COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 21,214: 14,692 11,793 1,169 189 1,037 375 1,215 345 466 3,523 2,287: 843 825
Old : 21,214: 14,692 11,793 1,169 189 1,037 375 1,215 345 466 3,523 2,287: 843 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,378: 719 552 -151 0 102 12 0 165 50 -17 534: -53 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 55.6 5.5 0.9 4.9 1.8 5.7 1.6 2.2 16.6 10.8: 4.0 3.9
Old : 100.0: 69.3 55.6 5.5 0.9 4.9 1.8 5.7 1.6 2.2 16.6 10.8: 4.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 12 . . 4 . . . . 5 5:
Old : 28: 13 12 . . 4 . . . . 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 : 42.2 46.0 67.5 72.5 24.5 25.1 32.4 34.6
Old : 42.2 46.0 67.5 72.5 24.5 25.1 32.4 34.6
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 10,110: 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0: 193 215
Old : 10,110: 5,521 5,461 723 2,505 1,071 2,101 220 44 457 594 0: 193 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0: 1.9 2.1
Old : 100.0: 54.6 54.0 7.2 24.8 10.6 20.8 2.2 0.4 4.5 5.9 0.0: 1.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 11 14 . . . . . . . 5 0:
Old : 31: 11 14 . . . . . . . 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 : 62.1 67.8 83.8 82.5 50.7 59.5 65.2 67.1
Old : 62.1 67.8 83.8 82.5 50.7 59.5 65.2 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,928: 27,574 37,394 6,210 0 2,087 330 100 257 3,805 415 1,650: 15 25
Old : 41,928: 27,574 37,394 6,210 0 2,087 330 100 257 3,805 415 1,650: 15 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,086: 531 521 722 0 -69 -122 0 84 -390 235 315: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 89.2 14.8 0.0 5.0 0.8 0.2 0.6 9.1 1.0 3.9: 0.0 0.1
Old : 100.0: 65.8 89.2 14.8 0.0 5.0 0.8 0.2 0.6 9.1 1.0 3.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 23 . 0 . . . . . 4 5:
Old : 35: 22 23 . 0 . . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 56.7 73.0 81.0 41.5 47.7 61.4 65.6
Old : 48.4 56.7 73.0 81.0 41.5 47.7 61.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 32,641: 25,939 26,621 0 1,745 1,496 0 348 456 3,225 450 1,525: 0 0
Old : 32,641: 25,939 26,621 0 1,745 1,496 0 348 456 3,225 450 1,525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 667: 320 355 0 -322 234 0 22 3 175 200 175: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 81.6 0.0 5.3 4.6 0.0 1.1 1.4 9.9 1.4 4.7: 0.0 0.0
Old : 100.0: 79.5 81.6 0.0 5.3 4.6 0.0 1.1 1.4 9.9 1.4 4.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 18 0 . . 0 . . 5 . 5:
Old : 34: 20 18 0 . . 0 . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 62.7 74.0 83.9 48.7 57.0 69.2 72.4
Old : 51.5 62.7 74.0 83.9 48.7 57.0 69.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 143,054: 118,413 99,948 3,825 20,138 5,108 2,670 1,881 6,887 2,154 5,231 3,777: 220 84
Old : 143,054: 118,413 99,948 3,825 20,138 5,108 2,670 1,881 6,887 2,154 5,231 3,777: 220 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,240: 1,586 2,493 580 -132 -179 335 -245 0 -485 -49 379: 24 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 69.9 2.7 14.1 3.6 1.9 1.3 4.8 1.5 3.7 2.6: 0.2 0.1
Old : 100.0: 82.8 69.9 2.7 14.1 3.6 1.9 1.3 4.8 1.5 3.7 2.6: 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 : 59: 29 31 . . 4 . 6 4 5 7 9:
Old : 59: 29 31 . . 4 . 6 4 5 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 34.4 68.9 55.8 38.3 28.2 44.3 38.1
Old : 52.2 34.4 68.9 55.8 38.3 28.2 44.3 38.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 69,248: 56,071 50,960 4,380 7,998 4,153 300 919 2,245 846 1,700 1,253: 0 20
Old : 69,248: 56,071 50,960 4,380 7,998 4,153 300 919 2,245 846 1,700 1,253: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 91: -522 -295 0 -328 313 0 116 75 204 189 21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 73.6 6.3 11.5 6.0 0.4 1.3 3.2 1.2 2.5 1.8: 0.0 0.0
Old : 100.0: 81.0 73.6 6.3 11.5 6.0 0.4 1.3 3.2 1.2 2.5 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 21 . . . . 4 . . . .:
Old : 40: 22 21 . . . . 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 76.6 76.9 90.2 55.2 63.2 67.2 72.9
Old : 56.9 76.6 76.9 90.2 55.2 63.2 67.2 72.9
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 39,023: 36,124 26,430 684 10,025 840 0 828 0 550 75 825: 0 0
Old : 39,023: 36,124 26,430 684 10,025 840 0 828 0 550 75 825: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 813: 560 1,210 28 -550 0 0 153 0 225 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 67.7 1.8 25.7 2.2 0.0 2.1 0.0 1.4 0.2 2.1: 0.0 0.0
Old : 100.0: 92.6 67.7 1.8 25.7 2.2 0.0 2.1 0.0 1.4 0.2 2.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 14 . . . 0 . 0 . . 4:
Old : 28: 11 14 . . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 81.8 92.2 92.4 72.5 70.5 77.6 79.9
Old : 79.8 81.8 92.2 92.4 72.5 70.5 77.6 79.9
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 59,831: 32,143 25,036 639 23,845 4,685 15,750 150 50 1,525 1,190 4,862: 177 13
Old : 59,831: 32,143 25,036 639 23,845 4,685 15,750 150 50 1,525 1,190 4,862: 177 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 692: 90 582 0 -304 414 0 0 0 178 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 41.8 1.1 39.9 7.8 26.3 0.3 0.1 2.5 2.0 8.1: 0.3 0.0
Old : 100.0: 53.7 41.8 1.1 39.9 7.8 26.3 0.3 0.1 2.5 2.0 8.1: 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 : 39: 18 19 . . 5 . . . . . .:
Old : 39: 18 19 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 63.0 72.3 81.9 48.6 53.0 60.4 65.7
Old : 50.3 63.0 72.3 81.9 48.6 53.0 60.4 65.7
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 78,297: 43,291 26,898 0 40,085 5,434 23,670 425 50 2,100 2,207 2,980: 772 218
Old : 78,297: 43,291 26,898 0 40,085 5,434 23,670 425 50 2,100 2,207 2,980: 772 218
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 710: 375 461 0 291 53 165 -240 0 104 0 0: 13 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 34.4 0.0 51.2 6.9 30.2 0.5 0.1 2.7 2.8 3.8: 1.0 0.3
Old : 100.0: 55.3 34.4 0.0 51.2 6.9 30.2 0.5 0.1 2.7 2.8 3.8: 1.0 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 : 41: 19 20 0 4 4 4 4 . . . .:
Old : 41: 19 20 0 4 4 4 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 67.1 71.7 83.6 52.8 60.7 65.0 71.9
Old : 53.3 67.1 71.7 83.6 52.8 60.7 65.0 71.9
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 72,051: 55,950 44,480 7,408 21,277 3,781 300 0 0 1,773 230 2,257: 582 26
Old : 72,051: 55,950 44,480 7,408 21,277 3,781 300 0 0 1,773 230 2,257: 582 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,675: 2,330 1,020 -660 650 0 0 0 0 0 -6 5: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 61.7 10.3 29.5 5.2 0.4 0.0 0.0 2.5 0.3 3.1: 0.8 0.0
