PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 4,745: 2,224 2,839 666 241 895 330 192 0 264 534 0: 366 44
Old : 4,745: 2,224 2,839 666 241 895 330 192 0 264 534 0: 366 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0: 7.7 0.9
Old : 100.0: 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0: 7.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 9 . . . . . 0 . 4 0:
Old : 28: 12 9 . . . . . 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 : 61.7 72.8 74.2 87.6 40.0 57.3 51.3 67.8
Old : 61.7 72.8 74.2 87.6 40.0 57.3 51.3 67.8
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, December 29, 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 : 34,291: 22,249 28,769 3,135 700 2,490 477 325 675 4,315 402 930: 20 0
Old : 34,291: 22,249 28,769 3,135 700 2,490 477 325 675 4,315 402 930: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 415: 565 -90 -95 195 35 -450 25 285 50 -60 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 83.9 9.1 2.0 7.3 1.4 0.9 2.0 12.6 1.2 2.7: 0.1 0.0
Old : 100.0: 64.9 83.9 9.1 2.0 7.3 1.4 0.9 2.0 12.6 1.2 2.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 22 . . . . . . . . 4:
Old : 40: 21 22 . . . . . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 55.6 65.1 76.5 36.8 48.4 51.6 57.8
Old : 39.1 55.6 65.1 76.5 36.8 48.4 51.6 57.8
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, December 29, 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 : 32,231: 25,528 24,086 0 4,147 1,238 290 0 300 3,840 1,425 1,035: 0 0
Old : 32,231: 25,528 24,086 0 4,147 1,238 290 0 300 3,840 1,425 1,035: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 595: 680 425 0 145 -60 -150 0 100 -100 -140 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 74.7 0.0 12.9 3.8 0.9 0.0 0.9 11.9 4.4 3.2: 0.0 0.0
Old : 100.0: 79.2 74.7 0.0 12.9 3.8 0.9 0.0 0.9 11.9 4.4 3.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 17 0 . . . 0 . . 4 5:
Old : 34: 17 17 0 . . . 0 . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 65.2 74.5 84.7 51.9 55.9 67.7 72.9
Old : 51.9 65.2 74.5 84.7 51.9 55.9 67.7 72.9
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, December 29, 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 : 135,935: 96,378 101,466 2,017 15,319 11,725 17,531 1,610 643 5,415 2,741 1,906: 320 525
Old : 135,935: 96,378 101,466 2,017 15,319 11,725 17,531 1,610 643 5,415 2,741 1,906: 320 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,592: 758 869 550 874 1,119 265 -100 -70 57 -317 39: -126 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 74.6 1.5 11.3 8.6 12.9 1.2 0.5 4.0 2.0 1.4: 0.2 0.4
Old : 100.0: 70.9 74.6 1.5 11.3 8.6 12.9 1.2 0.5 4.0 2.0 1.4: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 32 33 . 4 6 7 4 4 8 . 7:
Old : 64: 32 33 . 4 6 7 4 4 8 . 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 : 46.8 36.5 64.8 57.5 37.3 27.3 47.0 41.9
Old : 46.8 36.5 64.8 57.5 37.3 27.3 47.0 41.9
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, December 29, 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 : 60,155: 46,933 42,915 1,735 10,514 4,079 3,669 280 120 1,676 254 1,943: 0 50
Old : 60,155: 46,933 42,915 1,735 10,514 4,079 3,669 280 120 1,676 254 1,943: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 287: 381 57 15 -15 75 53 -40 -50 -334 113 147: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 71.3 2.9 17.5 6.8 6.1 0.5 0.2 2.8 0.4 3.2: 0.0 0.1
Old : 100.0: 78.0 71.3 2.9 17.5 6.8 6.1 0.5 0.2 2.8 0.4 3.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 21 24 . . . . . . 4 4 5:
Old : 45: 21 24 . . . . . . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 75.8 82.3 90.3 61.0 62.0 72.3 73.2
Old : 63.0 75.8 82.3 90.3 61.0 62.0 72.3 73.2
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, December 29, 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 : 33,687: 31,974 25,660 699 5,304 564 0 555 0 300 1,454 150: 0 0
Old : 33,687: 31,974 25,660 699 5,304 564 0 555 0 300 1,454 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 75: 0 225 0 -225 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 76.2 2.1 15.7 1.7 0.0 1.6 0.0 0.9 4.3 0.4: 0.0 0.0
Old : 100.0: 94.9 76.2 2.1 15.7 1.7 0.0 1.6 0.0 0.9 4.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . 0 . 0 . 4 .:
Old : 26: 12 12 . . . 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 : 80.9 83.1 96.0 93.1 75.9 70.5 81.6 78.4
Old : 80.9 83.1 96.0 93.1 75.9 70.5 81.6 78.4
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, December 29, 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 : 50,258: 28,169 18,433 2,562 21,515 3,274 13,886 0 50 632 5,364 1,287: 398 335
Old : 50,258: 28,169 18,433 2,562 21,515 3,274 13,886 0 50 632 5,364 1,287: 398 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 104: -112 1,118 100 -782 -216 -30 0 0 128 6 -6: 240 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 36.7 5.1 42.8 6.5 27.6 0.0 0.1 1.3 10.7 2.6: 0.8 0.7
Old : 100.0: 56.0 36.7 5.1 42.8 6.5 27.6 0.0 0.1 1.3 10.7 2.6: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 20 . 4 5 4 0 . . . .:
Old : 37: 17 20 . 4 5 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 66.8 70.9 82.1 47.7 59.0 62.7 70.9
Old : 50.6 66.8 70.9 82.1 47.7 59.0 62.7 70.9
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, December 29, 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 : 65,502: 37,674 22,657 1,992 31,872 3,647 18,870 750 50 966 4,253 1,903: 400 370
Old : 65,502: 37,674 22,657 1,992 31,872 3,647 18,870 750 50 966 4,253 1,903: 400 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 0: -117 930 430 -642 -209 -46 -25 0 -80 10 -73: 95 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 34.6 3.0 48.7 5.6 28.8 1.1 0.1 1.5 6.5 2.9: 0.6 0.6
Old : 100.0: 57.5 34.6 3.0 48.7 5.6 28.8 1.1 0.1 1.5 6.5 2.9: 0.6 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 : 42: 21 20 . 5 4 4 . . . . .:
Old : 42: 21 20 . 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 : 57.6 62.4 74.2 81.5 56.5 55.7 68.9 68.1
Old : 57.6 62.4 74.2 81.5 56.5 55.7 68.9 68.1
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, December 29, 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 : 64,558: 46,804 34,420 10,165 23,561 4,030 0 50 0 1,364 673 1,824: 371 0
Old : 64,558: 46,804 34,420 10,165 23,561 4,030 0 50 0 1,364 673 1,824: 371 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 637: 511 137 128 500 0 0 0 0 -2 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 53.3 15.7 36.5 6.2 0.0 0.1 0.0 2.1 1.0 2.8: 0.6 0.0
Old : 100.0: 72.5 53.3 15.7 36.5 6.2 0.0 0.1 0.0 2.1 1.0 2.8: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 22 5 . 4 0 . 0 . . .:
Old : 43: 23 22 5 . 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 : 40.7 63.8 67.2 83.0 38.8 63.6 59.5 76.5
Old : 40.7 63.8 67.2 83.0 38.8 63.6 59.5 76.5
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, December 29, 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 : 84,403: 60,416 35,846 18,626 44,040 1,314 0 50 0 1,485 907 2,186: 376 60
