: 75 0
Old : 128,955: 95,296 92,073 27,430 23,039 2,114 600 1,130 495 1,825 8,984 1,120: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -9,488: -7,642 -4,817 -1,309 -2,580 47 -625 -165 45 -22 -2,048 30: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 71.4 21.3 17.9 1.6 0.5 0.9 0.4 1.4 7.0 0.9: 0.1 0.0
Old : 100.0: 73.9 71.4 21.3 17.9 1.6 0.5 0.9 0.4 1.4 7.0 0.9: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 31 27 . . 5 . . . 6 6 5:
Old : 59: 31 27 . . 5 . . . 6 6 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 : 34.9 51.3 61.5 77.0 33.2 49.4 51.9 65.1
Old : 34.9 51.3 61.5 77.0 33.2 49.4 51.9 65.1
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, September 10, 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 : 490,485: 283,433 300,147 23,151 3,966 95,707 15,277 22,464 34,805 11,184 6,424 25,824: 1,104 1,149
Old : 490,485: 283,433 300,147 23,151 3,966 95,707 15,277 22,464 34,805 11,184 6,424 25,824: 1,104 1,149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -11,608: -10,565 -9,807 -2,388 -6,624 3,911 -595 3,187 -2,541 444 -28 -209: 334 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 61.2 4.7 0.8 19.5 3.1 4.6 7.1 2.3 1.3 5.3: 0.2 0.2
Old : 100.0: 57.8 61.2 4.7 0.8 19.5 3.1 4.6 7.1 2.3 1.3 5.3: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 87: 37 34 . . 6 8 9 6 16 8 12:
Old : 87: 37 34 . . 6 8 9 6 16 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 : 40.3 37.7 60.6 62.4 13.0 14.2 17.8 20.2
Old : 40.3 37.7 60.6 62.4 13.0 14.2 17.8 20.2
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, September 10, 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 : 17,689: 10,340 16,329 2,635 800 480 570 0 0 3,355 0 75: 234 5
Old : 17,689: 10,340 16,329 2,635 800 480 570 0 0 3,355 0 75: 234 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -850: -738 -1,155 -135 280 50 -65 0 0 -155 -25 0: 193 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 92.3 14.9 4.5 2.7 3.2 0.0 0.0 19.0 0.0 0.4: 1.3 0.0
Old : 100.0: 58.5 92.3 14.9 4.5 2.7 3.2 0.0 0.0 19.0 0.0 0.4: 1.3 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 : 24: 14 6 . . . . 0 0 . 0 .:
Old : 24: 14 6 . . . . 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 : 55.4 93.4 76.6 99.5 54.8 90.1 76.0 95.6
Old : 55.4 93.4 76.6 99.5 54.8 90.1 76.0 95.6
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,822: 9,519 15,497 2,541 0 900 0 390 10 3,505 0 25: 322 0
Old : 16,822: 9,519 15,497 2,541 0 900 0 390 10 3,505 0 25: 322 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -550: -597 -750 -420 0 335 0 -100 0 -40 -25 -10: 182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 92.1 15.1 0.0 5.4 0.0 2.3 0.1 20.8 0.0 0.1: 1.9 0.0
Old : 100.0: 56.6 92.1 15.1 0.0 5.4 0.0 2.3 0.1 20.8 0.0 0.1: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 4 . 0 . 0 . . . 0 .:
Old : 22: 13 4 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 94.5 80.5 100.0 58.2 90.9 78.1 93.2
Old : 58.5 94.5 80.5 100.0 58.2 90.9 78.1 93.2
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, September 10, 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 : 9,210: 6,260 4,825 950 120 155 35 780 495 470 2,335 380: 465 120
Old : 9,210: 6,260 4,825 950 120 155 35 780 495 470 2,335 380: 465 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 855: 1,585 -480 200 50 -105 0 355 245 -745 1,240 -120: -205 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 52.4 10.3 1.3 1.7 0.4 8.5 5.4 5.1 25.4 4.1: 5.0 1.3
Old : 100.0: 68.0 52.4 10.3 1.3 1.7 0.4 8.5 5.4 5.1 25.4 4.1: 5.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 25 25 . . . . . . . 9 4:
