COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,098: 14,477 9,142 573 563 1,119 486 615 183 217 5,849 1,092: 951 535
Old : 19,098: 14,477 9,142 573 563 1,119 486 615 183 217 5,849 1,092: 951 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -520: -377 -277 -175 141 -45 0 -150 0 -111 -108 -69: 257 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 47.9 3.0 2.9 5.9 2.5 3.2 1.0 1.1 30.6 5.7: 5.0 2.8
Old : 100.0: 75.8 47.9 3.0 2.9 5.9 2.5 3.2 1.0 1.1 30.6 5.7: 5.0 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 : 26: 12 11 . . 4 . . . . 5 .:
Old : 26: 12 11 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 42.0 76.7 67.7 36.8 33.0 45.2 45.8
Old : 52.6 42.0 76.7 67.7 36.8 33.0 45.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,830: 9,091 7,985 639 899 2,308 538 0 1,172 98 1,488 850: 134 129
Old : 14,830: 9,091 7,985 639 899 2,308 538 0 1,172 98 1,488 850: 134 129
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,381: -1,001 -405 -44 -550 37 -268 -256 -24 -54 -154 -7: -21 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 53.8 4.3 6.1 15.6 3.6 0.0 7.9 0.7 10.0 5.7: 0.9 0.9
Old : 100.0: 61.3 53.8 4.3 6.1 15.6 3.6 0.0 7.9 0.7 10.0 5.7: 0.9 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 : 41: 18 20 . . . 4 0 4 . 10 11:
Old : 41: 18 20 . . . 4 0 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 : 48.6 43.3 69.7 62.6 27.8 26.7 38.6 35.4
Old : 48.6 43.3 69.7 62.6 27.8 26.7 38.6 35.4
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,727: 24,327 30,326 4,583 597 1,990 768 200 139 3,080 1,635 1,825: 15 15
Old : 36,727: 24,327 30,326 4,583 597 1,990 768 200 139 3,080 1,635 1,825: 15 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,842: -2,164 -2,055 151 287 -338 -121 0 0 125 325 -425: -70 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 82.6 12.5 1.6 5.4 2.1 0.5 0.4 8.4 4.5 5.0: 0.0 0.0
Old : 100.0: 66.2 82.6 12.5 1.6 5.4 2.1 0.5 0.4 8.4 4.5 5.0: 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 : 37: 18 22 . . . . . . . 5 4:
Old : 37: 18 22 . . . . . . . 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 : 54.0 55.9 79.1 76.9 52.0 49.1 66.3 63.2
Old : 54.0 55.9 79.1 76.9 52.0 49.1 66.3 63.2
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,906: 25,049 26,566 0 1,929 1,078 0 229 304 3,700 25 775: 0 0
Old : 30,906: 25,049 26,566 0 1,929 1,078 0 229 304 3,700 25 775: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,848: -2,200 -2,534 0 -187 0 -25 -127 0 -450 0 0: -173 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 86.0 0.0 6.2 3.5 0.0 0.7 1.0 12.0 0.1 2.5: 0.0 0.0
Old : 100.0: 81.0 86.0 0.0 6.2 3.5 0.0 0.7 1.0 12.0 0.1 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 0 . . 0 . . 5 . .:
Old : 31: 17 19 0 . . 0 . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 67.2 81.6 89.0 59.4 60.4 73.4 77.1
Old : 61.6 67.2 81.6 89.0 59.4 60.4 73.4 77.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,715: 102,659 98,172 2,406 14,932 8,241 9,920 1,665 4,743 3,482 3,853 3,018: 246 91
Old : 134,715: 102,659 98,172 2,406 14,932 8,241 9,920 1,665 4,743 3,482 3,853 3,018: 246 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,299: -3,272 -1,746 -551 422 -171 2,607 -125 -442 -259 -34 -204: -7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 72.9 1.8 11.1 6.1 7.4 1.2 3.5 2.6 2.9 2.2: 0.2 0.1
Old : 100.0: 76.2 72.9 1.8 11.1 6.1 7.4 1.2 3.5 2.6 2.9 2.2: 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 : 63: 30 32 . . 5 7 5 . 7 5 7:
Old : 63: 30 32 . . 5 7 5 . 7 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 33.4 67.8 54.5 38.3 28.4 47.2 40.6
Old : 47.6 33.4 67.8 54.5 38.3 28.4 47.2 40.6
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,397: 55,118 47,017 2,940 9,786 4,031 371 810 1,365 696 1,452 876: 0 61
Old : 65,397: 55,118 47,017 2,940 9,786 4,031 371 810 1,365 696 1,452 876: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -4,115: -2,929 -2,892 -500 584 -584 97 50 -98 125 -950 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 71.9 4.5 15.0 6.2 0.6 1.2 2.1 1.1 2.2 1.3: 0.0 0.1
Old : 100.0: 84.3 71.9 4.5 15.0 6.2 0.6 1.2 2.1 1.1 2.2 1.3: 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 : 42: 24 19 . . . . . . 4 . .:
Old : 42: 24 19 . . . . . . 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 : 62.7 74.7 81.2 86.3 58.9 59.9 68.4 68.7
Old : 62.7 74.7 81.2 86.3 58.9 59.9 68.4 68.7
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,301: 36,122 28,485 496 7,155 1,208 0 1,178 0 1,175 975 300: 0 0
Old : 39,301: 36,122 28,485 496 7,155 1,208 0 1,178 0 1,175 975 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,410: -1,274 -975 -161 -310 25 0 0 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 72.5 1.3 18.2 3.1 0.0 3.0 0.0 3.0 2.5 0.8: 0.0 0.0
Old : 100.0: 91.9 72.5 1.3 18.2 3.1 0.0 3.0 0.0 3.0 2.5 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 . . . 0 . 0 . . .:
Old : 25: 12 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 : 79.7 79.9 92.2 93.6 71.5 65.8 78.3 78.2
Old : 79.7 79.9 92.2 93.6 71.5 65.8 78.3 78.2
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,522: 34,317 21,797 938 28,092 2,328 15,290 200 50 1,296 1,892 4,083: 220 80
Old : 58,522: 34,317 21,797 938 28,092 2,328 15,290 200 50 1,296 1,892 4,083: 220 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,934: -466 -1,880 5 506 -616 -275 100 0 -152 382 -420: -10 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 37.2 1.6 48.0 4.0 26.1 0.3 0.1 2.2 3.2 7.0: 0.4 0.1
Old : 100.0: 58.6 37.2 1.6 48.0 4.0 26.1 0.3 0.1 2.2 3.2 7.0: 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 : 37: 20 19 . . 5 4 . . . . .:
Old : 37: 20 19 . . 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 : 49.7 70.1 72.1 84.2 48.0 60.8 61.8 71.5
Old : 49.7 70.1 72.1 84.2 48.0 60.8 61.8 71.5
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,653: 42,553 22,910 0 41,337 4,431 22,373 625 120 2,332 2,718 2,459: 385 53
Old : 74,653: 42,553 22,910 0 41,337 4,431 22,373 625 120 2,332 2,718 2,459: 385 53
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,072: -505 -1,345 0 -425 -297 -579 100 0 -246 235 -328: -117 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 30.7 0.0 55.4 5.9 30.0 0.8 0.2 3.1 3.6 3.3: 0.5 0.1
