COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 19,618: 14,854 9,419 748 422 1,164 486 765 183 328 5,957 1,161: 694 547
Old : 19,618: 14,854 9,419 748 422 1,164 486 765 183 328 5,957 1,161: 694 547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -1,322: -722 -1,049 -164 32 -64 37 -250 -54 -47 240 -288: -20 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 48.0 3.8 2.2 5.9 2.5 3.9 0.9 1.7 30.4 5.9: 3.5 2.8
Old : 100.0: 75.7 48.0 3.8 2.2 5.9 2.5 3.9 0.9 1.7 30.4 5.9: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 11 . . 5 . . . . 5 4:
Old : 27: 11 11 . . 5 . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 40.6 76.9 68.7 37.8 33.2 47.2 44.9
Old : 53.2 40.6 76.9 68.7 37.8 33.2 47.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 16,211: 10,092 8,390 684 1,449 2,271 806 256 1,195 152 1,642 857: 155 151
Old : 16,211: 10,092 8,390 684 1,449 2,271 806 256 1,195 152 1,642 857: 155 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -2,573: -1,229 -1,229 42 -151 -631 14 -60 -351 -54 211 -363: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 51.8 4.2 8.9 14.0 5.0 1.6 7.4 0.9 10.1 5.3: 1.0 0.9
Old : 100.0: 62.3 51.8 4.2 8.9 14.0 5.0 1.6 7.4 0.9 10.1 5.3: 1.0 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 : 42: 19 20 . . . . . 4 . 10 11:
Old : 42: 19 20 . . . . . 4 . 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 43.2 70.6 62.4 31.1 29.2 42.2 37.7
Old : 46.3 43.2 70.6 62.4 31.1 29.2 42.2 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 39,569: 26,491 32,381 4,432 310 2,328 889 200 139 2,955 1,310 2,250: 85 651
Old : 39,569: 26,491 32,381 4,432 310 2,328 889 200 139 2,955 1,310 2,250: 85 651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,601: 1,356 350 265 0 -70 0 0 0 -25 560 125: -50 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 81.8 11.2 0.8 5.9 2.2 0.5 0.4 7.5 3.3 5.7: 0.2 1.6
Old : 100.0: 66.9 81.8 11.2 0.8 5.9 2.2 0.5 0.4 7.5 3.3 5.7: 0.2 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 : 37: 19 23 . . . . . . . 5 5:
Old : 37: 19 23 . . . . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 53.8 76.5 74.6 46.3 47.3 63.1 60.2
Old : 50.0 53.8 76.5 74.6 46.3 47.3 63.1 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 33,754: 27,249 29,100 0 2,116 1,078 25 356 304 4,150 25 775: 173 0
Old : 33,754: 27,249 29,100 0 2,116 1,078 25 356 304 4,150 25 775: 173 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -52: -168 -145 0 -220 125 0 65 -27 -305 0 150: 173 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 86.2 0.0 6.3 3.2 0.1 1.1 0.9 12.3 0.1 2.3: 0.5 0.0
Old : 100.0: 80.7 86.2 0.0 6.3 3.2 0.1 1.1 0.9 12.3 0.1 2.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 20 0 . . . . . 5 . .:
Old : 33: 17 20 0 . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 64.4 78.3 85.6 55.7 56.3 69.6 73.4
Old : 59.1 64.4 78.3 85.6 55.7 56.3 69.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 137,014: 105,931 99,918 2,957 14,510 8,412 7,313 1,790 5,185 3,741 3,887 3,222: 253 90
Old : 137,014: 105,931 99,918 2,957 14,510 8,412 7,313 1,790 5,185 3,741 3,887 3,222: 253 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,949: 1,252 3,880 105 -619 278 1,730 130 -515 34 -287 57: 8 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 72.9 2.2 10.6 6.1 5.3 1.3 3.8 2.7 2.8 2.4: 0.2 0.1
Old : 100.0: 77.3 72.9 2.2 10.6 6.1 5.3 1.3 3.8 2.7 2.8 2.4: 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 : 62: 30 31 . . 5 4 6 . 10 . 8:
Old : 62: 30 31 . . 5 4 6 . 10 . 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 34.2 68.8 56.2 39.6 28.8 47.9 39.5
Old : 48.5 34.2 68.8 56.2 39.6 28.8 47.9 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 69,513: 58,047 49,909 3,440 9,202 4,615 275 760 1,463 571 2,402 1,101: 0 61
Old : 69,513: 58,047 49,909 3,440 9,202 4,615 275 760 1,463 571 2,402 1,101: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 527: 478 620 0 207 -230 100 -149 -146 125 25 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 71.8 4.9 13.2 6.6 0.4 1.1 2.1 0.8 3.5 1.6: 0.0 0.1
Old : 100.0: 83.5 71.8 4.9 13.2 6.6 0.4 1.1 2.1 0.8 3.5 1.6: 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 : 42: 24 21 . . . . . . . 4 .:
Old : 42: 24 21 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 73.5 81.2 85.4 58.1 58.5 68.0 68.3
Old : 62.0 73.5 81.2 85.4 58.1 58.5 68.0 68.3
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 - Options and Futures Combined, June 30, 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 : 40,711: 37,396 29,460 657 7,465 1,183 0 1,178 0 1,175 1,125 300: 0 0
Old : 40,711: 37,396 29,460 657 7,465 1,183 0 1,178 0 1,175 1,125 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 295: -15 360 60 -140 125 0 -50 0 125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 72.4 1.6 18.3 2.9 0.0 2.9 0.0 2.9 2.8 0.7: 0.0 0.0
Old : 100.0: 91.9 72.4 1.6 18.3 2.9 0.0 2.9 0.0 2.9 2.8 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 13 . . . 0 . 0 . . .:
Old : 27: 13 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 79.2 91.7 93.3 71.2 65.3 78.1 78.1
Old : 79.4 79.2 91.7 93.3 71.2 65.3 78.1 78.1
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 - Options and Futures Combined, June 30, 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 : 60,456: 34,783 23,677 933 27,586 2,944 15,565 100 50 1,448 1,510 4,503: 230 86
Old : 60,456: 34,783 23,677 933 27,586 2,944 15,565 100 50 1,448 1,510 4,503: 230 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -75: -331 -323 29 15 278 0 -50 0 -26 30 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 39.2 1.5 45.6 4.9 25.7 0.2 0.1 2.4 2.5 7.4: 0.4 0.1
Old : 100.0: 57.5 39.2 1.5 45.6 4.9 25.7 0.2 0.1 2.4 2.5 7.4: 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 : 38: 19 18 . . 5 4 . . . . .:
Old : 38: 19 18 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 67.3 71.2 83.6 46.5 58.7 59.8 70.6
Old : 48.7 67.3 71.2 83.6 46.5 58.7 59.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 76,725: 43,058 24,255 0 41,762 4,728 22,952 525 120 2,578 2,483 2,787: 502 65
Old : 76,725: 43,058 24,255 0 41,762 4,728 22,952 525 120 2,578 2,483 2,787: 502 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 733: -41 325 0 215 185 565 75 -75 451 93 -93: -259 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 31.6 0.0 54.4 6.2 29.9 0.7 0.2 3.4 3.2 3.6: 0.7 0.1
Old : 100.0: 56.1 31.6 0.0 54.4 6.2 29.9 0.7 0.2 3.4 3.2 3.6: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 20 19 0 4 4 6 . . 4 . .:
Old : 43: 20 19 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 : 52.9 70.5 71.1 85.3 51.4 63.3 65.6 75.3
Old : 52.9 70.5 71.1 85.3 51.4 63.3 65.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,617: 52,399 45,135 11,802 20,728 3,442 0 0 0 1,948 808 1,504: 522 0