Old : 51: 25 25 . . . . . . . 9 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 : 34.9 32.5 56.1 53.2 29.0 27.1 45.8 43.1
Old : 34.9 32.5 56.1 53.2 29.0 27.1 45.8 43.1
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,295: 35,355 36,097 8,070 6,605 15 0 763 1,615 0 0 0: 8,240 8,200
Old : 53,295: 35,355 36,097 8,070 6,605 15 0 763 1,615 0 0 0: 8,240 8,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 679: -1,406 724 2,345 265 -240 0 -60 -65 0 0 0: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 67.7 15.1 12.4 0.0 0.0 1.4 3.0 0.0 0.0 0.0: 15.5 15.4
Old : 100.0: 66.3 67.7 15.1 12.4 0.0 0.0 1.4 3.0 0.0 0.0 0.0: 15.5 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 20 . . . 0 . . 0 0 0:
Old : 27: 16 20 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 50.3 80.2 69.3 60.7 49.3 67.2 64.2
Old : 68.7 50.3 80.2 69.3 60.7 49.3 67.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 46,300: 31,520 31,205 7,460 5,535 0 0 2,265 625 0 0 0: 6,695 6,670
Old : 46,300: 31,520 31,205 7,460 5,535 0 0 2,265 625 0 0 0: 6,695 6,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 825: -1,254 497 2,310 515 -240 0 0 0 0 0 0: 9 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 67.4 16.1 12.0 0.0 0.0 4.9 1.3 0.0 0.0 0.0: 14.5 14.4
Old : 100.0: 68.1 67.4 16.1 12.0 0.0 0.0 4.9 1.3 0.0 0.0 0.0: 14.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 19 . . 0 0 . . 0 0 0:
Old : 24: 14 19 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 48.2 81.5 68.0 64.8 47.2 69.2 64.4
Old : 71.9 48.2 81.5 68.0 64.8 47.2 69.2 64.4
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, September 10, 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 : 26,924: 6,646 19,085 13,589 1,395 1,205 175 2,015 95 2,185 0 100: 2,929 3,029
Old : 26,924: 6,646 19,085 13,589 1,395 1,205 175 2,015 95 2,185 0 100: 2,929 3,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,026: -554 -810 -271 235 -235 -50 310 -345 480 0 -75: 24 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 70.9 50.5 5.2 4.5 0.6 7.5 0.4 8.1 0.0 0.4: 10.9 11.3
Old : 100.0: 24.7 70.9 50.5 5.2 4.5 0.6 7.5 0.4 8.1 0.0 0.4: 10.9 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 12 . . . . . . . 0 .:
Old : 22: 11 12 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 52.6 83.3 76.2 66.7 50.4 69.7 66.8
Old : 73.1 52.6 83.3 76.2 66.7 50.4 69.7 66.8
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, September 10, 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 : 22,525: 4,620 16,735 11,500 0 1,980 225 1,435 295 2,005 0 0: 1,900 2,080
Old : 22,525: 4,620 16,735 11,500 0 1,980 225 1,435 295 2,005 0 0: 1,900 2,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -420: -210 -490 -350 0 -25 -50 205 -205 325 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 74.3 51.1 0.0 8.8 1.0 6.4 1.3 8.9 0.0 0.0: 8.4 9.2
Old : 100.0: 20.5 74.3 51.1 0.0 8.8 1.0 6.4 1.3 8.9 0.0 0.0: 8.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 7 13 . 0 . . . . . 0 0:
Old : 21: 7 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 : 78.0 50.7 88.3 76.3 65.4 50.2 68.1 64.6
Old : 78.0 50.7 88.3 76.3 65.4 50.2 68.1 64.6
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,411: 16,493 15,724 4,057 16,091 749 12,350 0 3,170 0 1,360 0: 2,592 2,317
Old : 39,411: 16,493 15,724 4,057 16,091 749 12,350 0 3,170 0 1,360 0: 2,592 2,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 55: 535 -367 -112 450 -78 -340 0 40 0 60 0: 10 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 39.9 10.3 40.8 1.9 31.3 0.0 8.0 0.0 3.5 0.0: 6.6 5.9