Old : 100.0: 77.7 61.7 10.3 29.5 5.2 0.4 0.0 0.0 2.5 0.3 3.1: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 20 . . . . 0 0 . . .:
Old : 37: 22 20 . . . . 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 : 43.5 67.1 69.2 83.8 39.1 67.1 59.6 77.3
Old : 43.5 67.1 69.2 83.8 39.1 67.1 59.6 77.3
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 89,593: 66,454 50,621 15,733 33,657 2,091 300 0 0 1,444 241 2,738: 833 245
Old : 89,593: 66,454 50,621 15,733 33,657 2,091 300 0 0 1,444 241 2,738: 833 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 3,438: 3,687 2,538 -250 900 0 0 0 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 56.5 17.6 37.6 2.3 0.3 0.0 0.0 1.6 0.3 3.1: 0.9 0.3
Old : 100.0: 74.2 56.5 17.6 37.6 2.3 0.3 0.0 0.0 1.6 0.3 3.1: 0.9 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 : 40: 22 23 4 . 4 . 0 0 . . .:
Old : 40: 22 23 4 . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 68.1 65.7 82.6 39.7 68.1 60.4 79.2
Old : 41.7 68.1 65.7 82.6 39.7 68.1 60.4 79.2
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,490: 28,704 37,717 9,061 0 4,122 0 0 0 225 45 230: 148 376
Old : 42,490: 28,704 37,717 9,061 0 4,122 0 0 0 225 45 230: 148 376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 140: 335 80 -255 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 88.8 21.3 0.0 9.7 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9
Old : 100.0: 67.6 88.8 21.3 0.0 9.7 0.0 0.0 0.0 0.5 0.1 0.5: 0.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 15 . 0 . 0 0 0 . . .:
Old : 24: 18 15 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 82.9 88.6 94.7 60.0 73.9 69.2 75.6
Old : 72.2 82.9 88.6 94.7 60.0 73.9 69.2 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 28,169: 26,030 18,290 0 7,619 1,254 0 600 0 360 396 0: 525 10
Old : 28,169: 26,030 18,290 0 7,619 1,254 0 600 0 360 396 0: 525 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 500: 500 700 0 -250 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 64.9 0.0 27.0 4.5 0.0 2.1 0.0 1.3 1.4 0.0: 1.9 0.0
Old : 100.0: 92.4 64.9 0.0 27.0 4.5 0.0 2.1 0.0 1.3 1.4 0.0: 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 : 25: 17 15 0 . . 0 . 0 . . 0:
Old : 25: 17 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 : 62.6 70.0 80.7 85.4 51.6 61.1 66.2 70.7
Old : 62.6 70.0 80.7 85.4 51.6 61.1 66.2 70.7
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,687: 11,675 18,062 5,695 0 625 0 0 0 575 0 0: 117 0
Old : 18,687: 11,675 18,062 5,695 0 625 0 0 0 575 0 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 96.7 30.5 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.0: 0.6 0.0
Old : 100.0: 62.5 96.7 30.5 0.0 3.3 0.0 0.0 0.0 3.1 0.0 0.0: 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 : 20: 11 11 . 0 . 0 0 0 . 0 0:
Old : 20: 11 11 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 81.8 83.4 97.3 55.5 74.8 69.6 76.6
Old : 59.6 81.8 83.4 97.3 55.5 74.8 69.6 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 87,683: 56,218 64,469 320 11,107 8,130 7,270 260 322 13,081 1,430 1,807: 535 158
Old : 87,683: 56,218 64,469 320 11,107 8,130 7,270 260 322 13,081 1,430 1,807: 535 158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -108: 676 -66 0 306 -270 -710 -43 16 283 225 -279: 176 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 73.5 0.4 12.7 9.3 8.3 0.3 0.4 14.9 1.6 2.1: 0.6 0.2
Old : 100.0: 64.1 73.5 0.4 12.7 9.3 8.3 0.3 0.4 14.9 1.6 2.1: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 31 33 . . . 7 . . 9 . 5:
Old : 62: 31 33 . . . 7 . . 9 . 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 : 29.5 43.0 50.6 65.9 20.2 22.6 29.6 34.4
Old : 29.5 43.0 50.6 65.9 20.2 22.6 29.6 34.4
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,751: 33,072 32,239 0 6,918 2,412 0 299 1 6,695 300 285: 286 297
Old : 42,751: 33,072 32,239 0 6,918 2,412 0 299 1 6,695 300 285: 286 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 274: 324 -186 0 300 0 0 100 0 -110 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 75.4 0.0 16.2 5.6 0.0 0.7 0.0 15.7 0.7 0.7: 0.7 0.7
Old : 100.0: 77.4 75.4 0.0 16.2 5.6 0.0 0.7 0.0 15.7 0.7 0.7: 0.7 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 : 32: 18 19 0 . . 0 . . 4 . .:
Old : 32: 18 19 0 . . 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 54.4 71.4 80.9 39.7 46.0 56.5 60.3
Old : 47.4 54.4 71.4 80.9 39.7 46.0 56.5 60.3
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,871: 34,612 41,951 7,444 0 5,144 0 25 0 240 96 254: 177 401
Old : 47,871: 34,612 41,951 7,444 0 5,144 0 25 0 240 96 254: 177 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 740: 505 565 85 0 150 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 87.6 15.6 0.0 10.7 0.0 0.1 0.0 0.5 0.2 0.5: 0.4 0.8
Old : 100.0: 72.3 87.6 15.6 0.0 10.7 0.0 0.1 0.0 0.5 0.2 0.5: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 19 . 0 . 0 . 0 . . .:
Old : 31: 20 19 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 78.2 82.6 92.6 46.5 70.3 62.6 72.7
Old : 59.7 78.2 82.6 92.6 46.5 70.3 62.6 72.7
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 36,752: 29,426 25,674 0 3,731 5,955 10 930 40 0 215 155: 1,166 52
Old : 36,752: 29,426 25,674 0 3,731 5,955 10 930 40 0 215 155: 1,166 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 273: 180 864 0 -465 215 10 -180 40 -105 5 5: -72 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 69.9 0.0 10.2 16.2 0.0 2.5 0.1 0.0 0.6 0.4: 3.2 0.1
Old : 100.0: 80.1 69.9 0.0 10.2 16.2 0.0 2.5 0.1 0.0 0.6 0.4: 3.2 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 : 33: 20 20 0 . . . . . 0 . .:
Old : 33: 20 20 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 52.9 80.6 77.2 43.3 34.4 48.8 48.6
Old : 64.8 52.9 80.6 77.2 43.3 34.4 48.8 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,536: 52,887 65,338 10,241 0 2,605 0 80 0 1,840 200 73: 890 240
Old : 68,536: 52,887 65,338 10,241 0 2,605 0 80 0 1,840 200 73: 890 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,871: 846 2,576 1,685 0 260 0 35 0 80 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 95.3 14.9 0.0 3.8 0.0 0.1 0.0 2.7 0.3 0.1: 1.3 0.4
Old : 100.0: 77.2 95.3 14.9 0.0 3.8 0.0 0.1 0.0 2.7 0.3 0.1: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 11 6 0 4 0 . 0 5 . .:
Old : 34: 17 11 6 0 4 0 . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 91.6 76.9 96.5 55.4 87.3 73.3 90.0
Old : 56.1 91.6 76.9 96.5 55.4 87.3 73.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,512: 59,730 64,883 5,341 2,549 3,545 0 45 0 2,351 250 60: 485 180
Old : 71,512: 59,730 64,883 5,341 2,549 3,545 0 45 0 2,351 250 60: 485 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,920: 690 1,660 1,200 260 0 0 0 0 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 90.7 7.5 3.6 5.0 0.0 0.1 0.0 3.3 0.3 0.1: 0.7 0.3