Old : 84,403: 60,416 35,846 18,626 44,040 1,314 0 50 0 1,485 907 2,186: 376 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 594: -127 -16 731 585 0 0 0 0 -10 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 42.5 22.1 52.2 1.6 0.0 0.1 0.0 1.8 1.1 2.6: 0.4 0.1
Old : 100.0: 71.6 42.5 22.1 52.2 1.6 0.0 0.1 0.0 1.8 1.1 2.6: 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 : 44: 25 21 4 . . 0 . 0 . . .:
Old : 44: 25 21 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 : 40.5 67.7 64.0 83.9 39.6 67.4 60.2 80.7
Old : 40.5 67.7 64.0 83.9 39.6 67.4 60.2 80.7
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, December 29, 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 : 36,485: 25,014 32,217 8,715 705 2,669 0 0 0 75 195 0: 12 699
Old : 36,485: 25,014 32,217 8,715 705 2,669 0 0 0 75 195 0: 12 699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 325: 275 325 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 88.3 23.9 1.9 7.3 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.9
Old : 100.0: 68.6 88.3 23.9 1.9 7.3 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . . 0 0 0 . . 0:
Old : 28: 16 14 . . . 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 : 72.9 76.6 87.5 90.3 66.7 71.3 78.3 79.7
Old : 72.9 76.6 87.5 90.3 66.7 71.3 78.3 79.7
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, December 29, 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 : 28,716: 24,725 15,714 0 10,162 2,080 0 600 0 1,560 150 0: 351 10
Old : 28,716: 24,725 15,714 0 10,162 2,080 0 600 0 1,560 150 0: 351 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 5: 40 142 0 -60 -35 0 0 0 0 0 0: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 54.7 0.0 35.4 7.2 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 0.0
Old : 100.0: 86.1 54.7 0.0 35.4 7.2 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 17 0 . . 0 . 0 . . 0:
Old : 28: 18 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 : 58.9 59.9 79.2 83.8 37.8 42.7 50.3 52.7
Old : 58.9 59.9 79.2 83.8 37.8 42.7 50.3 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 26,188: 18,051 23,241 3,970 600 1,915 0 0 0 1,875 132 300: 77 0
Old : 26,188: 18,051 23,241 3,970 600 1,915 0 0 0 1,875 132 300: 77 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -275: 400 -200 -600 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 88.7 15.2 2.3 7.3 0.0 0.0 0.0 7.2 0.5 1.1: 0.3 0.0
Old : 100.0: 68.9 88.7 15.2 2.3 7.3 0.0 0.0 0.0 7.2 0.5 1.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 . . .:
Old : 20: 12 9 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 78.4 89.1 93.7 54.6 73.2 72.8 76.0
Old : 64.4 78.4 89.1 93.7 54.6 73.2 72.8 76.0
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, December 29, 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 : 97,975: 76,945 76,951 285 8,182 6,993 7,211 802 84 3,947 2,795 2,036: 474 132
Old : 97,975: 76,945 76,951 285 8,182 6,993 7,211 802 84 3,947 2,795 2,036: 474 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 566: 500 1,527 0 -598 -448 6 23 0 204 -220 306: -2 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 78.5 0.3 8.4 7.1 7.4 0.8 0.1 4.0 2.9 2.1: 0.5 0.1
Old : 100.0: 78.5 78.5 0.3 8.4 7.1 7.4 0.8 0.1 4.0 2.9 2.1: 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 : 67: 39 32 . . . 5 5 . 7 4 8:
Old : 67: 39 32 . . . 5 5 . 7 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 39.9 58.9 66.7 29.8 30.8 41.2 47.5
Old : 41.4 39.9 58.9 66.7 29.8 30.8 41.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 17,475: 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0: 1,032 540
Old : 17,475: 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0: 1,032 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0: 5.9 3.1
Old : 100.0: 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0: 5.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . . 0 0 0 . . 0:
Old : 20: 13 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 : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Old : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Futures Only, December 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,932: 10,931 12,841 2,223 650 816 0 0 0 50 25 0: 912 600
Old : 14,932: 10,931 12,841 2,223 650 816 0 0 0 50 25 0: 912 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0: 6.1 4.0
Old : 100.0: 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0: 6.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 . . 0:
Old : 20: 12 9 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
Old : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
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, December 29, 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 : 26,253: 19,928 21,123 3,133 50 2,987 25 2,068 0 0 25 0: 180 0
Old : 26,253: 19,928 21,123 3,133 50 2,987 25 2,068 0 0 25 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -276: 24 -26 -50 0 -250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 80.5 11.9 0.2 11.4 0.1 7.9 0.0 0.0 0.1 0.0: 0.7 0.0
Old : 100.0: 75.9 80.5 11.9 0.2 11.4 0.1 7.9 0.0 0.0 0.1 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 : 23: 11 15 . . . . . 0 0 . 0:
Old : 23: 11 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 44.1 94.3 71.8 49.1 36.3 57.2 53.9
Old : 75.9 44.1 94.3 71.8 49.1 36.3 57.2 53.9
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, December 29, 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 : 25,940: 19,395 21,033 3,576 50 2,764 25 2,068 0 0 25 0: 180 0
Old : 25,940: 19,395 21,033 3,576 50 2,764 25 2,068 0 0 25 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -310: 24 -26 -50 0 -284 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 81.1 13.8 0.2 10.7 0.1 8.0 0.0 0.0 0.1 0.0: 0.7 0.0
Old : 100.0: 74.8 81.1 13.8 0.2 10.7 0.1 8.0 0.0 0.0 0.1 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 : 23: 11 15 . . . . . 0 0 . 0:
Old : 23: 11 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 43.8 96.1 72.6 51.2 37.0 58.7 54.8
Old : 77.5 43.8 96.1 72.6 51.2 37.0 58.7 54.8
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, December 29, 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 : 63,317: 55,502 48,994 0 8,220 3,545 2,368 0 0 1,460 1,725 150: 292 683
Old : 63,317: 55,502 48,994 0 8,220 3,545 2,368 0 0 1,460 1,725 150: 292 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 225: 525 1,175 0 -650 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 77.4 0.0 13.0 5.6 3.7 0.0 0.0 2.3 2.7 0.2: 0.5 1.1
Old : 100.0: 87.7 77.4 0.0 13.0 5.6 3.7 0.0 0.0 2.3 2.7 0.2: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 0 . . . 0 0 . . .:
Old : 33: 20 19 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 51.6 72.9 78.6 50.2 41.9 61.5 60.6
Old : 56.3 51.6 72.9 78.6 50.2 41.9 61.5 60.6
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, December 29, 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 : 40,350: 30,783 35,375 5,909 735 3,389 0 0 0 225 135 0: 44 716
