COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 18,162: 14,133 7,628 232 2,769 889 345 1,140 183 316 3,646 1,406: 658 501
Old : 18,162: 14,133 7,628 232 2,769 889 345 1,140 183 316 3,646 1,406: 658 501
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 323: 403 -40 0 159 -22 0 300 0 0 2 -22: -36 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 42.0 1.3 15.2 4.9 1.9 6.3 1.0 1.7 20.1 7.7: 3.6 2.8
Old : 100.0: 77.8 42.0 1.3 15.2 4.9 1.9 6.3 1.0 1.7 20.1 7.7: 3.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . 4 4 . . . . 4 .:
Old : 27: 13 11 . 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 : 53.2 45.5 77.5 69.2 39.7 34.3 54.6 50.8
Old : 53.2 45.5 77.5 69.2 39.7 34.3 54.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 6,911: 4,012 4,088 687 1,069 1,011 745 20 201 127 416 0: 128 106
Old : 6,911: 4,012 4,088 687 1,069 1,011 745 20 201 127 416 0: 128 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 58.1 59.2 9.9 15.5 14.6 10.8 0.3 2.9 1.8 6.0 0.0: 1.9 1.5
Old : 100.0: 58.1 59.2 9.9 15.5 14.6 10.8 0.3 2.9 1.8 6.0 0.0: 1.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 12 12 . . . . . . . 6 0:
Old : 33: 12 12 . . . . . . . 6 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 71.2 86.8 85.3 48.9 57.4 66.8 66.3
Old : 64.0 71.2 86.8 85.3 48.9 57.4 66.8 66.3
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, August 25, 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 : 37,808: 25,364 31,267 4,527 1,673 1,631 543 220 448 3,815 1,104 1,465: 15 0
Old : 37,808: 25,364 31,267 4,527 1,673 1,631 543 220 448 3,815 1,104 1,465: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 594: 857 226 -291 500 -47 -209 -115 209 85 -169 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 82.7 12.0 4.4 4.3 1.4 0.6 1.2 10.1 2.9 3.9: 0.0 0.0
Old : 100.0: 67.1 82.7 12.0 4.4 4.3 1.4 0.6 1.2 10.1 2.9 3.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 . . . . . . 4 . 5:
Old : 38: 19 21 . . . . . . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 57.2 78.1 78.6 51.6 50.2 64.6 62.0
Old : 55.3 57.2 78.1 78.6 51.6 50.2 64.6 62.0
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, August 25, 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 MWh for about 368 Hours) :
: : Positions :
All : 31,509: 24,904 26,272 0 3,807 920 345 0 285 4,560 0 225: 270 0
Old : 31,509: 24,904 26,272 0 3,807 920 345 0 285 4,560 0 225: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -438: -1,739 -393 0 -150 430 345 -56 -169 525 0 -100: 270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 83.4 0.0 12.1 2.9 1.1 0.0 0.9 14.5 0.0 0.7: 0.9 0.0
Old : 100.0: 79.0 83.4 0.0 12.1 2.9 1.1 0.0 0.9 14.5 0.0 0.7: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 18 0 . . . 0 . 5 0 .:
Old : 27: 13 18 0 . . . 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 : 59.9 67.7 81.6 91.7 58.5 59.7 76.7 79.6
Old : 59.9 67.7 81.6 91.7 58.5 59.7 76.7 79.6
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, August 25, 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 1Megawatt for 368 Hours) :
: : Positions :
All : 143,385: 105,033 111,948 2,077 10,201 9,754 14,385 281 4,120 3,991 3,695 3,204: 821 182
Old : 143,385: 105,033 111,948 2,077 10,201 9,754 14,385 281 4,120 3,991 3,695 3,204: 821 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -209: -1,550 2,929 -24 -4,147 1,034 495 19 -40 -336 10 -33: 245 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 78.1 1.4 7.1 6.8 10.0 0.2 2.9 2.8 2.6 2.2: 0.6 0.1
Old : 100.0: 73.3 78.1 1.4 7.1 6.8 10.0 0.2 2.9 2.8 2.6 2.2: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 31 33 . . 5 8 4 6 8 5 7:
Old : 65: 31 33 . . 5 8 4 6 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 35.3 60.9 58.6 34.7 28.9 44.8 44.0
Old : 45.4 35.3 60.9 58.6 34.7 28.9 44.8 44.0
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, August 25, 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 : 66,050: 53,671 48,795 2,705 10,846 4,016 3,961 205 245 407 766 1,045: 0 132
Old : 66,050: 53,671 48,795 2,705 10,846 4,016 3,961 205 245 407 766 1,045: 0 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -335: -256 -410 0 208 -208 263 -105 11 -68 176 -77: 0 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 73.9 4.1 16.4 6.1 6.0 0.3 0.4 0.6 1.2 1.6: 0.0 0.2
Old : 100.0: 81.3 73.9 4.1 16.4 6.1 6.0 0.3 0.4 0.6 1.2 1.6: 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 : 42: 22 23 . . . . . . . . 4:
Old : 42: 22 23 . . . . . . . . 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 : 61.7 77.6 82.8 90.1 59.8 63.3 73.8 73.4
Old : 61.7 77.6 82.8 90.1 59.8 63.3 73.8 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, August 25, 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 per Hour for about 386 Hours) :
: : Positions :
All : 36,946: 34,649 25,655 0 7,492 1,297 0 1,152 0 600 950 400: 0 0
Old : 36,946: 34,649 25,655 0 7,492 1,297 0 1,152 0 600 950 400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -1,689: -925 -2,075 0 1,150 -889 0 350 0 0 -350 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 69.4 0.0 20.3 3.5 0.0 3.1 0.0 1.6 2.6 1.1: 0.0 0.0
Old : 100.0: 93.8 69.4 0.0 20.3 3.5 0.0 3.1 0.0 1.6 2.6 1.1: 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 : 25: 12 12 0 . . 0 . 0 . . .:
Old : 25: 12 12 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 : 77.3 82.9 93.3 93.4 72.2 68.4 78.1 77.9
Old : 77.3 82.9 93.3 93.4 72.2 68.4 78.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, August 25, 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 per Hour for about 386 Hours) :
: : Positions :
All : 55,525: 31,965 22,010 801 24,379 2,927 14,455 100 50 1,443 2,347 3,619: 265 93
Old : 55,525: 31,965 22,010 801 24,379 2,927 14,455 100 50 1,443 2,347 3,619: 265 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 161: 142 199 -100 -46 36 0 -25 0 86 0 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 39.6 1.4 43.9 5.3 26.0 0.2 0.1 2.6 4.2 6.5: 0.5 0.2
Old : 100.0: 57.6 39.6 1.4 43.9 5.3 26.0 0.2 0.1 2.6 4.2 6.5: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 19 . . 5 4 . . 4 . .:
Old : 38: 19 19 . . 5 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 : 48.1 67.2 70.4 82.6 44.5 58.2 59.9 69.8
Old : 48.1 67.2 70.4 82.6 44.5 58.2 59.9 69.8
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, August 25, 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 : 69,821: 40,217 24,781 0 35,753 3,475 20,880 365 70 1,972 2,716 2,580: 627 81
Old : 69,821: 40,217 24,781 0 35,753 3,475 20,880 365 70 1,972 2,716 2,580: 627 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 59: -82 325 0 -276 30 120 -20 0 -64 -75 75: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 35.5 0.0 51.2 5.0 29.9 0.5 0.1 2.8 3.9 3.7: 0.9 0.1
Old : 100.0: 57.6 35.5 0.0 51.2 5.0 29.9 0.5 0.1 2.8 3.9 3.7: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 21 20 0 4 4 6 . . 5 . 4:
Old : 44: 21 20 0 4 4 6 . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 67.3 71.9 82.0 52.0 61.9 64.2 72.2
Old : 53.5 67.3 71.9 82.0 52.0 61.9 64.2 72.2