Old : 100.0: 57.0 30.7 0.0 55.4 5.9 30.0 0.8 0.2 3.1 3.6 3.3: 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 : 42: 21 20 0 4 4 6 . . . . .:
Old : 42: 21 20 0 4 4 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 72.3 71.5 86.3 51.3 65.3 66.3 75.9
Old : 52.7 72.3 71.5 86.3 51.3 65.3 66.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,473: 50,091 43,913 12,085 20,164 3,157 0 0 0 2,149 748 1,489: 502 2
Old : 69,473: 50,091 43,913 12,085 20,164 3,157 0 0 0 2,149 748 1,489: 502 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,144: -2,308 -1,222 283 -564 -285 0 0 0 201 -60 -15: -20 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 63.2 17.4 29.0 4.5 0.0 0.0 0.0 3.1 1.1 2.1: 0.7 0.0
Old : 100.0: 72.1 63.2 17.4 29.0 4.5 0.0 0.0 0.0 3.1 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 : 36: 23 22 . . . 0 0 0 . . .:
Old : 36: 23 22 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 63.1 64.8 85.8 41.1 63.1 61.2 80.0
Old : 44.3 63.1 64.8 85.8 41.1 63.1 61.2 80.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,169: 60,377 48,055 21,058 34,853 1,176 0 150 0 1,950 819 2,116: 492 0
Old : 87,169: 60,377 48,055 21,058 34,853 1,176 0 150 0 1,950 819 2,116: 492 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,331: -3,298 -2,098 71 -912 -220 0 -25 0 196 -26 -50: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 55.1 24.2 40.0 1.3 0.0 0.2 0.0 2.2 0.9 2.4: 0.6 0.0
Old : 100.0: 69.3 55.1 24.2 40.0 1.3 0.0 0.2 0.0 2.2 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 : 41: 24 23 4 . . 0 . 0 . . .:
Old : 41: 24 23 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 : 43.6 67.4 63.5 84.4 42.7 67.4 62.5 79.4
Old : 43.6 67.4 63.5 84.4 42.7 67.4 62.5 79.4
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 29,785 39,662 9,404 0 4,224 0 0 0 280 0 225: 514 321
Old : 44,432: 29,785 39,662 9,404 0 4,224 0 0 0 280 0 225: 514 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 0: -100 0 0 0 0 0 0 0 0 0 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 89.3 21.2 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 1.2 0.7
Old : 100.0: 67.0 89.3 21.2 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 1.2 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 54.0 71.5 66.6 73.5
Old : 66.5 81.6 84.7 94.9 54.0 71.5 66.6 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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,300: 26,219 16,503 0 9,230 1,251 0 600 0 360 695 0: 470 21
Old : 28,300: 26,219 16,503 0 9,230 1,251 0 600 0 360 695 0: 470 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 201: 205 -10 0 200 0 0 0 0 0 0 0: -4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 58.3 0.0 32.6 4.4 0.0 2.1 0.0 1.3 2.5 0.0: 1.7 0.1
Old : 100.0: 92.6 58.3 0.0 32.6 4.4 0.0 2.1 0.0 1.3 2.5 0.0: 1.7 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 : 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 : 59.5 67.4 76.3 83.6 47.3 55.6 60.3 64.8
Old : 59.5 67.4 76.3 83.6 47.3 55.6 60.3 64.8
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,434: 12,145 18,772 6,415 0 1,140 0 0 0 325 222 300: 109 0
Old : 20,434: 12,145 18,772 6,415 0 1,140 0 0 0 325 222 300: 109 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 97: 165 97 0 0 0 0 0 0 -70 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 91.9 31.4 0.0 5.6 0.0 0.0 0.0 1.6 1.1 1.5: 0.5 0.0
Old : 100.0: 59.4 91.9 31.4 0.0 5.6 0.0 0.0 0.0 1.6 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 : 20: 11 12 . 0 . 0 0 0 . . .:
Old : 20: 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 : 62.4 78.1 83.7 94.9 54.5 70.0 66.7 72.4
Old : 62.4 78.1 83.7 94.9 54.5 70.0 66.7 72.4
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,301: 64,782 64,806 370 9,552 9,148 6,582 1,383 52 5,172 1,142 1,806: 390 412
Old : 88,301: 64,782 64,806 370 9,552 9,148 6,582 1,383 52 5,172 1,142 1,806: 390 412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 1,693: 2,545 1,935 0 -309 48 -39 -14 0 -772 -39 -93: 4 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 73.4 0.4 10.8 10.4 7.5 1.6 0.1 5.9 1.3 2.0: 0.4 0.5
Old : 100.0: 73.4 73.4 0.4 10.8 10.4 7.5 1.6 0.1 5.9 1.3 2.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 32 32 . . . 6 . . 11 4 8:
Old : 66: 32 32 . . . 6 . . 11 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 41.0 56.1 66.2 19.5 20.5 29.0 30.1
Old : 34.0 41.0 56.1 66.2 19.5 20.5 29.0 30.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 14,076: 9,465 13,782 3,717 0 144 750 0 0 0 150 0: 0 0
Old : 14,076: 9,465 13,782 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 30, 2020 :
: 972: 972 972 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 97.9 26.4 0.0 1.0 5.3 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 67.2 97.9 26.4 0.0 1.0 5.3 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 : 21: 8 14 . 0 . . 0 0 0 . 0:
Old : 21: 8 14 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 65.0 95.1 86.9 47.6 57.9 68.1 70.9
Old : 63.1 65.0 95.1 86.9 47.6 57.9 68.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,016: 9,405 13,572 3,717 0 144 750 0 0 0 150 0: 0 150
Old : 14,016: 9,405 13,572 3,717 0 144 750 0 0 0 150 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 972: 972 822 0 0 0 0 0 0 0 0 0: 0 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 96.8 26.5 0.0 1.0 5.4 0.0 0.0 0.0 1.1 0.0: 0.0 1.1
Old : 100.0: 67.1 96.8 26.5 0.0 1.0 5.4 0.0 0.0 0.0 1.1 0.0: 0.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 14 . 0 . . 0 0 0 . 0:
Old : 21: 8 14 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 64.2 95.5 85.8 47.9 57.1 68.8 70.2
Old : 63.3 64.2 95.5 85.8 47.9 57.1 68.8 70.2
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,431: 39,179 36,314 0 5,801 3,348 0 700 0 5,220 1,475 335: 349 458
Old : 48,431: 39,179 36,314 0 5,801 3,348 0 700 0 5,220 1,475 335: 349 458
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 2,270: 2,245 1,020 0 0 0 0 0 0 -25 1,175 25: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 75.0 0.0 12.0 6.9 0.0 1.4 0.0 10.8 3.0 0.7: 0.7 0.9
Old : 100.0: 80.9 75.0 0.0 12.0 6.9 0.0 1.4 0.0 10.8 3.0 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 : 32: 18 16 0 . . 0 . 0 . . .:
Old : 32: 18 16 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 50.8 73.4 77.7 46.6 38.8 61.3 53.7
Old : 46.9 50.8 73.4 77.7 46.6 38.8 61.3 53.7