Old : 40,350: 30,783 35,375 5,909 735 3,389 0 0 0 225 135 0: 44 716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 745: 578 695 250 120 -70 0 0 0 0 0 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 87.7 14.6 1.8 8.4 0.0 0.0 0.0 0.6 0.3 0.0: 0.1 1.8
Old : 100.0: 76.3 87.7 14.6 1.8 8.4 0.0 0.0 0.0 0.6 0.3 0.0: 0.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . . . 0 0 0 . . 0:
Old : 31: 19 16 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 72.6 81.0 89.5 52.5 65.1 65.1 69.3
Old : 60.2 72.6 81.0 89.5 52.5 65.1 65.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 41,347: 37,338 26,929 0 9,202 3,269 292 1,520 0 10 390 20: 418 17
Old : 41,347: 37,338 26,929 0 9,202 3,269 292 1,520 0 10 390 20: 418 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -21: -86 -51 0 -5 55 10 -20 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 65.1 0.0 22.3 7.9 0.7 3.7 0.0 0.0 0.9 0.0: 1.0 0.0
Old : 100.0: 90.3 65.1 0.0 22.3 7.9 0.7 3.7 0.0 0.0 0.9 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 20 0 . . . 4 0 . 4 .:
Old : 35: 20 20 0 . . . 4 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.7 82.1 83.9 47.2 59.4 63.1 65.8
Old : 58.5 67.7 82.1 83.9 47.2 59.4 63.1 65.8
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, December 29, 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 : 57,448: 44,076 54,073 7,801 520 2,500 0 0 0 2,163 0 85: 823 270
Old : 57,448: 44,076 54,073 7,801 520 2,500 0 0 0 2,163 0 85: 823 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 636: 360 466 36 30 140 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 94.1 13.6 0.9 4.4 0.0 0.0 0.0 3.8 0.0 0.1: 1.4 0.5
Old : 100.0: 76.7 94.1 13.6 0.9 4.4 0.0 0.0 0.0 3.8 0.0 0.1: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 13 4 . . 0 0 0 . 0 .:
Old : 31: 17 13 4 . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 92.1 76.1 97.1 51.1 89.0 72.9 90.3
Old : 52.5 92.1 76.1 97.1 51.1 89.0 72.9 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 61,352: 48,945 54,001 6,463 4,125 2,655 0 125 0 2,478 0 261: 550 185
Old : 61,352: 48,945 54,001 6,463 4,125 2,655 0 125 0 2,478 0 261: 550 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 892: 400 772 240 -80 200 0 0 0 52 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 88.0 10.5 6.7 4.3 0.0 0.2 0.0 4.0 0.0 0.4: 0.9 0.3
Old : 100.0: 79.8 88.0 10.5 6.7 4.3 0.0 0.2 0.0 4.0 0.0 0.4: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 14 . 4 5 0 . 0 4 0 .:
Old : 38: 20 14 . 4 5 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 : 46.9 86.9 72.0 94.4 44.4 83.0 67.8 86.8
Old : 46.9 86.9 72.0 94.4 44.4 83.0 67.8 86.8
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, December 29, 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 : 90,003: 71,235 80,544 12,134 4,294 2,036 0 690 0 2,128 77 2,302: 168 60
Old : 90,003: 71,235 80,544 12,134 4,294 2,036 0 690 0 2,128 77 2,302: 168 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 438: 225 107 285 0 0 0 106 0 -347 0 275: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 89.5 13.5 4.8 2.3 0.0 0.8 0.0 2.4 0.1 2.6: 0.2 0.1
Old : 100.0: 79.1 89.5 13.5 4.8 2.3 0.0 0.8 0.0 2.4 0.1 2.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 5 . . 0 . 0 . . .:
Old : 38: 19 21 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 : 57.7 61.5 74.9 87.1 55.9 60.0 71.4 82.3
Old : 57.7 61.5 74.9 87.1 55.9 60.0 71.4 82.3
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, December 29, 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 : 106,595: 82,961 93,713 13,347 4,219 3,225 395 969 150 2,695 825 3,396: 426 98
Old : 106,595: 82,961 93,713 13,347 4,219 3,225 395 969 150 2,695 825 3,396: 426 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 848: 974 -23 170 760 109 61 24 -58 -431 -48 52: -29 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 87.9 12.5 4.0 3.0 0.4 0.9 0.1 2.5 0.8 3.2: 0.4 0.1
Old : 100.0: 77.8 87.9 12.5 4.0 3.0 0.4 0.9 0.1 2.5 0.8 3.2: 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 : 58: 24 28 6 . 5 . 5 . 4 5 7:
Old : 58: 24 28 6 . 5 . 5 . 4 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 : 56.4 51.8 71.6 78.6 54.9 50.5 68.6 73.9
Old : 56.4 51.8 71.6 78.6 54.9 50.5 68.6 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 56,622: 37,089 50,443 17,325 292 995 0 4,423 0 1,016 247 177: 20 45
Old : 56,622: 37,089 50,443 17,325 292 995 0 4,423 0 1,016 247 177: 20 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,340: 1,383 405 -50 -25 25 0 806 0 -70 77 52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 89.1 30.6 0.5 1.8 0.0 7.8 0.0 1.8 0.4 0.3: 0.0 0.1
Old : 100.0: 65.5 89.1 30.6 0.5 1.8 0.0 7.8 0.0 1.8 0.4 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 13 . . . 0 . 0 . . 4:
Old : 33: 18 13 . . . 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 : 80.8 86.9 91.7 94.3 78.5 84.4 86.6 89.7
Old : 80.8 86.9 91.7 94.3 78.5 84.4 86.6 89.7
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, December 29, 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 : 45,970: 30,796 44,035 14,515 76 209 0 225 0 300 1,275 150: 0 0
Old : 45,970: 30,796 44,035 14,515 76 209 0 225 0 300 1,275 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 75: 150 75 -75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 95.8 31.6 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.3: 0.0 0.0
Old : 100.0: 67.0 95.8 31.6 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . 0 . 0 . . .:
Old : 27: 12 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.7 93.5 94.8 98.0 84.6 89.3 92.0 93.7
Old : 84.7 93.5 94.8 98.0 84.6 89.3 92.0 93.7
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, December 29, 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 : 55,452: 34,608 43,971 11,126 421 8,717 150 470 70 472 1,516 199: 110 88
Old : 55,452: 34,608 43,971 11,126 421 8,717 150 470 70 472 1,516 199: 110 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -51: 486 -141 -443 0 77 -100 40 0 -66 0 -5: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 79.3 20.1 0.8 15.7 0.3 0.8 0.1 0.9 2.7 0.4: 0.2 0.2
Old : 100.0: 62.4 79.3 20.1 0.8 15.7 0.3 0.8 0.1 0.9 2.7 0.4: 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 : 32: 17 17 6 . 4 . . . . . .:
Old : 32: 17 17 6 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 75.0 78.1 88.7 44.5 56.3 56.6 60.7
Old : 54.3 75.0 78.1 88.7 44.5 56.3 56.6 60.7
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, December 29, 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 : 62,629: 43,953 47,837 11,767 4,233 4,505 265 4,017 0 936 1,433 296: 907 308
Old : 62,629: 43,953 47,837 11,767 4,233 4,505 265 4,017 0 936 1,433 296: 907 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -62: 310 -424 168 800 -402 -75 0 0 -70 -48 7: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 76.4 18.8 6.8 7.2 0.4 6.4 0.0 1.5 2.3 0.5: 1.4 0.5
Old : 100.0: 70.2 76.4 18.8 6.8 7.2 0.4 6.4 0.0 1.5 2.3 0.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 18 . . 4 . . 0 . . .:
Old : 36: 17 18 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 74.6 79.9 86.6 58.4 62.6 70.8 70.6