Old : 71,617: 52,399 45,135 11,802 20,728 3,442 0 0 0 1,948 808 1,504: 522 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,844: 1,713 1,779 90 65 0 0 0 0 41 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 63.0 16.5 28.9 4.8 0.0 0.0 0.0 2.7 1.1 2.1: 0.7 0.0
Old : 100.0: 73.2 63.0 16.5 28.9 4.8 0.0 0.0 0.0 2.7 1.1 2.1: 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 : 38: 24 23 . . . 0 0 0 . . .:
Old : 38: 24 23 . . . 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 : 44.2 62.5 66.2 84.9 40.7 62.5 59.4 76.9
Old : 44.2 62.5 66.2 84.9 40.7 62.5 59.4 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 90,500: 63,675 50,153 20,987 35,765 1,396 0 175 0 1,754 845 2,166: 522 0
Old : 90,500: 63,675 50,153 20,987 35,765 1,396 0 175 0 1,754 845 2,166: 522 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,237: 2,061 2,046 29 150 41 0 0 0 106 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 55.4 23.2 39.5 1.5 0.0 0.2 0.0 1.9 0.9 2.4: 0.6 0.0
Old : 100.0: 70.4 55.4 23.2 39.5 1.5 0.0 0.2 0.0 1.9 0.9 2.4: 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: 24 23 5 . 4 0 . 0 . . .:
Old : 43: 24 23 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 : 43.3 66.9 63.5 84.1 42.5 66.9 61.3 77.5
Old : 43.3 66.9 63.5 84.1 42.5 66.9 61.3 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 44,432: 29,885 39,662 9,404 0 4,224 0 0 0 280 0 225: 414 321
Old : 44,432: 29,885 39,662 9,404 0 4,224 0 0 0 280 0 225: 414 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -90: -10 -100 -90 0 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 89.3 21.2 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7
Old : 100.0: 67.3 89.3 21.2 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 . 0 . 0 0 0 . 0 .:
Old : 24: 17 13 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 81.6 84.7 94.9 54.1 71.5 66.7 73.5
Old : 66.5 81.6 84.7 94.9 54.1 71.5 66.7 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 28,099: 26,014 16,513 0 9,030 1,251 0 600 0 360 695 0: 474 10
Old : 28,099: 26,014 16,513 0 9,030 1,251 0 600 0 360 695 0: 474 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -745: -745 -745 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 58.8 0.0 32.1 4.5 0.0 2.1 0.0 1.3 2.5 0.0: 1.7 0.0
Old : 100.0: 92.6 58.8 0.0 32.1 4.5 0.0 2.1 0.0 1.3 2.5 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 15 0 . . 0 . 0 . . 0:
Old : 25: 18 15 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.2 76.1 83.5 46.2 54.6 59.3 63.8
Old : 58.5 67.2 76.1 83.5 46.2 54.6 59.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 20,337: 11,980 18,675 6,415 0 1,140 0 0 0 395 222 300: 107 0
Old : 20,337: 11,980 18,675 6,415 0 1,140 0 0 0 395 222 300: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,250: 875 1,818 1,375 0 0 0 0 0 -210 222 210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 91.8 31.5 0.0 5.6 0.0 0.0 0.0 1.9 1.1 1.5: 0.5 0.0
Old : 100.0: 58.9 91.8 31.5 0.0 5.6 0.0 0.0 0.0 1.9 1.1 1.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . 0 . 0 0 0 . . .:
Old : 21: 11 12 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 77.3 83.2 94.5 54.8 69.2 65.8 71.6
Old : 62.7 77.3 83.2 94.5 54.8 69.2 65.8 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 86,608: 62,238 62,870 370 9,862 9,100 6,620 1,397 52 5,943 1,181 1,899: 385 247
Old : 86,608: 62,238 62,870 370 9,862 9,100 6,620 1,397 52 5,943 1,181 1,899: 385 247
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 750: 554 -265 0 534 537 48 -2 -22 -317 -115 34: -84 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 72.6 0.4 11.4 10.5 7.6 1.6 0.1 6.9 1.4 2.2: 0.4 0.3
Old : 100.0: 71.9 72.6 0.4 11.4 10.5 7.6 1.6 0.1 6.9 1.4 2.2: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 31 32 . . . 6 . . 11 5 8:
Old : 66: 31 32 . . . 6 . . 11 5 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 : 33.7 41.8 55.6 66.4 20.1 21.2 29.8 31.7
Old : 33.7 41.8 55.6 66.4 20.1 21.2 29.8 31.7
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 - Options and Futures Combined, June 30, 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 : 13,104: 8,493 12,810 3,717 0 144 750 0 0 0 150 0: 0 0
Old : 13,104: 8,493 12,810 3,717 0 144 750 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 144: 0 0 0 0 144 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 97.8 28.4 0.0 1.1 5.7 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 64.8 97.8 28.4 0.0 1.1 5.7 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . 0 . . 0 0 0 . 0:
Old : 20: 8 12 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 68.6 94.8 94.4 55.8 57.6 72.8 72.8
Old : 61.8 68.6 94.8 94.4 55.8 57.6 72.8 72.8
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 - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,044: 8,433 12,750 3,717 0 144 750 0 0 0 150 0: 0 0
Old : 13,044: 8,433 12,750 3,717 0 144 750 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 144: 0 0 0 0 144 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 97.7 28.5 0.0 1.1 5.7 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 64.7 97.7 28.5 0.0 1.1 5.7 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . 0 . . 0 0 0 . 0:
Old : 20: 8 12 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 68.5 95.2 94.4 56.0 57.9 72.7 72.6
Old : 62.0 68.5 95.2 94.4 56.0 57.9 72.7 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,161: 36,934 35,294 0 5,801 3,348 0 700 0 5,245 300 310: 324 408
Old : 46,161: 36,934 35,294 0 5,801 3,348 0 700 0 5,245 300 310: 324 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,310: 2,010 2,610 0 -600 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 76.5 0.0 12.6 7.3 0.0 1.5 0.0 11.4 0.6 0.7: 0.7 0.9
Old : 100.0: 80.0 76.5 0.0 12.6 7.3 0.0 1.5 0.0 11.4 0.6 0.7: 0.7 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 : 31: 17 16 0 . . 0 . 0 4 . .:
Old : 31: 17 16 0 . . 0 . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 51.3 74.0 78.7 45.1 41.4 61.1 57.6
Old : 46.6 51.3 74.0 78.7 45.1 41.4 61.1 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,088: 7,996 12,535 3,259 0 84 45 100 25 1,464 0 0: 215 344
Old : 13,088: 7,996 12,535 3,259 0 84 45 100 25 1,464 0 0: 215 344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,415: 1,800 2,415 475 0 0 0 0 0 120 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 95.8 24.9 0.0 0.6 0.3 0.8 0.2 11.2 0.0 0.0: 1.6 2.6
Old : 100.0: 61.1 95.8 24.9 0.0 0.6 0.3 0.8 0.2 11.2 0.0 0.0: 1.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 13 . 0 . . . . . 0 0:
Old : 20: 9 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 : 79.8 85.8 93.5 92.7 78.0 83.9 90.4 89.6
Old : 79.8 85.8 93.5 92.7 78.0 83.9 90.4 89.6
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 - Options and Futures Combined, June 30, 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 : 49,102: 36,352 43,087 6,324 0 5,379 0 0 0 690 100 200: 157 336