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,142: 36,287 43,192 6,364 0 5,369 0 0 0 690 100 200: 232 281
Old : 49,142: 36,287 43,192 6,364 0 5,369 0 0 0 690 100 200: 232 281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 40: -65 105 40 0 -10 0 0 0 0 0 0: 75 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 87.9 13.0 0.0 10.9 0.0 0.0 0.0 1.4 0.2 0.4: 0.5 0.6
Old : 100.0: 73.8 87.9 13.0 0.0 10.9 0.0 0.0 0.0 1.4 0.2 0.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 16 . 0 . 0 0 0 . . .:
Old : 31: 20 16 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 76.3 74.2 91.6 37.9 63.5 52.2 65.6
Old : 51.4 76.3 74.2 91.6 37.9 63.5 52.2 65.6
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,594: 36,473 30,169 55 5,988 4,850 115 900 50 275 365 260: 516 12
Old : 42,594: 36,473 30,169 55 5,988 4,850 115 900 50 275 365 260: 516 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 529: 162 527 0 -425 177 0 0 0 -65 0 250: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 70.8 0.1 14.1 11.4 0.3 2.1 0.1 0.6 0.9 0.6: 1.2 0.0
Old : 100.0: 85.6 70.8 0.1 14.1 11.4 0.3 2.1 0.1 0.6 0.9 0.6: 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 22 . . . . . . . . .:
Old : 34: 22 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 60.4 79.2 82.5 45.5 46.2 55.0 56.4
Old : 58.6 60.4 79.2 82.5 45.5 46.2 55.0 56.4
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 63,723: 49,108 61,453 10,589 230 1,550 0 0 0 1,450 200 50: 976 240
Old : 63,723: 49,108 61,453 10,589 230 1,550 0 0 0 1,450 200 50: 976 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -5,327: -4,028 -5,304 -1,228 0 0 0 0 0 -23 0 -23: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 96.4 16.6 0.4 2.4 0.0 0.0 0.0 2.3 0.3 0.1: 1.5 0.4
Old : 100.0: 77.1 96.4 16.6 0.4 2.4 0.0 0.0 0.0 2.3 0.3 0.1: 1.5 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 : 28: 16 10 4 . 4 0 0 0 . . .:
Old : 28: 16 10 4 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 91.8 79.8 96.4 56.5 87.8 77.5 90.1
Old : 57.4 91.8 79.8 96.4 56.5 87.8 77.5 90.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,431: 58,134 63,691 4,661 975 3,770 0 525 0 2,276 200 90: 500 180
Old : 69,431: 58,134 63,691 4,661 975 3,770 0 525 0 2,276 200 90: 500 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -4,390: -3,285 -4,241 -1,027 188 -318 0 0 0 254 0 -14: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 91.7 6.7 1.4 5.4 0.0 0.8 0.0 3.3 0.3 0.1: 0.7 0.3
Old : 100.0: 83.7 91.7 6.7 1.4 5.4 0.0 0.8 0.0 3.3 0.3 0.1: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 11 . . 4 0 . 0 . . .:
Old : 33: 19 11 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 86.8 74.6 96.1 52.0 83.2 73.4 87.8
Old : 52.0 86.8 74.6 96.1 52.0 83.2 73.4 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,435: 65,382 71,052 8,944 4,822 1,317 0 518 30 1,718 0 2,626: 418 70
Old : 80,435: 65,382 71,052 8,944 4,822 1,317 0 518 30 1,718 0 2,626: 418 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,990: -3,796 -4,078 -381 177 -77 0 45 -45 343 0 -12: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 88.3 11.1 6.0 1.6 0.0 0.6 0.0 2.1 0.0 3.3: 0.5 0.1
Old : 100.0: 81.3 88.3 11.1 6.0 1.6 0.0 0.6 0.0 2.1 0.0 3.3: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 20 5 . . 0 . . . 0 .:
Old : 39: 20 20 5 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.0 72.5 84.2 55.8 56.0 70.3 77.0
Old : 55.8 58.0 72.5 84.2 55.8 56.0 70.3 77.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,473: 78,993 85,610 10,065 4,321 2,987 645 1,478 175 1,554 129 3,758: 296 15
Old : 98,473: 78,993 85,610 10,065 4,321 2,987 645 1,478 175 1,554 129 3,758: 296 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -5,200: -4,534 -5,450 -738 -27 55 -32 -85 -25 -148 129 253: -31 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 86.9 10.2 4.4 3.0 0.7 1.5 0.2 1.6 0.1 3.8: 0.3 0.0
Old : 100.0: 80.2 86.9 10.2 4.4 3.0 0.7 1.5 0.2 1.6 0.1 3.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 23 28 5 . 5 . 6 . 5 . 4:
Old : 54: 23 28 5 . 5 . 6 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 51.5 69.2 77.4 49.6 51.3 64.1 71.9
Old : 50.7 51.5 69.2 77.4 49.6 51.3 64.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,029: 39,255 51,126 17,254 1,484 120 0 2,799 0 300 1,400 100: 0 0
Old : 57,029: 39,255 51,126 17,254 1,484 120 0 2,799 0 300 1,400 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,584: -2,964 -2,540 -580 -309 0 0 -635 0 -25 -100 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 89.6 30.3 2.6 0.2 0.0 4.9 0.0 0.5 2.5 0.2: 0.0 0.0
Old : 100.0: 68.8 89.6 30.3 2.6 0.2 0.0 4.9 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 : 27: 12 11 . . . 0 . 0 . . .:
Old : 27: 12 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 90.9 95.5 97.5 74.9 87.4 90.7 91.8
Old : 75.0 90.9 95.5 97.5 74.9 87.4 90.7 91.8
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,240: 34,240 51,140 16,425 0 225 0 150 0 1,350 725 0: 0 0
Old : 52,240: 34,240 51,140 16,425 0 225 0 150 0 1,350 725 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,475: -1,945 -2,250 -405 0 0 0 -25 0 100 25 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 97.9 31.4 0.0 0.4 0.0 0.3 0.0 2.6 1.4 0.0: 0.0 0.0
Old : 100.0: 65.5 97.9 31.4 0.0 0.4 0.0 0.3 0.0 2.6 1.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 8 . 0 . 0 . 0 . . 0:
Old : 21: 9 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 : 81.0 97.2 95.4 99.2 81.0 92.9 91.9 94.1
Old : 81.0 97.2 95.4 99.2 81.0 92.9 91.9 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,981: 34,989 52,089 16,931 127 2,244 700 35 0 1,043 1,632 743: 331 111
Old : 56,981: 34,989 52,089 16,931 127 2,244 700 35 0 1,043 1,632 743: 331 111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,586: -1,105 -1,398 -239 0 -23 -25 0 -75 1 70 -120: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 91.4 29.7 0.2 3.9 1.2 0.1 0.0 1.8 2.9 1.3: 0.6 0.2
Old : 100.0: 61.4 91.4 29.7 0.2 3.9 1.2 0.1 0.0 1.8 2.9 1.3: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 18 5 . . . . 0 . . .:
Old : 32: 16 18 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 82.2 73.2 91.1 48.3 78.8 68.3 83.0
Old : 52.4 82.2 73.2 91.1 48.3 78.8 68.3 83.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,299: 46,493 57,051 13,819 295 445 1,070 3,200 275 1,363 1,966 688: 146 379