Old : 58.9 74.6 79.9 86.6 58.4 62.6 70.8 70.6
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, December 29, 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 : 25,396: 11,687 20,643 12,284 307 868 0 2,514 0 50 773 164: 343 127
Old : 25,396: 11,687 20,643 12,284 307 868 0 2,514 0 50 773 164: 343 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 12: 10 5 -26 -2 2 0 2 0 0 0 0: 26 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 81.3 48.4 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6: 1.4 0.5
Old : 100.0: 46.0 81.3 48.4 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . . . 0 . 0 . . .:
Old : 25: 11 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 70.8 89.6 89.6 71.8 68.1 87.4 85.6
Old : 73.2 70.8 89.6 89.6 71.8 68.1 87.4 85.6
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, December 29, 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 : 22,781: 10,175 20,326 11,396 390 727 0 495 0 50 805 0: 433 38
Old : 22,781: 10,175 20,326 11,396 390 727 0 495 0 50 805 0: 433 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -9: -25 -9 -10 0 0 0 0 0 0 0 0: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 89.2 50.0 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 1.9 0.2
Old : 100.0: 44.7 89.2 50.0 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 4 . . 0 . 0 . . 0:
Old : 23: 11 11 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 : 71.8 78.9 89.4 94.0 70.2 76.3 87.7 89.5
Old : 71.8 78.9 89.4 94.0 70.2 76.3 87.7 89.5
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, December 29, 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 : 28,118: 22,567 19,404 2,260 5,800 353 476 215 100 988 824 748: 626 674
Old : 28,118: 22,567 19,404 2,260 5,800 353 476 215 100 988 824 748: 626 674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 100: 130 9 -10 7 25 0 0 0 -5 99 -44: 4 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 69.0 8.0 20.6 1.3 1.7 0.8 0.4 3.5 2.9 2.7: 2.2 2.4
Old : 100.0: 80.3 69.0 8.0 20.6 1.3 1.7 0.8 0.4 3.5 2.9 2.7: 2.2 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 . . . . . . . . .:
Old : 28: 13 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 65.6 82.0 83.6 61.8 65.3 76.7 75.5
Old : 63.9 65.6 82.0 83.6 61.8 65.3 76.7 75.5
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, December 29, 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 : 17,950: 14,166 15,798 1,866 290 73 0 75 120 671 994 315: 739 285
Old : 17,950: 14,166 15,798 1,866 290 73 0 75 120 671 994 315: 739 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -10: 0 0 -10 0 0 0 0 0 -10 -10 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.7 5.5 1.8: 4.1 1.6
Old : 100.0: 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.7 5.5 1.8: 4.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . . . . .:
Old : 23: 12 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 : 61.9 84.7 78.5 93.4 61.8 80.9 77.6 88.3
Old : 61.9 84.7 78.5 93.4 61.8 80.9 77.6 88.3
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, December 29, 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 : 53,249: 39,834 25,425 6,819 18,466 750 2,615 5,246 155 1,791 2,055 1,134: 151 18
Old : 53,249: 39,834 25,425 6,819 18,466 750 2,615 5,246 155 1,791 2,055 1,134: 151 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -217: -391 53 21 0 10 65 10 0 197 -110 -50: -69 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 47.7 12.8 34.7 1.4 4.9 9.9 0.3 3.4 3.9 2.1: 0.3 0.0
Old : 100.0: 74.8 47.7 12.8 34.7 1.4 4.9 9.9 0.3 3.4 3.9 2.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 22 23 4 . 4 . . . 4 4 5:
Old : 48: 22 23 4 . 4 . . . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 70.5 73.6 82.8 46.9 52.5 62.2 62.7
Old : 55.6 70.5 73.6 82.8 46.9 52.5 62.2 62.7
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, December 29, 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 : 32,177: 26,474 10,471 1,974 15,941 1,005 700 2,970 0 605 481 1,037: 382 272
Old : 32,177: 26,474 10,471 1,974 15,941 1,005 700 2,970 0 605 481 1,037: 382 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 32: -80 60 90 10 0 0 0 0 30 -8 -30: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 32.5 6.1 49.5 3.1 2.2 9.2 0.0 1.9 1.5 3.2: 1.2 0.8
Old : 100.0: 82.3 32.5 6.1 49.5 3.1 2.2 9.2 0.0 1.9 1.5 3.2: 1.2 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 : 35: 16 17 . . 4 . . 0 . . .:
Old : 35: 16 17 . . 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 : 66.6 72.4 79.5 85.0 60.9 71.2 72.2 80.2
Old : 66.6 72.4 79.5 85.0 60.9 71.2 72.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 17,306: 4,837 16,727 10,231 0 310 33 0 67 1,698 75 100: 30 27
Old : 17,306: 4,837 16,727 10,231 0 310 33 0 67 1,698 75 100: 30 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 368: 90 290 -75 0 0 -3 0 3 303 25 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 96.7 59.1 0.0 1.8 0.2 0.0 0.4 9.8 0.4 0.6: 0.2 0.2
Old : 100.0: 27.9 96.7 59.1 0.0 1.8 0.2 0.0 0.4 9.8 0.4 0.6: 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 : 31: 18 15 . 0 . . 0 . . . .:
Old : 31: 18 15 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 85.2 87.6 93.4 68.0 81.8 84.6 88.7
Old : 70.0 85.2 87.6 93.4 68.0 81.8 84.6 88.7
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, December 29, 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 : 22,225: 6,187 22,125 13,225 0 0 0 0 0 2,685 0 100: 28 0
Old : 22,225: 6,187 22,125 13,225 0 0 0 0 0 2,685 0 100: 28 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -10: 40 -10 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 99.6 59.5 0.0 0.0 0.0 0.0 0.0 12.1 0.0 0.4: 0.1 0.0
Old : 100.0: 27.8 99.6 59.5 0.0 0.0 0.0 0.0 0.0 12.1 0.0 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 12 . 0 0 0 0 0 5 0 .:
Old : 27: 13 12 . 0 0 0 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 : 69.4 93.6 89.1 98.0 69.2 92.4 88.9 96.1
Old : 69.4 93.6 89.1 98.0 69.2 92.4 88.9 96.1
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, December 29, 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 : 10,629: 5,763 6,680 2,335 1,975 1,209 75 50 10 700 400 205: 332 100
Old : 10,629: 5,763 6,680 2,335 1,975 1,209 75 50 10 700 400 205: 332 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 450: 150 0 300 100 0 0 50 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 62.8 22.0 18.6 11.4 0.7 0.5 0.1 6.6 3.8 1.9: 3.1 0.9
Old : 100.0: 54.2 62.8 22.0 18.6 11.4 0.7 0.5 0.1 6.6 3.8 1.9: 3.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 9 . . 4 . . . . . .:
Old : 27: 11 9 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 60.3 78.4 87.4 42.9 57.4 63.8 77.3
Old : 52.9 60.3 78.4 87.4 42.9 57.4 63.8 77.3
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, December 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,866: 5,154 5,830 2,303 2,025 1,241 60 50 0 520 300 310: 278 110
Old : 9,866: 5,154 5,830 2,303 2,025 1,241 60 50 0 520 300 310: 278 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 450: 150 0 300 100 0 0 50 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 59.1 23.3 20.5 12.6 0.6 0.5 0.0 5.3 3.0 3.1: 2.8 1.1