Old : 49,102: 36,352 43,087 6,324 0 5,379 0 0 0 690 100 200: 157 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 93: 53 -7 -60 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 87.7 12.9 0.0 11.0 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 0.7
Old : 100.0: 74.0 87.7 12.9 0.0 11.0 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 17 . 0 . 0 0 0 . . .:
Old : 33: 21 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 : 51.5 76.3 74.3 91.6 37.9 63.3 52.2 65.5
Old : 51.5 76.3 74.3 91.6 37.9 63.3 52.2 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 42,065: 36,311 29,642 55 6,413 4,673 115 900 50 340 365 10: 511 12
Old : 42,065: 36,311 29,642 55 6,413 4,673 115 900 50 340 365 10: 511 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -42: -446 59 0 -495 394 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 70.5 0.1 15.2 11.1 0.3 2.1 0.1 0.8 0.9 0.0: 1.2 0.0
Old : 100.0: 86.3 70.5 0.1 15.2 11.1 0.3 2.1 0.1 0.8 0.9 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 : 34: 22 21 . . . . . . . . .:
Old : 34: 22 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 61.3 79.4 83.4 46.7 47.2 56.3 58.3
Old : 59.3 61.3 79.4 83.4 46.7 47.2 56.3 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 69,050: 53,136 66,757 11,817 230 1,550 0 0 0 1,473 200 73: 1,001 240
Old : 69,050: 53,136 66,757 11,817 230 1,550 0 0 0 1,473 200 73: 1,001 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 300: -10 300 304 0 0 0 0 0 0 0 0: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 96.7 17.1 0.3 2.2 0.0 0.0 0.0 2.1 0.3 0.1: 1.4 0.3
Old : 100.0: 77.0 96.7 17.1 0.3 2.2 0.0 0.0 0.0 2.1 0.3 0.1: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 11 5 . 4 0 0 0 . . .:
Old : 29: 16 11 5 . 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 : 56.3 92.1 78.3 96.6 55.6 87.8 76.4 89.6
Old : 56.3 92.1 78.3 96.6 55.6 87.8 76.4 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 73,821: 61,419 67,932 5,688 787 4,088 0 525 0 2,022 200 104: 500 185
Old : 73,821: 61,419 67,932 5,688 787 4,088 0 525 0 2,022 200 104: 500 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 406: -54 151 455 100 -20 0 175 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 92.0 7.7 1.1 5.5 0.0 0.7 0.0 2.7 0.3 0.1: 0.7 0.3
Old : 100.0: 83.2 92.0 7.7 1.1 5.5 0.0 0.7 0.0 2.7 0.3 0.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 12 . . 4 0 . 0 . . .:
Old : 34: 20 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 : 50.8 86.7 74.2 96.1 50.8 83.4 72.9 87.4
Old : 50.8 86.7 74.2 96.1 50.8 83.4 72.9 87.4
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 - Options and Futures Combined, June 30, 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 : 84,425: 69,178 75,130 9,325 4,645 1,394 0 473 75 1,375 0 2,638: 440 70
Old : 84,425: 69,178 75,130 9,325 4,645 1,394 0 473 75 1,375 0 2,638: 440 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,108: 644 763 -56 300 15 0 15 0 162 -328 343: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 89.0 11.0 5.5 1.7 0.0 0.6 0.1 1.6 0.0 3.1: 0.5 0.1
Old : 100.0: 81.9 89.0 11.0 5.5 1.7 0.0 0.6 0.1 1.6 0.0 3.1: 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 : 40: 22 20 6 . 4 0 . . . 0 .:
Old : 40: 22 20 6 . 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 : 56.0 57.8 71.8 82.9 55.9 55.7 70.0 76.0
Old : 56.0 57.8 71.8 82.9 55.9 55.7 70.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 103,673: 83,528 91,060 10,803 4,348 2,932 677 1,563 200 1,701 0 3,505: 327 65
Old : 103,673: 83,528 91,060 10,803 4,348 2,932 677 1,563 200 1,701 0 3,505: 327 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 312: -317 727 -218 257 -4 0 -9 -100 422 -1,118 528: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 87.8 10.4 4.2 2.8 0.7 1.5 0.2 1.6 0.0 3.4: 0.3 0.1
Old : 100.0: 80.6 87.8 10.4 4.2 2.8 0.7 1.5 0.2 1.6 0.0 3.4: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 25 29 6 . 4 . 6 4 7 0 4:
Old : 55: 25 29 6 . 4 . 6 4 7 0 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 50.9 69.0 76.0 49.3 50.5 63.9 70.2
Old : 50.4 50.9 69.0 76.0 49.3 50.5 63.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 60,613: 42,219 53,666 17,834 1,793 120 0 3,434 0 325 1,500 100: 15 0
Old : 60,613: 42,219 53,666 17,834 1,793 120 0 3,434 0 325 1,500 100: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -64: -289 -203 0 0 0 0 89 0 225 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 88.5 29.4 3.0 0.2 0.0 5.7 0.0 0.5 2.5 0.2: 0.0 0.0
Old : 100.0: 69.7 88.5 29.4 3.0 0.2 0.0 5.7 0.0 0.5 2.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 . . . 0 . 0 . . .:
Old : 29: 13 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 89.6 95.2 96.5 73.7 86.8 90.4 91.2
Old : 73.8 89.6 95.2 96.5 73.7 86.8 90.4 91.2
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 - Options and Futures Combined, June 30, 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 : 54,715: 36,185 53,390 16,830 0 225 0 175 0 1,250 700 225: 0 0
Old : 54,715: 36,185 53,390 16,830 0 225 0 175 0 1,250 700 225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 25: 25 50 0 0 0 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 97.6 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 0.4: 0.0 0.0
Old : 100.0: 66.1 97.6 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 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 : 24: 11 8 . 0 . 0 . 0 . . .:
Old : 24: 11 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 95.6 94.9 98.5 80.8 91.8 91.4 93.7
Old : 80.8 95.6 94.9 98.5 80.8 91.8 91.4 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 - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 58,567: 36,094 53,487 17,170 127 2,267 725 35 75 1,042 1,562 863: 331 151
Old : 58,567: 36,094 53,487 17,170 127 2,267 725 35 75 1,042 1,562 863: 331 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 629: 583 616 -178 0 19 0 0 0 217 0 -12: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 91.3 29.3 0.2 3.9 1.2 0.1 0.1 1.8 2.7 1.5: 0.6 0.3
Old : 100.0: 61.6 91.3 29.3 0.2 3.9 1.2 0.1 0.1 1.8 2.7 1.5: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 18 5 . . . . . . . .:
Old : 32: 17 18 5 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 80.4 72.2 89.3 47.4 75.8 66.9 80.0
Old : 51.5 80.4 72.2 89.3 47.4 75.8 66.9 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 65,754: 47,204 58,346 14,119 375 418 1,070 3,225 275 1,648 1,853 864: 156 398
Old : 65,754: 47,204 58,346 14,119 375 418 1,070 3,225 275 1,648 1,853 864: 156 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 945: 1,328 1,021 -870 -50 50 175 60 -60 347 -54 -25: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 88.7 21.5 0.6 0.6 1.6 4.9 0.4 2.5 2.8 1.3: 0.2 0.6