Old : 100.0: 41.8 39.9 10.3 40.8 1.9 31.3 0.0 8.0 0.0 3.5 0.0: 6.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 18 . . . . 0 . 0 . 0:
Old : 23: 12 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 : 61.1 74.1 79.0 83.6 50.9 65.2 62.8 69.8
Old : 61.1 74.1 79.0 83.6 50.9 65.2 62.8 69.8
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, September 10, 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 : 84,582: 36,297 31,752 17,733 28,685 2,060 3,680 1,920 4,205 5,200 200 1,830: 13,577 13,930
Old : 84,582: 36,297 31,752 17,733 28,685 2,060 3,680 1,920 4,205 5,200 200 1,830: 13,577 13,930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 2,425: 4,212 -70 -870 1,160 800 -1,840 85 450 -345 0 300: -282 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 37.5 21.0 33.9 2.4 4.4 2.3 5.0 6.1 0.2 2.2: 16.1 16.5
Old : 100.0: 42.9 37.5 21.0 33.9 2.4 4.4 2.3 5.0 6.1 0.2 2.2: 16.1 16.5
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 : 29: 15 19 . . . . . . . . .:
Old : 29: 15 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 43.3 77.7 60.2 53.2 43.1 63.0 54.5
Old : 61.2 43.3 77.7 60.2 53.2 43.1 63.0 54.5
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 78,727: 34,131 28,525 18,545 27,750 2,060 4,255 1,555 3,620 1,480 0 1,995: 12,641 13,222
Old : 78,727: 34,131 28,525 18,545 27,750 2,060 4,255 1,555 3,620 1,480 0 1,995: 12,641 13,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 1,984: 3,579 -226 -1,165 725 800 -1,640 -40 525 -150 0 150: -115 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 36.2 23.6 35.2 2.6 5.4 2.0 4.6 1.9 0.0 2.5: 16.1 16.8
Old : 100.0: 43.4 36.2 23.6 35.2 2.6 5.4 2.0 4.6 1.9 0.0 2.5: 16.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 18 . . . . . . . 0 .:
Old : 27: 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 : 61.6 44.9 75.7 61.1 53.6 43.0 59.8 54.1
Old : 61.6 44.9 75.7 61.1 53.6 43.0 59.8 54.1
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, September 10, 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 : 22,059: 10,708 7,300 2,630 883 1,704 1,295 5,950 305 1,145 2,240 800: 3,472 2,877
Old : 22,059: 10,708 7,300 2,630 883 1,704 1,295 5,950 305 1,145 2,240 800: 3,472 2,877
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,971: -590 -779 -320 -231 0 -20 -500 -30 0 560 -750: -261 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 33.1 11.9 4.0 7.7 5.9 27.0 1.4 5.2 10.2 3.6: 15.7 13.0
Old : 100.0: 48.5 33.1 11.9 4.0 7.7 5.9 27.0 1.4 5.2 10.2 3.6: 15.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 8 . . . . . . . . .:
Old : 27: 15 8 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 60.0 63.6 81.8 37.7 52.7 57.6 67.3
Old : 40.8 60.0 63.6 81.8 37.7 52.7 57.6 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 21,469: 9,983 7,400 2,400 788 1,246 1,300 7,150 300 1,370 490 1,250: 3,620 2,845
Old : 21,469: 9,983 7,400 2,400 788 1,246 1,300 7,150 300 1,370 490 1,250: 3,620 2,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,656: -405 -654 -250 -171 0 25 -500 -25 -220 465 -605: -176 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 34.5 11.2 3.7 5.8 6.1 33.3 1.4 6.4 2.3 5.8: 16.9 13.3
Old : 100.0: 46.5 34.5 11.2 3.7 5.8 6.1 33.3 1.4 6.4 2.3 5.8: 16.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 40.5 59.5 64.6 81.9 37.3 57.1 58.8 66.5
Old : 40.5 59.5 64.6 81.9 37.3 57.1 58.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 26,822: 13,242 7,305 0 9,937 389 9,190 100 375 25 5,480 120: 3,481 3,116
Old : 26,822: 13,242 7,305 0 9,937 389 9,190 100 375 25 5,480 120: 3,481 3,116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,097: -634 -190 0 -84 -257 -250 -85 0 0 -535 85: -41 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 27.2 0.0 37.0 1.5 34.3 0.4 1.4 0.1 20.4 0.4: 13.0 11.6