Old : 100.0: 52.2 59.1 23.3 20.5 12.6 0.6 0.5 0.0 5.3 3.0 3.1: 2.8 1.1
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: 10 9 . . 4 . . 0 . . .:
Old : 26: 10 9 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 67.5 80.3 87.1 44.5 61.5 62.5 73.2
Old : 56.7 67.5 80.3 87.1 44.5 61.5 62.5 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, December 29, 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 : 51,255: 18,700 47,425 26,865 30 1,340 50 0 0 1,650 0 2,450: 200 10
Old : 51,255: 18,700 47,425 26,865 30 1,340 50 0 0 1,650 0 2,450: 200 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 215: 85 215 130 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 92.5 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8: 0.4 0.0
Old : 100.0: 36.5 92.5 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8: 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 : 31: 16 12 . . . . 0 0 4 0 .:
Old : 31: 16 12 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 74.6 87.2 90.3 69.7 73.4 77.7 84.5
Old : 75.3 74.6 87.2 90.3 69.7 73.4 77.7 84.5
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, December 29, 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 : 51,645: 19,420 47,890 26,530 30 1,340 75 0 0 1,705 0 2,375: 200 10
Old : 51,645: 19,420 47,890 26,530 30 1,340 75 0 0 1,705 0 2,375: 200 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 215: 85 215 130 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 92.7 51.4 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6: 0.4 0.0
Old : 100.0: 37.6 92.7 51.4 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 12 . . . . 0 0 5 0 .:
Old : 32: 16 12 . . . . 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 : 73.4 73.9 85.6 90.6 68.4 72.6 77.1 84.4
Old : 73.4 73.9 85.6 90.6 68.4 72.6 77.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 116,375: 86,046 87,559 20,364 11,279 6,239 0 1,754 935 1,370 7,524 1,048: 373 37
Old : 116,375: 86,046 87,559 20,364 11,279 6,239 0 1,754 935 1,370 7,524 1,048: 373 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 664: 430 514 290 150 0 0 0 0 -120 -74 74: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 75.2 17.5 9.7 5.4 0.0 1.5 0.8 1.2 6.5 0.9: 0.3 0.0
Old : 100.0: 73.9 75.2 17.5 9.7 5.4 0.0 1.5 0.8 1.2 6.5 0.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 27 5 . 5 0 4 . 4 6 4:
Old : 57: 31 27 5 . 5 0 4 . 4 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 49.7 70.1 68.8 49.2 46.9 63.7 60.8
Old : 51.4 49.7 70.1 68.8 49.2 46.9 63.7 60.8
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, December 29, 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 : 124,595: 91,743 96,684 19,618 8,346 7,965 425 1,510 1,775 1,383 6,699 1,557: 129 59
Old : 124,595: 91,743 96,684 19,618 8,346 7,965 425 1,510 1,775 1,383 6,699 1,557: 129 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 956: 334 811 355 135 15 0 -130 120 98 -48 34: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 77.6 15.7 6.7 6.4 0.3 1.2 1.4 1.1 5.4 1.2: 0.1 0.0
Old : 100.0: 73.6 77.6 15.7 6.7 6.4 0.3 1.2 1.4 1.1 5.4 1.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 34 30 5 . 7 . 4 4 4 7 6:
Old : 64: 34 30 5 . 7 . 4 4 4 7 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 : 43.2 48.9 65.2 66.4 39.7 47.0 52.9 60.1
Old : 43.2 48.9 65.2 66.4 39.7 47.0 52.9 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 265,978: 165,926 202,538 21,675 12,728 17,800 23,400 7,634 7,705 19,207 7,316 9,984: 281 273
Old : 265,978: 165,926 202,538 21,675 12,728 17,800 23,400 7,634 7,705 19,207 7,316 9,984: 281 273
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,831: 8,615 8,780 1,230 -571 -13 -3,851 144 121 -870 1,011 176: -3,577 -7,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 76.1 8.1 4.8 6.7 8.8 2.9 2.9 7.2 2.8 3.8: 0.1 0.1
Old : 100.0: 62.4 76.1 8.1 4.8 6.7 8.8 2.9 2.9 7.2 2.8 3.8: 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 : 106: 43 44 4 5 7 9 12 7 15 14 17:
Old : 106: 43 44 4 5 7 9 12 7 15 14 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 42.0 50.9 58.2 23.7 28.7 34.1 38.0
Old : 32.3 42.0 50.9 58.2 23.7 28.7 34.1 38.0
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, December 29, 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 : 15,220: 9,870 12,215 885 795 1,435 725 600 95 2,080 0 0: 130 80
Old : 15,220: 9,870 12,215 885 795 1,435 725 600 95 2,080 0 0: 130 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -75: -75 -75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 80.3 5.8 5.2 9.4 4.8 3.9 0.6 13.7 0.0 0.0: 0.9 0.5
Old : 100.0: 64.8 80.3 5.8 5.2 9.4 4.8 3.9 0.6 13.7 0.0 0.0: 0.9 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 : 28: 14 12 . . 4 . . . . 0 0:
Old : 28: 14 12 . . 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 : 54.8 77.5 80.7 92.5 52.4 68.3 70.7 79.0
Old : 54.8 77.5 80.7 92.5 52.4 68.3 70.7 79.0
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, December 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,806: 7,835 9,100 620 1,360 1,511 435 600 95 2,080 0 0: 230 140
Old : 12,806: 7,835 9,100 620 1,360 1,511 435 600 95 2,080 0 0: 230 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -75: -75 -75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 71.1 4.8 10.6 11.8 3.4 4.7 0.7 16.2 0.0 0.0: 1.8 1.1
Old : 100.0: 61.2 71.1 4.8 10.6 11.8 3.4 4.7 0.7 16.2 0.0 0.0: 1.8 1.1
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: 13 11 . . 4 . . . . 0 0:
Old : 26: 13 11 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 74.1 82.2 90.1 51.1 61.7 71.6 74.7
Old : 53.6 74.1 82.2 90.1 51.1 61.7 71.6 74.7
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, December 29, 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 : 9,480: 7,807 9,050 455 117 283 0 0 0 925 0 0: 10 30
Old : 9,480: 7,807 9,050 455 117 283 0 0 0 925 0 0: 10 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 35: 0 35 0 0 0 0 0 0 25 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 95.5 4.8 1.2 3.0 0.0 0.0 0.0 9.8 0.0 0.0: 0.1 0.3
Old : 100.0: 82.4 95.5 4.8 1.2 3.0 0.0 0.0 0.0 9.8 0.0 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 16 . . . 0 0 0 5 0 0:
Old : 32: 20 16 . . . 0 0 0 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 : 54.2 72.3 76.5 84.9 32.8 43.4 45.2 51.6
Old : 54.2 72.3 76.5 84.9 32.8 43.4 45.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 91,472: 66,605 59,179 12,145 13,426 1,955 0 9,862 0 3,690 0 0: 7,077 7,050
Old : 91,472: 66,605 59,179 12,145 13,426 1,955 0 9,862 0 3,690 0 0: 7,077 7,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 24: -125 -220 -10 -450 150 0 535 0 0 0 0: 9 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 64.7 13.3 14.7 2.1 0.0 10.8 0.0 4.0 0.0 0.0: 7.7 7.7
Old : 100.0: 72.8 64.7 13.3 14.7 2.1 0.0 10.8 0.0 4.0 0.0 0.0: 7.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 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 : 71.8 55.5 83.7 81.8 70.9 53.4 81.4 76.5
