COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,235: 14,932 9,041 612 690 1,129 486 575 183 224 6,138 962: 707 517
Old : 19,235: 14,932 9,041 612 690 1,129 486 575 183 224 6,138 962: 707 517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 137: 455 -101 39 127 10 0 -40 0 7 289 -130: -244 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 47.0 3.2 3.6 5.9 2.5 3.0 1.0 1.2 31.9 5.0: 3.7 2.7
Old : 100.0: 77.6 47.0 3.2 3.6 5.9 2.5 3.0 1.0 1.2 31.9 5.0: 3.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 11 . . 4 . . . . 5 .:
Old : 27: 13 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 : 52.2 43.7 78.2 67.7 35.3 34.7 45.1 47.6
Old : 52.2 43.7 78.2 67.7 35.3 34.7 45.1 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,275: 8,916 8,197 670 775 2,406 662 34 1,158 138 1,381 1,188: 137 137
Old : 15,275: 8,916 8,197 670 775 2,406 662 34 1,158 138 1,381 1,188: 137 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 445: -175 212 30 -124 98 124 34 -14 40 -107 339: 3 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 53.7 4.4 5.1 15.7 4.3 0.2 7.6 0.9 9.0 7.8: 0.9 0.9
Old : 100.0: 58.4 53.7 4.4 5.1 15.7 4.3 0.2 7.6 0.9 9.0 7.8: 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 : 42: 20 20 . . . . . 4 . 10 11:
Old : 42: 20 20 . . . . . 4 . 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 42.5 67.6 61.4 25.1 25.3 35.1 32.9
Old : 46.9 42.5 67.6 61.4 25.1 25.3 35.1 32.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 37,312: 24,947 30,621 4,733 792 1,880 743 265 139 3,055 1,695 1,800: 15 120
Old : 37,312: 24,947 30,621 4,733 792 1,880 743 265 139 3,055 1,695 1,800: 15 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 585: 620 295 150 195 -110 -25 65 0 -25 60 -25: 0 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 82.1 12.7 2.1 5.0 2.0 0.7 0.4 8.2 4.5 4.8: 0.0 0.3
Old : 100.0: 66.9 82.1 12.7 2.1 5.0 2.0 0.7 0.4 8.2 4.5 4.8: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 22 . . . . . . . 5 4:
Old : 38: 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 : 54.9 55.3 79.9 76.3 52.8 48.3 66.3 62.4
Old : 54.9 55.3 79.9 76.3 52.8 48.3 66.3 62.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 32,730: 26,773 26,970 0 3,324 1,003 0 229 304 3,775 25 875: 0 0
Old : 32,730: 26,773 26,970 0 3,324 1,003 0 229 304 3,775 25 875: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,824: 1,724 404 0 1,395 -75 0 0 0 75 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 82.4 0.0 10.2 3.1 0.0 0.7 0.9 11.5 0.1 2.7: 0.0 0.0
Old : 100.0: 81.8 82.4 0.0 10.2 3.1 0.0 0.7 0.9 11.5 0.1 2.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 0 . . 0 . . 5 . 4:
Old : 31: 17 19 0 . . 0 . . 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 : 62.0 64.6 81.1 89.2 59.9 57.8 73.1 77.8
Old : 62.0 64.6 81.1 89.2 59.9 57.8 73.1 77.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 137,629: 105,102 99,885 2,100 15,996 8,437 10,132 1,443 4,904 3,593 3,733 3,115: 246 116
Old : 137,629: 105,102 99,885 2,100 15,996 8,437 10,132 1,443 4,904 3,593 3,733 3,115: 246 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,914: 2,443 1,713 -306 1,064 196 212 -222 161 111 -120 97: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 72.6 1.5 11.6 6.1 7.4 1.0 3.6 2.6 2.7 2.3: 0.2 0.1
Old : 100.0: 76.4 72.6 1.5 11.6 6.1 7.4 1.0 3.6 2.6 2.7 2.3: 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 6 6 . 8 4 7:
Old : 63: 30 32 . . 5 6 6 . 8 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 35.2 67.7 55.7 38.9 29.6 48.8 41.6
Old : 48.3 35.2 67.7 55.7 38.9 29.6 48.8 41.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,968: 56,403 47,927 2,940 10,057 4,163 508 800 1,332 796 1,802 826: 0 61
Old : 66,968: 56,403 47,927 2,940 10,057 4,163 508 800 1,332 796 1,802 826: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,571: 1,285 910 0 271 132 136 -10 -33 100 350 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 71.6 4.4 15.0 6.2 0.8 1.2 2.0 1.2 2.7 1.2: 0.0 0.1
Old : 100.0: 84.2 71.6 4.4 15.0 6.2 0.8 1.2 2.0 1.2 2.7 1.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 21 . . . . . . . 4 .:
Old : 42: 24 21 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 74.1 80.6 86.3 59.3 59.5 68.7 68.4
Old : 62.6 74.1 80.6 86.3 59.3 59.5 68.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,526: 36,347 28,535 496 6,955 1,333 0 1,203 0 1,200 1,350 150: 0 0
Old : 39,526: 36,347 28,535 496 6,955 1,333 0 1,203 0 1,200 1,350 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 225: 225 50 0 -200 125 0 25 0 25 375 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 72.2 1.3 17.6 3.4 0.0 3.0 0.0 3.0 3.4 0.4: 0.0 0.0
Old : 100.0: 92.0 72.2 1.3 17.6 3.4 0.0 3.0 0.0 3.0 3.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 14 . . . 0 . 0 . . .:
Old : 26: 12 14 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 79.3 92.6 93.6 71.7 65.0 78.5 78.3
Old : 79.8 79.3 92.6 93.6 71.7 65.0 78.5 78.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,657: 32,482 21,729 938 26,432 2,183 15,290 200 50 1,363 1,892 4,076: 275 95
Old : 56,657: 32,482 21,729 938 26,432 2,183 15,290 200 50 1,363 1,892 4,076: 275 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,865: -1,835 -68 0 -1,660 -145 0 0 0 67 0 -7: 55 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 38.4 1.7 46.7 3.9 27.0 0.4 0.1 2.4 3.3 7.2: 0.5 0.2
Old : 100.0: 57.3 38.4 1.7 46.7 3.9 27.0 0.4 0.1 2.4 3.3 7.2: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 18 . . 5 4 . . . . .:
Old : 37: 19 18 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 69.3 71.8 83.8 48.5 59.8 61.5 71.0
Old : 51.3 69.3 71.8 83.8 48.5 59.8 61.5 71.0