Old : 100.0: 49.4 27.2 0.0 37.0 1.5 34.3 0.4 1.4 0.1 20.4 0.4: 13.0 11.6
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 : 21: 13 5 0 . . . . . . . .:
Old : 21: 13 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 : 69.2 74.7 82.1 87.2 67.9 72.5 79.7 82.1
Old : 69.2 74.7 82.1 87.2 67.9 72.5 79.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,874: 12,190 7,585 0 9,490 520 9,190 100 375 35 4,960 120: 3,444 2,724
Old : 25,874: 12,190 7,585 0 9,490 520 9,190 100 375 35 4,960 120: 3,444 2,724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 29.3 0.0 36.7 2.0 35.5 0.4 1.4 0.1 19.2 0.5: 13.3 10.5
Old : 100.0: 47.1 29.3 0.0 36.7 2.0 35.5 0.4 1.4 0.1 19.2 0.5: 13.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 4 0 . . . . . . . .:
Old : 20: 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 : 69.5 75.9 82.7 88.8 68.1 73.7 80.0 83.2
Old : 69.5 75.9 82.7 88.8 68.1 73.7 80.0 83.2
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,322: 14,849 34,739 4,507 8,460 35 14,060 0 0 9,910 0 0: 4,961 5,088
Old : 48,322: 14,849 34,739 4,507 8,460 35 14,060 0 0 9,910 0 0: 4,961 5,088
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,125: 430 7 620 -1,095 0 -1,565 0 0 -570 0 0: -40 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 71.9 9.3 17.5 0.1 29.1 0.0 0.0 20.5 0.0 0.0: 10.3 10.5
Old : 100.0: 30.7 71.9 9.3 17.5 0.1 29.1 0.0 0.0 20.5 0.0 0.0: 10.3 10.5
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 13 . . . . 0 0 . 0 0:
Old : 23: 12 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 78.6 83.3 86.8 60.2 78.6 79.9 84.3
Old : 60.9 78.6 83.3 86.8 60.2 78.6 79.9 84.3
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, September 10, 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 : 49,199: 16,216 32,407 3,890 11,245 35 14,335 0 0 9,460 0 0: 5,263 5,512
Old : 49,199: 16,216 32,407 3,890 11,245 35 14,335 0 0 9,460 0 0: 5,263 5,512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -581: 645 505 655 -995 0 -1,190 0 0 -595 0 0: -96 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 65.9 7.9 22.9 0.1 29.1 0.0 0.0 19.2 0.0 0.0: 10.7 11.2
Old : 100.0: 33.0 65.9 7.9 22.9 0.1 29.1 0.0 0.0 19.2 0.0 0.0: 10.7 11.2
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: 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 : 58.7 81.0 84.4 86.9 58.0 80.8 82.9 85.9
Old : 58.7 81.0 84.4 86.9 58.0 80.8 82.9 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 54,195: 20,730 46,265 2,180 1,095 1,745 6,170 0 1,505 18,315 225 25: 3,525 3,335
Old : 54,195: 20,730 46,265 2,180 1,095 1,745 6,170 0 1,505 18,315 225 25: 3,525 3,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,295: -1,160 -1,265 515 55 -430 495 0 -260 -1,425 -175 25: -55 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 85.4 4.0 2.0 3.2 11.4 0.0 2.8 33.8 0.4 0.0: 6.5 6.2
Old : 100.0: 38.3 85.4 4.0 2.0 3.2 11.4 0.0 2.8 33.8 0.4 0.0: 6.5 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: 15 10 . . . 5 0 . 4 . .:
Old : 32: 15 10 . . . 5 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 : 53.2 79.5 76.1 89.6 50.7 78.6 71.1 82.3
Old : 53.2 79.5 76.1 89.6 50.7 78.6 71.1 82.3
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, September 10, 2019
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,935: 20,770 45,560 1,690 1,095 1,975 5,570 0 1,855 18,450 25 75: 3,550 3,350