Old : 100.0: 83.5 90.7 7.5 3.6 5.0 0.0 0.1 0.0 3.3 0.3 0.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 14 . . 4 0 . 0 5 . .:
Old : 39: 21 14 . . 4 0 . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 86.0 75.0 96.8 52.8 82.7 73.5 89.9
Old : 53.1 86.0 75.0 96.8 52.8 82.7 73.5 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 76,732: 64,488 69,980 8,418 1,803 2,092 0 447 85 179 890 1,255: 215 180
Old : 76,732: 64,488 69,980 8,418 1,803 2,092 0 447 85 179 890 1,255: 215 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 3,837: 3,487 2,948 55 0 330 0 10 0 -270 294 235: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 91.2 11.0 2.3 2.7 0.0 0.6 0.1 0.2 1.2 1.6: 0.3 0.2
Old : 100.0: 84.0 91.2 11.0 2.3 2.7 0.0 0.6 0.1 0.2 1.2 1.6: 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 : 41: 22 22 5 . 4 0 . . . 4 .:
Old : 41: 22 22 5 . 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 : 57.2 54.9 75.2 82.4 56.7 52.5 74.2 73.9
Old : 57.2 54.9 75.2 82.4 56.7 52.5 74.2 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 93,025: 75,691 83,417 9,421 2,375 3,156 245 1,406 248 1,936 417 1,971: 357 35
Old : 93,025: 75,691 83,417 9,421 2,375 3,156 245 1,406 248 1,936 417 1,971: 357 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 3,530: 2,939 3,211 23 -60 187 -17 105 -3 150 -146 231: 20 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 89.7 10.1 2.6 3.4 0.3 1.5 0.3 2.1 0.4 2.1: 0.4 0.0
Old : 100.0: 81.4 89.7 10.1 2.6 3.4 0.3 1.5 0.3 2.1 0.4 2.1: 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 : 52: 23 25 5 . 4 . 7 . 4 . 4:
Old : 52: 23 25 5 . 4 . 7 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 51.6 70.6 75.0 51.4 49.6 63.2 69.4
Old : 51.7 51.6 70.6 75.0 51.4 49.6 63.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 62,783: 42,545 54,317 19,508 2,760 60 0 3,846 0 600 1,750 50: 20 0
Old : 62,783: 42,545 54,317 19,508 2,760 60 0 3,846 0 600 1,750 50: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 480: 530 250 -200 125 0 0 205 0 100 -150 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 86.5 31.1 4.4 0.1 0.0 6.1 0.0 1.0 2.8 0.1: 0.0 0.0
Old : 100.0: 67.8 86.5 31.1 4.4 0.1 0.0 6.1 0.0 1.0 2.8 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 14 . . . 0 . 0 . . .:
Old : 30: 14 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 89.1 94.2 96.7 73.8 87.1 90.2 91.8
Old : 73.9 89.1 94.2 96.7 73.8 87.1 90.2 91.8
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 53,470: 35,490 51,715 15,675 0 780 0 225 0 1,150 375 375: 0 0
Old : 53,470: 35,490 51,715 15,675 0 780 0 225 0 1,150 375 375: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 565: 540 565 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 96.7 29.3 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7: 0.0 0.0
Old : 100.0: 66.4 96.7 29.3 0.0 1.5 0.0 0.4 0.0 2.2 0.7 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 7 . 0 . 0 . 0 . . .:
Old : 22: 11 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 : 80.7 95.0 93.0 99.0 80.7 92.5 91.0 94.0
Old : 80.7 95.0 93.0 99.0 80.7 92.5 91.0 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 60,563: 41,746 55,171 14,546 471 1,922 700 75 0 648 1,796 957: 44 171
Old : 60,563: 41,746 55,171 14,546 471 1,922 700 75 0 648 1,796 957: 44 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -316: -657 -396 231 0 115 0 -35 0 -5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 91.1 24.0 0.8 3.2 1.2 0.1 0.0 1.1 3.0 1.6: 0.1 0.3
Old : 100.0: 68.9 91.1 24.0 0.8 3.2 1.2 0.1 0.0 1.1 3.0 1.6: 0.1 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 : 35: 20 19 4 . . . . 0 . 4 .:
Old : 35: 20 19 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 : 49.4 83.1 72.8 92.1 45.9 79.1 68.5 82.3
Old : 49.4 83.1 72.8 92.1 45.9 79.1 68.5 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 66,723: 49,215 58,761 13,307 783 116 130 2,825 1,280 1,470 1,652 1,062: 143 244
Old : 66,723: 49,215 58,761 13,307 783 116 130 2,825 1,280 1,470 1,652 1,062: 143 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 676: -109 153 718 0 18 -50 600 0 104 5 -5: 0 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 88.1 19.9 1.2 0.2 0.2 4.2 1.9 2.2 2.5 1.6: 0.2 0.4
Old : 100.0: 73.8 88.1 19.9 1.2 0.2 0.2 4.2 1.9 2.2 2.5 1.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 18 . . . . . . 4 . .:
Old : 35: 20 18 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 77.5 73.4 88.3 49.1 71.7 69.5 78.0
Old : 50.0 77.5 73.4 88.3 49.1 71.7 69.5 78.0
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,340: 14,815 23,745 9,143 0 140 0 235 75 0 55 0: 167 90
Old : 24,340: 14,815 23,745 9,143 0 140 0 235 75 0 55 0: 167 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 184: 180 184 -5 0 0 0 0 0 0 0 0: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 97.6 37.6 0.0 0.6 0.0 1.0 0.3 0.0 0.2 0.0: 0.7 0.4
Old : 100.0: 60.9 97.6 37.6 0.0 0.6 0.0 1.0 0.3 0.0 0.2 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 12 4 0 . 0 . . 0 . 0:
Old : 24: 13 12 4 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 81.9 86.0 95.4 63.6 73.4 80.2 86.1
Old : 64.2 81.9 86.0 95.4 63.6 73.4 80.2 86.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 24,055: 14,270 23,940 9,081 0 115 75 0 0 0 0 0: 514 0
Old : 24,055: 14,270 23,940 9,081 0 115 75 0 0 0 0 0: 514 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 180: 180 180 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 99.5 37.8 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 59.3 99.5 37.8 0.0 0.5 0.3 0.0 0.0 0.0 0.0 0.0: 2.1 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 : 22: 11 11 5 0 . . 0 0 0 0 0:
Old : 22: 11 11 5 0 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 86.5 82.9 97.8 61.9 73.5 76.5 84.8
Old : 64.6 86.5 82.9 97.8 61.9 73.5 76.5 84.8
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 31,263: 25,980 23,604 2,730 3,758 1,003 30 379 335 135 1,165 1,019: 31 0
Old : 31,263: 25,980 23,604 2,730 3,758 1,003 30 379 335 135 1,165 1,019: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 500: 491 235 60 -5 0 30 35 0 -255 85 186: -12 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 75.5 8.7 12.0 3.2 0.1 1.2 1.1 0.4 3.7 3.3: 0.1 0.0
Old : 100.0: 83.1 75.5 8.7 12.0 3.2 0.1 1.2 1.1 0.4 3.7 3.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 18 . . . . . . . . .:
Old : 33: 17 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 58.2 82.4 76.8 60.5 56.4 72.3 70.1
Old : 68.5 58.2 82.4 76.8 60.5 56.4 72.3 70.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 18,347: 13,960 15,169 1,969 0 135 0 1,340 0 731 1,012 205: 1,347 486