Old : 64,299: 46,493 57,051 13,819 295 445 1,070 3,200 275 1,363 1,966 688: 146 379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,455: -711 -1,295 -300 -80 27 0 -25 0 -285 113 -176: -10 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 88.7 21.5 0.5 0.7 1.7 5.0 0.4 2.1 3.1 1.1: 0.2 0.6
Old : 100.0: 72.3 88.7 21.5 0.5 0.7 1.7 5.0 0.4 2.1 3.1 1.1: 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 : 36: 19 17 . . . 4 . . . . .:
Old : 36: 19 17 . . . 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 : 52.5 76.0 76.2 89.1 51.5 72.0 72.8 80.2
Old : 52.5 76.0 76.2 89.1 51.5 72.0 72.8 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,164: 11,849 23,655 12,755 0 424 0 885 0 0 0 0: 136 200
Old : 25,164: 11,849 23,655 12,755 0 424 0 885 0 0 0 0: 136 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,092: -706 -1,020 -418 0 -12 0 -40 0 0 0 0: 44 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 94.0 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.5 0.8
Old : 100.0: 47.1 94.0 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 5 0 . 0 . 0 0 0 0:
Old : 23: 12 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 : 72.4 79.3 89.2 94.5 70.5 75.5 86.1 90.7
Old : 72.4 79.3 89.2 94.5 70.5 75.5 86.1 90.7
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,003: 11,905 24,261 12,310 0 372 0 225 0 0 0 0: 416 145
Old : 25,003: 11,905 24,261 12,310 0 372 0 225 0 0 0 0: 416 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,017: -464 -1,022 -585 0 0 0 0 0 0 0 0: 32 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 97.0 49.2 0.0 1.5 0.0 0.9 0.0 0.0 0.0 0.0: 1.7 0.6
Old : 100.0: 47.6 97.0 49.2 0.0 1.5 0.0 0.9 0.0 0.0 0.0 0.0: 1.7 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 : 21: 12 11 5 0 . 0 . 0 0 0 0:
Old : 21: 12 11 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 86.9 87.7 96.8 69.7 80.4 84.4 89.7
Old : 70.8 86.9 87.7 96.8 69.7 80.4 84.4 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,432: 23,832 20,755 2,905 4,790 728 0 514 330 1,370 1,397 160: 107 758
Old : 29,432: 23,832 20,755 2,905 4,790 728 0 514 330 1,370 1,397 160: 107 758
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,872: -1,715 -1,647 -145 -68 -55 0 -120 0 20 -110 -25: 48 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.5 9.9 16.3 2.5 0.0 1.7 1.1 4.7 4.7 0.5: 0.4 2.6
Old : 100.0: 81.0 70.5 9.9 16.3 2.5 0.0 1.7 1.1 4.7 4.7 0.5: 0.4 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 : 27: 13 14 . . . 0 . . . . .:
Old : 27: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 56.2 88.4 76.4 66.1 53.9 80.9 73.0
Old : 73.2 56.2 88.4 76.4 66.1 53.9 80.9 73.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 17,695: 14,079 14,070 1,403 942 230 0 970 0 685 881 152: 1,146 450
Old : 17,695: 14,079 14,070 1,403 942 230 0 970 0 685 881 152: 1,146 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,290: -1,193 -923 -45 -70 0 0 -110 0 10 -172 -10: -52 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 79.5 7.9 5.3 1.3 0.0 5.5 0.0 3.9 5.0 0.9: 6.5 2.5
Old : 100.0: 79.6 79.5 7.9 5.3 1.3 0.0 5.5 0.0 3.9 5.0 0.9: 6.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 67.9 90.3 85.7 79.0 64.5 85.9 80.0
Old : 79.0 67.9 90.3 85.7 79.0 64.5 85.9 80.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,551: 43,315 27,312 6,803 22,150 665 2,681 5,463 284 2,029 0 1,656: 118 21
Old : 57,551: 43,315 27,312 6,803 22,150 665 2,681 5,463 284 2,029 0 1,656: 118 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,951: -1,603 -1,657 4 366 -221 25 -421 0 -118 0 0: -38 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 47.5 11.8 38.5 1.2 4.7 9.5 0.5 3.5 0.0 2.9: 0.2 0.0
Old : 100.0: 75.3 47.5 11.8 38.5 1.2 4.7 9.5 0.5 3.5 0.0 2.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 20 4 . . . . . 4 0 .:
Old : 40: 25 20 4 . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 73.1 68.1 86.7 47.3 63.7 61.6 73.1
Old : 51.6 73.1 68.1 86.7 47.3 63.7 61.6 73.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,631: 30,353 12,830 1,929 18,570 1,270 725 1,288 60 566 974 584: 144 55
Old : 35,631: 30,353 12,830 1,929 18,570 1,270 725 1,288 60 566 974 584: 144 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,909: -1,649 -1,187 -38 -606 -69 0 -25 -10 -25 109 -109: -9 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 36.0 5.4 52.1 3.6 2.0 3.6 0.2 1.6 2.7 1.6: 0.4 0.2
Old : 100.0: 85.2 36.0 5.4 52.1 3.6 2.0 3.6 0.2 1.6 2.7 1.6: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 15 4 . . . . . . . .:
Old : 35: 21 15 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 71.0 77.8 84.1 54.1 68.0 63.6 74.2
Old : 61.0 71.0 77.8 84.1 54.1 68.0 63.6 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,314: 10,038 17,730 7,166 0 970 300 264 0 575 175 175: 90 0
Old : 19,314: 10,038 17,730 7,166 0 970 300 264 0 575 175 175: 90 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -551: -400 -501 -130 0 0 -1 0 0 125 -25 -25: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 91.8 37.1 0.0 5.0 1.6 1.4 0.0 3.0 0.9 0.9: 0.5 0.0
Old : 100.0: 52.0 91.8 37.1 0.0 5.0 1.6 1.4 0.0 3.0 0.9 0.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 15 . 0 . . . 0 . . .:
Old : 32: 16 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 : 63.7 76.9 82.3 88.1 58.4 69.4 72.7 77.0
Old : 63.7 76.9 82.3 88.1 58.4 69.4 72.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,673: 6,469 8,350 3,109 2,100 468 125 0 0 250 100 490: 762 165
Old : 11,673: 6,469 8,350 3,109 2,100 468 125 0 0 250 100 490: 762 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -717: -854 -505 -93 -200 -7 -25 0 0 -45 0 0: 307 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 71.5 26.6 18.0 4.0 1.1 0.0 0.0 2.1 0.9 4.2: 6.5 1.4
Old : 100.0: 55.4 71.5 26.6 18.0 4.0 1.1 0.0 0.0 2.1 0.9 4.2: 6.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . . . 0 0 . . .:
Old : 22: 11 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 : 56.9 67.0 77.7 85.1 50.8 61.1 66.3 74.6
Old : 56.9 67.0 77.7 85.1 50.8 61.1 66.3 74.6
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,671: 5,607 7,345 3,047 2,100 476 125 0 0 220 100 485: 711 165