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, August 25, 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 : 67,249: 50,494 41,867 9,383 19,718 3,356 0 100 0 2,220 874 1,334: 462 0
Old : 67,249: 50,494 41,867 9,383 19,718 3,356 0 100 0 2,220 874 1,334: 462 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -427: 665 -633 -1,100 125 -62 0 0 0 70 143 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 62.3 14.0 29.3 5.0 0.0 0.1 0.0 3.3 1.3 2.0: 0.7 0.0
Old : 100.0: 75.1 62.3 14.0 29.3 5.0 0.0 0.1 0.0 3.3 1.3 2.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 24 4 . . 0 . 0 . . .:
Old : 40: 24 24 4 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 62.6 64.3 85.1 38.0 62.6 59.0 78.2
Old : 41.8 62.6 64.3 85.1 38.0 62.6 59.0 78.2
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, August 25, 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 : 85,206: 62,177 47,537 17,391 33,652 1,006 225 195 20 1,904 770 2,021: 462 5
Old : 85,206: 62,177 47,537 17,391 33,652 1,006 225 195 20 1,904 770 2,021: 462 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -135: 880 -330 -1,100 175 0 0 20 0 85 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 55.8 20.4 39.5 1.2 0.3 0.2 0.0 2.2 0.9 2.4: 0.5 0.0
Old : 100.0: 73.0 55.8 20.4 39.5 1.2 0.3 0.2 0.0 2.2 0.9 2.4: 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 : 43: 26 24 4 . . . . . . . .:
Old : 43: 26 24 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 : 41.3 65.8 61.6 83.3 40.5 65.8 60.3 77.1
Old : 41.3 65.8 61.6 83.3 40.5 65.8 60.3 77.1
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, August 25, 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 : 41,516: 27,169 37,876 10,479 0 3,174 0 0 0 230 0 175: 289 291
Old : 41,516: 27,169 37,876 10,479 0 3,174 0 0 0 230 0 175: 289 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 120: 0 120 120 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 91.2 25.2 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.4: 0.7 0.7
Old : 100.0: 65.4 91.2 25.2 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.4: 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 : 24: 17 14 . 0 . 0 0 0 . 0 .:
Old : 24: 17 14 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 81.5 84.1 95.0 58.1 76.4 71.2 78.1
Old : 68.3 81.5 84.1 95.0 58.1 76.4 71.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, August 25, 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 for about 368 Hours) :
: : Positions :
All : 26,756: 25,057 14,476 0 10,422 928 0 600 0 360 326 0: 411 4
Old : 26,756: 25,057 14,476 0 10,422 928 0 600 0 360 326 0: 411 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,454: 1,500 184 0 1,315 -45 0 0 0 0 0 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 54.1 0.0 39.0 3.5 0.0 2.2 0.0 1.3 1.2 0.0: 1.5 0.0
Old : 100.0: 93.7 54.1 0.0 39.0 3.5 0.0 2.2 0.0 1.3 1.2 0.0: 1.5 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 : 26: 19 17 0 . . 0 . 0 . . 0:
Old : 26: 19 17 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 67.7 78.2 85.1 43.7 55.2 58.0 64.2
Old : 56.5 67.7 78.2 85.1 43.7 55.2 58.0 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 23,683: 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345: 98 0
Old : 23,683: 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345: 98 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5: 0.4 0.0
Old : 100.0: 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 77.4 84.5 94.5 53.1 70.6 69.0 73.2
Old : 57.3 77.4 84.5 94.5 53.1 70.6 69.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 87,171: 65,252 62,434 210 7,826 8,510 6,336 722 361 3,536 4,400 2,500: 466 418
Old : 87,171: 65,252 62,434 210 7,826 8,510 6,336 722 361 3,536 4,400 2,500: 466 418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 3,195: 3,565 2,202 0 466 -97 -180 -10 0 -233 505 126: 14 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 71.6 0.2 9.0 9.8 7.3 0.8 0.4 4.1 5.0 2.9: 0.5 0.5
Old : 100.0: 74.9 71.6 0.2 9.0 9.8 7.3 0.8 0.4 4.1 5.0 2.9: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 35 34 . . . 5 . . 10 4 9:
Old : 66: 35 34 . . . 5 . . 10 4 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 : 33.2 39.0 57.6 63.2 23.1 22.1 32.3 31.0
Old : 33.2 39.0 57.6 63.2 23.1 22.1 32.3 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 17,428: 12,366 16,907 3,941 0 396 725 0 0 0 125 0: 0 0
Old : 17,428: 12,366 16,907 3,941 0 396 725 0 0 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,200: 1,224 1,200 0 0 0 0 0 0 0 0 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 15 . 0 . . 0 0 0 . 0:
Old : 21: 8 15 . 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 : 67.3 59.4 95.2 82.9 45.9 53.1 63.1 63.0
Old : 67.3 59.4 95.2 82.9 45.9 53.1 63.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 17,468: 12,406 16,947 3,941 0 396 725 0 0 0 125 0: 0 0
Old : 17,468: 12,406 16,947 3,941 0 396 725 0 0 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,200: 1,224 1,200 0 0 0 0 0 0 0 0 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 15 . 0 . . 0 0 0 . 0:
Old : 22: 9 15 . 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 : 67.1 59.3 95.0 82.6 45.8 52.9 63.0 62.8
Old : 67.1 59.3 95.0 82.6 45.8 52.9 63.0 62.8
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, August 25, 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 : 51,005: 43,895 37,274 0 4,986 3,612 0 600 0 870 1,825 2,310: 318 398
Old : 51,005: 43,895 37,274 0 4,986 3,612 0 600 0 870 1,825 2,310: 318 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 640: 840 640 0 0 0 0 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 73.1 0.0 9.8 7.1 0.0 1.2 0.0 1.7 3.6 4.5: 0.6 0.8
Old : 100.0: 86.1 73.1 0.0 9.8 7.1 0.0 1.2 0.0 1.7 3.6 4.5: 0.6 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 : 32: 18 17 0 . . 0 . 0 . . 4:
Old : 32: 18 17 0 . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 46.1 71.2 72.6 47.1 31.9 55.2 45.5
Old : 50.6 46.1 71.2 72.6 47.1 31.9 55.2 45.5
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, August 25, 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 : 46,292: 34,859 41,032 6,187 0 4,689 0 0 0 390 100 150: 17 321
Old : 46,292: 34,859 41,032 6,187 0 4,689 0 0 0 390 100 150: 17 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 129: 9 124 120 0 0 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 88.6 13.4 0.0 10.1 0.0 0.0 0.0 0.8 0.2 0.3: 0.0 0.7
Old : 100.0: 75.3 88.6 13.4 0.0 10.1 0.0 0.0 0.0 0.8 0.2 0.3: 0.0 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 : 33: 21 18 . 0 . 0 0 0 . . .:
Old : 33: 21 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 : 54.4 76.4 75.0 91.9 41.9 63.2 55.9 66.1
Old : 54.4 76.4 75.0 91.9 41.9 63.2 55.9 66.1
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, August 25, 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 : 42,642: 37,012 29,804 0 7,886 3,597 800 950 0 180 100 250: 803 55
Old : 42,642: 37,012 29,804 0 7,886 3,597 800 950 0 180 100 250: 803 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,195: 2,480 1,540 0 885 -335 45 100 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 69.9 0.0 18.5 8.4 1.9 2.2 0.0 0.4 0.2 0.6: 1.9 0.1