Old : 18,347: 13,960 15,169 1,969 0 135 0 1,340 0 731 1,012 205: 1,347 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 111: 105 -19 5 0 0 0 -25 0 -30 125 30: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 82.7 10.7 0.0 0.7 0.0 7.3 0.0 4.0 5.5 1.1: 7.3 2.6
Old : 100.0: 76.1 82.7 10.7 0.0 0.7 0.0 7.3 0.0 4.0 5.5 1.1: 7.3 2.6
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 : 20: 8 9 . 0 . 0 . 0 . . .:
Old : 20: 8 9 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 73.3 88.4 88.7 74.1 69.5 83.3 84.2
Old : 74.1 73.3 88.4 88.7 74.1 69.5 83.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 58,686: 45,448 32,520 5,439 18,818 871 2,640 4,965 445 2,945 165 877: 21 25
Old : 58,686: 45,448 32,520 5,439 18,818 871 2,640 4,965 445 2,945 165 877: 21 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 592: 80 347 -19 450 -6 10 99 15 792 -30 -283: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 55.4 9.3 32.1 1.5 4.5 8.5 0.8 5.0 0.3 1.5: 0.0 0.0
Old : 100.0: 77.4 55.4 9.3 32.1 1.5 4.5 8.5 0.8 5.0 0.3 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 : 46: 25 22 5 . 6 . . . 5 . .:
Old : 46: 25 22 5 . 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 : 51.7 68.1 67.8 84.0 40.3 54.4 53.4 63.0
Old : 51.7 68.1 67.8 84.0 40.3 54.4 53.4 63.0
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 36,584: 31,403 16,749 1,809 16,232 1,067 700 885 335 430 542 690: 150 84
Old : 36,584: 31,403 16,749 1,809 16,232 1,067 700 885 335 430 542 690: 150 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 6: 70 85 -30 -250 30 0 345 -210 30 -110 116: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 45.8 4.9 44.4 2.9 1.9 2.4 0.9 1.2 1.5 1.9: 0.4 0.2
Old : 100.0: 85.8 45.8 4.9 44.4 2.9 1.9 2.4 0.9 1.2 1.5 1.9: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 16 4 . . . . . . . .:
Old : 35: 21 16 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 70.8 79.0 84.6 52.4 62.7 61.1 68.9
Old : 61.6 70.8 79.0 84.6 52.4 62.7 61.1 68.9
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,930: 10,773 17,950 7,307 0 914 0 415 301 375 225 125: 135 0
Old : 19,930: 10,773 17,950 7,307 0 914 0 415 301 375 225 125: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 35: 100 -25 75 0 -15 0 89 0 -200 -89 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 90.1 36.7 0.0 4.6 0.0 2.1 1.5 1.9 1.1 0.6: 0.7 0.0
Old : 100.0: 54.1 90.1 36.7 0.0 4.6 0.0 2.1 1.5 1.9 1.1 0.6: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 15 . 0 . 0 . . . . .:
Old : 31: 15 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 73.7 84.4 86.3 59.6 70.5 77.0 79.4
Old : 64.4 73.7 84.4 86.3 59.6 70.5 77.0 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 21,810: 11,301 19,310 7,767 0 2,100 0 250 0 525 150 0: 117 0
Old : 21,810: 11,301 19,310 7,767 0 2,100 0 250 0 525 150 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -50: -50 -75 -25 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 88.5 35.6 0.0 9.6 0.0 1.1 0.0 2.4 0.7 0.0: 0.5 0.0
Old : 100.0: 51.8 88.5 35.6 0.0 9.6 0.0 1.1 0.0 2.4 0.7 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 7 . 0 . 0 . 0 . . 0:
Old : 21: 11 7 . 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 : 70.6 90.1 93.8 99.0 61.0 82.2 84.2 88.3
Old : 70.6 90.1 93.8 99.0 61.0 82.2 84.2 88.3
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,017: 8,085 5,945 0 875 647 0 600 25 100 925 0: 160 0
Old : 9,017: 8,085 5,945 0 875 647 0 600 25 100 925 0: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -29: 0 -280 0 300 -54 -25 0 25 25 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 65.9 0.0 9.7 7.2 0.0 6.7 0.3 1.1 10.3 0.0: 1.8 0.0
Old : 100.0: 89.7 65.9 0.0 9.7 7.2 0.0 6.7 0.3 1.1 10.3 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 0 . . 0 . . . . 0:
Old : 21: 10 8 0 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 63.8 90.2 91.3 65.5 56.9 75.8 78.0
Old : 72.7 63.8 90.2 91.3 65.5 56.9 75.8 78.0
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,290: 8,318 5,725 0 623 742 0 925 25 100 1,250 0: 105 0
Old : 9,290: 8,318 5,725 0 623 742 0 925 25 100 1,250 0: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 24: 0 -300 0 300 -1 -25 0 25 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 61.6 0.0 6.7 8.0 0.0 10.0 0.3 1.1 13.5 0.0: 1.1 0.0
Old : 100.0: 89.5 61.6 0.0 6.7 8.0 0.0 10.0 0.3 1.1 13.5 0.0: 1.1 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 : 23: 12 8 0 . . 0 . . . . 0:
Old : 23: 12 8 0 . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 62.6 89.4 91.6 64.4 60.9 74.7 77.6
Old : 70.8 62.6 89.4 91.6 64.4 60.9 74.7 77.6
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,716: 7,714 10,164 3,008 700 42 0 0 0 170 260 550: 232 0
Old : 11,716: 7,714 10,164 3,008 700 42 0 0 0 170 260 550: 232 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 25: 0 0 0 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 86.8 25.7 6.0 0.4 0.0 0.0 0.0 1.5 2.2 4.7: 2.0 0.0
Old : 100.0: 65.8 86.8 25.7 6.0 0.4 0.0 0.0 0.0 1.5 2.2 4.7: 2.0 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: 13 15 . . . 0 0 0 . . .:
Old : 26: 13 15 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 62.1 79.8 83.6 50.8 55.5 67.1 68.7
Old : 56.0 62.1 79.8 83.6 50.8 55.5 67.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,761: 6,792 9,145 2,991 700 66 0 0 0 170 340 510: 232 0
Old : 10,761: 6,792 9,145 2,991 700 66 0 0 0 170 340 510: 232 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 25: 0 0 0 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 85.0 27.8 6.5 0.6 0.0 0.0 0.0 1.6 3.2 4.7: 2.2 0.0
Old : 100.0: 63.1 85.0 27.8 6.5 0.6 0.0 0.0 0.0 1.6 3.2 4.7: 2.2 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 : 25: 12 14 . . . 0 0 0 . . .:
Old : 25: 12 14 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 61.9 80.1 86.5 49.5 53.9 65.2 68.6
Old : 57.9 61.9 80.1 86.5 49.5 53.9 65.2 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,512: 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135: 37 0
Old : 35,512: 23,155 30,447 8,035 0 700 200 0 0 1,250 2,230 2,135: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0: 0.1 0.0
Old : 100.0: 65.2 85.7 22.6 0.0 2.0 0.6 0.0 0.0 3.5 6.3 6.0: 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 : 32: 19 11 . 0 . . 0 0 . . .:
Old : 32: 19 11 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 73.1 82.0 95.4 61.7 65.4 72.0 78.6
Old : 68.1 73.1 82.0 95.4 61.7 65.4 72.0 78.6
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,732: 23,300 30,902 7,880 0 750 200 0 0 1,250 1,765 2,315: 37 0
Old : 35,732: 23,300 30,902 7,880 0 750 200 0 0 1,250 1,765 2,315: 37 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -5: 0 0 0 0 -5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 86.5 22.1 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5: 0.1 0.0