Old : 10,671: 5,607 7,345 3,047 2,100 476 125 0 0 220 100 485: 711 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -710: -804 -505 -107 -200 0 -25 0 0 -45 0 0: 271 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 68.8 28.6 19.7 4.5 1.2 0.0 0.0 2.1 0.9 4.5: 6.7 1.5
Old : 100.0: 52.5 68.8 28.6 19.7 4.5 1.2 0.0 0.0 2.1 0.9 4.5: 6.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . . . . 0 0 . . .:
Old : 22: 10 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.1 78.1 87.4 51.0 61.9 66.9 78.1
Old : 58.4 68.1 78.1 87.4 51.0 61.9 66.9 78.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,295: 20,350 28,730 10,235 0 360 200 0 0 950 3,170 2,035: 165 0
Old : 34,295: 20,350 28,730 10,235 0 360 200 0 0 950 3,170 2,035: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,441: -1,240 -1,006 -210 0 0 0 0 0 -100 -545 110: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 83.8 29.8 0.0 1.0 0.6 0.0 0.0 2.8 9.2 5.9: 0.5 0.0
Old : 100.0: 59.3 83.8 29.8 0.0 1.0 0.6 0.0 0.0 2.8 9.2 5.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 63.3 83.9 89.3 65.1 56.5 74.2 75.0
Old : 69.3 63.3 83.9 89.3 65.1 56.5 74.2 75.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,715: 20,905 29,250 10,025 0 465 200 0 0 950 2,995 2,005: 165 0
Old : 34,715: 20,905 29,250 10,025 0 465 200 0 0 950 2,995 2,005: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,416: -1,275 -1,061 -190 0 0 0 0 0 -100 -505 150: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 84.3 28.9 0.0 1.3 0.6 0.0 0.0 2.7 8.6 5.8: 0.5 0.0
Old : 100.0: 60.2 84.3 28.9 0.0 1.3 0.6 0.0 0.0 2.7 8.6 5.8: 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 : 67.4 64.5 82.4 89.8 63.7 56.6 72.5 75.8
Old : 67.4 64.5 82.4 89.8 63.7 56.6 72.5 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,760: 77,154 90,122 22,496 4,882 6,815 150 1,030 730 915 4,675 1,426: 74 80
Old : 109,760: 77,154 90,122 22,496 4,882 6,815 150 1,030 730 915 4,675 1,426: 74 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -6,869: -5,429 -5,173 -1,152 -545 -462 25 -95 -25 550 -196 -373: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 82.1 20.5 4.4 6.2 0.1 0.9 0.7 0.8 4.3 1.3: 0.1 0.1
Old : 100.0: 70.3 82.1 20.5 4.4 6.2 0.1 0.9 0.7 0.8 4.3 1.3: 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: 33 29 4 . . . . . 4 6 .:
Old : 56: 33 29 4 . . . . . 4 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 54.8 60.8 74.5 36.4 50.7 56.0 65.0
Old : 40.5 54.8 60.8 74.5 36.4 50.7 56.0 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,733: 84,781 101,996 22,453 860 9,397 26 1,280 1,685 909 4,004 2,431: 51 80
Old : 121,733: 84,781 101,996 22,453 860 9,397 26 1,280 1,685 909 4,004 2,431: 51 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -8,576: -6,764 -6,751 -1,265 -780 -273 -10 -330 -5 350 163 -600: -9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 83.8 18.4 0.7 7.7 0.0 1.1 1.4 0.7 3.3 2.0: 0.0 0.1
Old : 100.0: 69.6 83.8 18.4 0.7 7.7 0.0 1.1 1.4 0.7 3.3 2.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 36 28 5 . 5 . . 4 . 8 6:
Old : 60: 36 28 5 . 5 . . 4 . 8 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 56.7 54.9 78.5 30.6 52.9 48.8 67.7
Old : 32.1 56.7 54.9 78.5 30.6 52.9 48.8 67.7
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 536,407: 296,382 361,703 51,909 4,142 96,922 15,922 13,154 31,862 20,505 5,872 22,590: 316 163
Old : 536,407: 296,382 361,703 51,909 4,142 96,922 15,922 13,154 31,862 20,505 5,872 22,590: 316 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -9,298: -3,814 -5,709 -5,629 -207 -2,007 1,627 -526 145 609 -782 -210: -19 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 67.4 9.7 0.8 18.1 3.0 2.5 5.9 3.8 1.1 4.2: 0.1 0.0
Old : 100.0: 55.3 67.4 9.7 0.8 18.1 3.0 2.5 5.9 3.8 1.1 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 : 95: 44 35 4 . 5 9 9 8 20 6 17:
Old : 95: 44 35 4 . 5 9 9 8 20 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 : 43.8 38.0 60.9 60.2 14.6 14.8 19.5 21.1
Old : 43.8 38.0 60.9 60.2 14.6 14.8 19.5 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,420: 9,334 14,235 937 25 1,435 820 100 565 3,214 0 0: 115 60
Old : 16,420: 9,334 14,235 937 25 1,435 820 100 565 3,214 0 0: 115 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -839: -515 -720 -1 -70 -39 -50 0 0 -219 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 86.7 5.7 0.2 8.7 5.0 0.6 3.4 19.6 0.0 0.0: 0.7 0.4
Old : 100.0: 56.8 86.7 5.7 0.2 8.7 5.0 0.6 3.4 19.6 0.0 0.0: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 9 . . . . . . . 0 0:
Old : 26: 12 9 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 76.6 78.0 94.7 56.2 67.3 71.2 77.0
Old : 60.1 76.6 78.0 94.7 56.2 67.3 71.2 77.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,301: 6,632 11,245 1,324 90 1,311 150 300 355 3,414 0 0: 115 0
Old : 13,301: 6,632 11,245 1,324 90 1,311 150 300 355 3,414 0 0: 115 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -795: -395 -765 -91 -30 0 -25 0 0 -269 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 84.5 10.0 0.7 9.9 1.1 2.3 2.7 25.7 0.0 0.0: 0.9 0.0
Old : 100.0: 49.9 84.5 10.0 0.7 9.9 1.1 2.3 2.7 25.7 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 : 25: 12 9 . . . . . . . 0 0:
Old : 25: 12 9 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 73.2 84.3 94.0 57.4 64.5 70.6 75.9
Old : 60.3 73.2 84.3 94.0 57.4 64.5 70.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 6,080: 3,010 3,430 510 0 185 85 330 840 615 625 100: 735 570
Old : 6,080: 3,010 3,430 510 0 185 85 330 840 615 625 100: 735 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 56.4 8.4 0.0 3.0 1.4 5.4 13.8 10.1 10.3 1.6: 12.1 9.4
Old : 100.0: 49.5 56.4 8.4 0.0 3.0 1.4 5.4 13.8 10.1 10.3 1.6: 12.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . 0 . . . . 4 . .:
Old : 28: 14 12 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 52.5 62.7 71.1 29.2 42.2 44.0 53.2
Old : 41.0 52.5 62.7 71.1 29.2 42.2 44.0 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,945: 13,208 15,231 934 0 209 350 0 0 1,995 1,250 225: 24 30
Old : 16,945: 13,208 15,231 934 0 209 350 0 0 1,995 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 30, 2020 :
: 5: -20 5 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 89.9 5.5 0.0 1.2 2.1 0.0 0.0 11.8 7.4 1.3: 0.1 0.2
Old : 100.0: 77.9 89.9 5.5 0.0 1.2 2.1 0.0 0.0 11.8 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 77.4 75.7 59.6 84.7 75.6