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,080: 40,979 23,271 0 40,064 3,791 22,902 550 145 2,338 2,668 2,510: 415 81
Old : 73,080: 40,979 23,271 0 40,064 3,791 22,902 550 145 2,338 2,668 2,510: 415 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,573: -1,574 361 0 -1,273 -640 529 -75 25 6 -50 51: 30 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 31.8 0.0 54.8 5.2 31.3 0.8 0.2 3.2 3.7 3.4: 0.6 0.1
Old : 100.0: 56.1 31.8 0.0 54.8 5.2 31.3 0.8 0.2 3.2 3.7 3.4: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 22 19 0 4 4 7 . . . . .:
Old : 43: 22 19 0 4 4 7 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 71.0 71.7 85.0 51.9 64.3 65.7 75.3
Old : 53.2 71.0 71.7 85.0 51.9 64.3 65.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,593: 51,121 44,435 12,185 20,764 3,157 0 0 0 2,149 748 1,489: 492 0
Old : 70,593: 51,121 44,435 12,185 20,764 3,157 0 0 0 2,149 748 1,489: 492 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,120: 1,030 522 100 600 0 0 0 0 0 0 0: -10 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 62.9 17.3 29.4 4.5 0.0 0.0 0.0 3.0 1.1 2.1: 0.7 0.0
Old : 100.0: 72.4 62.9 17.3 29.4 4.5 0.0 0.0 0.0 3.0 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 : 37: 24 23 . . . 0 0 0 . . .:
Old : 37: 24 23 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 62.9 64.8 85.3 40.6 62.9 61.3 79.6
Old : 43.7 62.9 64.8 85.3 40.6 62.9 61.3 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,194: 22,744 25,094 100 0 100 1,550 0 0 700 0 0: 0 0
Old : 25,194: 22,744 25,094 100 0 100 1,550 0 0 700 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 99.6 0.4 0.0 0.4 6.2 0.0 0.0 2.8 0.0 0.0: 0.0 0.0
Old : 100.0: 90.3 99.6 0.4 0.0 0.4 6.2 0.0 0.0 2.8 0.0 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: 10 9 . 0 . . 0 0 . 0 0:
Old : 21: 10 9 . 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 : 90.7 94.6 95.8 99.6 87.9 94.6 93.1 95.8
Old : 90.7 94.6 95.8 99.6 87.9 94.6 93.1 95.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,474: 62,142 48,980 20,648 35,283 1,176 0 100 0 1,900 819 2,116: 492 0
Old : 88,474: 62,142 48,980 20,648 35,283 1,176 0 100 0 1,900 819 2,116: 492 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,305: 1,765 925 -410 430 0 0 -50 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 55.4 23.3 39.9 1.3 0.0 0.1 0.0 2.1 0.9 2.4: 0.6 0.0
Old : 100.0: 70.2 55.4 23.3 39.9 1.3 0.0 0.1 0.0 2.1 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 : 43.9 66.9 63.5 83.7 43.0 66.8 62.5 78.6
Old : 43.9 66.9 63.5 83.7 43.0 66.8 62.5 78.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,180: 28,433 38,570 9,739 0 4,104 0 0 0 280 0 200: 424 306
Old : 43,180: 28,433 38,570 9,739 0 4,104 0 0 0 280 0 200: 424 306
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,252: -1,352 -1,092 335 0 -120 0 0 0 0 0 -25: -90 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 89.3 22.6 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 1.0 0.7
Old : 100.0: 65.8 89.3 22.6 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.2 82.0 85.6 95.1 54.6 72.5 67.3 74.1
Old : 67.2 82.0 85.6 95.1 54.6 72.5 67.3 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,643: 25,789 15,956 0 9,434 1,047 0 600 0 360 595 0: 447 11
Old : 27,643: 25,789 15,956 0 9,434 1,047 0 600 0 360 595 0: 447 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -657: -430 -547 0 204 -204 0 0 0 0 -100 0: -23 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 57.7 0.0 34.1 3.8 0.0 2.2 0.0 1.3 2.2 0.0: 1.6 0.0
Old : 100.0: 93.3 57.7 0.0 34.1 3.8 0.0 2.2 0.0 1.3 2.2 0.0: 1.6 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 : 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 : 60.6 68.6 77.4 84.0 49.5 57.8 62.5 66.8
Old : 60.6 68.6 77.4 84.0 49.5 57.8 62.5 66.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,173: 12,884 19,086 5,420 0 1,565 0 0 0 900 222 300: 104 0
Old : 21,173: 12,884 19,086 5,420 0 1,565 0 0 0 900 222 300: 104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 739: 739 314 -995 0 425 0 0 0 575 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 90.1 25.6 0.0 7.4 0.0 0.0 0.0 4.3 1.0 1.4: 0.5 0.0
Old : 100.0: 60.9 90.1 25.6 0.0 7.4 0.0 0.0 0.0 4.3 1.0 1.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 77.4 82.6 94.4 48.3 70.1 66.4 73.3
Old : 57.1 77.4 82.6 94.4 48.3 70.1 66.4 73.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,646: 61,404 61,814 295 8,325 9,216 6,456 1,358 57 4,434 1,081 2,331: 454 465
Old : 84,646: 61,404 61,814 295 8,325 9,216 6,456 1,358 57 4,434 1,081 2,331: 454 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -3,655: -3,379 -2,991 -75 -1,228 67 -126 -25 5 -737 -61 525: 64 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 73.0 0.3 9.8 10.9 7.6 1.6 0.1 5.2 1.3 2.8: 0.5 0.5
Old : 100.0: 72.5 73.0 0.3 9.8 10.9 7.6 1.6 0.1 5.2 1.3 2.8: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 31 33 . . . 6 . . 11 4 9:
Old : 65: 31 33 . . . 6 . . 11 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 40.0 55.5 65.7 17.7 20.7 26.7 29.0
Old : 32.9 40.0 55.5 65.7 17.7 20.7 26.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,516: 9,944 14,222 3,654 0 144 750 0 0 0 150 0: 24 0
Old : 14,516: 9,944 14,222 3,654 0 144 750 0 0 0 150 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 440: 479 440 -63 0 0 0 0 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 98.0 25.2 0.0 1.0 5.2 0.0 0.0 0.0 1.0 0.0: 0.2 0.0
Old : 100.0: 68.5 98.0 25.2 0.0 1.0 5.2 0.0 0.0 0.0 1.0 0.0: 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 : 20: 6 14 . 0 . . 0 0 0 . 0:
Old : 20: 6 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 : 64.9 60.4 96.0 85.8 47.8 53.6 65.9 68.0