Old : 100.0: 65.2 86.5 22.1 0.0 2.1 0.6 0.0 0.0 3.5 4.9 6.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 13 . 0 . . 0 0 . . .:
Old : 32: 19 13 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 74.6 80.2 95.9 59.6 64.5 69.5 78.4
Old : 66.2 74.6 80.2 95.9 59.6 64.5 69.5 78.4
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 106,002: 81,888 83,940 16,874 11,276 3,643 1,305 155 230 808 5,557 1,181: 73 20
Old : 106,002: 81,888 83,940 16,874 11,276 3,643 1,305 155 230 808 5,557 1,181: 73 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,380: 2,201 2,699 0 -453 109 0 -25 25 3 6 19: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 79.2 15.9 10.6 3.4 1.2 0.1 0.2 0.8 5.2 1.1: 0.1 0.0
Old : 100.0: 77.3 79.2 15.9 10.6 3.4 1.2 0.1 0.2 0.8 5.2 1.1: 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 : 54: 32 27 . . . . . . . 8 5:
Old : 54: 32 27 . . . . . . . 8 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 56.8 62.5 78.5 37.4 53.2 56.0 69.4
Old : 40.9 56.8 62.5 78.5 37.4 53.2 56.0 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 120,600: 90,479 97,487 19,700 9,332 4,801 2,025 955 325 1,053 5,543 2,147: 70 10
Old : 120,600: 90,479 97,487 19,700 9,332 4,801 2,025 955 325 1,053 5,543 2,147: 70 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,715: 2,421 2,813 0 -334 196 0 25 25 -15 -98 88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 80.8 16.3 7.7 4.0 1.7 0.8 0.3 0.9 4.6 1.8: 0.1 0.0
Old : 100.0: 75.0 80.8 16.3 7.7 4.0 1.7 0.8 0.3 0.9 4.6 1.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 35 29 . . 5 . . . 5 10 8:
Old : 63: 35 29 . . 5 . . . 5 10 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 62.1 57.3 81.5 30.4 52.4 51.3 66.0
Old : 32.9 62.1 57.3 81.5 30.4 52.4 51.3 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 272,484: 148,131 204,643 37,369 1,477 30,820 15,819 5,486 10,289 19,707 9,565 10,109: 240 95
Old : 272,484: 148,131 204,643 37,369 1,477 30,820 15,819 5,486 10,289 19,707 9,565 10,109: 240 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -1,650: 2,071 4,532 2,884 -400 -4,539 1,457 -157 -298 -2,563 -185 -651: -11 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 75.1 13.7 0.5 11.3 5.8 2.0 3.8 7.2 3.5 3.7: 0.1 0.0
Old : 100.0: 54.4 75.1 13.7 0.5 11.3 5.8 2.0 3.8 7.2 3.5 3.7: 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 : 95: 43 37 . . 4 10 8 9 16 12 15:
Old : 95: 43 37 . . 4 10 8 9 16 12 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 44.0 56.6 65.2 25.9 28.3 33.0 40.8
Old : 43.5 44.0 56.6 65.2 25.9 28.3 33.0 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,069: 9,873 16,311 1,943 115 918 965 600 55 3,920 0 0: 395 70
Old : 18,069: 9,873 16,311 1,943 115 918 965 600 55 3,920 0 0: 395 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: -50 0 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 90.3 10.8 0.6 5.1 5.3 3.3 0.3 21.7 0.0 0.0: 2.2 0.4
Old : 100.0: 54.6 90.3 10.8 0.6 5.1 5.3 3.3 0.3 21.7 0.0 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 9 . . . . . . . 0 0:
Old : 24: 14 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 : 63.1 82.3 81.7 97.9 62.6 74.2 77.3 85.3
Old : 63.1 82.3 81.7 97.9 62.6 74.2 77.3 85.3
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,857: 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0: 536 5
Old : 14,857: 6,390 13,516 2,960 105 576 120 600 55 4,220 0 0: 536 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0: 3.6 0.0
Old : 100.0: 43.0 91.0 19.9 0.7 3.9 0.8 4.0 0.4 28.4 0.0 0.0: 3.6 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: 13 8 . . . . . . . 0 0:
Old : 22: 13 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 : 66.0 82.5 86.9 98.1 65.5 78.0 81.2 89.2
Old : 66.0 82.5 86.9 98.1 65.5 78.0 81.2 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,392: 5,090 10,737 795 0 125 350 0 0 6,030 1,500 0: 2 30
Old : 12,392: 5,090 10,737 795 0 125 350 0 0 6,030 1,500 0: 2 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 72: 160 2 35 -25 25 -100 0 0 -50 50 0: 2 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 86.6 6.4 0.0 1.0 2.8 0.0 0.0 48.7 12.1 0.0: 0.0 0.2
Old : 100.0: 41.1 86.6 6.4 0.0 1.0 2.8 0.0 0.0 48.7 12.1 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 9 16 4 0 . . 0 0 . . 0:
Old : 28: 9 16 4 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 72.0 91.0 88.0 78.8 72.0 87.3 86.4
Old : 82.1 72.0 91.0 88.0 78.8 72.0 87.3 86.4
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 81,089: 56,321 58,714 16,904 10,766 450 0 3,745 75 0 0 0: 7,339 7,339
Old : 81,089: 56,321 58,714 16,904 10,766 450 0 3,745 75 0 0 0: 7,339 7,339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,126: 1,121 852 -60 300 -125 0 0 0 0 0 0: 190 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 72.4 20.8 13.3 0.6 0.0 4.6 0.1 0.0 0.0 0.0: 9.1 9.1
Old : 100.0: 69.5 72.4 20.8 13.3 0.6 0.0 4.6 0.1 0.0 0.0 0.0: 9.1 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . . 0 0 0:
Old : 27: 17 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 50.5 85.2 79.0 74.7 49.5 80.1 75.6
Old : 77.4 50.5 85.2 79.0 74.7 49.5 80.1 75.6
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,693: 47,506 48,273 14,112 9,065 125 0 4,280 30 0 0 0: 5,920 5,920
Old : 67,693: 47,506 48,273 14,112 9,065 125 0 4,280 30 0 0 0: 5,920 5,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 465: 775 415 -60 300 -300 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 71.3 20.8 13.4 0.2 0.0 6.3 0.0 0.0 0.0 0.0: 8.7 8.7
Old : 100.0: 70.2 71.3 20.8 13.4 0.2 0.0 6.3 0.0 0.0 0.0 0.0: 8.7 8.7
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: 15 19 . . . 0 . . 0 0 0:
Old : 26: 15 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 54.6 86.7 76.9 76.5 54.2 79.8 74.0
Old : 78.7 54.6 86.7 76.9 76.5 54.2 79.8 74.0
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,520: 6,770 16,250 11,580 2,825 1,040 325 1,035 175 1,745 0 0: 2,885 3,195
Old : 24,520: 6,770 16,250 11,580 2,825 1,040 325 1,035 175 1,745 0 0: 2,885 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 425: 0 10 -300 60 205 225 -325 175 0 0 0: 120 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 66.3 47.2 11.5 4.2 1.3 4.2 0.7 7.1 0.0 0.0: 11.8 13.0
Old : 100.0: 27.6 66.3 47.2 11.5 4.2 1.3 4.2 0.7 7.1 0.0 0.0: 11.8 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 : 21: 6 10 . . . . . . . 0 0:
Old : 21: 6 10 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 51.2 84.1 76.5 64.4 49.2 73.0 71.9
Old : 72.9 51.2 84.1 76.5 64.4 49.2 73.0 71.9
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,130: 5,630 15,025 10,435 1,825 1,730 325 1,035 175 1,805 0 0: 2,030 2,340