Old : 100.0: 86.8 69.9 0.0 18.5 8.4 1.9 2.2 0.0 0.4 0.2 0.6: 1.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 20 0 . . . . 0 . . .:
Old : 31: 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 : 53.6 65.1 77.3 84.7 41.2 54.2 54.4 60.2
Old : 53.6 65.1 77.3 84.7 41.2 54.2 54.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 63,209: 49,528 60,002 8,551 220 2,505 0 0 0 1,728 150 92: 805 240
Old : 63,209: 49,528 60,002 8,551 220 2,505 0 0 0 1,728 150 92: 805 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 658: 732 658 56 0 0 0 0 0 5 0 0: -135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 94.9 13.5 0.3 4.0 0.0 0.0 0.0 2.7 0.2 0.1: 1.3 0.4
Old : 100.0: 78.4 94.9 13.5 0.3 4.0 0.0 0.0 0.0 2.7 0.2 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 : 31: 17 11 4 . 4 0 0 0 . . .:
Old : 31: 17 11 4 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 90.3 78.4 96.5 57.0 85.9 74.8 89.0
Old : 57.9 90.3 78.4 96.5 57.0 85.9 74.8 89.0
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, August 25, 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 : 68,375: 57,679 61,514 4,706 2,425 3,150 0 846 0 2,225 100 160: 455 180
Old : 68,375: 57,679 61,514 4,706 2,425 3,150 0 846 0 2,225 100 160: 455 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,361: 1,075 875 436 0 0 0 516 0 -120 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 90.0 6.9 3.5 4.6 0.0 1.2 0.0 3.3 0.1 0.2: 0.7 0.3
Old : 100.0: 84.4 90.0 6.9 3.5 4.6 0.0 1.2 0.0 3.3 0.1 0.2: 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 : 36: 21 14 . . 4 0 . 0 . . .:
Old : 36: 21 14 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 85.8 74.9 95.2 52.6 80.9 73.8 88.1
Old : 52.6 85.8 74.9 95.2 52.6 80.9 73.8 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, August 25, 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 per Hour for about 368 Hours) :
: : Positions :
All : 83,778: 68,246 75,513 8,923 4,148 1,298 0 528 25 2,694 0 2,196: 396 70
Old : 83,778: 68,246 75,513 8,923 4,148 1,298 0 528 25 2,694 0 2,196: 396 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 398: 315 470 -35 0 30 0 0 0 94 -96 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 90.1 10.7 5.0 1.5 0.0 0.6 0.0 3.2 0.0 2.6: 0.5 0.1
Old : 100.0: 81.5 90.1 10.7 5.0 1.5 0.0 0.6 0.0 3.2 0.0 2.6: 0.5 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 : 39: 20 20 5 . . 0 . . . 0 .:
Old : 39: 20 20 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 : 56.1 58.1 71.8 84.4 55.0 56.2 69.6 79.3
Old : 56.1 58.1 71.8 84.4 55.0 56.2 69.6 79.3
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, August 25, 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 : 102,517: 84,483 90,204 9,915 4,044 2,567 514 651 231 868 1,277 3,530: 409 13
Old : 102,517: 84,483 90,204 9,915 4,044 2,567 514 651 231 868 1,277 3,530: 409 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 542: 605 731 -30 55 -48 -1 -210 101 -19 -77 -13: -53 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 88.0 9.7 3.9 2.5 0.5 0.6 0.2 0.8 1.2 3.4: 0.4 0.0
Old : 100.0: 82.4 88.0 9.7 3.9 2.5 0.5 0.6 0.2 0.8 1.2 3.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 22 25 5 . 4 . 5 . . 4 5:
Old : 50: 22 25 5 . 4 . 5 . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 50.9 70.4 77.5 49.8 50.6 66.5 72.7
Old : 51.9 50.9 70.4 77.5 49.8 50.6 66.5 72.7
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, August 25, 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 : 64,308: 45,107 58,446 18,294 938 882 0 3,218 0 25 779 0: 0 45
Old : 64,308: 45,107 58,446 18,294 938 882 0 3,218 0 25 779 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 431: 281 210 75 -117 75 0 229 0 0 4 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 90.9 28.4 1.5 1.4 0.0 5.0 0.0 0.0 1.2 0.0: 0.0 0.1
Old : 100.0: 70.1 90.9 28.4 1.5 1.4 0.0 5.0 0.0 0.0 1.2 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . . 0 . 0 . . 0:
Old : 28: 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 : 80.3 91.3 95.8 96.1 78.3 87.5 90.7 90.1
Old : 80.3 91.3 95.8 96.1 78.3 87.5 90.7 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, August 25, 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 per Hour for about 386 Hours) :
: : Positions :
All : 57,000: 38,370 55,790 17,595 0 435 0 225 0 550 500 50: 0 0
Old : 57,000: 38,370 55,790 17,595 0 435 0 225 0 550 500 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,510: 1,675 1,475 375 0 -90 0 75 0 -500 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 97.9 30.9 0.0 0.8 0.0 0.4 0.0 1.0 0.9 0.1: 0.0 0.0
Old : 100.0: 67.3 97.9 30.9 0.0 0.8 0.0 0.4 0.0 1.0 0.9 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 : 22: 10 8 . 0 . 0 . 0 . . .:
Old : 22: 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 : 84.7 96.3 95.6 99.3 84.7 91.0 91.6 93.1
Old : 84.7 96.3 95.6 99.3 84.7 91.0 91.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, August 25, 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 per Hour for about 386 Hours) :
: : Positions :
All : 58,700: 38,614 50,384 11,893 127 5,601 650 35 0 1,110 1,790 678: 154 85
Old : 58,700: 38,614 50,384 11,893 127 5,601 650 35 0 1,110 1,790 678: 154 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 896: 450 -605 -1,045 0 1,500 0 0 0 -10 0 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 85.8 20.3 0.2 9.5 1.1 0.1 0.0 1.9 3.0 1.2: 0.3 0.1
Old : 100.0: 65.8 85.8 20.3 0.2 9.5 1.1 0.1 0.0 1.9 3.0 1.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 19 5 . . . . 0 . . .:
Old : 35: 18 19 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 78.3 72.5 88.6 46.3 67.7 63.5 73.3
Old : 50.0 78.3 72.5 88.6 46.3 67.7 63.5 73.3
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, August 25, 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 : 67,065: 49,217 54,995 10,657 2,472 3,266 1,733 3,130 215 1,301 2,160 469: 207 358
Old : 67,065: 49,217 54,995 10,657 2,472 3,266 1,733 3,130 215 1,301 2,160 469: 207 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,785: 438 164 561 1,245 320 496 100 -30 0 -20 0: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 82.0 15.9 3.7 4.9 2.6 4.7 0.3 1.9 3.2 0.7: 0.3 0.5
Old : 100.0: 73.4 82.0 15.9 3.7 4.9 2.6 4.7 0.3 1.9 3.2 0.7: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 20 . . . 5 . . . . .:
Old : 39: 19 20 . . . 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 : 56.9 72.2 76.3 86.7 55.0 63.3 71.1 74.8
Old : 56.9 72.2 76.3 86.7 55.0 63.3 71.1 74.8
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, August 25, 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 : 24,780: 11,496 22,059 12,671 0 436 0 1,265 0 0 780 0: 177 240
Old : 24,780: 11,496 22,059 12,671 0 436 0 1,265 0 0 780 0: 177 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 415: 255 510 290 0 0 0 0 0 0 0 0: -130 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 89.0 51.1 0.0 1.8 0.0 5.1 0.0 0.0 3.1 0.0: 0.7 1.0
Old : 100.0: 46.4 89.0 51.1 0.0 1.8 0.0 5.1 0.0 0.0 3.1 0.0: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 5 0 . 0 . 0 0 . 0:
Old : 24: 13 13 5 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 71.9 89.2 91.4 70.7 67.7 86.2 87.3
Old : 72.7 71.9 89.2 91.4 70.7 67.7 86.2 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, August 25, 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 for about 368 Hours) :
: : Positions :
All : 24,462: 11,510 23,507 12,029 0 545 0 225 0 0 0 0: 378 185
Old : 24,462: 11,510 23,507 12,029 0 545 0 225 0 0 0 0: 378 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 471: 135 471 300 0 0 0 0 0 0 0 0: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 96.1 49.2 0.0 2.2 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 0.8
Old : 100.0: 47.1 96.1 49.2 0.0 2.2 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 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 : 22: 13 12 5 0 . 0 . 0 0 0 0:
Old : 22: 13 12 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 : 71.2 84.0 87.8 96.2 69.8 77.8 83.8 89.1
Old : 71.2 84.0 87.8 96.2 69.8 77.8 83.8 89.1
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, August 25, 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 : 28,583: 22,876 19,398 2,810 6,095 507 0 364 330 1,599 828 365: 96 696
Old : 28,583: 22,876 19,398 2,810 6,095 507 0 364 330 1,599 828 365: 96 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 37: 48 3 0 204 -96 0 0 0 0 -159 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 67.9 9.8 21.3 1.8 0.0 1.3 1.2 5.6 2.9 1.3: 0.3 2.4
Old : 100.0: 80.0 67.9 9.8 21.3 1.8 0.0 1.3 1.2 5.6 2.9 1.3: 0.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . 0 . . . . .:
Old : 28: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 58.4 85.1 77.2 62.7 56.4 78.3 73.6
Old : 68.9 58.4 85.1 77.2 62.7 56.4 78.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, August 25, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 16,684: 13,331 12,402 1,418 1,809 180 0 835 0 410 826 187: 1,158 445
Old : 16,684: 13,331 12,402 1,418 1,809 180 0 835 0 410 826 187: 1,158 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -155: -180 -105 0 0 0 0 0 0 0 -75 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 74.3 8.5 10.8 1.1 0.0 5.0 0.0 2.5 5.0 1.1: 6.9 2.7
Old : 100.0: 79.9 74.3 8.5 10.8 1.1 0.0 5.0 0.0 2.5 5.0 1.1: 6.9 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 : 21: 9 8 . . . 0 . 0 . . .:
Old : 21: 9 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 : 78.0 72.6 88.4 85.3 78.0 68.8 84.9 80.3
Old : 78.0 72.6 88.4 85.3 78.0 68.8 84.9 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 58,359: 44,182 28,572 7,502 21,411 282 2,561 5,381 289 2,438 1,420 953: 152 51
Old : 58,359: 44,182 28,572 7,502 21,411 282 2,561 5,381 289 2,438 1,420 953: 152 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 343: 259 -360 181 0 -31 -5 360 5 -100 375 4: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 49.0 12.9 36.7 0.5 4.4 9.2 0.5 4.2 2.4 1.6: 0.3 0.1
Old : 100.0: 75.7 49.0 12.9 36.7 0.5 4.4 9.2 0.5 4.2 2.4 1.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 19 4 . 4 . . . . . .:
Old : 42: 25 19 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 : 55.7 72.9 71.4 85.5 50.2 61.0 64.4 72.0
Old : 55.7 72.9 71.4 85.5 50.2 61.0 64.4 72.0
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, August 25, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 36,002: 30,788 13,671 2,146 17,752 1,088 755 1,749 60 571 1,163 512: 82 7
Old : 36,002: 30,788 13,671 2,146 17,752 1,088 755 1,749 60 571 1,163 512: 82 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 325: 305 -55 -50 0 50 0 420 0 0 -110 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 38.0 6.0 49.3 3.0 2.1 4.9 0.2 1.6 3.2 1.4: 0.2 0.0
Old : 100.0: 85.5 38.0 6.0 49.3 3.0 2.1 4.9 0.2 1.6 3.2 1.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 16 4 . . . . . . . .:
Old : 36: 22 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 : 64.5 67.6 80.2 83.0 56.2 65.6 65.9 72.7
Old : 64.5 67.6 80.2 83.0 56.2 65.6 65.9 72.7
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, August 25, 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 : 18,146: 8,740 17,306 7,816 0 540 350 85 25 500 75 100: 75 15
Old : 18,146: 8,740 17,306 7,816 0 540 350 85 25 500 75 100: 75 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 370: 35 410 425 0 -65 -75 -50 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 95.4 43.1 0.0 3.0 1.9 0.5 0.1 2.8 0.4 0.6: 0.4 0.1
Old : 100.0: 48.2 95.4 43.1 0.0 3.0 1.9 0.5 0.1 2.8 0.4 0.6: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 16 . 0 . . . . . . .:
Old : 35: 17 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 80.4 84.3 91.1 64.1 76.9 78.9 85.5
Old : 67.3 80.4 84.3 91.1 64.1 76.9 78.9 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, August 25, 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 for about 368 Hours) :
: : Positions :
All : 22,405: 10,166 21,420 10,414 0 935 0 0 0 825 50 0: 65 0
Old : 22,405: 10,166 21,420 10,414 0 935 0 0 0 825 50 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 25: 50 75 25 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 95.6 46.5 0.0 4.2 0.0 0.0 0.0 3.7 0.2 0.0: 0.3 0.0
Old : 100.0: 45.4 95.6 46.5 0.0 4.2 0.0 0.0 0.0 3.7 0.2 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . 0 . 0 0 0 4 . 0:
Old : 23: 11 10 . 0 . 0 0 0 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 96.0 93.1 98.9 68.3 91.1 88.5 93.0
Old : 72.4 96.0 93.1 98.9 68.3 91.1 88.5 93.0
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, August 25, 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 : 11,343: 6,461 7,705 2,314 1,900 1,008 115 0 0 245 100 470: 730 160
Old : 11,343: 6,461 7,705 2,314 1,900 1,008 115 0 0 245 100 470: 730 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 57.0 67.9 20.4 16.8 8.9 1.0 0.0 0.0 2.2 0.9 4.1: 6.4 1.4
Old : 100.0: 57.0 67.9 20.4 16.8 8.9 1.0 0.0 0.0 2.2 0.9 4.1: 6.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . . 0 0 . . .:
Old : 22: 12 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 : 54.2 63.3 78.3 86.0 42.8 58.3 64.4 72.4
Old : 54.2 63.3 78.3 86.0 42.8 58.3 64.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 10,323: 5,598 6,645 2,241 1,900 1,023 115 0 0 165 100 495: 686 160
Old : 10,323: 5,598 6,645 2,241 1,900 1,023 115 0 0 165 100 495: 686 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 54.2 64.4 21.7 18.4 9.9 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.5
Old : 100.0: 54.2 64.4 21.7 18.4 9.9 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . . . . 0 0 . . .:
Old : 22: 10 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 64.7 79.5 87.5 46.2 58.8 62.6 73.2
Old : 59.0 64.7 79.5 87.5 46.2 58.8 62.6 73.2
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, August 25, 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 : 36,184: 18,890 29,109 13,835 0 200 150 0 0 855 4,835 2,030: 224 10
Old : 36,184: 18,890 29,109 13,835 0 200 150 0 0 855 4,835 2,030: 224 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,440: 240 240 1,200 0 0 0 0 0 0 1,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 80.4 38.2 0.0 0.6 0.4 0.0 0.0 2.4 13.4 5.6: 0.6 0.0