Old : 64.9 60.4 96.0 85.8 47.8 53.6 65.9 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,456: 9,884 14,162 3,654 0 144 750 0 0 0 150 0: 24 0
Old : 14,456: 9,884 14,162 3,654 0 144 750 0 0 0 150 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 440: 479 590 -63 0 0 0 0 0 0 0 0: 24 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 98.0 25.3 0.0 1.0 5.2 0.0 0.0 0.0 1.0 0.0: 0.2 0.0
Old : 100.0: 68.4 98.0 25.3 0.0 1.0 5.2 0.0 0.0 0.0 1.0 0.0: 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 : 20: 6 14 . 0 . . 0 0 0 . 0:
Old : 20: 6 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 : 65.1 60.7 96.4 85.8 48.4 53.8 66.5 68.3
Old : 65.1 60.7 96.4 85.8 48.4 53.8 66.5 68.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,539: 39,220 36,060 0 4,491 3,600 0 600 0 4,120 2,100 285: 314 403
Old : 47,539: 39,220 36,060 0 4,491 3,600 0 600 0 4,120 2,100 285: 314 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -892: 41 -254 0 -1,310 252 0 -100 0 -1,100 625 -50: -35 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 75.9 0.0 9.4 7.6 0.0 1.3 0.0 8.7 4.4 0.6: 0.7 0.8
Old : 100.0: 82.5 75.9 0.0 9.4 7.6 0.0 1.3 0.0 8.7 4.4 0.6: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 16 0 . . 0 . 0 . . .:
Old : 31: 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 : 45.7 49.1 71.4 76.8 44.9 35.4 58.6 50.8
Old : 45.7 49.1 71.4 76.8 44.9 35.4 58.6 50.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,313: 34,448 41,468 6,744 0 5,249 0 0 0 540 100 175: 157 321
Old : 47,313: 34,448 41,468 6,744 0 5,249 0 0 0 540 100 175: 157 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,829: -1,839 -1,724 380 0 -120 0 0 0 -150 0 -25: -75 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 87.6 14.3 0.0 11.1 0.0 0.0 0.0 1.1 0.2 0.4: 0.3 0.7
Old : 100.0: 72.8 87.6 14.3 0.0 11.1 0.0 0.0 0.0 1.1 0.2 0.4: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 16 . 0 . 0 0 0 . . .:
Old : 30: 19 16 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 76.4 75.6 92.0 39.1 62.9 54.0 65.2
Old : 53.3 76.4 75.6 92.0 39.1 62.9 54.0 65.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 41,331: 36,207 29,287 0 6,765 3,923 135 875 30 275 200 250: 511 1
Old : 41,331: 36,207 29,287 0 6,765 3,923 135 875 30 275 200 250: 511 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,263: -266 -882 -55 777 -927 20 -25 -20 0 -165 -10: -5 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 70.9 0.0 16.4 9.5 0.3 2.1 0.1 0.7 0.5 0.6: 1.2 0.0
Old : 100.0: 87.6 70.9 0.0 16.4 9.5 0.3 2.1 0.1 0.7 0.5 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 : 31: 21 22 0 . . . . . . . .:
Old : 31: 21 22 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 61.6 79.1 83.2 42.1 47.5 53.3 55.2
Old : 56.0 61.6 79.1 83.2 42.1 47.5 53.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,514: 49,899 61,644 9,889 230 2,150 0 0 0 1,550 200 50: 976 240
Old : 64,514: 49,899 61,644 9,889 230 2,150 0 0 0 1,550 200 50: 976 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 791: 791 191 -700 0 600 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 95.6 15.3 0.4 3.3 0.0 0.0 0.0 2.4 0.3 0.1: 1.5 0.4
Old : 100.0: 77.3 95.6 15.3 0.4 3.3 0.0 0.0 0.0 2.4 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 : 57.3 91.2 79.5 96.3 56.5 86.8 76.3 89.2
Old : 57.3 91.2 79.5 96.3 56.5 86.8 76.3 89.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,436: 58,754 64,026 4,936 1,595 3,750 0 595 0 2,406 200 90: 500 180
Old : 70,436: 58,754 64,026 4,936 1,595 3,750 0 595 0 2,406 200 90: 500 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,005: 620 335 275 620 -20 0 70 0 130 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 90.9 7.0 2.3 5.3 0.0 0.8 0.0 3.4 0.3 0.1: 0.7 0.3
Old : 100.0: 83.4 90.9 7.0 2.3 5.3 0.0 0.8 0.0 3.4 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 : 52.2 86.8 74.7 96.0 52.2 82.2 73.5 87.4
Old : 52.2 86.8 74.7 96.0 52.2 82.2 73.5 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,457: 66,059 72,335 8,879 4,822 1,342 0 518 30 2,391 0 2,338: 418 72
Old : 81,457: 66,059 72,335 8,879 4,822 1,342 0 518 30 2,391 0 2,338: 418 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,022: 677 1,283 -65 0 25 0 0 0 673 0 -288: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 88.8 10.9 5.9 1.6 0.0 0.6 0.0 2.9 0.0 2.9: 0.5 0.1
Old : 100.0: 81.1 88.8 10.9 5.9 1.6 0.0 0.6 0.0 2.9 0.0 2.9: 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 19 5 . . 0 . . . 0 .:
Old : 39: 20 19 5 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 58.5 71.9 84.2 55.4 56.5 69.7 77.6
Old : 55.4 58.5 71.9 84.2 55.4 56.5 69.7 77.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,565: 79,756 86,733 10,009 4,330 2,990 659 1,416 180 1,901 125 3,773: 296 18
Old : 99,565: 79,756 86,733 10,009 4,330 2,990 659 1,416 180 1,901 125 3,773: 296 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 1,092: 763 1,122 -56 9 3 14 -62 5 348 -4 16: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 87.1 10.1 4.3 3.0 0.7 1.4 0.2 1.9 0.1 3.8: 0.3 0.0
Old : 100.0: 80.1 87.1 10.1 4.3 3.0 0.7 1.4 0.2 1.9 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 : 53: 23 28 5 . 5 . 5 . 5 . 4:
Old : 53: 23 28 5 . 5 . 5 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 51.7 69.1 77.5 49.4 51.6 64.0 72.2
Old : 50.3 51.7 69.1 77.5 49.4 51.6 64.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,263: 42,286 54,751 18,454 2,150 123 0 2,814 0 375 1,400 25: 0 0
Old : 61,263: 42,286 54,751 18,454 2,150 123 0 2,814 0 375 1,400 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,234: 3,031 3,625 1,200 666 3 0 15 0 75 0 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 89.4 30.1 3.5 0.2 0.0 4.6 0.0 0.6 2.3 0.0: 0.0 0.0