Old : 22,130: 5,630 15,025 10,435 1,825 1,730 325 1,035 175 1,805 0 0: 2,030 2,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 455: 0 10 -300 60 190 225 -325 175 0 0 0: 165 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 67.9 47.2 8.2 7.8 1.5 4.7 0.8 8.2 0.0 0.0: 9.2 10.6
Old : 100.0: 25.4 67.9 47.2 8.2 7.8 1.5 4.7 0.8 8.2 0.0 0.0: 9.2 10.6
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 : 20: 5 12 . . . . . . . 0 0:
Old : 20: 5 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 : 75.5 52.2 88.6 75.0 62.5 47.5 69.5 67.2
Old : 75.5 52.2 88.6 75.0 62.5 47.5 69.5 67.2
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,529: 29,744 18,978 7,695 26,006 1,200 11,500 3,280 4,380 0 960 0: 3,010 2,725
Old : 57,529: 29,744 18,978 7,695 26,006 1,200 11,500 3,280 4,380 0 960 0: 3,010 2,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 103: 305 275 490 420 -600 0 100 -100 0 0 0: 8 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 33.0 13.4 45.2 2.1 20.0 5.7 7.6 0.0 1.7 0.0: 5.2 4.7
Old : 100.0: 51.7 33.0 13.4 45.2 2.1 20.0 5.7 7.6 0.0 1.7 0.0: 5.2 4.7
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: 16 13 . . . . . . 0 . 0:
Old : 26: 16 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 67.6 80.5 84.7 50.1 61.0 64.5 69.6
Old : 64.2 67.6 80.5 84.7 50.1 61.0 64.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,113: 22,089 19,714 8,135 13,405 50 2,970 0 3,115 0 360 300: 2,454 2,169
Old : 39,113: 22,089 19,714 8,135 13,405 50 2,970 0 3,115 0 360 300: 2,454 2,169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -260: 410 0 420 420 -680 0 0 0 0 0 0: -410 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 50.4 20.8 34.3 0.1 7.6 0.0 8.0 0.0 0.9 0.8: 6.3 5.5
Old : 100.0: 56.5 50.4 20.8 34.3 0.1 7.6 0.0 8.0 0.0 0.9 0.8: 6.3 5.5
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: 15 15 . . . . 0 . 0 . .:
Old : 25: 15 15 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 70.7 87.0 84.0 64.9 65.2 72.4 72.2
Old : 72.9 70.7 87.0 84.0 64.9 65.2 72.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,910: 22,020 9,500 3,780 1,910 360 1,035 15,820 90 0 0 0: 1,625 1,230
Old : 28,910: 22,020 9,500 3,780 1,910 360 1,035 15,820 90 0 0 0: 1,625 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 420: 420 570 0 -150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 32.9 13.1 6.6 1.2 3.6 54.7 0.3 0.0 0.0 0.0: 5.6 4.3
Old : 100.0: 76.2 32.9 13.1 6.6 1.2 3.6 54.7 0.3 0.0 0.0 0.0: 5.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . . . . . . 0 0 0:
Old : 22: 13 13 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 74.5 83.0 87.7 53.9 68.9 67.3 73.1
Old : 63.7 74.5 83.0 87.7 53.9 68.9 67.3 73.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,221: 51,239 28,226 2,512 37,540 4,805 16,195 1,575 220 0 2,610 1,420: 20,830 20,825
Old : 97,221: 51,239 28,226 2,512 37,540 4,805 16,195 1,575 220 0 2,610 1,420: 20,830 20,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,335: 745 120 -2,105 0 1,365 1,680 75 -75 0 125 0: 725 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 29.0 2.6 38.6 4.9 16.7 1.6 0.2 0.0 2.7 1.5: 21.4 21.4
Old : 100.0: 52.7 29.0 2.6 38.6 4.9 16.7 1.6 0.2 0.0 2.7 1.5: 21.4 21.4
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 : 30: 18 20 . . . . . . 0 . .:
Old : 30: 18 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 50.9 70.1 64.5 47.9 49.3 58.4 56.3
Old : 50.9 50.9 70.1 64.5 47.9 49.3 58.4 56.3
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 92,071: 47,146 26,956 2,925 32,570 4,625 16,425 1,670 165 0 5,290 555: 20,230 20,240
Old : 92,071: 47,146 26,956 2,925 32,570 4,625 16,425 1,670 165 0 5,290 555: 20,230 20,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,480: 1,010 255 -2,210 0 1,370 1,680 75 -75 0 150 0: 705 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 29.3 3.2 35.4 5.0 17.8 1.8 0.2 0.0 5.7 0.6: 22.0 22.0
Old : 100.0: 51.2 29.3 3.2 35.4 5.0 17.8 1.8 0.2 0.0 5.7 0.6: 22.0 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 . . . . . . 0 . .:
Old : 28: 17 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 : 50.3 47.7 69.7 63.4 45.5 47.0 56.6 55.7
Old : 50.3 47.7 69.7 63.4 45.5 47.0 56.6 55.7
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,791: 13,841 5,395 20 2,636 1,144 3,315 8,215 175 0 1,810 1,335: 3,961 3,081
Old : 23,791: 13,841 5,395 20 2,636 1,144 3,315 8,215 175 0 1,810 1,335: 3,961 3,081
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 725: 425 -350 0 220 -81 0 350 0 -70 135 70: 381 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 22.7 0.1 11.1 4.8 13.9 34.5 0.7 0.0 7.6 5.6: 16.6 13.0
Old : 100.0: 58.2 22.7 0.1 11.1 4.8 13.9 34.5 0.7 0.0 7.6 5.6: 16.6 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 : 28: 16 10 . . . . . . 0 4 .:
Old : 28: 16 10 . . . . . . 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 : 46.3 60.0 65.7 74.5 46.0 54.5 63.3 65.8
Old : 46.3 60.0 65.7 74.5 46.0 54.5 63.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,561: 12,992 5,421 255 3,421 909 3,315 9,315 175 1,135 410 1,370: 3,410 2,540
Old : 23,561: 12,992 5,421 255 3,421 909 3,315 9,315 175 1,135 410 1,370: 3,410 2,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 725: 425 -350 0 220 35 0 350 0 0 205 0: 265 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 23.0 1.1 14.5 3.9 14.1 39.5 0.7 4.8 1.7 5.8: 14.5 10.8
Old : 100.0: 55.1 23.0 1.1 14.5 3.9 14.1 39.5 0.7 4.8 1.7 5.8: 14.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . . . . . . .:
Old : 28: 16 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 63.2 68.8 77.5 43.7 61.5 62.8 68.6
Old : 46.6 63.2 68.8 77.5 43.7 61.5 62.8 68.6
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,644: 13,799 11,435 1,226 11,255 969 13,020 50 0 0 6,170 975: 2,655 1,790
Old : 32,644: 13,799 11,435 1,226 11,255 969 13,020 50 0 0 6,170 975: 2,655 1,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 35.0 3.8 34.5 3.0 39.9 0.2 0.0 0.0 18.9 3.0: 8.1 5.5
Old : 100.0: 42.3 35.0 3.8 34.5 3.0 39.9 0.2 0.0 0.0 18.9 3.0: 8.1 5.5
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 5 . . . . . 0 0 . .:
Old : 20: 12 5 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 83.4 85.6 93.8 62.9 69.8 73.3 77.4
Old : 69.2 83.4 85.6 93.8 62.9 69.8 73.3 77.4
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,491: 16,686 45,975 12,743 5,810 95 12,185 0 30 10,265 0 0: 2,487 2,581
Old : 54,491: 16,686 45,975 12,743 5,810 95 12,185 0 30 10,265 0 0: 2,487 2,581
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,880: 0 2,630 2,630 250 0 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 84.4 23.4 10.7 0.2 22.4 0.0 0.1 18.8 0.0 0.0: 4.6 4.7
Old : 100.0: 30.6 84.4 23.4 10.7 0.2 22.4 0.0 0.1 18.8 0.0 0.0: 4.6 4.7
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 : 23: 12 11 . . . . 0 . . 0 0:
Old : 23: 12 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 86.5 88.7 92.9 66.3 82.5 85.5 86.5
Old : 66.5 86.5 88.7 92.9 66.3 82.5 85.5 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,801: 18,646 47,546 13,245 6,385 260 12,310 0 30 9,850 0 0: 2,460 2,580
Old : 56,801: 18,646 47,546 13,245 6,385 260 12,310 0 30 9,850 0 0: 2,460 2,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,300: 0 2,150 2,150 150 0 0 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 83.7 23.3 11.2 0.5 21.7 0.0 0.1 17.3 0.0 0.0: 4.3 4.5
Old : 100.0: 32.8 83.7 23.3 11.2 0.5 21.7 0.0 0.1 17.3 0.0 0.0: 4.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . 0 . . 0 0:
Old : 21: 12 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 89.8 90.3 93.7 67.8 87.4 89.3 90.1
Old : 68.2 89.8 90.3 93.7 67.8 87.4 89.3 90.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,430: 20,510 51,400 10,271 3,005 810 5,815 0 615 17,629 0 815: 2,965 2,785
Old : 59,430: 20,510 51,400 10,271 3,005 810 5,815 0 615 17,629 0 815: 2,965 2,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 95: 0 50 75 0 0 -75 0 45 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 86.5 17.3 5.1 1.4 9.8 0.0 1.0 29.7 0.0 1.4: 5.0 4.7
Old : 100.0: 34.5 86.5 17.3 5.1 1.4 9.8 0.0 1.0 29.7 0.0 1.4: 5.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 10 . . . . 0 . 5 0 .:
Old : 31: 17 10 . . . . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 82.2 78.5 91.8 56.1 80.9 75.9 88.1
Old : 58.6 82.2 78.5 91.8 56.1 80.9 75.9 88.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,390: 20,025 42,075 9,341 3,465 670 5,715 0 715 10,279 0 945: 2,700 2,520
Old : 50,390: 20,025 42,075 9,341 3,465 670 5,715 0 715 10,279 0 945: 2,700 2,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 95: 0 50 75 0 0 -75 0 45 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 83.5 18.5 6.9 1.3 11.3 0.0 1.4 20.4 0.0 1.9: 5.4 5.0
Old : 100.0: 39.7 83.5 18.5 6.9 1.3 11.3 0.0 1.4 20.4 0.0 1.9: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 10 . . . . 0 . 5 0 .:
Old : 31: 18 10 . . . . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 79.9 77.0 90.9 49.5 78.7 73.5 86.7
Old : 53.0 79.9 77.0 90.9 49.5 78.7 73.5 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,725: 10,925 11,945 2,435 0 970 0 4,495 480 2,920 485 375: 2,620 1,975
Old : 20,725: 10,925 11,945 2,435 0 970 0 4,495 480 2,920 485 375: 2,620 1,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -10: 100 0 -230 0 100 0 -200 0 0 70 -10: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 57.6 11.7 0.0 4.7 0.0 21.7 2.3 14.1 2.3 1.8: 12.6 9.5
Old : 100.0: 52.7 57.6 11.7 0.0 4.7 0.0 21.7 2.3 14.1 2.3 1.8: 12.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 10 . 0 . 0 4 . . . .:
Old : 25: 12 10 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 68.2 78.5 84.0 48.2 67.6 71.3 78.5
Old : 53.3 68.2 78.5 84.0 48.2 67.6 71.3 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,805: 10,340 11,660 2,010 0 855 0 4,495 480 3,930 535 120: 2,070 1,660
Old : 19,805: 10,340 11,660 2,010 0 855 0 4,495 480 3,930 535 120: 2,070 1,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -20: 100 0 -230 0 100 0 -200 0 0 70 -10: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 58.9 10.1 0.0 4.3 0.0 22.7 2.4 19.8 2.7 0.6: 10.5 8.4
Old : 100.0: 52.2 58.9 10.1 0.0 4.3 0.0 22.7 2.4 19.8 2.7 0.6: 10.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 8 . 0 . 0 4 . . . .:
Old : 25: 12 8 . 0 . 0 4 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 71.3 80.3 87.3 55.8 70.5 74.8 82.2
Old : 57.0 71.3 80.3 87.3 55.8 70.5 74.8 82.2
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 75,120: 42,025 43,735 5,455 0 2,140 2,205 19,670 1,135 14,960 1,500 1,270: 5,930 5,670
Old : 75,120: 42,025 43,735 5,455 0 2,140 2,205 19,670 1,135 14,960 1,500 1,270: 5,930 5,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 800: 305 -645 105 0 50 75 1,320 0 0 0 0: 265 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 58.2 7.3 0.0 2.8 2.9 26.2 1.5 19.9 2.0 1.7: 7.9 7.5
Old : 100.0: 55.9 58.2 7.3 0.0 2.8 2.9 26.2 1.5 19.9 2.0 1.7: 7.9 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: 15 10 . 0 . . . . 4 . .:
Old : 30: 15 10 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 72.3 73.7 84.8 56.4 70.6 69.5 82.1
Old : 60.1 72.3 73.7 84.8 56.4 70.6 69.5 82.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,975: 42,170 39,085 5,180 0 1,785 2,160 19,670 1,125 10,675 1,500 1,270: 4,610 4,540
Old : 68,975: 42,170 39,085 5,180 0 1,785 2,160 19,670 1,125 10,675 1,500 1,270: 4,610 4,540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 765: 670 -650 -75 0 85 75 1,320 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 56.7 7.5 0.0 2.6 3.1 28.5 1.6 15.5 2.2 1.8: 6.7 6.6
Old : 100.0: 61.1 56.7 7.5 0.0 2.6 3.1 28.5 1.6 15.5 2.2 1.8: 6.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 12 . 0 . . . . 4 . .:
Old : 30: 15 12 . 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 : 58.3 75.3 73.3 86.4 54.8 73.8 68.9 82.9
Old : 58.3 75.3 73.3 86.4 54.8 73.8 68.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,835: 37,686 23,213 0 17,601 0 16,455 0 2,810 58 13,495 2,005: 3,821 3,711
Old : 62,835: 37,686 23,213 0 17,601 0 16,455 0 2,810 58 13,495 2,005: 3,821 3,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 625: -50 100 0 1,000 -37 675 0 -55 0 -475 0: 92 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 36.9 0.0 28.0 0.0 26.2 0.0 4.5 0.1 21.5 3.2: 6.1 5.9
Old : 100.0: 60.0 36.9 0.0 28.0 0.0 26.2 0.0 4.5 0.1 21.5 3.2: 6.1 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 : 28: 18 10 0 . 0 . 0 . . . .:
Old : 28: 18 10 0 . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 72.0 76.6 89.7 51.1 68.9 71.9 82.5
Old : 55.6 72.0 76.6 89.7 51.1 68.9 71.9 82.5
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,534: 34,193 18,599 0 14,897 261 7,485 0 3,150 58 8,560 2,675: 2,712 2,392
Old : 50,534: 34,193 18,599 0 14,897 261 7,485 0 3,150 58 8,560 2,675: 2,712 2,392
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 150: 0 50 0 0 0 150 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 36.8 0.0 29.5 0.5 14.8 0.0 6.2 0.1 16.9 5.3: 5.4 4.7
Old : 100.0: 67.7 36.8 0.0 29.5 0.5 14.8 0.0 6.2 0.1 16.9 5.3: 5.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 10 0 . . . 0 . . . .:
Old : 28: 17 10 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 65.4 75.6 90.5 49.0 54.7 65.3 75.2
Old : 54.7 65.4 75.6 90.5 49.0 54.7 65.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 173,598: 92,944 85,135 18,775 1,275 5,937 3,693 16,750 7,722 1,400 13,712 3,180: 39,947 39,887
Old : 173,598: 92,944 85,135 18,775 1,275 5,937 3,693 16,750 7,722 1,400 13,712 3,180: 39,947 39,887