Old : 79.6 60.5 90.5 77.4 75.7 59.6 84.7 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,573: 61,137 62,582 17,406 11,906 1,440 0 4,055 0 0 0 0: 7,590 7,590
Old : 87,573: 61,137 62,582 17,406 11,906 1,440 0 4,055 0 0 0 0: 7,590 7,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,118: -1,510 -1,381 -316 -260 0 0 -185 0 0 0 0: -292 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 71.5 19.9 13.6 1.6 0.0 4.6 0.0 0.0 0.0 0.0: 8.7 8.7
Old : 100.0: 69.8 71.5 19.9 13.6 1.6 0.0 4.6 0.0 0.0 0.0 0.0: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 19 . . . 0 . 0 0 0 0:
Old : 28: 15 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 : 78.0 54.9 86.0 79.5 75.8 52.6 80.6 75.2
Old : 78.0 54.9 86.0 79.5 75.8 52.6 80.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,257: 51,848 50,892 13,884 10,285 1,465 0 4,555 0 0 0 0: 6,060 6,060
Old : 73,257: 51,848 50,892 13,884 10,285 1,465 0 4,555 0 0 0 0: 6,060 6,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,355: -999 -885 -261 -230 0 0 -145 0 0 0 0: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 69.5 19.0 14.0 2.0 0.0 6.2 0.0 0.0 0.0 0.0: 8.3 8.3
Old : 100.0: 70.8 69.5 19.0 14.0 2.0 0.0 6.2 0.0 0.0 0.0 0.0: 8.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . 0 0 0 0:
Old : 27: 17 18 . . . 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 : 77.9 58.3 86.6 80.0 75.9 56.0 79.7 75.5
Old : 77.9 58.3 86.6 80.0 75.9 56.0 79.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,745: 7,330 15,955 7,855 0 4,885 550 990 0 1,500 0 0: 2,625 2,915
Old : 24,745: 7,330 15,955 7,855 0 4,885 550 990 0 1,500 0 0: 2,625 2,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,090: -455 -795 -175 0 -175 -50 -15 0 -140 0 0: -95 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 64.5 31.7 0.0 19.7 2.2 4.0 0.0 6.1 0.0 0.0: 10.6 11.8
Old : 100.0: 29.6 64.5 31.7 0.0 19.7 2.2 4.0 0.0 6.1 0.0 0.0: 10.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 . 0 . . . 0 . 0 0:
Old : 21: 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 : 66.3 50.4 80.9 79.2 43.1 47.6 52.3 57.6
Old : 66.3 50.4 80.9 79.2 43.1 47.6 52.3 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,480: 32,055 20,185 7,161 24,586 780 11,620 5,375 3,825 0 960 0: 3,039 2,769
Old : 58,480: 32,055 20,185 7,161 24,586 780 11,620 5,375 3,825 0 960 0: 3,039 2,769
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,181: 25 -978 -1,283 -940 420 0 655 -195 0 0 0: -148 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 34.5 12.2 42.0 1.3 19.9 9.2 6.5 0.0 1.6 0.0: 5.2 4.7
Old : 100.0: 54.8 34.5 12.2 42.0 1.3 19.9 9.2 6.5 0.0 1.6 0.0: 5.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 13 . . . . . . 0 . 0:
Old : 26: 17 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 : 63.6 72.6 80.5 86.4 50.5 66.8 66.8 74.5
Old : 63.6 72.6 80.5 86.4 50.5 66.8 66.8 74.5
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,347: 20,595 16,996 10,056 12,890 780 2,365 3,040 3,045 0 360 300: 2,206 1,936
Old : 39,347: 20,595 16,996 10,056 12,890 780 2,365 3,040 3,045 0 360 300: 2,206 1,936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -525: 288 -925 -928 -535 420 -200 615 -15 0 0 0: -90 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 43.2 25.6 32.8 2.0 6.0 7.7 7.7 0.0 0.9 0.8: 5.6 4.9
Old : 100.0: 52.3 43.2 25.6 32.8 2.0 6.0 7.7 7.7 0.0 0.9 0.8: 5.6 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 : 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 : 72.4 67.7 88.0 84.3 59.5 64.5 72.4 70.7
Old : 72.4 67.7 88.0 84.3 59.5 64.5 72.4 70.7
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,145: 13,015 11,878 5,170 3,072 300 0 3,415 1,800 0 0 0: 1,860 1,680
Old : 22,145: 13,015 11,878 5,170 3,072 300 0 3,415 1,800 0 0 0: 1,860 1,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,088: -633 -505 -390 -333 0 0 -185 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 53.6 23.3 13.9 1.4 0.0 15.4 8.1 0.0 0.0 0.0: 8.4 7.6
Old : 100.0: 58.8 53.6 23.3 13.9 1.4 0.0 15.4 8.1 0.0 0.0 0.0: 8.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 67.3 76.7 84.8 48.5 58.6 59.9 64.9
Old : 52.6 67.3 76.7 84.8 48.5 58.6 59.9 64.9
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,675: 10,782 12,430 4,680 3,127 300 0 325 1,800 0 0 0: 1,113 693
Old : 18,675: 10,782 12,430 4,680 3,127 300 0 325 1,800 0 0 0: 1,113 693
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -772: -363 -687 -310 -6 0 0 0 0 0 0 0: -99 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 66.6 25.1 16.7 1.6 0.0 1.7 9.6 0.0 0.0 0.0: 6.0 3.7
Old : 100.0: 57.7 66.6 25.1 16.7 1.6 0.0 1.7 9.6 0.0 0.0 0.0: 6.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 55.6 76.0 78.4 91.3 46.1 61.8 60.6 65.5
Old : 55.6 76.0 78.4 91.3 46.1 61.8 60.6 65.5
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,930: 60,880 32,475 890 36,680 5,225 12,095 1,450 880 0 3,215 625: 17,335 17,380
Old : 97,930: 60,880 32,475 890 36,680 5,225 12,095 1,450 880 0 3,215 625: 17,335 17,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,985: -220 -440 -200 -895 -90 -1,030 -100 0 0 10 -10: -1,435 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 33.2 0.9 37.5 5.3 12.4 1.5 0.9 0.0 3.3 0.6: 17.7 17.7
Old : 100.0: 62.2 33.2 0.9 37.5 5.3 12.4 1.5 0.9 0.0 3.3 0.6: 17.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 . . . . . . 0 . .:
Old : 28: 17 19 . . . . . . 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 : 55.0 50.4 74.0 67.3 51.4 48.8 58.1 57.1
Old : 55.0 50.4 74.0 67.3 51.4 48.8 58.1 57.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,000: 57,565 31,020 125 32,130 5,745 12,650 1,450 980 0 5,685 70: 15,865 15,920
Old : 93,000: 57,565 31,020 125 32,130 5,745 12,650 1,450 980 0 5,685 70: 15,865 15,920
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,990: -460 -545 -310 -985 75 -935 -100 -40 0 -65 0: -1,320 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 33.4 0.1 34.5 6.2 13.6 1.6 1.1 0.0 6.1 0.1: 17.1 17.1
Old : 100.0: 61.9 33.4 0.1 34.5 6.2 13.6 1.6 1.1 0.0 6.1 0.1: 17.1 17.1
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: 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 : 52.4 47.4 73.7 68.0 49.3 46.8 58.1 56.0
Old : 52.4 47.4 73.7 68.0 49.3 46.8 58.1 56.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,518: 14,036 4,143 0 1,023 741 2,355 9,090 505 875 3,875 490: 4,516 3,651