Old : 100.0: 69.0 89.4 30.1 3.5 0.2 0.0 4.6 0.0 0.6 2.3 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 : 28: 12 12 . . . 0 . 0 . . .:
Old : 28: 12 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 89.3 95.8 96.9 75.7 87.1 91.0 91.8
Old : 75.8 89.3 95.8 96.9 75.7 87.1 91.0 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,440: 37,540 55,040 17,325 0 525 0 150 0 1,050 725 0: 0 0
Old : 56,440: 37,540 55,040 17,325 0 525 0 150 0 1,050 725 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,200: 3,300 3,900 900 0 300 0 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 97.5 30.7 0.0 0.9 0.0 0.3 0.0 1.9 1.3 0.0: 0.0 0.0
Old : 100.0: 66.5 97.5 30.7 0.0 0.9 0.0 0.3 0.0 1.9 1.3 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 9 . 0 . 0 . 0 . . 0:
Old : 21: 9 9 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 95.3 95.8 98.9 83.5 91.3 91.4 92.9
Old : 84.0 95.3 95.8 98.9 83.5 91.3 91.4 92.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 57,267: 35,724 52,322 16,581 127 2,244 700 35 0 944 1,685 743: 331 111
Old : 57,267: 35,724 52,322 16,581 127 2,244 700 35 0 944 1,685 743: 331 111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 286: 735 233 -350 0 0 0 0 0 -99 53 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 91.4 29.0 0.2 3.9 1.2 0.1 0.0 1.6 2.9 1.3: 0.6 0.2
Old : 100.0: 62.4 91.4 29.0 0.2 3.9 1.2 0.1 0.0 1.6 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 : 52.0 81.1 72.7 90.6 47.9 77.8 67.8 82.1
Old : 52.0 81.1 72.7 90.6 47.9 77.8 67.8 82.1
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,820: 46,754 56,587 13,045 295 440 1,170 3,200 245 1,267 1,971 688: 211 394
Old : 63,820: 46,754 56,587 13,045 295 440 1,170 3,200 245 1,267 1,971 688: 211 394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -479: 261 -464 -774 0 -5 100 0 -30 -96 5 0: 65 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 88.7 20.4 0.5 0.7 1.8 5.0 0.4 2.0 3.1 1.1: 0.3 0.6
Old : 100.0: 73.3 88.7 20.4 0.5 0.7 1.8 5.0 0.4 2.0 3.1 1.1: 0.3 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 : 53.2 76.0 76.3 89.0 52.3 70.8 72.4 81.3
Old : 53.2 76.0 76.3 89.0 52.3 70.8 72.4 81.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,274: 11,899 23,705 12,815 0 424 0 885 0 0 0 0: 136 260
Old : 25,274: 11,899 23,705 12,815 0 424 0 885 0 0 0 0: 136 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 110: 50 50 60 0 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 93.8 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.5 1.0
Old : 100.0: 47.1 93.8 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.3 79.1 89.0 94.3 70.4 75.3 86.0 90.5
Old : 72.3 79.1 89.0 94.3 70.4 75.3 86.0 90.5
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 24,989: 12,015 24,046 12,145 0 533 0 225 0 0 0 0: 296 185
Old : 24,989: 12,015 24,046 12,145 0 533 0 225 0 0 0 0: 296 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -14: 110 -215 -165 0 161 0 0 0 0 0 0: -120 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 96.2 48.6 0.0 2.1 0.0 0.9 0.0 0.0 0.0 0.0: 1.2 0.7
Old : 100.0: 48.1 96.2 48.6 0.0 2.1 0.0 0.9 0.0 0.0 0.0 0.0: 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 : 22: 13 12 5 0 . 0 . 0 0 0 0:
Old : 22: 13 12 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 86.2 87.7 96.3 70.0 79.7 83.8 88.7
Old : 70.8 86.2 87.7 96.3 70.0 79.7 83.8 88.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,396: 23,821 20,714 2,880 4,815 728 0 524 330 1,370 1,397 160: 107 728
Old : 29,396: 23,821 20,714 2,880 4,815 728 0 524 330 1,370 1,397 160: 107 728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -36: -11 -41 -25 25 0 0 10 0 0 0 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.5 9.8 16.4 2.5 0.0 1.8 1.1 4.7 4.8 0.5: 0.4 2.5
Old : 100.0: 81.0 70.5 9.8 16.4 2.5 0.0 1.8 1.1 4.7 4.8 0.5: 0.4 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 : 28: 13 14 . . . 0 . . . . .:
Old : 28: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 56.2 88.3 76.4 66.1 54.0 80.8 73.2
Old : 73.2 56.2 88.3 76.4 66.1 54.0 80.8 73.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: July 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 64.7 85.9 80.0
Old : 79.0 67.9 90.3 85.7 79.0 64.7 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 58,475: 44,079 28,101 7,008 22,180 510 2,686 5,728 284 2,129 0 1,651: 128 21
Old : 58,475: 44,079 28,101 7,008 22,180 510 2,686 5,728 284 2,129 0 1,651: 128 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 924: 764 789 205 30 -155 5 265 0 100 0 -5: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 48.1 12.0 37.9 0.9 4.6 9.8 0.5 3.6 0.0 2.8: 0.2 0.0
Old : 100.0: 75.4 48.1 12.0 37.9 0.9 4.6 9.8 0.5 3.6 0.0 2.8: 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 : 52.4 74.0 68.7 87.3 48.4 63.5 62.5 74.2
Old : 52.4 74.0 68.7 87.3 48.4 63.5 62.5 74.2
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 36,006: 30,618 13,320 2,274 18,570 1,155 725 1,288 60 566 1,094 464: 144 55
Old : 36,006: 30,618 13,320 2,274 18,570 1,155 725 1,288 60 566 1,094 464: 144 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 375: 265 490 345 0 -115 0 0 0 0 120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 37.0 6.3 51.6 3.2 2.0 3.6 0.2 1.6 3.0 1.3: 0.4 0.2
Old : 100.0: 85.0 37.0 6.3 51.6 3.2 2.0 3.6 0.2 1.6 3.0 1.3: 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 71.3 78.2 84.3 54.6 67.3 64.6 73.8
Old : 61.0 71.3 78.2 84.3 54.6 67.3 64.6 73.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 18,854: 9,553 17,495 7,416 0 745 300 264 0 575 175 175: 90 0
Old : 18,854: 9,553 17,495 7,416 0 745 300 264 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: July 7, 2020 :
: -460: -485 -235 250 0 -225 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 92.8 39.3 0.0 4.0 1.6 1.4 0.0 3.0 0.9 0.9: 0.5 0.0