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,815: -250 1,160 1,220 0 -685 835 700 -1,115 0 125 115: 1,695 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 49.0 10.8 0.7 3.4 2.1 9.6 4.4 0.8 7.9 1.8: 23.0 23.0
Old : 100.0: 53.5 49.0 10.8 0.7 3.4 2.1 9.6 4.4 0.8 7.9 1.8: 23.0 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 29 . . . . . . . 4 .:
Old : 43: 25 29 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 32.6 64.4 49.5 40.5 29.0 52.6 42.1
Old : 46.9 32.6 64.4 49.5 40.5 29.0 52.6 42.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 138,305: 70,653 75,895 16,156 300 5,213 4,603 6,035 7,076 1,400 10,377 3,300: 29,904 30,109
Old : 138,305: 70,653 75,895 16,156 300 5,213 4,603 6,035 7,076 1,400 10,377 3,300: 29,904 30,109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 895: -1,390 1,370 1,600 0 -235 835 175 -1,080 0 -500 95: 1,070 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 54.9 11.7 0.2 3.8 3.3 4.4 5.1 1.0 7.5 2.4: 21.6 21.8
Old : 100.0: 51.1 54.9 11.7 0.2 3.8 3.3 4.4 5.1 1.0 7.5 2.4: 21.6 21.8
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 : 40: 21 26 . . . . . . . 4 4:
Old : 40: 21 26 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 31.2 64.2 47.0 40.3 27.4 47.1 38.2
Old : 51.4 31.2 64.2 47.0 40.3 27.4 47.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,860: 31,760 28,460 18,411 7,356 5,894 1,145 10,890 2,005 0 4,760 0: 5,645 5,495
Old : 64,860: 31,760 28,460 18,411 7,356 5,894 1,145 10,890 2,005 0 4,760 0: 5,645 5,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 365: -1,450 705 100 -1,480 1,220 105 -470 345 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 43.9 28.4 11.3 9.1 1.8 16.8 3.1 0.0 7.3 0.0: 8.7 8.5
Old : 100.0: 49.0 43.9 28.4 11.3 9.1 1.8 16.8 3.1 0.0 7.3 0.0: 8.7 8.5
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 : 27: 14 16 . . . . . . 0 . 0:
Old : 27: 14 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 51.6 77.4 71.1 51.3 45.0 64.3 59.4
Old : 59.3 51.6 77.4 71.1 51.3 45.0 64.3 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,199: 30,495 19,995 8,971 4,456 8,223 990 11,990 2,025 0 4,135 0: 6,495 6,375
Old : 57,199: 30,495 19,995 8,971 4,456 8,223 990 11,990 2,025 0 4,135 0: 6,495 6,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -115: -2,145 115 -100 -1,785 1,190 105 -470 345 0 0 0: 490 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 35.0 15.7 7.8 14.4 1.7 21.0 3.5 0.0 7.2 0.0: 11.4 11.1
Old : 100.0: 53.3 35.0 15.7 7.8 14.4 1.7 21.0 3.5 0.0 7.2 0.0: 11.4 11.1
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 : 26: 15 17 . . . . . . 0 . 0:
Old : 26: 15 17 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 54.0 71.2 74.8 40.6 44.0 52.1 52.1
Old : 51.0 54.0 71.2 74.8 40.6 44.0 52.1 52.1
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,345: 12,365 27,965 0 6,720 3,005 21,315 0 1,330 480 0 1,200: 3,650 3,125
Old : 43,345: 12,365 27,965 0 6,720 3,005 21,315 0 1,330 480 0 1,200: 3,650 3,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -660: -95 -1,780 -2,110 70 430 495 0 0 0 0 0: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 64.5 0.0 15.5 6.9 49.2 0.0 3.1 1.1 0.0 2.8: 8.4 7.2
Old : 100.0: 28.5 64.5 0.0 15.5 6.9 49.2 0.0 3.1 1.1 0.0 2.8: 8.4 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 : 24: 11 16 0 . . . 0 . . 0 .:
Old : 24: 11 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 : 67.5 65.9 80.2 80.1 61.8 61.3 65.8 67.2
Old : 67.5 65.9 80.2 80.1 61.8 61.3 65.8 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,985: 8,155 40,665 0 6,110 3,155 38,065 0 1,380 480 0 1,200: 1,550 1,475
Old : 53,985: 8,155 40,665 0 6,110 3,155 38,065 0 1,380 480 0 1,200: 1,550 1,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 360: 25 -1,060 0 1,600 -30 515 0 0 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 75.3 0.0 11.3 5.8 70.5 0.0 2.6 0.9 0.0 2.2: 2.9 2.7
Old : 100.0: 15.1 75.3 0.0 11.3 5.8 70.5 0.0 2.6 0.9 0.0 2.2: 2.9 2.7
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 : 22: 10 14 0 . . . 0 . . 0 .:
Old : 22: 10 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 : 88.1 70.2 94.3 86.2 81.2 67.1 82.5 78.7
Old : 88.1 70.2 94.3 86.2 81.2 67.1 82.5 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 139,077: 77,587 75,955 5,115 12,197 14,235 4,625 3,245 6,725 4,070 0 0: 26,720 26,720
Old : 139,077: 77,587 75,955 5,115 12,197 14,235 4,625 3,245 6,725 4,070 0 0: 26,720 26,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 4,475: 2,615 3,890 1,350 -1,200 575 0 1,070 25 0 0 0: -90 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 54.6 3.7 8.8 10.2 3.3 2.3 4.8 2.9 0.0 0.0: 19.2 19.2
Old : 100.0: 55.8 54.6 3.7 8.8 10.2 3.3 2.3 4.8 2.9 0.0 0.0: 19.2 19.2
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 : 36: 25 25 . . . . . . . 0 0:
Old : 36: 25 25 . . . . . . . 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 : 36.2 43.0 51.7 61.7 29.7 32.2 39.1 39.3
Old : 36.2 43.0 51.7 61.7 29.7 32.2 39.1 39.3
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 - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 114,360: 66,405 59,345 4,970 18,115 9,840 3,840 1,160 7,640 3,670 0 0: 17,995 18,260
Old : 114,360: 66,405 59,345 4,970 18,115 9,840 3,840 1,160 7,640 3,670 0 0: 17,995 18,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 750: 30 -370 50 -950 1,000 -1,670 -580 1,255 0 0 0: 85 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 51.9 4.3 15.8 8.6 3.4 1.0 6.7 3.2 0.0 0.0: 15.7 16.0
Old : 100.0: 58.1 51.9 4.3 15.8 8.6 3.4 1.0 6.7 3.2 0.0 0.0: 15.7 16.0
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 22 . . . . . . . 0 0:
Old : 32: 21 22 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 45.5 63.1 66.0 29.1 37.0 40.6 45.9
Old : 41.7 45.5 63.1 66.0 29.1 37.0 40.6 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,780: 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550: 1,530 1,530
Old : 29,780: 20,410 15,915 0 9,595 1,890 4,275 300 0 1,125 0 550: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8: 5.1 5.1
Old : 100.0: 68.5 53.4 0.0 32.2 6.3 14.4 1.0 0.0 3.8 0.0 1.8: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 0 . . . . 0 . 0 .:
Old : 22: 13 10 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4
Old : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,625: 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500: 1,560 1,520
Old : 29,625: 21,350 15,090 0 10,525 1,690 3,850 300 0 675 0 500: 1,560 1,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7: 5.3 5.1
Old : 100.0: 72.1 50.9 0.0 35.5 5.7 13.0 1.0 0.0 2.3 0.0 1.7: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 0 . . . . 0 . 0 .:
Old : 22: 13 10 0 . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4
Old : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2020