Old : 100.0: 52.2 80.4 38.2 0.0 0.6 0.4 0.0 0.0 2.4 13.4 5.6: 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 : 31: 17 12 . 0 . . 0 0 . . .:
Old : 31: 17 12 . 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 : 70.9 63.5 85.0 90.6 68.7 60.1 76.6 78.5
Old : 70.9 63.5 85.0 90.6 68.7 60.1 76.6 78.5
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, August 25, 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 : 36,365: 19,616 29,395 13,235 0 260 150 0 0 880 4,700 2,000: 224 10
Old : 36,365: 19,616 29,395 13,235 0 260 150 0 0 880 4,700 2,000: 224 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,440: 240 240 1,200 0 0 0 0 0 0 1,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 80.8 36.4 0.0 0.7 0.4 0.0 0.0 2.4 12.9 5.5: 0.6 0.0
Old : 100.0: 53.9 80.8 36.4 0.0 0.7 0.4 0.0 0.0 2.4 12.9 5.5: 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 : 31: 17 13 . 0 . . 0 0 . . .:
Old : 31: 17 13 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 64.2 82.8 91.6 66.5 60.5 74.4 78.8
Old : 68.7 64.2 82.8 91.6 66.5 60.5 74.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 112,469: 79,996 90,786 21,383 4,204 7,614 0 2,923 811 1,338 4,805 1,246: 81 80
Old : 112,469: 79,996 90,786 21,383 4,204 7,614 0 2,923 811 1,338 4,805 1,246: 81 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,322: 2,193 -602 -447 690 -586 -105 1,550 0 357 365 -95: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 80.7 19.0 3.7 6.8 0.0 2.6 0.7 1.2 4.3 1.1: 0.1 0.1
Old : 100.0: 71.1 80.7 19.0 3.7 6.8 0.0 2.6 0.7 1.2 4.3 1.1: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 32 29 4 . . 0 5 4 5 6 6:
Old : 59: 32 29 4 . . 0 5 4 5 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 51.5 60.9 71.0 38.6 46.9 56.0 60.1
Old : 42.5 51.5 60.9 71.0 38.6 46.9 56.0 60.1
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, August 25, 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 : 125,822: 86,896 104,243 21,651 0 9,997 944 2,381 2,652 1,347 4,181 2,271: 64 97
Old : 125,822: 86,896 104,243 21,651 0 9,997 944 2,381 2,652 1,347 4,181 2,271: 64 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,961: 3,182 844 -1,158 0 305 275 1,430 95 310 322 -35: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 82.8 17.2 0.0 7.9 0.8 1.9 2.1 1.1 3.3 1.8: 0.1 0.1
Old : 100.0: 69.1 82.8 17.2 0.0 7.9 0.8 1.9 2.1 1.1 3.3 1.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 37 29 6 0 4 . . 4 4 9 6:
Old : 63: 37 29 6 0 4 . . 4 4 9 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 53.3 54.9 72.0 31.2 49.3 47.7 63.6
Old : 34.0 53.3 54.9 72.0 31.2 49.3 47.7 63.6
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, August 25, 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 : 266,381: 152,214 206,801 27,919 4,039 22,673 25,280 2,284 10,918 17,326 9,590 9,506: 545 570
Old : 266,381: 152,214 206,801 27,919 4,039 22,673 25,280 2,284 10,918 17,326 9,590 9,506: 545 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -109: 888 -1,594 -1,959 710 -380 859 -14 423 -428 134 466: 22 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 77.6 10.5 1.5 8.5 9.5 0.9 4.1 6.5 3.6 3.6: 0.2 0.2
Old : 100.0: 57.1 77.6 10.5 1.5 8.5 9.5 0.9 4.1 6.5 3.6 3.6: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 98: 42 40 4 . 5 14 5 12 19 7 16:
Old : 98: 42 40 4 . 5 14 5 12 19 7 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 38.8 51.5 60.9 22.6 27.8 30.3 39.1
Old : 34.7 38.8 51.5 60.9 22.6 27.8 30.3 39.1
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, August 25, 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 : 16,708: 10,074 14,175 1,100 597 1,171 810 149 516 2,887 0 50: 100 50
Old : 16,708: 10,074 14,175 1,100 597 1,171 810 149 516 2,887 0 50: 100 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 650: 720 0 -264 456 194 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 84.8 6.6 3.6 7.0 4.8 0.9 3.1 17.3 0.0 0.3: 0.6 0.3
Old : 100.0: 60.3 84.8 6.6 3.6 7.0 4.8 0.9 3.1 17.3 0.0 0.3: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . . . . . 0 .:
Old : 26: 13 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 74.8 76.7 93.7 55.2 64.8 72.2 76.1
Old : 57.3 74.8 76.7 93.7 55.2 64.8 72.2 76.1
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, August 25, 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 : 13,456: 7,437 10,945 1,275 574 1,272 100 450 215 3,057 0 0: 100 0
Old : 13,456: 7,437 10,945 1,275 574 1,272 100 450 215 3,057 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 710: 720 0 -291 429 281 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 81.3 9.5 4.3 9.5 0.7 3.3 1.6 22.7 0.0 0.0: 0.7 0.0
Old : 100.0: 55.3 81.3 9.5 4.3 9.5 0.7 3.3 1.6 22.7 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 9 . . . . . . . 0 0:
Old : 25: 13 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 : 57.0 72.9 82.9 93.8 55.3 59.7 72.8 73.0
Old : 57.0 72.9 82.9 93.8 55.3 59.7 72.8 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Futures Only, August 25, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 10,615: 9,005 7,050 345 0 375 0 1,120 0 250 1,230 75: 565 765
Old : 10,615: 9,005 7,050 345 0 375 0 1,120 0 250 1,230 75: 565 765
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -2,225: -2,585 -1,760 10 -50 80 -50 170 -135 100 -805 -5: 360 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 66.4 3.3 0.0 3.5 0.0 10.6 0.0 2.4 11.6 0.7: 5.3 7.2
Old : 100.0: 84.8 66.4 3.3 0.0 3.5 0.0 10.6 0.0 2.4 11.6 0.7: 5.3 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 : 34: 18 18 . 0 . 0 . 0 . 4 .:
Old : 34: 18 18 . 0 . 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 43.0 80.2 62.2 63.1 42.3 73.0 59.2
Old : 65.0 43.0 80.2 62.2 63.1 42.3 73.0 59.2
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, August 25, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 11,043: 9,018 9,429 841 112 19 350 0 0 60 667 755: 0 61
Old : 11,043: 9,018 9,429 841 112 19 350 0 0 60 667 755: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 365: 445 -150 -75 5 -5 0 0 0 -400 95 400: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 85.4 7.6 1.0 0.2 3.2 0.0 0.0 0.5 6.0 6.8: 0.0 0.6
Old : 100.0: 81.7 85.4 7.6 1.0 0.2 3.2 0.0 0.0 0.5 6.0 6.8: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 20 . . . . 0 0 . 4 4:
Old : 34: 13 20 . . . . 0 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 56.9 89.3 74.3 72.2 55.3 80.5 69.8
Old : 75.4 56.9 89.3 74.3 72.2 55.3 80.5 69.8
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, August 25, 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 : 86,542: 61,150 63,291 15,712 10,801 1,750 0 3,430 0 660 0 0: 7,270 7,270
Old : 86,542: 61,150 63,291 15,712 10,801 1,750 0 3,430 0 660 0 0: 7,270 7,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 230: -80 110 -180 110 10 0 0 0 660 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 73.1 18.2 12.5 2.0 0.0 4.0 0.0 0.8 0.0 0.0: 8.4 8.4