Old : 100.0: 50.7 92.8 39.3 0.0 4.0 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 : 65.4 78.8 82.3 89.3 61.1 72.4 75.7 80.4
Old : 65.4 78.8 82.3 89.3 61.1 72.4 75.7 80.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,273: 7,069 8,350 2,494 2,100 1,068 140 0 0 250 100 490: 762 165
Old : 12,273: 7,069 8,350 2,494 2,100 1,068 140 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: July 7, 2020 :
: 600: 600 0 -615 0 600 15 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 68.0 20.3 17.1 8.7 1.1 0.0 0.0 2.0 0.8 4.0: 6.2 1.3
Old : 100.0: 57.6 68.0 20.3 17.1 8.7 1.1 0.0 0.0 2.0 0.8 4.0: 6.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 54.1 62.5 77.2 83.6 43.5 56.9 63.1 70.9
Old : 54.1 62.5 77.2 83.6 43.5 56.9 63.1 70.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,271: 6,207 7,345 2,432 2,100 1,076 140 0 0 220 100 485: 711 165
Old : 11,271: 6,207 7,345 2,432 2,100 1,076 140 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: July 7, 2020 :
: 600: 600 0 -615 0 600 15 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 65.2 21.6 18.6 9.5 1.2 0.0 0.0 2.0 0.9 4.3: 6.3 1.5
Old : 100.0: 55.1 65.2 21.6 18.6 9.5 1.2 0.0 0.0 2.0 0.9 4.3: 6.3 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 : 57.6 63.2 77.6 85.8 45.6 57.3 63.2 73.9
Old : 57.6 63.2 77.6 85.8 45.6 57.3 63.2 73.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,760: 20,500 29,180 10,535 0 375 200 0 0 950 3,170 2,035: 165 0
Old : 34,760: 20,500 29,180 10,535 0 375 200 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: July 7, 2020 :
: 465: 150 450 300 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 83.9 30.3 0.0 1.1 0.6 0.0 0.0 2.7 9.1 5.9: 0.5 0.0
Old : 100.0: 59.0 83.9 30.3 0.0 1.1 0.6 0.0 0.0 2.7 9.1 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: 17 12 . 0 . . 0 0 . 4 .:
Old : 31: 17 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 : 68.2 62.4 82.8 88.7 64.3 55.3 73.3 74.9
Old : 68.2 62.4 82.8 88.7 64.3 55.3 73.3 74.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,180: 21,055 29,700 10,325 0 480 200 0 0 950 2,995 2,005: 165 0
Old : 35,180: 21,055 29,700 10,325 0 480 200 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: July 7, 2020 :
: 465: 150 450 300 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 84.4 29.3 0.0 1.4 0.6 0.0 0.0 2.7 8.5 5.7: 0.5 0.0
Old : 100.0: 59.8 84.4 29.3 0.0 1.4 0.6 0.0 0.0 2.7 8.5 5.7: 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: 17 13 . 0 . . 0 0 . 4 .:
Old : 31: 17 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 : 66.4 63.7 81.4 89.2 62.8 55.4 71.5 75.7
Old : 66.4 63.7 81.4 89.2 62.8 55.4 71.5 75.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,400: 81,288 95,532 22,331 3,372 8,455 150 1,030 760 915 4,745 1,426: 75 80
Old : 115,400: 81,288 95,532 22,331 3,372 8,455 150 1,030 760 915 4,745 1,426: 75 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 5,640: 4,134 5,410 -165 -1,510 1,640 0 0 30 0 70 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 82.8 19.4 2.9 7.3 0.1 0.9 0.7 0.8 4.1 1.2: 0.1 0.1
Old : 100.0: 70.4 82.8 19.4 2.9 7.3 0.1 0.9 0.7 0.8 4.1 1.2: 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 : 41.8 53.7 61.2 73.8 37.8 49.4 55.9 62.9
Old : 41.8 53.7 61.2 73.8 37.8 49.4 55.9 62.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,955: 88,071 106,849 24,118 1,120 9,213 314 1,170 1,700 924 4,262 2,561: 54 80
Old : 126,955: 88,071 106,849 24,118 1,120 9,213 314 1,170 1,700 924 4,262 2,561: 54 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 5,222: 3,290 4,853 1,665 260 -184 288 -110 15 15 258 130: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 84.2 19.0 0.9 7.3 0.2 0.9 1.3 0.7 3.4 2.0: 0.0 0.1
Old : 100.0: 69.4 84.2 19.0 0.9 7.3 0.2 0.9 1.3 0.7 3.4 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 27 5 . 5 . . . 4 8 7:
Old : 60: 36 27 5 . 5 . . . 4 8 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 55.9 55.1 77.0 31.1 52.1 48.9 66.4
Old : 33.9 55.9 55.1 77.0 31.1 52.1 48.9 66.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 535,113: 295,495 363,997 51,745 3,920 95,284 17,216 12,690 31,419 21,901 5,988 21,646: 408 169
Old : 535,113: 295,495 363,997 51,745 3,920 95,284 17,216 12,690 31,419 21,901 5,988 21,646: 408 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,294: -887 2,294 -164 -222 -1,638 1,294 -464 -443 1,396 117 -944: 92 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 68.0 9.7 0.7 17.8 3.2 2.4 5.9 4.1 1.1 4.0: 0.1 0.0
Old : 100.0: 55.2 68.0 9.7 0.7 17.8 3.2 2.4 5.9 4.1 1.1 4.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 93: 42 36 . . 5 8 10 8 17 7 17:
Old : 93: 42 36 . . 5 8 10 8 17 7 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 : 43.9 37.8 61.2 60.0 14.2 15.2 18.7 20.7
Old : 43.9 37.8 61.2 60.0 14.2 15.2 18.7 20.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,817: 9,404 14,695 1,107 25 1,322 960 0 665 3,194 0 50: 115 60
Old : 16,817: 9,404 14,695 1,107 25 1,322 960 0 665 3,194 0 50: 115 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 397: 70 460 170 0 -113 140 -100 100 -20 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 87.4 6.6 0.1 7.9 5.7 0.0 4.0 19.0 0.0 0.3: 0.7 0.4
Old : 100.0: 55.9 87.4 6.6 0.1 7.9 5.7 0.0 4.0 19.0 0.0 0.3: 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 : 58.7 77.5 77.7 94.5 54.9 68.4 70.3 77.8
Old : 58.7 77.5 77.7 94.5 54.9 68.4 70.3 77.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,371: 6,702 11,505 1,524 90 1,111 140 300 365 3,414 0 0: 115 0
Old : 13,371: 6,702 11,505 1,524 90 1,111 140 300 365 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: July 7, 2020 :