Old : 71.8 55.5 83.7 81.8 70.9 53.4 81.4 76.5
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, December 29, 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 : 77,572: 54,466 47,020 10,009 11,700 2,305 0 9,332 0 3,550 0 0: 7,242 7,215
Old : 77,572: 54,466 47,020 10,009 11,700 2,305 0 9,332 0 3,550 0 0: 7,242 7,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 103: -202 -517 -40 -300 0 0 575 0 0 0 0: 345 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 60.6 12.9 15.1 3.0 0.0 12.0 0.0 4.6 0.0 0.0: 9.3 9.3
Old : 100.0: 70.2 60.6 12.9 15.1 3.0 0.0 12.0 0.0 4.6 0.0 0.0: 9.3 9.3
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: 18 18 . . . 0 . 0 . 0 0:
Old : 26: 18 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 : 71.4 58.2 82.9 81.3 70.5 55.1 77.9 75.5
Old : 71.4 58.2 82.9 81.3 70.5 55.1 77.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 25,986: 8,317 14,571 6,358 0 5,555 550 915 0 525 0 0: 4,681 4,945
Old : 25,986: 8,317 14,571 6,358 0 5,555 550 915 0 525 0 0: 4,681 4,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 32.0 56.1 24.5 0.0 21.4 2.1 3.5 0.0 2.0 0.0 0.0: 18.0 19.0
Old : 100.0: 32.0 56.1 24.5 0.0 21.4 2.1 3.5 0.0 2.0 0.0 0.0: 18.0 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 . 0 . . . 0 . 0 0:
Old : 23: 12 15 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 48.3 74.8 70.8 41.2 37.1 49.4 48.1
Old : 63.7 48.3 74.8 70.8 41.2 37.1 49.4 48.1
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, December 29, 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 : 54,462: 31,557 18,130 4,188 20,356 0 10,775 8,990 2,510 1,575 874 50: 3,807 3,552
Old : 54,462: 31,557 18,130 4,188 20,356 0 10,775 8,990 2,510 1,575 874 50: 3,807 3,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 900: 30 -270 240 540 0 0 0 0 0 0 0: 630 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 33.3 7.7 37.4 0.0 19.8 16.5 4.6 2.9 1.6 0.1: 7.0 6.5
Old : 100.0: 57.9 33.3 7.7 37.4 0.0 19.8 16.5 4.6 2.9 1.6 0.1: 7.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . 0 . . . . . .:
Old : 28: 16 17 . . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 70.8 72.5 82.8 41.5 64.0 58.1 70.6
Old : 49.6 70.8 72.5 82.8 41.5 64.0 58.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 36,775: 23,198 12,742 5,956 11,610 44 1,625 6,550 2,800 75 324 336: 2,741 2,369
Old : 36,775: 23,198 12,742 5,956 11,610 44 1,625 6,550 2,800 75 324 336: 2,741 2,369
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,345: 460 210 290 540 0 0 0 0 0 0 0: 595 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 34.6 16.2 31.6 0.1 4.4 17.8 7.6 0.2 0.9 0.9: 7.5 6.4
Old : 100.0: 63.1 34.6 16.2 31.6 0.1 4.4 17.8 7.6 0.2 0.9 0.9: 7.5 6.4
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: 15 18 . . . . . . . . .:
Old : 26: 15 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 64.7 79.5 81.2 42.5 59.4 60.4 65.3
Old : 54.0 64.7 79.5 81.2 42.5 59.4 60.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Futures Only, December 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,385: 18,805 10,295 6,795 0 845 475 15,575 375 75 0 0: 1,015 1,295
Old : 28,385: 18,805 10,295 6,795 0 845 475 15,575 375 75 0 0: 1,015 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 66.2 36.3 23.9 0.0 3.0 1.7 54.9 1.3 0.3 0.0 0.0: 3.6 4.6
Old : 100.0: 66.2 36.3 23.9 0.0 3.0 1.7 54.9 1.3 0.3 0.0 0.0: 3.6 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 : 20: 13 13 . 0 . . . . . 0 0:
Old : 20: 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 : 64.9 77.6 87.7 89.7 54.9 72.8 73.0 77.2
Old : 64.9 77.6 87.7 89.7 54.9 72.8 73.0 77.2
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, December 29, 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 : 86,904: 50,294 29,504 3,005 35,740 3,530 14,010 1,055 50 75 1,030 1,070: 14,870 14,925
Old : 86,904: 50,294 29,504 3,005 35,740 3,530 14,010 1,055 50 75 1,030 1,070: 14,870 14,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -130: -130 -130 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 34.0 3.5 41.1 4.1 16.1 1.2 0.1 0.1 1.2 1.2: 17.1 17.2
Old : 100.0: 57.9 34.0 3.5 41.1 4.1 16.1 1.2 0.1 0.1 1.2 1.2: 17.1 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 18 . . . . . . . . .:
Old : 30: 15 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 54.2 75.7 69.9 54.1 53.1 62.1 61.0
Old : 55.5 54.2 75.7 69.9 54.1 53.1 62.1 61.0
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, December 29, 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 : 83,114: 46,219 28,454 3,020 31,670 3,985 14,740 975 65 0 2,965 315: 14,770 14,685
Old : 83,114: 46,219 28,454 3,020 31,670 3,985 14,740 975 65 0 2,965 315: 14,770 14,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -130: -130 -130 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 34.2 3.6 38.1 4.8 17.7 1.2 0.1 0.0 3.6 0.4: 17.8 17.7
Old : 100.0: 55.6 34.2 3.6 38.1 4.8 17.7 1.2 0.1 0.0 3.6 0.4: 17.8 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: 13 17 . . . . . . 0 . .:
Old : 29: 13 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 51.2 75.0 70.8 51.9 50.5 60.4 61.1
Old : 53.2 51.2 75.0 70.8 51.9 50.5 60.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 30,013: 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330: 4,459 4,209
Old : 30,013: 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330: 4,459 4,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1: 14.9 14.0
Old : 100.0: 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1: 14.9 14.0
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 10 . . . 0 . . . . .:
Old : 26: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 60.4 67.1 76.1 47.7 55.2 60.8 66.5
Old : 49.3 60.4 67.1 76.1 47.7 55.2 60.8 66.5
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, December 29, 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 : 29,803: 20,785 5,472 1,392 300 1,049 0 11,970 1,225 725 5,410 420: 4,207 3,957
Old : 29,803: 20,785 5,472 1,392 300 1,049 0 11,970 1,225 725 5,410 420: 4,207 3,957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 69.7 18.4 4.7 1.0 3.5 0.0 40.2 4.1 2.4 18.2 1.4: 14.1 13.3
Old : 100.0: 69.7 18.4 4.7 1.0 3.5 0.0 40.2 4.1 2.4 18.2 1.4: 14.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . 0 . . . . .:
Old : 26: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.4 66.9 75.3 46.9 53.8 59.6 65.2
Old : 49.1 59.4 66.9 75.3 46.9 53.8 59.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 70,125: 20,120 59,290 20,415 8,085 60 19,575 0 240 7,485 0 0: 2,230 2,450
Old : 70,125: 20,120 59,290 20,415 8,085 60 19,575 0 240 7,485 0 0: 2,230 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,515: 775 1,335 440 1,080 0 1,200 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 84.5 29.1 11.5 0.1 27.9 0.0 0.3 10.7 0.0 0.0: 3.2 3.5
Old : 100.0: 28.7 84.5 29.1 11.5 0.1 27.9 0.0 0.3 10.7 0.0 0.0: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . . . . 0 . . 0 0:
Old : 23: 11 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 : 76.0 86.2 94.5 92.8 75.9 85.8 91.5 90.2