Old : 53,935: 20,770 45,560 1,690 1,095 1,975 5,570 0 1,855 18,450 25 75: 3,550 3,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,960: -1,065 -940 590 55 -405 535 0 -310 -1,260 -125 25: -70 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 84.5 3.1 2.0 3.7 10.3 0.0 3.4 34.2 0.0 0.1: 6.6 6.2
Old : 100.0: 38.5 84.5 3.1 2.0 3.7 10.3 0.0 3.4 34.2 0.0 0.1: 6.6 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 : 30: 15 9 . . . 4 0 . 4 . .:
Old : 30: 15 9 . . . 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 : 53.5 78.3 76.0 89.6 50.4 77.6 70.4 81.5
Old : 53.5 78.3 76.0 89.6 50.4 77.6 70.4 81.5
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, September 10, 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 : 15,425: 9,425 6,490 1,050 45 1,405 0 5,515 0 1,505 350 535: 1,505 1,085
Old : 15,425: 9,425 6,490 1,050 45 1,405 0 5,515 0 1,505 350 535: 1,505 1,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,020: -515 -565 -75 5 -5 0 -280 0 -290 -60 0: -135 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 42.1 6.8 0.3 9.1 0.0 35.8 0.0 9.8 2.3 3.5: 9.8 7.0
Old : 100.0: 61.1 42.1 6.8 0.3 9.1 0.0 35.8 0.0 9.8 2.3 3.5: 9.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 7 . . . 0 . 0 . . .:
Old : 21: 12 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 : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9
Old : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9
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, September 10, 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 : 14,880: 8,415 6,330 1,395 0 1,110 0 5,640 0 1,830 350 415: 1,715 1,035
Old : 14,880: 8,415 6,330 1,395 0 1,110 0 5,640 0 1,830 350 415: 1,715 1,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,100: -1,070 -440 -50 0 -25 0 -455 0 -365 -60 0: 410 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 42.5 9.4 0.0 7.5 0.0 37.9 0.0 12.3 2.4 2.8: 11.5 7.0
Old : 100.0: 56.6 42.5 9.4 0.0 7.5 0.0 37.9 0.0 12.3 2.4 2.8: 11.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . 0 . 0 . 0 . . .:
Old : 20: 10 7 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2
Old : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2
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, September 10, 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 : 63,810: 30,610 29,675 800 915 3,450 2,815 22,520 670 19,925 1,175 820: 4,720 4,585
Old : 63,810: 30,610 29,675 800 915 3,450 2,815 22,520 670 19,925 1,175 820: 4,720 4,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,215: -1,030 -2,130 -900 -1,200 365 85 460 -660 -1,010 0 -25: -40 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 46.5 1.3 1.4 5.4 4.4 35.3 1.0 31.2 1.8 1.3: 7.4 7.2
Old : 100.0: 48.0 46.5 1.3 1.4 5.4 4.4 35.3 1.0 31.2 1.8 1.3: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 12 . . . . . . 4 . .:
Old : 31: 14 12 . . . . . . 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 71.3 73.3 86.2 58.6 70.2 72.1 80.8
Old : 59.6 71.3 73.3 86.2 58.6 70.2 72.1 80.8
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, September 10, 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 : 62,005: 29,515 28,825 2,735 485 2,615 2,800 22,520 680 17,330 1,175 1,045: 5,285 4,660
Old : 62,005: 29,515 28,825 2,735 485 2,615 2,800 22,520 680 17,330 1,175 1,045: 5,285 4,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,185: -645 -1,935 -215 -450 -265 70 585 -760 -975 0 -205: -190 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 46.5 4.4 0.8 4.2 4.5 36.3 1.1 27.9 1.9 1.7: 8.5 7.5
Old : 100.0: 47.6 46.5 4.4 0.8 4.2 4.5 36.3 1.1 27.9 1.9 1.7: 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 : 30: 13 13 . . . . . . 4 . .:
Old : 30: 13 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 : 58.3 71.2 73.0 86.3 57.0 70.0 69.8 81.8