: 70: 70 260 200 0 -200 -10 0 10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 86.0 11.4 0.7 8.3 1.0 2.2 2.7 25.5 0.0 0.0: 0.9 0.0
Old : 100.0: 50.1 86.0 11.4 0.7 8.3 1.0 2.2 2.7 25.5 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 : 59.9 74.8 84.4 93.9 57.1 66.2 72.3 77.5
Old : 59.9 74.8 84.4 93.9 57.1 66.2 72.3 77.5
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,095: 6,305 5,650 55 0 375 765 375 355 285 1,865 70: 885 405
Old : 9,095: 6,305 5,650 55 0 375 765 375 355 285 1,865 70: 885 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 3,015: 3,295 2,220 -455 0 190 680 45 -485 -330 1,240 -30: 150 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 62.1 0.6 0.0 4.1 8.4 4.1 3.9 3.1 20.5 0.8: 9.7 4.5
Old : 100.0: 69.3 62.1 0.6 0.0 4.1 8.4 4.1 3.9 3.1 20.5 0.8: 9.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . 0 . . . . . 4 .:
Old : 26: 15 14 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 50.3 64.3 68.3 33.5 49.0 52.8 66.1
Old : 40.3 50.3 64.3 68.3 33.5 49.0 52.8 66.1
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,066: 11,827 13,588 893 0 184 350 0 0 1,545 1,049 225: 42 20
Old : 15,066: 11,827 13,588 893 0 184 350 0 0 1,545 1,049 225: 42 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,879: -1,381 -1,643 -41 0 -25 0 0 0 -450 -201 0: 18 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 90.2 5.9 0.0 1.2 2.3 0.0 0.0 10.3 7.0 1.5: 0.3 0.1
Old : 100.0: 78.5 90.2 5.9 0.0 1.2 2.3 0.0 0.0 10.3 7.0 1.5: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 11 22 4 0 . . 0 0 . . .:
Old : 36: 11 22 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 : 79.8 63.6 91.1 78.3 76.6 62.9 85.7 76.6
Old : 79.8 63.6 91.1 78.3 76.6 62.9 85.7 76.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,218: 61,862 63,382 17,531 11,956 1,440 0 4,055 0 0 0 0: 7,385 7,385
Old : 88,218: 61,862 63,382 17,531 11,956 1,440 0 4,055 0 0 0 0: 7,385 7,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 645: 725 800 125 50 0 0 0 0 0 0 0: -205 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 71.8 19.9 13.6 1.6 0.0 4.6 0.0 0.0 0.0 0.0: 8.4 8.4
Old : 100.0: 70.1 71.8 19.9 13.6 1.6 0.0 4.6 0.0 0.0 0.0 0.0: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.7 55.1 85.5 79.4 74.5 52.8 81.0 75.2
Old : 76.7 55.1 85.5 79.4 74.5 52.8 81.0 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,475: 52,091 51,135 13,884 10,285 1,465 0 4,555 0 0 0 0: 6,035 6,035
Old : 73,475: 52,091 51,135 13,884 10,285 1,465 0 4,555 0 0 0 0: 6,035 6,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 218: 243 243 0 0 0 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 69.6 18.9 14.0 2.0 0.0 6.2 0.0 0.0 0.0 0.0: 8.2 8.2
Old : 100.0: 70.9 69.6 18.9 14.0 2.0 0.0 6.2 0.0 0.0 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.9 58.2 86.1 79.8 74.9 55.9 79.8 75.3
Old : 75.9 58.2 86.1 79.8 74.9 55.9 79.8 75.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8,055 0 4,785 350 990 0 1,500 0 0: 2,725 3,015
Old : 24,745: 7,330 15,955 8,055 0 4,785 350 990 0 1,500 0 0: 2,725 3,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 0: 0 0 200 0 -100 -200 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 64.5 32.6 0.0 19.3 1.4 4.0 0.0 6.1 0.0 0.0: 11.0 12.2
Old : 100.0: 29.6 64.5 32.6 0.0 19.3 1.4 4.0 0.0 6.1 0.0 0.0: 11.0 12.2
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 : 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 : 66.7 50.4 81.3 78.8 43.9 47.6 52.9 57.6
Old : 66.7 50.4 81.3 78.8 43.9 47.6 52.9 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,140: 32,790 20,545 6,926 24,586 780 11,620 5,515 3,745 0 960 0: 3,279 3,009
Old : 59,140: 32,790 20,545 6,926 24,586 780 11,620 5,515 3,745 0 960 0: 3,279 3,009
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 660: 735 360 -235 0 0 0 140 -80 0 0 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 34.7 11.7 41.6 1.3 19.6 9.3 6.3 0.0 1.6 0.0: 5.5 5.1
Old : 100.0: 55.4 34.7 11.7 41.6 1.3 19.6 9.3 6.3 0.0 1.6 0.0: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 14 . . . . . . 0 . 0:
Old : 26: 17 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 71.9 80.3 86.2 49.1 66.2 66.1 73.9
Old : 62.8 71.9 80.3 86.2 49.1 66.2 66.1 73.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,354: 20,747 16,953 9,951 12,890 780 2,365 3,130 3,015 0 360 300: 2,196 1,926
Old : 39,354: 20,747 16,953 9,951 12,890 780 2,365 3,130 3,015 0 360 300: 2,196 1,926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 7: 152 -43 -105 0 0 0 90 -30 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 43.1 25.3 32.8 2.0 6.0 8.0 7.7 0.0 0.9 0.8: 5.6 4.9
Old : 100.0: 52.7 43.1 25.3 32.8 2.0 6.0 8.0 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 : 72.2 67.8 87.8 84.2 59.2 64.7 72.2 70.8
Old : 72.2 67.8 87.8 84.2 59.2 64.7 72.2 70.8
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,345: 13,215 12,103 5,170 3,122 300 0 3,340 1,800 0 0 0: 1,860 1,680
Old : 22,345: 13,215 12,103 5,170 3,122 300 0 3,340 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: July 7, 2020 :
: 200: 200 225 0 50 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 54.2 23.1 14.0 1.3 0.0 14.9 8.1 0.0 0.0 0.0: 8.3 7.5
Old : 100.0: 59.1 54.2 23.1 14.0 1.3 0.0 14.9 8.1 0.0 0.0 0.0: 8.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 . . 0 0 0:
Old : 21: 15 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 66.6 76.5 84.6 48.0 58.0 59.7 64.9
Old : 52.1 66.6 76.5 84.6 48.0 58.0 59.7 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,760: 61,035 32,830 340 35,380 5,300 11,545 1,450 1,110 0 3,215 625: 17,805 17,850