Old : 23,518: 14,036 4,143 0 1,023 741 2,355 9,090 505 875 3,875 490: 4,516 3,651
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,656: -885 -224 0 39 -130 -250 -1,175 0 -25 150 -195: -171 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 17.6 0.0 4.3 3.2 10.0 38.7 2.1 3.7 16.5 2.1: 19.2 15.5
Old : 100.0: 59.7 17.6 0.0 4.3 3.2 10.0 38.7 2.1 3.7 16.5 2.1: 19.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 8 0 . . . . . . . .:
Old : 24: 15 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 67.1 61.0 77.0 36.6 60.8 58.1 69.1
Old : 38.2 67.1 61.0 77.0 36.6 60.8 58.1 69.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,848: 13,241 4,178 0 1,738 633 2,355 8,590 535 875 2,885 1,005: 4,204 3,284
Old : 22,848: 13,241 4,178 0 1,738 633 2,355 8,590 535 875 2,885 1,005: 4,204 3,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,506: -716 -200 -55 -16 -100 -250 -1,025 0 -25 145 -190: -170 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 18.3 0.0 7.6 2.8 10.3 37.6 2.3 3.8 12.6 4.4: 18.4 14.4
Old : 100.0: 58.0 18.3 0.0 7.6 2.8 10.3 37.6 2.3 3.8 12.6 4.4: 18.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 8 0 . . . . . . . .:
Old : 24: 15 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 68.3 59.8 79.1 35.6 60.3 56.7 69.4
Old : 37.7 68.3 59.8 79.1 35.6 60.3 56.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,170: 19,615 49,985 12,555 7,775 60 17,275 0 0 8,740 0 0: 1,925 2,350
Old : 60,170: 19,615 49,985 12,555 7,775 60 17,275 0 0 8,740 0 0: 1,925 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,870: -245 -3,175 -1,095 -490 0 -2,040 0 -25 -500 0 0: 35 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 83.1 20.9 12.9 0.1 28.7 0.0 0.0 14.5 0.0 0.0: 3.2 3.9
Old : 100.0: 32.6 83.1 20.9 12.9 0.1 28.7 0.0 0.0 14.5 0.0 0.0: 3.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 7 . . . . 0 0 . 0 0:
Old : 20: 10 7 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 87.6 91.9 95.3 69.4 85.5 90.8 91.0
Old : 69.5 87.6 91.9 95.3 69.4 85.5 90.8 91.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,050: 21,055 54,710 8,870 1,755 1,875 5,650 55 50 20,645 0 140: 2,765 2,465
Old : 61,050: 21,055 54,710 8,870 1,755 1,875 5,650 55 50 20,645 0 140: 2,765 2,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,280: -1,475 -3,065 -670 -75 0 -100 -60 0 -955 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 89.6 14.5 2.9 3.1 9.3 0.1 0.1 33.8 0.0 0.2: 4.5 4.0
Old : 100.0: 34.5 89.6 14.5 2.9 3.1 9.3 0.1 0.1 33.8 0.0 0.2: 4.5 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 : 27: 14 10 . . . . . . . 0 .:
Old : 27: 14 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 83.8 79.7 94.6 57.4 83.4 77.3 90.3
Old : 59.8 83.8 79.7 94.6 57.4 83.4 77.3 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,660: 20,265 45,600 9,250 2,115 1,110 5,650 55 50 12,455 0 490: 2,390 2,240
Old : 51,660: 20,265 45,600 9,250 2,115 1,110 5,650 55 50 12,455 0 490: 2,390 2,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,720: -1,270 -2,515 -725 -75 0 -100 -60 0 -555 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 88.3 17.9 4.1 2.1 10.9 0.1 0.1 24.1 0.0 0.9: 4.6 4.3
Old : 100.0: 39.2 88.3 17.9 4.1 2.1 10.9 0.1 0.1 24.1 0.0 0.9: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . . . . 0 .:
Old : 27: 15 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 81.2 78.5 93.4 52.8 80.6 76.2 90.1
Old : 55.0 81.2 78.5 93.4 52.8 80.6 76.2 90.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,825: 37,610 38,710 4,960 0 2,220 1,820 19,900 840 15,115 1,250 1,270: 5,990 5,635
Old : 69,825: 37,610 38,710 4,960 0 2,220 1,820 19,900 840 15,115 1,250 1,270: 5,990 5,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,780: -2,015 -3,060 -255 0 -55 -275 -50 -200 -680 -100 0: -300 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 55.4 7.1 0.0 3.2 2.6 28.5 1.2 21.6 1.8 1.8: 8.6 8.1
Old : 100.0: 53.9 55.4 7.1 0.0 3.2 2.6 28.5 1.2 21.6 1.8 1.8: 8.6 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 : 28: 14 11 . 0 . . . . . . .:
Old : 28: 14 11 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 69.8 75.0 83.6 57.9 68.5 70.1 80.1
Old : 62.3 69.8 75.0 83.6 57.9 68.5 70.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,065: 37,210 33,645 4,365 0 2,490 1,670 19,900 840 11,455 1,250 1,270: 4,765 4,670
Old : 64,065: 37,210 33,645 4,365 0 2,490 1,670 19,900 840 11,455 1,250 1,270: 4,765 4,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,560: -1,975 -2,950 -245 0 -55 -300 -50 -200 -635 -100 0: -150 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 52.5 6.8 0.0 3.9 2.6 31.1 1.3 17.9 2.0 2.0: 7.4 7.3
Old : 100.0: 58.1 52.5 6.8 0.0 3.9 2.6 31.1 1.3 17.9 2.0 2.0: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 11 . 0 . . . . . . .:
Old : 28: 14 11 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 71.9 74.4 83.6 55.3 70.6 67.8 78.8
Old : 60.6 71.9 74.4 83.6 55.3 70.6 67.8 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,447: 36,783 21,706 0 18,562 300 17,075 0 3,605 50 13,710 2,005: 3,629 3,559
Old : 63,447: 36,783 21,706 0 18,562 300 17,075 0 3,605 50 13,710 2,005: 3,629 3,559
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,550: -1,453 -635 0 -568 0 -640 0 90 0 -900 0: -547 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 34.2 0.0 29.3 0.5 26.9 0.0 5.7 0.1 21.6 3.2: 5.7 5.6
Old : 100.0: 58.0 34.2 0.0 29.3 0.5 26.9 0.0 5.7 0.1 21.6 3.2: 5.7 5.6
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 : 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 : 55.6 72.0 74.2 87.8 50.5 66.9 68.4 77.2
Old : 55.6 72.0 74.2 87.8 50.5 66.9 68.4 77.2
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,610: 34,543 18,450 0 15,818 300 8,975 0 3,655 50 9,550 2,250: 2,837 2,587
Old : 52,610: 34,543 18,450 0 15,818 300 8,975 0 3,655 50 9,550 2,250: 2,837 2,587
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,140: -1,679 -570 0 -559 0 -90 0 90 0 -660 0: -461 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 35.1 0.0 30.1 0.6 17.1 0.0 6.9 0.1 18.2 4.3: 5.4 4.9
Old : 100.0: 65.7 35.1 0.0 30.1 0.6 17.1 0.0 6.9 0.1 18.2 4.3: 5.4 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 : 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 : 50.5 67.2 75.7 87.9 43.4 59.2 60.9 67.5