Old : 58.3 71.2 73.0 86.3 57.0 70.0 69.8 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 54,743: 33,387 19,845 0 13,797 2,465 14,770 0 1,600 100 15,180 80: 2,341 1,776
Old : 54,743: 33,387 19,845 0 13,797 2,465 14,770 0 1,600 100 15,180 80: 2,341 1,776
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,073: -1,260 -1,685 0 160 -137 -1,405 -125 -75 -25 -645 15: -186 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 36.3 0.0 25.2 4.5 27.0 0.0 2.9 0.2 27.7 0.1: 4.3 3.2
Old : 100.0: 61.0 36.3 0.0 25.2 4.5 27.0 0.0 2.9 0.2 27.7 0.1: 4.3 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 : 28: 18 8 0 . . . 0 . . . .:
Old : 28: 18 8 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 76.9 77.7 93.2 54.2 72.8 73.5 82.4
Old : 56.9 76.9 77.7 93.2 54.2 72.8 73.5 82.4
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, September 10, 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 : 44,674: 29,134 17,590 0 10,869 2,326 10,020 0 1,600 125 11,105 320: 1,149 864
Old : 44,674: 29,134 17,590 0 10,869 2,326 10,020 0 1,600 125 11,105 320: 1,149 864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -2,763: -602 -1,615 0 203 -357 -1,155 0 -50 -25 -390 -150: -424 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 39.4 0.0 24.3 5.2 22.4 0.0 3.6 0.3 24.9 0.7: 2.6 1.9
Old : 100.0: 65.2 39.4 0.0 24.3 5.2 22.4 0.0 3.6 0.3 24.9 0.7: 2.6 1.9
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 : 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 : 60.9 72.6 78.6 93.6 57.6 68.1 73.4 82.0
Old : 60.9 72.6 78.6 93.6 57.6 68.1 73.4 82.0
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, September 10, 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 : 149,506: 96,381 89,097 17,162 1,460 7,267 2,124 12,360 5,365 1,375 14,125 1,185: 18,647 18,647
Old : 149,506: 96,381 89,097 17,162 1,460 7,267 2,124 12,360 5,365 1,375 14,125 1,185: 18,647 18,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -6,265: -2,881 -1,356 -1,690 100 125 1,020 -765 -1,095 -175 -1,705 -295: -1,274 -1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 59.6 11.5 1.0 4.9 1.4 8.3 3.6 0.9 9.4 0.8: 12.5 12.5
Old : 100.0: 64.5 59.6 11.5 1.0 4.9 1.4 8.3 3.6 0.9 9.4 0.8: 12.5 12.5
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: 23 27 . . . . . . . 5 .:
Old : 43: 23 27 . . . . . . . 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 : 64.5 38.0 75.9 55.6 61.7 36.0 67.7 53.1
Old : 64.5 38.0 75.9 55.6 61.7 36.0 67.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 135,196: 85,671 82,172 17,277 0 6,875 3,719 7,250 4,865 1,175 18,420 1,110: 14,504 14,504
Old : 135,196: 85,671 82,172 17,277 0 6,875 3,719 7,250 4,865 1,175 18,420 1,110: 14,504 14,504
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -5,908: -3,245 -1,765 -1,810 0 140 790 -585 -640 -125 -2,040 -105: -913 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 60.8 12.8 0.0 5.1 2.8 5.4 3.6 0.9 13.6 0.8: 10.7 10.7
Old : 100.0: 63.4 60.8 12.8 0.0 5.1 2.8 5.4 3.6 0.9 13.6 0.8: 10.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 25 . 0 . . . . . 4 .:
Old : 41: 20 25 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 40.2 78.7 58.5 58.6 38.4 68.6 56.5
Old : 64.0 40.2 78.7 58.5 58.6 38.4 68.6 56.5
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, September 10, 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 : 41,805: 19,800 20,785 13,960 7,660 1,140 1,205 500 2,125 0 6,445 0: 3,575 3,150