Old : 100.0: 70.7 73.1 18.2 12.5 2.0 0.0 4.0 0.0 0.8 0.0 0.0: 8.4 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 : 29: 16 19 . . . 0 . 0 . 0 0:
Old : 29: 16 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 : 75.4 54.8 84.9 78.9 73.3 52.3 80.0 73.9
Old : 75.4 54.8 84.9 78.9 73.3 52.3 80.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 73,323: 52,060 52,578 12,428 8,540 2,365 0 3,850 0 480 0 0: 5,990 5,990
Old : 73,323: 52,060 52,578 12,428 8,540 2,365 0 3,850 0 480 0 0: 5,990 5,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 120: -180 120 -180 0 0 0 0 0 480 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 71.7 16.9 11.6 3.2 0.0 5.3 0.0 0.7 0.0 0.0: 8.2 8.2
Old : 100.0: 71.0 71.7 16.9 11.6 3.2 0.0 5.3 0.0 0.7 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 19 . . . 0 . 0 . 0 0:
Old : 29: 18 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 : 74.7 56.7 85.8 78.7 73.1 53.2 78.6 73.2
Old : 74.7 56.7 85.8 78.7 73.1 53.2 78.6 73.2
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, August 25, 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 : 24,680: 6,525 15,725 9,145 0 4,425 300 975 0 1,010 0 0: 3,275 3,555
Old : 24,680: 6,525 15,725 9,145 0 4,425 300 975 0 1,010 0 0: 3,275 3,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 26.4 63.7 37.1 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0: 13.3 14.4
Old : 100.0: 26.4 63.7 37.1 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0: 13.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 11 . 0 . . . 0 . 0 0:
Old : 21: 10 11 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 48.1 80.2 74.6 43.4 46.0 51.9 55.1
Old : 66.8 48.1 80.2 74.6 43.4 46.0 51.9 55.1
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, August 25, 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 : 61,327: 35,368 22,310 7,493 23,641 0 11,620 7,835 3,430 0 960 0: 3,416 3,151
Old : 61,327: 35,368 22,310 7,493 23,641 0 11,620 7,835 3,430 0 960 0: 3,416 3,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 495: 470 245 75 0 0 0 300 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 36.4 12.2 38.5 0.0 18.9 12.8 5.6 0.0 1.6 0.0: 5.6 5.1
Old : 100.0: 57.7 36.4 12.2 38.5 0.0 18.9 12.8 5.6 0.0 1.6 0.0: 5.6 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 : 26: 17 16 . . 0 . . . 0 . 0:
Old : 26: 17 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 : 58.9 73.3 78.6 86.0 47.4 67.5 64.2 74.0
Old : 58.9 73.3 78.6 86.0 47.4 67.5 64.2 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 41,536: 23,137 17,775 10,668 13,285 0 2,215 4,875 3,015 0 360 300: 2,201 1,926
Old : 41,536: 23,137 17,775 10,668 13,285 0 2,215 4,875 3,015 0 360 300: 2,201 1,926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 800: 625 800 175 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 42.8 25.7 32.0 0.0 5.3 11.7 7.3 0.0 0.9 0.7: 5.3 4.6
Old : 100.0: 55.7 42.8 25.7 32.0 0.0 5.3 11.7 7.3 0.0 0.9 0.7: 5.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 16 . . 0 . . . 0 . .:
Old : 24: 15 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 : 66.7 70.5 85.6 86.2 56.8 66.8 70.4 72.1
Old : 66.7 70.5 85.6 86.2 56.8 66.8 70.4 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 21,866: 13,070 12,816 4,780 2,059 555 0 3,155 1,800 0 0 0: 1,661 1,481
Old : 21,866: 13,070 12,816 4,780 2,059 555 0 3,155 1,800 0 0 0: 1,661 1,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 60: 60 0 0 60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 58.6 21.9 9.4 2.5 0.0 14.4 8.2 0.0 0.0 0.0: 7.6 6.8
Old : 100.0: 59.8 58.6 21.9 9.4 2.5 0.0 14.4 8.2 0.0 0.0 0.0: 7.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 . . 0 0 0:
Old : 21: 15 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 62.9 78.3 84.2 51.3 53.8 60.7 63.4
Old : 55.8 62.9 78.3 84.2 51.3 53.8 60.7 63.4
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, August 25, 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 : 94,903: 57,763 33,465 0 35,300 3,370 13,395 1,380 1,355 0 998 1,430: 17,590 17,605
Old : 94,903: 57,763 33,465 0 35,300 3,370 13,395 1,380 1,355 0 998 1,430: 17,590 17,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,484: 189 331 0 1,245 -875 1,320 30 40 0 -97 105: 705 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 35.3 0.0 37.2 3.6 14.1 1.5 1.4 0.0 1.1 1.5: 18.5 18.6
Old : 100.0: 60.9 35.3 0.0 37.2 3.6 14.1 1.5 1.4 0.0 1.1 1.5: 18.5 18.6
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: 18 19 0 . . . . . 0 . .:
Old : 30: 18 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 48.7 71.5 64.8 52.8 46.7 58.9 54.2
Old : 56.9 48.7 71.5 64.8 52.8 46.7 58.9 54.2
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, August 25, 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 : 90,884: 55,499 32,819 0 32,350 3,090 14,490 1,350 1,230 0 3,430 525: 16,050 16,090
Old : 90,884: 55,499 32,819 0 32,350 3,090 14,490 1,350 1,230 0 3,430 525: 16,050 16,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,130: 15 285 0 1,200 -935 1,290 0 25 0 -180 0: 735 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 36.1 0.0 35.6 3.4 15.9 1.5 1.4 0.0 3.8 0.6: 17.7 17.7
Old : 100.0: 61.1 36.1 0.0 35.6 3.4 15.9 1.5 1.4 0.0 3.8 0.6: 17.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 19 0 . . . . . 0 . .:
Old : 29: 17 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 45.5 73.0 65.1 51.1 42.5 58.2 54.2
Old : 54.3 45.5 73.0 65.1 51.1 42.5 58.2 54.2
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, August 25, 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 : 22,662: 13,471 3,899 0 542 1,082 2,105 7,895 505 850 4,520 455: 4,194 3,764
Old : 22,662: 13,471 3,899 0 542 1,082 2,105 7,895 505 850 4,520 455: 4,194 3,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 825: 100 0 0 -500 355 0 0 0 0 600 0: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 17.2 0.0 2.4 4.8 9.3 34.8 2.2 3.8 19.9 2.0: 18.5 16.6
Old : 100.0: 59.4 17.2 0.0 2.4 4.8 9.3 34.8 2.2 3.8 19.9 2.0: 18.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 8 0 . . . . . . . .:
Old : 26: 16 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 63.4 59.5 74.7 35.5 58.2 56.5 66.9
Old : 37.7 63.4 59.5 74.7 35.5 58.2 56.5 66.9
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, August 25, 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 : 22,282: 13,271 3,999 0 1,212 978 2,105 7,645 520 850 3,800 700: 3,858 3,428
Old : 22,282: 13,271 3,999 0 1,212 978 2,105 7,645 520 850 3,800 700: 3,858 3,428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 825: 100 0 0 -500 370 0 0 0 0 600 0: 355 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 17.9 0.0 5.4 4.4 9.4 34.3 2.3 3.8 17.1 3.1: 17.3 15.4
Old : 100.0: 59.6 17.9 0.0 5.4 4.4 9.4 34.3 2.3 3.8 17.1 3.1: 17.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 8 0 . . . . . . . .:
Old : 26: 16 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 64.2 58.7 75.8 35.2 54.9 56.0 65.8
Old : 37.7 64.2 58.7 75.8 35.2 54.9 56.0 65.8
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, August 25, 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 : 29,198: 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995: 1,812 1,077