Old : 100.0: 71.8 88.7 21.5 0.6 0.6 1.6 4.9 0.4 2.5 2.8 1.3: 0.2 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 : 37: 19 19 . . . 4 . . . 4 .:
Old : 37: 19 19 . . . 4 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 75.8 75.5 88.7 50.9 71.2 71.9 79.4
Old : 52.0 75.8 75.5 88.7 50.9 71.2 71.9 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 26,256: 12,555 24,675 13,173 0 436 0 925 0 0 0 0: 92 220
Old : 26,256: 12,555 24,675 13,173 0 436 0 925 0 0 0 0: 92 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 445: 200 425 245 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 94.0 50.2 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.4 0.8
Old : 100.0: 47.8 94.0 50.2 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 5 0 . 0 . 0 0 0 0:
Old : 25: 14 13 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 79.6 88.0 94.8 69.8 75.9 84.9 90.9
Old : 71.7 79.6 88.0 94.8 69.8 75.9 84.9 90.9
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 - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 26,020: 12,369 25,283 12,895 0 372 0 225 0 0 0 0: 384 140
Old : 26,020: 12,369 25,283 12,895 0 372 0 225 0 0 0 0: 384 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 480: 230 480 250 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 97.2 49.6 0.0 1.4 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 0.5
Old : 100.0: 47.5 97.2 49.6 0.0 1.4 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 6 0 . 0 . 0 0 0 0:
Old : 23: 13 13 6 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 86.6 86.6 96.5 69.2 79.7 83.6 89.2
Old : 70.7 86.6 86.6 96.5 69.2 79.7 83.6 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 31,304: 25,547 22,402 3,050 4,858 783 0 634 330 1,350 1,507 185: 59 605
Old : 31,304: 25,547 22,402 3,050 4,858 783 0 634 330 1,350 1,507 185: 59 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 43: 41 50 0 15 0 0 0 0 0 0 0: 2 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 71.6 9.7 15.5 2.5 0.0 2.0 1.1 4.3 4.8 0.6: 0.2 1.9
Old : 100.0: 81.6 71.6 9.7 15.5 2.5 0.0 2.0 1.1 4.3 4.8 0.6: 0.2 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 : 30: 15 16 . . . 0 . . . . .:
Old : 30: 15 16 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 55.3 87.6 75.9 65.7 52.5 80.1 72.1
Old : 72.7 55.3 87.6 75.9 65.7 52.5 80.1 72.1
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 - Options and Futures Combined, June 30, 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 : 18,985: 15,272 14,993 1,448 1,012 230 0 1,080 0 675 1,053 162: 1,198 455
Old : 18,985: 15,272 14,993 1,448 1,012 230 0 1,080 0 675 1,053 162: 1,198 455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 85: 105 50 0 5 0 0 0 0 0 50 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 79.0 7.6 5.3 1.2 0.0 5.7 0.0 3.6 5.5 0.9: 6.3 2.4
Old : 100.0: 80.4 79.0 7.6 5.3 1.2 0.0 5.7 0.0 3.6 5.5 0.9: 6.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . . 0 . 0 . . .:
Old : 20: 9 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 67.3 90.7 85.0 79.0 64.3 86.0 79.1
Old : 79.0 67.3 90.7 85.0 79.0 64.3 86.0 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 59,502: 44,918 28,969 6,799 21,784 886 2,656 5,884 284 2,147 0 1,656: 156 39
Old : 59,502: 44,918 28,969 6,799 21,784 886 2,656 5,884 284 2,147 0 1,656: 156 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 387: 73 420 81 -305 -125 0 410 0 264 -121 108: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 48.7 11.4 36.6 1.5 4.5 9.9 0.5 3.6 0.0 2.8: 0.3 0.1
Old : 100.0: 75.5 48.7 11.4 36.6 1.5 4.5 9.9 0.5 3.6 0.0 2.8: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 20 5 . 6 . . . 4 0 .:
Old : 41: 25 20 5 . 6 . . . 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 : 50.8 71.6 67.6 85.3 46.5 61.6 60.9 71.7
Old : 50.8 71.6 67.6 85.3 46.5 61.6 60.9 71.7
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 - Options and Futures Combined, June 30, 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 : 37,540: 32,002 14,017 1,967 19,176 1,339 725 1,313 70 591 865 693: 153 67
Old : 37,540: 32,002 14,017 1,967 19,176 1,339 725 1,313 70 591 865 693: 153 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 54: 73 23 190 52 -149 0 218 -90 30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 37.3 5.2 51.1 3.6 1.9 3.5 0.2 1.6 2.3 1.8: 0.4 0.2
Old : 100.0: 85.2 37.3 5.2 51.1 3.6 1.9 3.5 0.2 1.6 2.3 1.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 16 5 . . . . . . . .:
Old : 37: 22 16 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 : 60.4 71.0 77.7 83.7 54.8 66.9 63.7 72.9
Old : 60.4 71.0 77.7 83.7 54.8 66.9 63.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 19,865: 10,438 18,231 7,296 0 970 301 264 0 450 200 200: 210 0
Old : 19,865: 10,438 18,231 7,296 0 970 301 264 0 450 200 200: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 195: 140 195 50 0 0 0 0 0 -100 0 0: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 91.8 36.7 0.0 4.9 1.5 1.3 0.0 2.3 1.0 1.0: 1.1 0.0
Old : 100.0: 52.5 91.8 36.7 0.0 4.9 1.5 1.3 0.0 2.3 1.0 1.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 17 . 0 . . . 0 . . .:
Old : 33: 17 17 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 75.0 82.5 86.2 58.4 67.4 72.4 75.5
Old : 63.6 75.0 82.5 86.2 58.4 67.4 72.4 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 19,526: 8,785 17,456 8,115 0 1,920 0 50 0 575 100 0: 131 0
Old : 19,526: 8,785 17,456 8,115 0 1,920 0 50 0 575 100 0: 131 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 0: -115 0 75 0 0 0 0 0 0 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 89.4 41.6 0.0 9.8 0.0 0.3 0.0 2.9 0.5 0.0: 0.7 0.0
Old : 100.0: 45.0 89.4 41.6 0.0 9.8 0.0 0.3 0.0 2.9 0.5 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 : 21: 11 8 . 0 . 0 . 0 . . 0:
Old : 21: 11 8 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 94.2 95.3 99.0 64.8 84.6 85.5 87.3
Old : 74.7 94.2 95.3 99.0 64.8 84.6 85.5 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 12,390: 7,323 8,855 3,202 2,300 475 150 0 0 295 100 490: 455 170
Old : 12,390: 7,323 8,855 3,202 2,300 475 150 0 0 295 100 490: 455 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,245: 540 200 395 600 310 0 0 0 0 0 0: 0 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 71.5 25.8 18.6 3.8 1.2 0.0 0.0 2.4 0.8 4.0: 3.7 1.4
Old : 100.0: 59.1 71.5 25.8 18.6 3.8 1.2 0.0 0.0 2.4 0.8 4.0: 3.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . . . . 0 0 . . .:
Old : 23: 12 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 67.4 77.6 85.1 50.9 61.1 66.9 75.2
Old : 56.6 67.4 77.6 85.1 50.9 61.1 66.9 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,381: 6,411 7,850 3,154 2,300 476 150 0 0 265 100 485: 440 170
Old : 11,381: 6,411 7,850 3,154 2,300 476 150 0 0 265 100 485: 440 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,245: 540 200 395 600 310 0 0 0 0 0 0: 0 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 69.0 27.7 20.2 4.2 1.3 0.0 0.0 2.3 0.9 4.3: 3.9 1.5