Old : 97,760: 61,035 32,830 340 35,380 5,300 11,545 1,450 1,110 0 3,215 625: 17,805 17,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -170: 155 355 -550 -1,300 75 -550 0 230 0 0 0: 470 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 33.6 0.3 36.2 5.4 11.8 1.5 1.1 0.0 3.3 0.6: 18.2 18.3
Old : 100.0: 62.4 33.6 0.3 36.2 5.4 11.8 1.5 1.1 0.0 3.3 0.6: 18.2 18.3
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: 18 19 . . . . . . 0 . .:
Old : 28: 18 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 : 54.5 49.3 72.5 66.2 50.7 47.6 57.9 55.9
Old : 54.5 49.3 72.5 66.2 50.7 47.6 57.9 55.9
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,160: 57,915 31,670 0 31,555 5,420 12,500 1,450 1,055 0 5,685 70: 16,200 16,255
Old : 93,160: 57,915 31,670 0 31,555 5,420 12,500 1,450 1,055 0 5,685 70: 16,200 16,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 160: 350 650 -125 -575 -325 -150 0 75 0 0 0: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 34.0 0.0 33.9 5.8 13.4 1.6 1.1 0.0 6.1 0.1: 17.4 17.4
Old : 100.0: 62.2 34.0 0.0 33.9 5.8 13.4 1.6 1.1 0.0 6.1 0.1: 17.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 0 . . . . . 0 . .:
Old : 29: 17 18 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 46.3 72.3 67.3 48.8 45.5 57.7 54.5
Old : 52.0 46.3 72.3 67.3 48.8 45.5 57.7 54.5
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,503: 14,021 4,153 0 998 766 2,355 9,090 505 875 3,875 490: 4,491 3,626
Old : 23,503: 14,021 4,153 0 998 766 2,355 9,090 505 875 3,875 490: 4,491 3,626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -15: -15 10 0 -25 25 0 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 17.7 0.0 4.2 3.3 10.0 38.7 2.1 3.7 16.5 2.1: 19.1 15.4
Old : 100.0: 59.7 17.7 0.0 4.2 3.3 10.0 38.7 2.1 3.7 16.5 2.1: 19.1 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 67.2 61.0 77.0 36.7 60.7 58.2 68.9
Old : 38.2 67.2 61.0 77.0 36.7 60.7 58.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,833: 13,226 4,188 0 1,713 633 2,355 8,590 535 875 2,885 1,005: 4,204 3,284
Old : 22,833: 13,226 4,188 0 1,713 633 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: July 7, 2020 :
: -15: -15 10 0 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 18.3 0.0 7.5 2.8 10.3 37.6 2.3 3.8 12.6 4.4: 18.4 14.4
Old : 100.0: 57.9 18.3 0.0 7.5 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 : 37.8 68.3 59.8 79.1 35.6 60.1 56.7 69.2
Old : 37.8 68.3 59.8 79.1 35.6 60.1 56.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,720: 19,615 55,705 12,305 7,875 60 22,525 0 0 9,340 0 0: 1,875 2,080
Old : 65,720: 19,615 55,705 12,305 7,875 60 22,525 0 0 9,340 0 0: 1,875 2,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 5,550: 0 5,720 -250 100 0 5,250 0 0 600 0 0: -50 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 84.8 18.7 12.0 0.1 34.3 0.0 0.0 14.2 0.0 0.0: 2.9 3.2
Old : 100.0: 29.8 84.8 18.7 12.0 0.1 34.3 0.0 0.0 14.2 0.0 0.0: 2.9 3.2
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 : 21: 10 8 . . . . 0 0 . 0 0:
Old : 21: 10 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 : 72.3 88.4 92.8 95.6 72.2 85.2 91.7 91.7
Old : 72.3 88.4 92.8 95.6 72.2 85.2 91.7 91.7
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,925: 20,955 54,610 8,845 1,730 1,875 5,650 55 50 20,645 0 140: 2,765 2,465
Old : 60,925: 20,955 54,610 8,845 1,730 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: July 7, 2020 :
: -125: -100 -100 -25 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 89.6 14.5 2.8 3.1 9.3 0.1 0.1 33.9 0.0 0.2: 4.5 4.0
Old : 100.0: 34.4 89.6 14.5 2.8 3.1 9.3 0.1 0.1 33.9 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 : 59.9 83.8 79.8 94.6 57.5 83.4 77.5 90.3
Old : 59.9 83.8 79.8 94.6 57.5 83.4 77.5 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,535: 20,165 45,500 9,225 2,090 1,110 5,650 55 50 12,455 0 490: 2,390 2,240
Old : 51,535: 20,165 45,500 9,225 2,090 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: July 7, 2020 :
: -125: -100 -100 -25 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 88.3 17.9 4.1 2.2 11.0 0.1 0.1 24.2 0.0 1.0: 4.6 4.3
Old : 100.0: 39.1 88.3 17.9 4.1 2.2 11.0 0.1 0.1 24.2 0.0 1.0: 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 : 55.1 81.2 78.6 93.3 52.8 80.6 76.4 90.1
Old : 55.1 81.2 78.6 93.3 52.8 80.6 76.4 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: July 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: July 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,842: 37,153 22,006 0 18,707 390 17,050 0 3,615 50 13,610 2,005: 3,579 3,509
Old : 63,842: 37,153 22,006 0 18,707 390 17,050 0 3,615 50 13,610 2,005: 3,579 3,509
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 395: 370 300 0 145 90 -25 0 10 0 -100 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 34.5 0.0 29.3 0.6 26.7 0.0 5.7 0.1 21.3 3.1: 5.6 5.5
Old : 100.0: 58.2 34.5 0.0 29.3 0.6 26.7 0.0 5.7 0.1 21.3 3.1: 5.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 12 0 . . . 0 . . . .:
Old : 29: 18 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 72.3 74.5 88.0 51.0 67.1 68.7 77.1
Old : 55.5 72.3 74.5 88.0 51.0 67.1 68.7 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,320: 35,278 18,740 0 16,138 390 8,850 0 3,665 50 9,550 2,250: 2,837 2,587
Old : 53,320: 35,278 18,740 0 16,138 390 8,850 0 3,665 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: July 7, 2020 :
: 710: 735 290 0 320 90 -125 0 10 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 35.1 0.0 30.3 0.7 16.6 0.0 6.9 0.1 17.9 4.2: 5.3 4.9
Old : 100.0: 66.2 35.1 0.0 30.3 0.7 16.6 0.0 6.9 0.1 17.9 4.2: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.3 67.1 75.7 87.4 43.0 59.3 60.8 67.2
Old : 50.3 67.1 75.7 87.4 43.0 59.3 60.8 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 185,993: 98,938 84,500 16,045 260 8,374 3,982 20,030 6,553 1,375 15,405 2,185: 48,541 48,686