Old : 29,198: 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995: 1,812 1,077
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4: 6.2 3.7
Old : 100.0: 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4: 6.2 3.7
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 : 20: 12 6 . . . . . 0 0 . .:
Old : 20: 12 6 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
Old : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
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, August 25, 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 : 72,862: 19,868 61,635 15,482 8,705 140 26,410 0 0 8,940 0 0: 2,022 2,382
Old : 72,862: 19,868 61,635 15,482 8,705 140 26,410 0 0 8,940 0 0: 2,022 2,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 350: -50 350 175 0 0 0 0 0 175 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 84.6 21.2 11.9 0.2 36.2 0.0 0.0 12.3 0.0 0.0: 2.8 3.3
Old : 100.0: 27.3 84.6 21.2 11.9 0.2 36.2 0.0 0.0 12.3 0.0 0.0: 2.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . . 0 0 . 0 0:
Old : 23: 12 11 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 88.3 92.9 94.5 74.9 85.3 91.6 90.5
Old : 75.1 88.3 92.9 94.5 74.9 85.3 91.6 90.5
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, August 25, 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 : 71,885: 19,975 60,330 15,805 9,205 340 26,010 0 0 8,065 0 0: 1,690 2,010
Old : 71,885: 19,975 60,330 15,805 9,205 340 26,010 0 0 8,065 0 0: 1,690 2,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -30: -40 -40 0 0 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 83.9 22.0 12.8 0.5 36.2 0.0 0.0 11.2 0.0 0.0: 2.4 2.8
Old : 100.0: 27.8 83.9 22.0 12.8 0.5 36.2 0.0 0.0 11.2 0.0 0.0: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . . 0 0 . 0 0:
Old : 20: 12 10 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 92.0 93.8 96.1 74.5 90.4 93.2 93.4
Old : 74.9 92.0 93.8 96.1 74.5 90.4 93.2 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 58,185: 20,075 51,975 8,570 1,630 1,875 5,450 295 35 19,500 0 140: 2,540 2,235
Old : 58,185: 20,075 51,975 8,570 1,630 1,875 5,450 295 35 19,500 0 140: 2,540 2,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 34.5 89.3 14.7 2.8 3.2 9.4 0.5 0.1 33.5 0.0 0.2: 4.4 3.8
Old : 100.0: 34.5 89.3 14.7 2.8 3.2 9.4 0.5 0.1 33.5 0.0 0.2: 4.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 11 . . . . . . . 0 .:
Old : 27: 14 11 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 83.7 78.0 94.5 57.4 83.3 75.1 89.4
Old : 59.9 83.7 78.0 94.5 57.4 83.3 75.1 89.4
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, August 25, 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 : 49,260: 19,235 43,370 8,960 1,990 1,110 5,450 245 35 11,800 0 490: 2,180 2,020
Old : 49,260: 19,235 43,370 8,960 1,990 1,110 5,450 245 35 11,800 0 490: 2,180 2,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 39.0 88.0 18.2 4.0 2.3 11.1 0.5 0.1 24.0 0.0 1.0: 4.4 4.1
Old : 100.0: 39.0 88.0 18.2 4.0 2.3 11.1 0.5 0.1 24.0 0.0 1.0: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 11 . . . . . . . 0 .:
Old : 27: 15 11 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 81.1 76.5 93.4 53.0 80.5 73.9 88.4
Old : 55.4 81.1 76.5 93.4 53.0 80.5 73.9 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 17,130: 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530: 3,370 2,900
Old : 17,130: 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530: 3,370 2,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 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: 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1: 19.7 16.9
Old : 100.0: 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1: 19.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . 0 . . . 0 . . .:
Old : 20: 9 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 : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
Old : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
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, August 25, 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 : 68,150: 36,100 39,390 2,190 0 3,445 2,670 16,250 600 15,565 1,225 1,270: 6,310 5,970
Old : 68,150: 36,100 39,390 2,190 0 3,445 2,670 16,250 600 15,565 1,225 1,270: 6,310 5,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,290: 1,200 0 -2,100 0 905 300 0 -300 600 0 0: 685 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 57.8 3.2 0.0 5.1 3.9 23.8 0.9 22.8 1.8 1.9: 9.3 8.8
Old : 100.0: 53.0 57.8 3.2 0.0 5.1 3.9 23.8 0.9 22.8 1.8 1.9: 9.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . 0 . . . . 4 . .:
Old : 32: 14 13 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 66.8 72.7 81.7 56.4 66.0 67.9 76.3
Old : 59.0 66.8 72.7 81.7 56.4 66.0 67.9 76.3
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, August 25, 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 : 61,715: 34,620 34,550 3,025 0 2,960 2,445 16,250 600 11,850 1,225 1,270: 4,945 4,860
Old : 61,715: 34,620 34,550 3,025 0 2,960 2,445 16,250 600 11,850 1,225 1,270: 4,945 4,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 440: 0 0 -900 0 300 300 0 -300 600 0 0: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 56.0 4.9 0.0 4.8 4.0 26.3 1.0 19.2 2.0 2.1: 8.0 7.9
Old : 100.0: 56.1 56.0 4.9 0.0 4.8 4.0 26.3 1.0 19.2 2.0 2.1: 8.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . 0 . . . . 4 . .:
Old : 32: 14 13 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 70.5 71.4 81.8 53.4 69.5 64.8 76.3
Old : 58.6 70.5 71.4 81.8 53.4 69.5 64.8 76.3
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, August 25, 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 : 65,077: 37,709 23,796 0 19,248 90 18,605 60 3,795 25 13,290 1,655: 3,198 3,143
Old : 65,077: 37,709 23,796 0 19,248 90 18,605 60 3,795 25 13,290 1,655: 3,198 3,143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -35: -35 25 0 480 0 0 -50 40 0 -490 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 36.6 0.0 29.6 0.1 28.6 0.1 5.8 0.0 20.4 2.5: 4.9 4.8
Old : 100.0: 57.9 36.6 0.0 29.6 0.1 28.6 0.1 5.8 0.0 20.4 2.5: 4.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 11 0 . . . . . . . .:
Old : 30: 19 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 69.8 77.2 87.3 54.6 64.0 69.9 77.0
Old : 56.0 69.8 77.2 87.3 54.6 64.0 69.9 77.0
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, August 25, 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 : 54,171: 34,868 20,341 0 16,272 90 10,730 135 3,790 25 9,100 1,900: 2,768 2,543
Old : 54,171: 34,868 20,341 0 16,272 90 10,730 135 3,790 25 9,100 1,900: 2,768 2,543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -35: -35 25 0 480 0 0 -50 0 0 -490 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 37.5 0.0 30.0 0.2 19.8 0.2 7.0 0.0 16.8 3.5: 5.1 4.7
Old : 100.0: 64.4 37.5 0.0 30.0 0.2 19.8 0.2 7.0 0.0 16.8 3.5: 5.1 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 : 30: 19 11 0 . . . . . . . .:
Old : 30: 19 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 65.0 76.7 87.5 45.3 57.6 62.7 68.9