Old : 100.0: 56.3 69.0 27.7 20.2 4.2 1.3 0.0 0.0 2.3 0.9 4.3: 3.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . . 0 0 . . .:
Old : 23: 11 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 68.3 77.9 87.9 50.6 61.6 67.4 78.5
Old : 58.2 68.3 77.9 87.9 50.6 61.6 67.4 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,736: 21,590 29,736 10,445 0 360 200 0 0 1,050 3,715 1,925: 166 0
Old : 35,736: 21,590 29,736 10,445 0 360 200 0 0 1,050 3,715 1,925: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 30: 50 50 -135 0 30 -50 0 0 0 -50 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 83.2 29.2 0.0 1.0 0.6 0.0 0.0 2.9 10.4 5.4: 0.5 0.0
Old : 100.0: 60.4 83.2 29.2 0.0 1.0 0.6 0.0 0.0 2.9 10.4 5.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . 0 . . 0 0 . 4 .:
Old : 31: 16 12 . 0 . . 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 64.4 83.7 91.0 65.1 57.6 74.5 76.0
Old : 69.3 64.4 83.7 91.0 65.1 57.6 74.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 36,131: 22,180 30,311 10,215 0 465 200 0 0 1,050 3,500 1,855: 166 0
Old : 36,131: 22,180 30,311 10,215 0 465 200 0 0 1,050 3,500 1,855: 166 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 20: 50 50 -135 0 20 -50 0 0 0 -50 0: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 83.9 28.3 0.0 1.3 0.6 0.0 0.0 2.9 9.7 5.1: 0.5 0.0
Old : 100.0: 61.4 83.9 28.3 0.0 1.3 0.6 0.0 0.0 2.9 9.7 5.1: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 13 . 0 . . 0 0 . 4 .:
Old : 31: 16 13 . 0 . . 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 65.9 82.2 91.5 63.7 57.7 72.9 76.4
Old : 67.5 65.9 82.2 91.5 63.7 57.7 72.9 76.4
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 - Options and Futures Combined, June 30, 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 : 116,629: 82,583 95,295 23,648 5,427 7,277 125 1,125 755 365 4,871 1,799: 77 80
Old : 116,629: 82,583 95,295 23,648 5,427 7,277 125 1,125 755 365 4,871 1,799: 77 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,903: 24 2,778 -194 -2,879 2,099 0 150 0 -230 -445 200: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 81.7 20.3 4.7 6.2 0.1 1.0 0.6 0.3 4.2 1.5: 0.1 0.1
Old : 100.0: 70.8 81.7 20.3 4.7 6.2 0.1 1.0 0.6 0.3 4.2 1.5: 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 : 56: 34 28 5 . 4 . . . . 7 .:
Old : 56: 34 28 5 . 4 . . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 54.5 58.8 73.9 34.7 50.2 54.0 63.5
Old : 39.3 54.5 58.8 73.9 34.7 50.2 54.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 130,309: 91,545 108,747 23,718 1,640 9,670 36 1,610 1,690 559 3,841 3,031: 60 80
Old : 130,309: 91,545 108,747 23,718 1,640 9,670 36 1,610 1,690 559 3,841 3,031: 60 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,361: 583 3,330 358 -2,650 1,334 36 544 -19 -200 -439 261: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 83.5 18.2 1.3 7.4 0.0 1.2 1.3 0.4 2.9 2.3: 0.0 0.1
Old : 100.0: 70.3 83.5 18.2 1.3 7.4 0.0 1.2 1.3 0.4 2.9 2.3: 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 : 61: 37 28 6 . 6 . . 4 . 8 5:
Old : 61: 37 28 6 . 6 . . 4 . 8 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 56.6 54.6 77.8 31.1 52.9 48.5 67.0
Old : 33.0 56.6 54.6 77.8 31.1 52.9 48.5 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 545,705: 300,196 367,412 57,538 4,349 98,928 14,295 13,680 31,717 19,896 6,654 22,801: 335 164
Old : 545,705: 300,196 367,412 57,538 4,349 98,928 14,295 13,680 31,717 19,896 6,654 22,801: 335 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,870: 4,621 9,448 4,486 125 -2,444 -2,516 -2,734 1,253 720 506 -284: 34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 67.3 10.5 0.8 18.1 2.6 2.5 5.8 3.6 1.2 4.2: 0.1 0.0
Old : 100.0: 55.0 67.3 10.5 0.8 18.1 2.6 2.5 5.8 3.6 1.2 4.2: 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 : 92: 43 36 4 . 5 9 8 8 19 6 17:
Old : 92: 43 36 4 . 5 9 8 8 19 6 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 : 44.6 38.7 61.9 61.0 15.3 14.4 20.1 21.2
Old : 44.6 38.7 61.9 61.0 15.3 14.4 20.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,259: 9,849 14,955 938 95 1,474 870 100 565 3,433 0 0: 130 70
Old : 17,259: 9,849 14,955 938 95 1,474 870 100 565 3,433 0 0: 130 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 720: 925 150 -750 0 570 50 -500 500 -385 0 0: -190 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 86.7 5.4 0.6 8.5 5.0 0.6 3.3 19.9 0.0 0.0: 0.8 0.4
Old : 100.0: 57.1 86.7 5.4 0.6 8.5 5.0 0.6 3.3 19.9 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . . . . . . . 0 0:
Old : 27: 13 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 : 58.7 76.5 76.9 93.9 55.0 66.4 70.4 75.0
Old : 58.7 76.5 76.9 93.9 55.0 66.4 70.4 75.0
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 - Options and Futures Combined, June 30, 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 : 14,096: 7,027 12,010 1,415 120 1,311 175 300 355 3,683 0 0: 130 0
Old : 14,096: 7,027 12,010 1,415 120 1,311 175 300 355 3,683 0 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 435: 895 135 -550 0 300 50 -300 300 -385 0 0: -175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 85.2 10.0 0.9 9.3 1.2 2.1 2.5 26.1 0.0 0.0: 0.9 0.0
Old : 100.0: 49.9 85.2 10.0 0.9 9.3 1.2 2.1 2.5 26.1 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . . . . . . 0 0:
Old : 26: 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 : 59.3 73.8 82.8 93.4 56.6 64.6 70.2 75.0
Old : 59.3 73.8 82.8 93.4 56.6 64.6 70.2 75.0
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 - Options and Futures Combined, June 30, 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 : 16,940: 13,228 15,226 934 0 209 350 0 0 1,970 1,250 225: 24 30
Old : 16,940: 13,228 15,226 934 0 209 350 0 0 1,970 1,250 225: 24 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 784: 925 425 -200 0 84 0 0 0 -100 200 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 89.9 5.5 0.0 1.2 2.1 0.0 0.0 11.6 7.4 1.3: 0.1 0.2
Old : 100.0: 78.1 89.9 5.5 0.0 1.2 2.1 0.0 0.0 11.6 7.4 1.3: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 12 24 4 0 . . 0 0 . . .:
Old : 37: 12 24 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 : 79.6 60.5 90.5 77.5 75.7 59.7 84.7 75.7
Old : 79.6 60.5 90.5 77.5 75.7 59.7 84.7 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 89,691: 62,647 63,963 17,722 12,166 1,440 0 4,240 0 0 0 0: 7,882 7,882
Old : 89,691: 62,647 63,963 17,722 12,166 1,440 0 4,240 0 0 0 0: 7,882 7,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 871: 460 100 120 480 0 0 0 0 0 0 0: 291 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 71.3 19.8 13.6 1.6 0.0 4.7 0.0 0.0 0.0 0.0: 8.8 8.8