Old : 185,993: 98,938 84,500 16,045 260 8,374 3,982 20,030 6,553 1,375 15,405 2,185: 48,541 48,686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,254: 3,075 -3,440 -1,420 0 1,790 -4,800 50 1,590 125 370 -45: 1,939 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 45.4 8.6 0.1 4.5 2.1 10.8 3.5 0.7 8.3 1.2: 26.1 26.2
Old : 100.0: 53.2 45.4 8.6 0.1 4.5 2.1 10.8 3.5 0.7 8.3 1.2: 26.1 26.2
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 : 43: 26 28 . . . . . . . . .:
Old : 43: 26 28 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 39.5 60.7 52.9 40.4 38.1 48.4 47.4
Old : 44.7 39.5 60.7 52.9 40.4 38.1 48.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,036: 72,895 76,591 19,254 0 2,455 2,587 10,250 6,903 1,805 9,555 2,110: 38,027 38,172
Old : 146,036: 72,895 76,591 19,254 0 2,455 2,587 10,250 6,903 1,805 9,555 2,110: 38,027 38,172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -500: 1,979 -4,046 -1,235 0 70 -4,800 -55 1,830 255 300 -200: 1,601 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 52.4 13.2 0.0 1.7 1.8 7.0 4.7 1.2 6.5 1.4: 26.0 26.1
Old : 100.0: 49.9 52.4 13.2 0.0 1.7 1.8 7.0 4.7 1.2 6.5 1.4: 26.0 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 27 . 0 . . . . . . .:
Old : 42: 24 27 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 32.6 57.9 47.5 37.6 28.6 42.7 40.4
Old : 45.4 32.6 57.9 47.5 37.6 28.6 42.7 40.4
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: July 7, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,051: 28,360 37,100 15,591 5,246 10,265 1,755 0 8,815 0 3,590 0: 4,265 4,035
Old : 69,051: 28,360 37,100 15,591 5,246 10,265 1,755 0 8,815 0 3,590 0: 4,265 4,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -705: -900 -1,200 380 680 -235 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 53.7 22.6 7.6 14.9 2.5 0.0 12.8 0.0 5.2 0.0: 6.2 5.8
Old : 100.0: 41.1 53.7 22.6 7.6 14.9 2.5 0.0 12.8 0.0 5.2 0.0: 6.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 15 . . . . 0 . 0 . 0:
Old : 25: 12 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 : 61.8 52.0 82.1 74.6 40.9 39.5 51.0 49.0
Old : 61.8 52.0 82.1 74.6 40.9 39.5 51.0 49.0
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,435: 25,835 29,250 8,926 4,291 7,264 1,580 0 9,065 0 3,040 0: 6,765 6,525
Old : 59,435: 25,835 29,250 8,926 4,291 7,264 1,580 0 9,065 0 3,040 0: 6,765 6,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 70: 0 -400 420 820 -535 0 0 0 0 0 0: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 49.2 15.0 7.2 12.2 2.7 0.0 15.3 0.0 5.1 0.0: 11.4 11.0
Old : 100.0: 43.5 49.2 15.0 7.2 12.2 2.7 0.0 15.3 0.0 5.1 0.0: 11.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 52.2 70.6 71.8 33.0 35.4 42.8 46.3
Old : 51.6 52.2 70.6 71.8 33.0 35.4 42.8 46.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,150: 18,805 25,185 965 5,660 5,645 11,325 1,585 1,990 840 0 840: 3,740 3,245
Old : 44,150: 18,805 25,185 965 5,660 5,645 11,325 1,585 1,990 840 0 840: 3,740 3,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,730: 2,400 -1,800 720 120 -80 -4,800 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 57.0 2.2 12.8 12.8 25.7 3.6 4.5 1.9 0.0 1.9: 8.5 7.3
Old : 100.0: 42.6 57.0 2.2 12.8 12.8 25.7 3.6 4.5 1.9 0.0 1.9: 8.5 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 : 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 : 54.8 53.0 73.9 72.0 43.1 34.1 50.8 50.3
Old : 54.8 53.0 73.9 72.0 43.1 34.1 50.8 50.3
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,585: 13,825 36,380 0 3,830 5,380 27,220 1,855 1,200 840 0 840: 3,280 3,100
Old : 52,585: 13,825 36,380 0 3,830 5,380 27,220 1,855 1,200 840 0 840: 3,280 3,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,870: 1,960 -2,040 0 -800 20 -4,800 0 150 0 0 0: 800 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 69.2 0.0 7.3 10.2 51.8 3.5 2.3 1.6 0.0 1.6: 6.2 5.9
Old : 100.0: 26.3 69.2 0.0 7.3 10.2 51.8 3.5 2.3 1.6 0.0 1.6: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.2 54.1 86.8 75.0 63.3 42.2 66.5 58.1
Old : 75.2 54.1 86.8 75.0 63.3 42.2 66.5 58.1
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 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,579: 90,111 97,729 6,933 3,139 30,521 6,725 7,070 6,000 3,150 0 0: 32,138 31,119
Old : 175,579: 90,111 97,729 6,933 3,139 30,521 6,725 7,070 6,000 3,150 0 0: 32,138 31,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,443: -4,527 2,975 2,148 -547 1,047 140 -4,800 0 0 0 0: 3,633 3,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 55.7 3.9 1.8 17.4 3.8 4.0 3.4 1.8 0.0 0.0: 18.3 17.7
Old : 100.0: 51.3 55.7 3.9 1.8 17.4 3.8 4.0 3.4 1.8 0.0 0.0: 18.3 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 : 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 : 41.7 47.6 56.7 66.3 24.1 30.1 31.0 34.7
Old : 41.7 47.6 56.7 66.3 24.1 30.1 31.0 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,555: 69,050 61,405 3,550 12,825 17,525 2,115 2,915 8,855 2,460 0 0: 17,000 17,030
Old : 120,555: 69,050 61,405 3,550 12,825 17,525 2,115 2,915 8,855 2,460 0 0: 17,000 17,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 695: -3,280 1,655 290 245 735 90 -4,800 585 0 0 0: 2,275 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 50.9 2.9 10.6 14.5 1.8 2.4 7.3 2.0 0.0 0.0: 14.1 14.1
Old : 100.0: 57.3 50.9 2.9 10.6 14.5 1.8 2.4 7.3 2.0 0.0 0.0: 14.1 14.1
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 : 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 : 39.2 43.6 62.8 64.6 23.4 28.6 32.7 34.7
Old : 39.2 43.6 62.8 64.6 23.4 28.6 32.7 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020