Old : 50.5 67.2 75.7 87.9 43.4 59.2 60.9 67.5
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 183,739: 95,863 87,940 17,465 260 6,584 8,782 19,980 4,963 1,250 15,035 2,230: 46,602 46,747
Old : 183,739: 95,863 87,940 17,465 260 6,584 8,782 19,980 4,963 1,250 15,035 2,230: 46,602 46,747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -8,575: -5,770 -3,075 537 150 -687 373 -1,020 -498 -100 -995 100: -2,530 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 47.9 9.5 0.1 3.6 4.8 10.9 2.7 0.7 8.2 1.2: 25.4 25.4
Old : 100.0: 52.2 47.9 9.5 0.1 3.6 4.8 10.9 2.7 0.7 8.2 1.2: 25.4 25.4
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 : 43: 26 28 . . . . . . . 4 .:
Old : 43: 26 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 : 45.4 39.3 61.3 52.1 39.9 37.8 50.3 47.5
Old : 45.4 39.3 61.3 52.1 39.9 37.8 50.3 47.5
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,536: 70,916 80,637 20,489 0 2,385 7,387 10,305 5,073 1,550 9,255 2,310: 36,426 36,571
Old : 146,536: 70,916 80,637 20,489 0 2,385 7,387 10,305 5,073 1,550 9,255 2,310: 36,426 36,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -6,890: -4,753 -2,686 309 0 -684 588 -520 -473 15 -615 5: -1,897 -1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 55.0 14.0 0.0 1.6 5.0 7.0 3.5 1.1 6.3 1.6: 24.9 25.0
Old : 100.0: 48.4 55.0 14.0 0.0 1.6 5.0 7.0 3.5 1.1 6.3 1.6: 24.9 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 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 : 48.1 31.8 59.6 46.5 40.4 27.8 45.8 39.3
Old : 48.1 31.8 59.6 46.5 40.4 27.8 45.8 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,975: 9,020 18,425 9,425 980 2,220 1,500 300 0 0 0 0: 810 1,050
Old : 22,975: 9,020 18,425 9,425 980 2,220 1,500 300 0 0 0 0: 810 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -610: -485 -370 30 -35 -30 0 -50 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 80.2 41.0 4.3 9.7 6.5 1.3 0.0 0.0 0.0 0.0: 3.5 4.6
Old : 100.0: 39.3 80.2 41.0 4.3 9.7 6.5 1.3 0.0 0.0 0.0 0.0: 3.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.8 80.9 87.8 91.8 60.5 77.9 79.5 82.5
Old : 67.8 80.9 87.8 91.8 60.5 77.9 79.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,756: 29,260 38,300 15,211 4,566 10,500 1,755 0 8,815 0 3,590 0: 4,215 3,985
Old : 69,756: 29,260 38,300 15,211 4,566 10,500 1,755 0 8,815 0 3,590 0: 4,215 3,985
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,645: -1,907 -2,800 -638 50 -230 -550 0 -130 0 -345 0: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 54.9 21.8 6.5 15.1 2.5 0.0 12.6 0.0 5.1 0.0: 6.0 5.7
Old : 100.0: 41.9 54.9 21.8 6.5 15.1 2.5 0.0 12.6 0.0 5.1 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 : 61.1 50.8 81.6 73.6 40.0 38.1 50.0 48.0
Old : 61.1 50.8 81.6 73.6 40.0 38.1 50.0 48.0
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,365: 25,835 29,650 8,506 3,471 7,799 1,580 0 9,065 0 3,040 0: 6,580 6,340
Old : 59,365: 25,835 29,650 8,506 3,471 7,799 1,580 0 9,065 0 3,040 0: 6,580 6,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,785: -1,785 -1,735 125 300 -545 -240 0 -305 0 -345 0: -35 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 49.9 14.3 5.8 13.1 2.7 0.0 15.3 0.0 5.1 0.0: 11.1 10.7
Old : 100.0: 43.5 49.9 14.3 5.8 13.1 2.7 0.0 15.3 0.0 5.1 0.0: 11.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . . 0 . 0 . 0:
Old : 25: 14 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 51.9 71.4 72.6 32.3 35.7 42.2 45.1
Old : 51.6 51.9 71.4 72.6 32.3 35.7 42.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,880: 16,405 26,985 245 5,540 5,725 16,125 1,585 1,990 840 0 840: 3,710 3,215
Old : 45,880: 16,405 26,985 245 5,540 5,725 16,125 1,585 1,990 840 0 840: 3,710 3,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -270: 305 845 125 -410 -145 -75 35 -260 140 0 -140: -220 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 58.8 0.5 12.1 12.5 35.1 3.5 4.3 1.8 0.0 1.8: 8.1 7.0
Old : 100.0: 35.8 58.8 0.5 12.1 12.5 35.1 3.5 4.3 1.8 0.0 1.8: 8.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.0 56.7 75.1 75.0 50.0 39.8 56.1 55.3
Old : 61.0 56.7 75.1 75.0 50.0 39.8 56.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,455: 11,865 38,420 0 4,630 5,360 32,020 1,855 1,050 840 0 840: 2,480 2,300
Old : 54,455: 11,865 38,420 0 4,630 5,360 32,020 1,855 1,050 840 0 840: 2,480 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -860: -495 -340 0 -295 0 -325 -75 0 140 0 -140: -40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 70.6 0.0 8.5 9.8 58.8 3.4 1.9 1.5 0.0 1.5: 4.6 4.2
Old : 100.0: 21.8 70.6 0.0 8.5 9.8 58.8 3.4 1.9 1.5 0.0 1.5: 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 : 81.3 57.3 88.9 79.3 69.6 46.9 71.4 63.5
Old : 81.3 57.3 88.9 79.3 69.6 46.9 71.4 63.5
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 173,136: 94,637 94,754 4,785 3,687 29,474 6,585 11,870 6,000 3,150 0 0: 28,505 27,352
Old : 173,136: 94,637 94,754 4,785 3,687 29,474 6,585 11,870 6,000 3,150 0 0: 28,505 27,352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -6,030: -5,015 -2,664 2,426 -60 -1,754 -140 -285 -500 -215 0 0: -831 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 54.7 2.8 2.1 17.0 3.8 6.9 3.5 1.8 0.0 0.0: 16.5 15.8
Old : 100.0: 54.7 54.7 2.8 2.1 17.0 3.8 6.9 3.5 1.8 0.0 0.0: 16.5 15.8
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 : 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 : 41.4 50.2 56.7 69.5 24.3 33.0 31.5 37.6
Old : 41.4 50.2 56.7 69.5 24.3 33.0 31.5 37.6
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,860: 72,330 59,750 3,260 12,580 16,790 2,025 7,715 8,270 2,460 0 0: 14,725 14,755
Old : 119,860: 72,330 59,750 3,260 12,580 16,790 2,025 7,715 8,270 2,460 0 0: 14,725 14,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -5,055: -2,915 -2,465 215 -725 -240 50 260 -800 -295 0 0: -1,070 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 49.8 2.7 10.5 14.0 1.7 6.4 6.9 2.1 0.0 0.0: 12.3 12.3
Old : 100.0: 60.3 49.8 2.7 10.5 14.0 1.7 6.4 6.9 2.1 0.0 0.0: 12.3 12.3
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: 22 24 . . . . . . . 0 0:
Old : 32: 22 24 . . . . . . . 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 : 39.6 45.0 62.6 67.0 24.4 30.1 33.5 37.6
Old : 39.6 45.0 62.6 67.0 24.4 30.1 33.5 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2020