Old : 100.0: 69.8 71.3 19.8 13.6 1.6 0.0 4.7 0.0 0.0 0.0 0.0: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 19 . . . 0 . 0 0 0 0:
Old : 28: 16 19 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 54.7 86.0 79.8 76.6 52.2 80.8 75.9
Old : 78.9 54.7 86.0 79.8 76.6 52.2 80.8 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 74,612: 52,847 51,777 14,145 10,515 1,465 0 4,700 0 0 0 0: 6,155 6,155
Old : 74,612: 52,847 51,777 14,145 10,515 1,465 0 4,700 0 0 0 0: 6,155 6,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 240: -120 -500 120 480 0 0 20 0 0 0 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 69.4 19.0 14.1 2.0 0.0 6.3 0.0 0.0 0.0 0.0: 8.2 8.2
Old : 100.0: 70.8 69.4 19.0 14.1 2.0 0.0 6.3 0.0 0.0 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . . . 0 . 0 0 0 0:
Old : 28: 17 19 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 58.6 86.3 80.0 76.7 56.3 79.8 75.4
Old : 78.7 58.6 86.3 80.0 76.7 56.3 79.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 25,835: 7,785 16,750 8,030 0 5,060 600 1,005 0 1,640 0 0: 2,720 3,020
Old : 25,835: 7,785 16,750 8,030 0 5,060 600 1,005 0 1,640 0 0: 2,720 3,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -60: -135 50 185 0 -170 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 64.8 31.1 0.0 19.6 2.3 3.9 0.0 6.3 0.0 0.0: 10.5 11.7
Old : 100.0: 30.1 64.8 31.1 0.0 19.6 2.3 3.9 0.0 6.3 0.0 0.0: 10.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . 0 . . . 0 . 0 0:
Old : 22: 11 10 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 49.4 80.8 79.3 42.5 47.4 51.9 58.0
Old : 65.7 49.4 80.8 79.3 42.5 47.4 51.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 59,661: 32,030 21,163 8,444 25,526 360 11,620 4,720 4,020 0 960 0: 3,187 2,912
Old : 59,661: 32,030 21,163 8,444 25,526 360 11,620 4,720 4,020 0 960 0: 3,187 2,912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 403: 1,043 283 -510 0 0 0 250 50 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 35.5 14.2 42.8 0.6 19.5 7.9 6.7 0.0 1.6 0.0: 5.3 4.9
Old : 100.0: 53.7 35.5 14.2 42.8 0.6 19.5 7.9 6.7 0.0 1.6 0.0: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 14 . . . . . . 0 . 0:
Old : 27: 17 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 72.3 80.5 86.8 51.3 66.3 67.6 74.0
Old : 63.7 72.3 80.5 86.8 51.3 66.3 67.6 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,872: 20,307 17,921 10,984 13,425 360 2,565 2,425 3,060 0 360 300: 2,296 2,021
Old : 39,872: 20,307 17,921 10,984 13,425 360 2,565 2,425 3,060 0 360 300: 2,296 2,021
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 338: -172 38 460 0 0 0 250 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 44.9 27.5 33.7 0.9 6.4 6.1 7.7 0.0 0.9 0.8: 5.8 5.1
Old : 100.0: 50.9 44.9 27.5 33.7 0.9 6.4 6.1 7.7 0.0 0.9 0.8: 5.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 16 . . . . . . 0 . .:
Old : 24: 15 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 67.7 88.2 85.2 61.3 64.9 74.7 73.4
Old : 73.0 67.7 88.2 85.2 61.3 64.9 74.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,233: 13,648 12,383 5,560 3,405 300 0 3,600 1,800 0 0 0: 1,925 1,745
Old : 23,233: 13,648 12,383 5,560 3,405 300 0 3,600 1,800 0 0 0: 1,925 1,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 53.3 23.9 14.7 1.3 0.0 15.5 7.7 0.0 0.0 0.0: 8.3 7.5
Old : 100.0: 58.7 53.3 23.9 14.7 1.3 0.0 15.5 7.7 0.0 0.0 0.0: 8.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 11 . . . 0 . . 0 0 0:
Old : 21: 15 11 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 67.6 76.8 85.1 48.7 59.3 60.3 66.3
Old : 52.6 67.6 76.8 85.1 48.7 59.3 60.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Code-064CZT
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,447: 11,145 13,117 4,990 3,133 300 0 325 1,800 0 0 0: 1,212 772
Old : 19,447: 11,145 13,117 4,990 3,133 300 0 325 1,800 0 0 0: 1,212 772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 67.4 25.7 16.1 1.5 0.0 1.7 9.3 0.0 0.0 0.0: 6.2 4.0
Old : 100.0: 57.3 67.4 25.7 16.1 1.5 0.0 1.7 9.3 0.0 0.0 0.0: 6.2 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: 14 8 . . . 0 . . 0 0 0:
Old : 20: 14 8 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 75.5 77.9 91.0 46.2 61.8 61.1 66.2
Old : 55.5 75.5 77.9 91.0 46.2 61.8 61.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 33,840: 25,245 13,640 5,320 1,135 980 885 16,420 90 0 0 0: 1,320 1,575
Old : 33,840: 25,245 13,640 5,320 1,135 980 885 16,420 90 0 0 0: 1,320 1,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 0: 60 -70 0 70 0 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 40.3 15.7 3.4 2.9 2.6 48.5 0.3 0.0 0.0 0.0: 3.9 4.7
Old : 100.0: 74.6 40.3 15.7 3.4 2.9 2.6 48.5 0.3 0.0 0.0 0.0: 3.9 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 : 20: 12 12 . . . . . . 0 0 0:
Old : 20: 12 12 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 68.7 83.9 86.0 59.1 62.2 68.5 69.9
Old : 68.7 68.7 83.9 86.0 59.1 62.2 68.5 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 100,915: 61,100 32,915 1,090 37,575 5,315 13,125 1,550 880 0 3,205 635: 18,770 18,840
Old : 100,915: 61,100 32,915 1,090 37,575 5,315 13,125 1,550 880 0 3,205 635: 18,770 18,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 445: 100 250 200 350 -150 300 0 0 0 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 32.6 1.1 37.2 5.3 13.0 1.5 0.9 0.0 3.2 0.6: 18.6 18.7
Old : 100.0: 60.5 32.6 1.1 37.2 5.3 13.0 1.5 0.9 0.0 3.2 0.6: 18.6 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 20 . . . . . . 0 . .:
Old : 29: 17 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 50.2 73.3 66.4 52.1 48.7 58.0 57.0
Old : 55.7 50.2 73.3 66.4 52.1 48.7 58.0 57.0
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 - Options and Futures Combined, June 30, 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 : 95,990: 58,025 31,565 435 33,115 5,670 13,585 1,550 1,020 0 5,750 70: 17,185 17,250
Old : 95,990: 58,025 31,565 435 33,115 5,670 13,585 1,550 1,020 0 5,750 70: 17,185 17,250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 575: 145 345 125 325 -60 435 0 20 0 0 0: -90 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 32.9 0.5 34.5 5.9 14.2 1.6 1.1 0.0 6.0 0.1: 17.9 18.0
Old : 100.0: 60.4 32.9 0.5 34.5 5.9 14.2 1.6 1.1 0.0 6.0 0.1: 17.9 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . . . . . . 0 . .:
Old : 29: 17 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 47.5 73.0 67.6 50.4 46.7 57.9 55.7
Old : 53.4 47.5 73.0 67.6 50.4 46.7 57.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 25,174: 14,921 4,367 0 984 871 2,605 10,265 505 900 3,725 685: 4,687 3,772
Old : 25,174: 14,921 4,367 0 984 871 2,605 10,265 505 900 3,725 685: 4,687 3,772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -20: 150 10 0 105 -105 0 -50 0 0 90 -100: 35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 17.3 0.0 3.9 3.5 10.3 40.8 2.0 3.6 14.8 2.7: 18.6 15.0