Old : 51.5 65.0 76.7 87.5 45.3 57.6 62.7 68.9
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, August 25, 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 : 191,927: 104,283 79,701 20,913 460 7,277 355 31,150 9,620 1,320 15,480 2,385: 45,774 45,854
Old : 191,927: 104,283 79,701 20,913 460 7,277 355 31,150 9,620 1,320 15,480 2,385: 45,774 45,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,875: 270 210 3,095 0 -1,520 -45 2,070 -125 50 1,140 -190: 1,340 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 41.5 10.9 0.2 3.8 0.2 16.2 5.0 0.7 8.1 1.2: 23.8 23.9
Old : 100.0: 54.3 41.5 10.9 0.2 3.8 0.2 16.2 5.0 0.7 8.1 1.2: 23.8 23.9
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 : 42: 25 27 . . . . . . . . .:
Old : 42: 25 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 37.5 62.3 55.1 40.6 34.9 50.3 46.9
Old : 47.2 37.5 62.3 55.1 40.6 34.9 50.3 46.9
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, August 25, 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 : 153,155: 78,568 68,869 20,756 0 4,105 185 22,455 9,140 1,830 9,940 2,275: 36,296 36,371
Old : 153,155: 78,568 68,869 20,756 0 4,105 185 22,455 9,140 1,830 9,940 2,275: 36,296 36,371
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,985: 1,040 -220 1,895 0 -60 -45 2,070 -125 50 1,140 -250: -520 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 45.0 13.6 0.0 2.7 0.1 14.7 6.0 1.2 6.5 1.5: 23.7 23.7
Old : 100.0: 51.3 45.0 13.6 0.0 2.7 0.1 14.7 6.0 1.2 6.5 1.5: 23.7 23.7
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 : 42: 24 27 . 0 . . . . . . .:
Old : 42: 24 27 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 34.5 58.9 50.7 37.9 27.1 44.7 41.3
Old : 44.2 34.5 58.9 50.7 37.9 27.1 44.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 23,325: 7,555 18,430 9,845 880 2,500 2,100 250 0 0 0 0: 1,325 1,265
Old : 23,325: 7,555 18,430 9,845 880 2,500 2,100 250 0 0 0 0: 1,325 1,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 475: -525 175 400 0 300 0 0 0 0 0 0: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 79.0 42.2 3.8 10.7 9.0 1.1 0.0 0.0 0.0 0.0: 5.7 5.4
Old : 100.0: 32.4 79.0 42.2 3.8 10.7 9.0 1.1 0.0 0.0 0.0 0.0: 5.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . . . . 0 0 0 0:
Old : 21: 11 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 80.6 87.7 90.8 62.1 76.4 77.6 80.4
Old : 71.3 80.6 87.7 90.8 62.1 76.4 77.6 80.4
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, August 25, 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 : 68,694: 27,500 37,308 18,196 6,151 8,905 1,115 235 8,150 83 3,295 0: 4,745 4,650
Old : 68,694: 27,500 37,308 18,196 6,151 8,905 1,115 235 8,150 83 3,295 0: 4,745 4,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 478: 525 78 375 900 -520 0 0 0 83 0 0: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 54.3 26.5 9.0 13.0 1.6 0.3 11.9 0.1 4.8 0.0: 6.9 6.8
Old : 100.0: 40.0 54.3 26.5 9.0 13.0 1.6 0.3 11.9 0.1 4.8 0.0: 6.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 . . . . . . . . 0:
Old : 28: 13 16 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 51.1 80.4 75.6 42.7 41.0 52.8 52.3
Old : 60.8 51.1 80.4 75.6 42.7 41.0 52.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 59,057: 25,332 29,700 11,196 5,078 6,294 1,150 435 8,325 0 2,720 0: 6,760 6,505
Old : 59,057: 25,332 29,700 11,196 5,078 6,294 1,150 435 8,325 0 2,720 0: 6,760 6,505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 270: 400 -25 375 800 -360 0 0 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 50.3 19.0 8.6 10.7 1.9 0.7 14.1 0.0 4.6 0.0: 11.4 11.0
Old : 100.0: 42.9 50.3 19.0 8.6 10.7 1.9 0.7 14.1 0.0 4.6 0.0: 11.4 11.0
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: 15 16 . . . . . . 0 . 0:
Old : 26: 15 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 : 51.7 51.6 70.0 74.3 35.7 36.5 45.4 48.7
Old : 51.7 51.6 70.0 74.3 35.7 36.5 45.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 44,602: 20,982 19,790 348 6,095 5,697 5,625 2,220 6,255 980 0 700: 4,015 3,845
Old : 44,602: 20,982 19,790 348 6,095 5,697 5,625 2,220 6,255 980 0 700: 4,015 3,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 155: -300 -25 188 -387 367 0 0 0 0 0 0: -100 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 44.4 0.8 13.7 12.8 12.6 5.0 14.0 2.2 0.0 1.6: 9.0 8.6
Old : 100.0: 47.0 44.4 0.8 13.7 12.8 12.6 5.0 14.0 2.2 0.0 1.6: 9.0 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 16 . . . . . . . 0 .:
Old : 25: 13 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 50.9 74.7 70.9 36.3 32.4 44.9 45.3
Old : 54.7 50.9 74.7 70.9 36.3 32.4 44.9 45.3
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, August 25, 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 : 50,400: 14,985 29,505 0 5,040 4,795 21,345 2,480 4,425 980 0 700: 3,170 3,455
Old : 50,400: 14,985 29,505 0 5,040 4,795 21,345 2,480 4,425 980 0 700: 3,170 3,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -25: -350 -50 0 -600 310 0 0 0 0 0 0: 15 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 58.5 0.0 10.0 9.5 42.4 4.9 8.8 1.9 0.0 1.4: 6.3 6.9
Old : 100.0: 29.7 58.5 0.0 10.0 9.5 42.4 4.9 8.8 1.9 0.0 1.4: 6.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 14 0 . . . . . . 0 .:
Old : 22: 13 14 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 45.0 87.6 70.8 54.7 29.6 57.3 47.7
Old : 75.8 45.0 87.6 70.8 54.7 29.6 57.3 47.7
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, August 25, 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 : 159,489: 91,794 98,764 1,965 3,965 17,930 7,725 1,510 7,725 2,760 10 640: 28,950 28,945
Old : 159,489: 91,794 98,764 1,965 3,965 17,930 7,725 1,510 7,725 2,760 10 640: 28,950 28,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,910: 4,435 1,510 -1,845 1,080 715 0 0 0 0 0 0: -395 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 61.9 1.2 2.5 11.2 4.8 0.9 4.8 1.7 0.0 0.4: 18.2 18.1
Old : 100.0: 57.6 61.9 1.2 2.5 11.2 4.8 0.9 4.8 1.7 0.0 0.4: 18.2 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 27 . . . . . . . . .:
Old : 38: 26 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 42.4 55.4 61.2 27.8 30.8 33.8 35.1
Old : 38.7 42.4 55.4 61.2 27.8 30.8 33.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, August 25, 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 : 127,625: 75,415 73,547 1,280 11,268 14,320 6,790 770 7,935 2,165 0 0: 19,720 19,785
Old : 127,625: 75,415 73,547 1,280 11,268 14,320 6,790 770 7,935 2,165 0 0: 19,720 19,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 2,475: 3,110 1,910 -900 250 200 0 0 0 0 0 0: 65 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 57.6 1.0 8.8 11.2 5.3 0.6 6.2 1.7 0.0 0.0: 15.5 15.5
Old : 100.0: 59.1 57.6 1.0 8.8 11.2 5.3 0.6 6.2 1.7 0.0 0.0: 15.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 25 . . . . . . . 0 0:
Old : 33: 23 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 : 36.3 39.6 58.3 60.6 22.1 28.1 31.9 34.2
Old : 36.3 39.6 58.3 60.6 22.1 28.1 31.9 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020