Old : 76.0 86.2 94.5 92.8 75.9 85.8 91.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 68,355: 20,530 58,775 19,490 7,155 70 19,575 0 240 6,610 0 0: 1,840 2,115
Old : 68,355: 20,530 58,775 19,490 7,155 70 19,575 0 240 6,610 0 0: 1,840 2,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 2,625: 775 1,445 550 1,080 0 1,200 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 86.0 28.5 10.5 0.1 28.6 0.0 0.4 9.7 0.0 0.0: 2.7 3.1
Old : 100.0: 30.0 86.0 28.5 10.5 0.1 28.6 0.0 0.4 9.7 0.0 0.0: 2.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . . . . 0 . . 0 0:
Old : 22: 12 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 89.8 94.8 95.5 73.8 89.4 92.1 92.3
Old : 75.1 89.8 94.8 95.5 73.8 89.4 92.1 92.3
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, December 29, 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 : 54,363: 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165: 2,770 2,450
Old : 54,363: 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165: 2,770 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3: 5.1 4.5
Old : 100.0: 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3: 5.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 0 . . .:
Old : 27: 15 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 : 54.8 83.5 73.1 93.5 51.6 83.0 69.7 89.0
Old : 54.8 83.5 73.1 93.5 51.6 83.0 69.7 89.0
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, December 29, 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 : 46,593: 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515: 2,505 2,310
Old : 46,593: 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515: 2,505 2,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1: 5.4 5.0
Old : 100.0: 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 0 . . .:
Old : 27: 15 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 : 51.5 82.0 72.2 92.4 48.1 81.2 68.5 87.8
Old : 51.5 82.0 72.2 92.4 48.1 81.2 68.5 87.8
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, December 29, 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 : 16,150: 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280: 2,735 2,595
Old : 16,150: 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280: 2,735 2,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7: 16.9 16.1
Old : 100.0: 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7: 16.9 16.1
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 : 21: 12 5 . . . 0 . 0 . . .:
Old : 21: 12 5 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 68.3 78.0 81.9 47.7 64.7 66.0 70.9
Old : 55.4 68.3 78.0 81.9 47.7 64.7 66.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 15,790: 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120: 2,180 2,260
Old : 15,790: 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120: 2,180 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8: 13.8 14.3
Old : 100.0: 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8: 13.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 4 . . . 0 . 0 . . .:
Old : 21: 12 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 : 61.6 70.7 81.0 84.2 49.9 66.1 69.1 72.6
Old : 61.6 70.7 81.0 84.2 49.9 66.1 69.1 72.6
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, December 29, 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 : 66,910: 33,120 38,310 1,325 705 4,880 4,610 15,310 240 15,515 800 1,225: 5,995 5,440
Old : 66,910: 33,120 38,310 1,325 705 4,880 4,610 15,310 240 15,515 800 1,225: 5,995 5,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 10: 0 -15 0 50 0 20 -30 30 -15 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 57.3 2.0 1.1 7.3 6.9 22.9 0.4 23.2 1.2 1.8: 9.0 8.1
Old : 100.0: 49.5 57.3 2.0 1.1 7.3 6.9 22.9 0.4 23.2 1.2 1.8: 9.0 8.1
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: 16 13 . . . . . . 4 . .:
Old : 31: 16 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 61.8 73.9 79.7 54.7 59.8 68.1 73.9
Old : 56.5 61.8 73.9 79.7 54.7 59.8 68.1 73.9
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, December 29, 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 : 61,940: 31,510 34,555 1,610 0 5,705 4,315 15,325 225 12,945 800 1,225: 4,405 4,105
Old : 61,940: 31,510 34,555 1,610 0 5,705 4,315 15,325 225 12,945 800 1,225: 4,405 4,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 25: 15 0 -50 0 50 0 -50 50 -15 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 55.8 2.6 0.0 9.2 7.0 24.7 0.4 20.9 1.3 2.0: 7.1 6.6
Old : 100.0: 50.9 55.8 2.6 0.0 9.2 7.0 24.7 0.4 20.9 1.3 2.0: 7.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 14 . 0 . . . . 4 . .:
Old : 31: 16 14 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 65.0 74.9 81.8 52.1 62.3 65.8 74.3
Old : 54.5 65.0 74.9 81.8 52.1 62.3 65.8 74.3
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, December 29, 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 : 59,344: 32,626 22,900 0 17,526 70 18,710 305 3,745 0 10,630 1,355: 2,838 2,813
Old : 59,344: 32,626 22,900 0 17,526 70 18,710 305 3,745 0 10,630 1,355: 2,838 2,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 215: 34 209 0 0 0 175 0 0 0 0 0: 6 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 38.6 0.0 29.5 0.1 31.5 0.5 6.3 0.0 17.9 2.3: 4.8 4.7
Old : 100.0: 55.0 38.6 0.0 29.5 0.1 31.5 0.5 6.3 0.0 17.9 2.3: 4.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 11 0 . . . . . 0 . .:
Old : 31: 20 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 67.2 78.8 86.2 54.4 59.4 67.9 73.1
Old : 57.7 67.2 78.8 86.2 54.4 59.4 67.9 73.1
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, December 29, 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 : 50,509: 28,530 20,155 0 14,865 70 13,815 330 3,720 0 7,130 1,490: 2,884 2,749
Old : 50,509: 28,530 20,155 0 14,865 70 13,815 330 3,720 0 7,130 1,490: 2,884 2,749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 215: 34 209 0 0 0 175 0 0 0 0 0: 6 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 39.9 0.0 29.4 0.1 27.4 0.7 7.4 0.0 14.1 2.9: 5.7 5.4
Old : 100.0: 56.5 39.9 0.0 29.4 0.1 27.4 0.7 7.4 0.0 14.1 2.9: 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 : 30: 20 10 0 . . . . . 0 . .:
Old : 30: 20 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 : 57.2 62.6 76.6 85.0 49.9 54.0 64.3 69.1
Old : 57.2 62.6 76.6 85.0 49.9 54.0 64.3 69.1
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, December 29, 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 : 187,279: 101,420 80,735 18,817 1,275 7,184 70 28,988 7,390 800 10,205 2,845: 48,753 48,657
Old : 187,279: 101,420 80,735 18,817 1,275 7,184 70 28,988 7,390 800 10,205 2,845: 48,753 48,657
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,110: 1,060 700 -100 0 0 -50 225 0 0 -15 15: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 43.1 10.0 0.7 3.8 0.0 15.5 3.9 0.4 5.4 1.5: 26.0 26.0
Old : 100.0: 54.2 43.1 10.0 0.7 3.8 0.0 15.5 3.9 0.4 5.4 1.5: 26.0 26.0
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 : 44: 25 28 . . . . . . . 4 .:
Old : 44: 25 28 . . . . . . . 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 : 44.1 33.7 58.2 51.9 37.9 29.7 48.2 44.2
Old : 44.1 33.7 58.2 51.9 37.9 29.7 48.2 44.2
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, December 29, 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 : 156,164: 79,004 66,466 16,929 60 6,034 0 23,088 7,220 800 7,260 3,700: 42,477 42,336
Old : 156,164: 79,004 66,466 16,929 60 6,034 0 23,088 7,220 800 7,260 3,700: 42,477 42,336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,055: 1,080 720 -150 0 0 -30 195 -20 0 -15 15: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 42.6 10.8 0.0 3.9 0.0 14.8 4.6 0.5 4.6 2.4: 27.2 27.1
Old : 100.0: 50.6 42.6 10.8 0.0 3.9 0.0 14.8 4.6 0.5 4.6 2.4: 27.2 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 29 . . . 0 4 . . 4 .:
Old : 44: 24 29 . . . 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 : 39.9 35.4 53.0 51.9 33.8 31.0 43.7 41.8
Old : 39.9 35.4 53.0 51.9 33.8 31.0 43.7 41.8
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, December 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,811: 23,310 34,760 18,206 6,221 7,945 1,270 0 7,450 0 1,865 0: 4,630 4,570
Old : 62,811: 23,310 34,760 18,206 6,221 7,945 1,270 0 7,450 0 1,865 0: 4,630 4,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -285: -175 -300 0 75 -75 -50 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 55.3 29.0 9.9 12.6 2.0 0.0 11.9 0.0 3.0 0.0: 7.4 7.3
Old : 100.0: 37.1 55.3 29.0 9.9 12.6 2.0 0.0 11.9 0.0 3.0 0.0: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . . 0 . 0 . 0:
Old : 27: 13 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 46.1 80.4 76.3 44.9 37.7 54.0 52.6
Old : 61.2 46.1 80.4 76.3 44.9 37.7 54.0 52.6
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, December 29, 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 : 54,245: 22,420 29,530 11,281 4,316 6,029 1,455 0 7,625 0 1,490 0: 5,435 5,255
Old : 54,245: 22,420 29,530 11,281 4,316 6,029 1,455 0 7,625 0 1,490 0: 5,435 5,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: -280: -230 -280 0 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 54.4 20.8 8.0 11.1 2.7 0.0 14.1 0.0 2.7 0.0: 10.0 9.7
Old : 100.0: 41.3 54.4 20.8 8.0 11.1 2.7 0.0 14.1 0.0 2.7 0.0: 10.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . . . . 0 . 0 . 0:
Old : 26: 16 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 45.5 71.4 76.0 38.2 35.2 47.5 49.4
Old : 53.6 45.5 71.4 76.0 38.2 35.2 47.5 49.4
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, December 29, 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 : 45,745: 25,285 21,855 250 6,320 4,715 4,450 3,620 4,985 1,540 0 140: 4,380 4,110
Old : 45,745: 25,285 21,855 250 6,320 4,715 4,450 3,620 4,985 1,540 0 140: 4,380 4,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 295: 1,495 675 0 -330 0 -1,200 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 47.8 0.5 13.8 10.3 9.7 7.9 10.9 3.4 0.0 0.3: 9.6 9.0
Old : 100.0: 55.3 47.8 0.5 13.8 10.3 9.7 7.9 10.9 3.4 0.0 0.3: 9.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . . . . . 0 .:
Old : 26: 14 15 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 48.4 78.0 72.8 43.0 34.4 53.0 50.9
Old : 60.0 48.4 78.0 72.8 43.0 34.4 53.0 50.9
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, December 29, 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 : 55,225: 21,035 32,365 0 6,725 5,420 19,475 3,230 3,675 1,540 0 140: 3,940 3,670
Old : 55,225: 21,035 32,365 0 6,725 5,420 19,475 3,230 3,675 1,540 0 140: 3,940 3,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 300: 1,170 190 0 -170 350 -1,200 -50 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 58.6 0.0 12.2 9.8 35.3 5.8 6.7 2.8 0.0 0.3: 7.1 6.6
Old : 100.0: 38.1 58.6 0.0 12.2 9.8 35.3 5.8 6.7 2.8 0.0 0.3: 7.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 16 0 . . . . . . 0 .:
Old : 23: 13 16 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 50.0 86.6 73.8 50.8 31.2 54.0 46.9
Old : 72.7 50.0 86.6 73.8 50.8 31.2 54.0 46.9
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, December 29, 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 : 191,585: 103,405 123,710 1,212 9,010 22,747 30,300 150 4,905 100 2,167 913: 28,003 27,983
Old : 191,585: 103,405 123,710 1,212 9,010 22,747 30,300 150 4,905 100 2,167 913: 28,003 27,983
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 5,025: 1,245 3,480 -1,030 595 -95 3,675 -50 -850 0 75 -45: 2,125 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 64.6 0.6 4.7 11.9 15.8 0.1 2.6 0.1 1.1 0.5: 14.6 14.6
Old : 100.0: 54.0 64.6 0.6 4.7 11.9 15.8 0.1 2.6 0.1 1.1 0.5: 14.6 14.6
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 : 43: 27 26 . . 4 . . . . 4 .:
Old : 43: 27 26 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 43.7 64.1 65.2 38.7 35.6 50.8 49.0
Old : 45.3 43.7 64.1 65.2 38.7 35.6 50.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 156,145: 79,415 102,280 722 3,330 22,597 27,365 50 6,035 0 1,727 475: 19,536 19,651
Old : 156,145: 79,415 102,280 722 3,330 22,597 27,365 50 6,035 0 1,727 475: 19,536 19,651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 1,730: -120 2,190 300 1,630 -1,050 3,675 -50 -835 0 85 0: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 65.5 0.5 2.1 14.5 17.5 0.0 3.9 0.0 1.1 0.3: 12.5 12.6
Old : 100.0: 50.9 65.5 0.5 2.1 14.5 17.5 0.0 3.9 0.0 1.1 0.3: 12.5 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 26 . . 4 . . . 0 4 .:
Old : 41: 25 26 . . 4 . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 42.7 66.0 61.2 38.1 34.3 47.6 43.6
Old : 47.9 42.7 66.0 61.2 38.1 34.3 47.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Futures Only, December 29, 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 : 29,225: 20,510 15,450 1,155 9,150 2,070 2,550 300 160 670 0 255: 1,855 1,840
Old : 29,225: 20,510 15,450 1,155 9,150 2,070 2,550 300 160 670 0 255: 1,855 1,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 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: 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 0.0 0.9: 6.3 6.3
Old : 100.0: 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 0.0 0.9: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . . . . . . . 0 .:
Old : 20: 11 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 : 63.6 87.3 85.0 92.4 61.2 82.3 77.4 84.4
Old : 63.6 87.3 85.0 92.4 61.2 82.3 77.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Futures Only, December 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,815: 20,810 14,850 445 8,685 2,475 2,600 300 100 0 35 550: 1,835 1,820
Old : 28,815: 20,810 14,850 445 8,685 2,475 2,600 300 100 0 35 550: 1,835 1,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9: 6.4 6.3
Old : 100.0: 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 5 . . . . . . 0 . .:
Old : 20: 11 5 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 86.7 86.3 92.7 65.6 79.8 77.3 82.1
Old : 66.8 86.7 86.3 92.7 65.6 79.8 77.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 04, 2021