Old : 100.0: 59.3 17.3 0.0 3.9 3.5 10.3 40.8 2.0 3.6 14.8 2.7: 18.6 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 0 . . . . . . . .:
Old : 25: 15 9 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 67.7 60.9 77.5 37.2 61.0 58.3 69.5
Old : 38.7 67.7 60.9 77.5 37.2 61.0 58.3 69.5
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 - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,354: 13,957 4,378 55 1,754 733 2,605 9,615 535 900 2,740 1,195: 4,374 3,404
Old : 24,354: 13,957 4,378 55 1,754 733 2,605 9,615 535 900 2,740 1,195: 4,374 3,404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 90: 150 10 0 160 0 0 -50 30 0 90 -100: 10 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 18.0 0.2 7.2 3.0 10.7 39.5 2.2 3.7 11.3 4.9: 18.0 14.0
Old : 100.0: 57.3 18.0 0.2 7.2 3.0 10.7 39.5 2.2 3.7 11.3 4.9: 18.0 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 : 25: 15 9 . . . . . . . . .:
Old : 25: 15 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 68.8 60.2 79.6 35.2 60.5 56.5 69.7
Old : 37.1 68.8 60.2 79.6 35.2 60.5 56.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,040: 19,860 53,160 13,650 8,265 60 19,315 0 25 9,240 0 0: 1,890 2,530
Old : 64,040: 19,860 53,160 13,650 8,265 60 19,315 0 25 9,240 0 0: 1,890 2,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 0: 50 0 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 83.0 21.3 12.9 0.1 30.2 0.0 0.0 14.4 0.0 0.0: 3.0 4.0
Old : 100.0: 31.0 83.0 21.3 12.9 0.1 30.2 0.0 0.0 14.4 0.0 0.0: 3.0 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 : 21: 11 7 . . . . 0 . . 0 0:
Old : 21: 11 7 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 87.5 92.1 95.2 70.8 85.7 90.3 90.9
Old : 70.9 87.5 92.1 95.2 70.8 85.7 90.3 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,330: 22,530 57,775 9,540 1,830 1,875 5,750 115 50 21,600 0 140: 2,845 2,545
Old : 64,330: 22,530 57,775 9,540 1,830 1,875 5,750 115 50 21,600 0 140: 2,845 2,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 600: 150 590 290 0 0 0 50 -50 200 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 89.8 14.8 2.8 2.9 8.9 0.2 0.1 33.6 0.0 0.2: 4.4 4.0
Old : 100.0: 35.0 89.8 14.8 2.8 2.9 8.9 0.2 0.1 33.6 0.0 0.2: 4.4 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 : 29: 15 10 . . . . . . 4 0 .:
Old : 29: 15 10 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 83.8 79.3 94.6 57.1 83.4 77.0 90.6
Old : 59.3 83.8 79.3 94.6 57.1 83.4 77.0 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 54,380: 21,535 48,115 9,975 2,190 1,110 5,750 115 50 13,010 0 490: 2,460 2,310
Old : 54,380: 21,535 48,115 9,975 2,190 1,110 5,750 115 50 13,010 0 490: 2,460 2,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 600: 150 590 290 0 0 0 50 -50 200 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 88.5 18.3 4.0 2.0 10.6 0.2 0.1 23.9 0.0 0.9: 4.5 4.2
Old : 100.0: 39.6 88.5 18.3 4.0 2.0 10.6 0.2 0.1 23.9 0.0 0.9: 4.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 10 . . . . . . 4 0 .:
Old : 29: 16 10 . . . . . . 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 : 54.7 81.2 78.0 93.4 52.5 80.6 75.8 90.3
Old : 54.7 81.2 78.0 93.4 52.5 80.6 75.8 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,810: 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530: 3,380 2,935
Old : 19,810: 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530: 3,380 2,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 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: 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7: 17.1 14.8
Old : 100.0: 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7: 17.1 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 7 . 0 . . . 0 . . .:
Old : 20: 9 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7
Old : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,605: 39,625 41,770 5,215 0 2,275 2,095 19,950 1,040 15,795 1,350 1,270: 6,290 5,950
Old : 73,605: 39,625 41,770 5,215 0 2,275 2,095 19,950 1,040 15,795 1,350 1,270: 6,290 5,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 100: -165 -415 -150 0 135 -100 0 40 0 0 0: 340 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 56.7 7.1 0.0 3.1 2.8 27.1 1.4 21.5 1.8 1.7: 8.5 8.1
Old : 100.0: 53.8 56.7 7.1 0.0 3.1 2.8 27.1 1.4 21.5 1.8 1.7: 8.5 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 : 29: 15 11 . 0 . . . . . . .:
Old : 29: 15 11 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 69.6 74.5 83.4 57.8 68.2 69.8 80.0
Old : 62.0 69.6 74.5 83.4 57.8 68.2 69.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,625: 39,185 36,595 4,610 0 2,545 1,970 19,950 1,040 12,090 1,350 1,270: 4,915 4,875
Old : 67,625: 39,185 36,595 4,610 0 2,545 1,970 19,950 1,040 12,090 1,350 1,270: 4,915 4,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 200: -65 -315 -150 0 195 -100 0 40 0 0 0: 280 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 54.1 6.8 0.0 3.8 2.9 29.5 1.5 17.9 2.0 1.9: 7.3 7.2
Old : 100.0: 57.9 54.1 6.8 0.0 3.8 2.9 29.5 1.5 17.9 2.0 1.9: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . 0 . . . . . . .:
Old : 29: 15 12 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 71.8 74.2 83.4 55.4 70.4 67.5 79.1
Old : 60.4 71.8 74.2 83.4 55.4 70.4 67.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,997: 38,236 22,341 0 19,130 300 17,715 0 3,515 50 14,610 2,005: 4,176 4,096
Old : 65,997: 38,236 22,341 0 19,130 300 17,715 0 3,515 50 14,610 2,005: 4,176 4,096
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,420: 1,270 2,445 0 -825 0 400 0 500 0 50 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 33.9 0.0 29.0 0.5 26.8 0.0 5.3 0.1 22.1 3.0: 6.3 6.2
Old : 100.0: 57.9 33.9 0.0 29.0 0.5 26.8 0.0 5.3 0.1 22.1 3.0: 6.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 12 0 . . . 0 . . . .:
Old : 29: 18 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 : 54.9 70.9 73.8 87.5 49.9 65.9 68.2 77.5
Old : 54.9 70.9 73.8 87.5 49.9 65.9 68.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 54,750: 36,222 19,020 0 16,377 300 9,065 0 3,565 50 10,210 2,250: 3,298 3,028
Old : 54,750: 36,222 19,020 0 16,377 300 9,065 0 3,565 50 10,210 2,250: 3,298 3,028
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,485: 1,335 2,435 0 -750 0 400 0 500 0 50 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 34.7 0.0 29.9 0.5 16.6 0.0 6.5 0.1 18.6 4.1: 6.0 5.5
Old : 100.0: 66.2 34.7 0.0 29.9 0.5 16.6 0.0 6.5 0.1 18.6 4.1: 6.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 12 0 . . . 0 . . . .:
Old : 29: 18 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 : 50.6 65.8 74.9 87.6 42.3 58.7 59.6 68.1
Old : 50.6 65.8 74.9 87.6 42.3 58.7 59.6 68.1