Old : 41,805: 19,800 20,785 13,960 7,660 1,140 1,205 500 2,125 0 6,445 0: 3,575 3,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -235: 265 -715 -430 170 60 -65 -125 -155 0 800 0: 90 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 49.7 33.4 18.3 2.7 2.9 1.2 5.1 0.0 15.4 0.0: 8.6 7.5
Old : 100.0: 47.4 49.7 33.4 18.3 2.7 2.9 1.2 5.1 0.0 15.4 0.0: 8.6 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 : 26: 14 12 . . . . . . 0 . 0:
Old : 26: 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 : 61.2 53.5 78.5 74.9 60.4 52.1 71.9 67.8
Old : 61.2 53.5 78.5 74.9 60.4 52.1 71.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 38,645: 16,470 18,775 12,570 6,070 1,985 965 0 3,475 0 5,620 0: 3,180 2,720
Old : 38,645: 16,470 18,775 12,570 6,070 1,985 965 0 3,475 0 5,620 0: 3,180 2,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 595: 545 -105 -400 545 460 145 0 -225 0 200 0: 70 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 48.6 32.5 15.7 5.1 2.5 0.0 9.0 0.0 14.5 0.0: 8.2 7.0
Old : 100.0: 42.6 48.6 32.5 15.7 5.1 2.5 0.0 9.0 0.0 14.5 0.0: 8.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . . 0 . 0 . 0:
Old : 25: 14 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 50.3 74.8 72.1 53.2 46.8 59.1 59.0
Old : 59.0 50.3 74.8 72.1 53.2 46.8 59.1 59.0
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, September 10, 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 : 32,280: 13,715 16,850 0 10,845 2,315 11,015 75 590 2,700 0 300: 1,645 1,305
Old : 32,280: 13,715 16,850 0 10,845 2,315 11,015 75 590 2,700 0 300: 1,645 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -1,295: -210 -1,425 0 355 0 -790 75 -175 0 0 0: -120 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 52.2 0.0 33.6 7.2 34.1 0.2 1.8 8.4 0.0 0.9: 5.1 4.0
Old : 100.0: 42.5 52.2 0.0 33.6 7.2 34.1 0.2 1.8 8.4 0.0 0.9: 5.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 0 . . . . . . 0 .:
Old : 23: 11 11 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 74.3 84.8 87.1 62.9 65.6 75.4 77.0
Old : 65.8 74.3 84.8 87.1 62.9 65.6 75.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 10, 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 : 104,115: 64,746 51,801 1,665 12,720 7,435 1,405 9,285 5,400 5,930 0 0: 17,534 17,474
Old : 104,115: 64,746 51,801 1,665 12,720 7,435 1,405 9,285 5,400 5,930 0 0: 17,534 17,474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,797: -1,962 -402 260 285 -1,030 330 -580 -715 675 0 0: -1,355 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 49.8 1.6 12.2 7.1 1.3 8.9 5.2 5.7 0.0 0.0: 16.8 16.8
Old : 100.0: 62.2 49.8 1.6 12.2 7.1 1.3 8.9 5.2 5.7 0.0 0.0: 16.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 25 . . . . . 4 . 0 0:
Old : 38: 26 25 . . . . . 4 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 44.9 54.3 62.6 31.3 33.4 41.1 43.3
Old : 36.6 44.9 54.3 62.6 31.3 33.4 41.1 43.3
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, September 10, 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 : 86,089: 51,434 35,864 0 20,080 4,890 325 1,255 9,725 5,235 0 0: 14,480 14,275
Old : 86,089: 51,434 35,864 0 20,080 4,890 325 1,255 9,725 5,235 0 0: 14,480 14,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,013: -1,475 -1,420 0 -1,400 392 -900 290 -275 225 0 0: -980 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 41.7 0.0 23.3 5.7 0.4 1.5 11.3 6.1 0.0 0.0: 16.8 16.6
Old : 100.0: 59.7 41.7 0.0 23.3 5.7 0.4 1.5 11.3 6.1 0.0 0.0: 16.8 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 0 . . . . . . 0 0:
Old : 34: 22 22 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 : 46.5 47.4 65.2 66.2 32.4 35.1 41.4 43.2
Old : 46.5 47.4 65.2 66.2 32.4 35.1 41.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019