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 - Options and Futures Combined, June 30, 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 : 192,314: 101,633 91,015 16,928 110 7,271 8,409 21,000 5,461 1,350 16,030 2,130: 49,132 49,297
Old : 192,314: 101,633 91,015 16,928 110 7,271 8,409 21,000 5,461 1,350 16,030 2,130: 49,132 49,297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,000: 2,491 471 -2,030 -100 1,300 725 685 90 0 130 90: 2,334 2,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 47.3 8.8 0.1 3.8 4.4 10.9 2.8 0.7 8.3 1.1: 25.5 25.6
Old : 100.0: 52.8 47.3 8.8 0.1 3.8 4.4 10.9 2.8 0.7 8.3 1.1: 25.5 25.6
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 28 . . . . . . . 4 .:
Old : 43: 27 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 : 44.8 38.6 60.9 51.3 39.3 37.0 49.8 46.4
Old : 44.8 38.6 60.9 51.3 39.3 37.0 49.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 153,426: 75,669 83,323 20,180 0 3,069 6,799 10,825 5,546 1,535 9,870 2,305: 38,323 38,488
Old : 153,426: 75,669 83,323 20,180 0 3,069 6,799 10,825 5,546 1,535 9,870 2,305: 38,323 38,488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,320: 2,674 679 -1,650 0 40 575 785 -160 40 170 50: 751 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 54.3 13.2 0.0 2.0 4.4 7.1 3.6 1.0 6.4 1.5: 25.0 25.1
Old : 100.0: 49.3 54.3 13.2 0.0 2.0 4.4 7.1 3.6 1.0 6.4 1.5: 25.0 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 27 . 0 . . . . . . .:
Old : 42: 24 27 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 29.8 59.6 44.7 38.8 25.3 44.7 36.9
Old : 47.0 29.8 59.6 44.7 38.8 25.3 44.7 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,585: 9,505 18,795 9,395 1,015 2,250 1,500 350 0 0 0 0: 935 1,175
Old : 23,585: 9,505 18,795 9,395 1,015 2,250 1,500 350 0 0 0 0: 935 1,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 890: 290 315 -600 35 600 600 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 79.7 39.8 4.3 9.5 6.4 1.5 0.0 0.0 0.0 0.0: 4.0 5.0
Old : 100.0: 40.3 79.7 39.8 4.3 9.5 6.4 1.5 0.0 0.0 0.0 0.0: 4.0 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 : 21: 11 11 . . . . . 0 0 0 0:
Old : 21: 11 11 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 80.2 87.0 91.4 59.1 77.2 78.8 82.2
Old : 66.4 80.2 87.0 91.4 59.1 77.2 78.8 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,401: 31,167 41,100 15,849 4,516 10,730 2,305 0 8,945 0 3,935 0: 4,405 4,175
Old : 73,401: 31,167 41,100 15,849 4,516 10,730 2,305 0 8,945 0 3,935 0: 4,405 4,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 230: -150 840 80 -860 300 50 0 100 0 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 56.0 21.6 6.2 14.6 3.1 0.0 12.2 0.0 5.4 0.0: 6.0 5.7
Old : 100.0: 42.5 56.0 21.6 6.2 14.6 3.1 0.0 12.2 0.0 5.4 0.0: 6.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . . . . 0 . 0 . 0:
Old : 25: 13 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 50.1 81.2 73.2 39.5 38.1 50.4 48.9
Old : 60.7 50.1 81.2 73.2 39.5 38.1 50.4 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 62,150: 27,620 31,385 8,381 3,171 8,344 1,820 0 9,370 0 3,385 0: 6,615 6,495
Old : 62,150: 27,620 31,385 8,381 3,171 8,344 1,820 0 9,370 0 3,385 0: 6,615 6,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 396: -555 375 -120 -800 46 250 0 0 0 0 0: 775 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 50.5 13.5 5.1 13.4 2.9 0.0 15.1 0.0 5.4 0.0: 10.6 10.5
Old : 100.0: 44.4 50.5 13.5 5.1 13.4 2.9 0.0 15.1 0.0 5.4 0.0: 10.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 18 . . . . 0 . 0 . 0:
Old : 26: 16 18 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 51.6 71.4 73.4 31.8 37.1 42.3 45.2
Old : 51.7 51.6 71.4 73.4 31.8 37.1 42.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 46,150: 16,100 26,140 120 5,950 5,870 16,200 1,550 2,250 700 0 980: 3,930 3,410
Old : 46,150: 16,100 26,140 120 5,950 5,870 16,200 1,550 2,250 700 0 980: 3,930 3,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,065: 960 3,240 -400 -2,980 3,010 300 600 0 0 0 0: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 56.6 0.3 12.9 12.7 35.1 3.4 4.9 1.5 0.0 2.1: 8.5 7.4
Old : 100.0: 34.9 56.6 0.3 12.9 12.7 35.1 3.4 4.9 1.5 0.0 2.1: 8.5 7.4
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: 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 : 61.6 55.2 75.5 73.6 48.5 39.4 53.6 53.5
Old : 61.6 55.2 75.5 73.6 48.5 39.4 53.6 53.5
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 - Options and Futures Combined, June 30, 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 : 55,315: 12,360 38,760 0 4,925 5,360 32,345 1,930 1,050 700 0 980: 2,520 2,310
Old : 55,315: 12,360 38,760 0 4,925 5,360 32,345 1,930 1,050 700 0 980: 2,520 2,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 3,930: 860 2,940 0 -2,680 3,000 0 600 0 0 0 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 70.1 0.0 8.9 9.7 58.5 3.5 1.9 1.3 0.0 1.8: 4.6 4.2
Old : 100.0: 22.3 70.1 0.0 8.9 9.7 58.5 3.5 1.9 1.3 0.0 1.8: 4.6 4.2
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: 13 15 0 . . . . . . 0 .:
Old : 23: 13 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 : 80.6 57.0 88.8 79.1 69.0 46.7 71.4 63.3
Old : 80.6 57.0 88.8 79.1 69.0 46.7 71.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 179,166: 99,653 97,418 2,359 3,747 31,228 6,725 12,155 6,500 3,365 0 0: 29,336 28,117
Old : 179,166: 99,653 97,418 2,359 3,747 31,228 6,725 12,155 6,500 3,365 0 0: 29,336 28,117
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 750: 592 -2,659 -2,985 361 941 250 200 0 0 0 0: 1,952 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 54.4 1.3 2.1 17.4 3.8 6.8 3.6 1.9 0.0 0.0: 16.4 15.7
Old : 100.0: 55.6 54.4 1.3 2.1 17.4 3.8 6.8 3.6 1.9 0.0 0.0: 16.4 15.7
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 : 36: 25 26 . . . . . . . 0 0:
Old : 36: 25 26 . . . . . . . 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 : 40.9 50.2 56.9 68.8 24.4 31.7 32.0 36.7
Old : 40.9 50.2 56.9 68.8 24.4 31.7 32.0 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, June 30, 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 : 124,915: 75,245 62,215 3,045 13,305 17,030 1,975 7,455 9,070 2,755 0 0: 15,795 15,840
Old : 124,915: 75,245 62,215 3,045 13,305 17,030 1,975 7,455 9,070 2,755 0 0: 15,795 15,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,740: 3,505 3,105 -1,540 -890 2,100 250 0 50 0 0 0: 375 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 49.8 2.4 10.7 13.6 1.6 6.0 7.3 2.2 0.0 0.0: 12.6 12.7
Old : 100.0: 60.2 49.8 2.4 10.7 13.6 1.6 6.0 7.3 2.2 0.0 0.0: 12.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 23 . . . . . . . 0 0:
Old : 32: 22 23 . . . . . . . 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 : 38.9 44.6 62.2 66.5 25.0 29.3 34.0 37.4
Old : 38.9 44.6 62.2 66.5 25.0 29.3 34.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020