COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,261: 13,587 7,701 232 918 1,029 345 355 183 202 5,524 1,077: 606 474
Old : 17,261: 13,587 7,701 232 918 1,029 345 355 183 202 5,524 1,077: 606 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -1,484: -976 -417 -271 -30 -37 -141 5 0 -22 -830 -15: -22 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 44.6 1.3 5.3 6.0 2.0 2.1 1.1 1.2 32.0 6.2: 3.5 2.7
Old : 100.0: 78.7 44.6 1.3 5.3 6.0 2.0 2.1 1.1 1.2 32.0 6.2: 3.5 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: 12 11 . . 4 . . . . 5 .:
Old : 27: 12 11 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 45.5 78.0 69.5 36.7 34.7 49.6 48.0
Old : 53.5 45.5 78.0 69.5 36.7 34.7 49.6 48.0
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,469: 7,353 6,677 663 756 1,698 611 0 838 119 1,224 894: 294 382
Old : 12,469: 7,353 6,677 663 756 1,698 611 0 838 119 1,224 894: 294 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,156: -1,367 -911 1 -42 -593 84 0 -373 31 -393 -97: 157 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 53.5 5.3 6.1 13.6 4.9 0.0 6.7 1.0 9.8 7.2: 2.4 3.1
Old : 100.0: 59.0 53.5 5.3 6.1 13.6 4.9 0.0 6.7 1.0 9.8 7.2: 2.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 20 . . . . 0 . . 10 8:
Old : 40: 21 20 . . . . 0 . . 10 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 43.7 67.4 59.0 32.2 29.9 43.2 40.1
Old : 46.8 43.7 67.4 59.0 32.2 29.9 43.2 40.1
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 36,484: 24,104 29,796 4,693 1,178 1,751 677 485 164 3,605 1,395 1,475: 15 240
Old : 36,484: 24,104 29,796 4,693 1,178 1,751 677 485 164 3,605 1,395 1,475: 15 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,371: -2,416 -1,263 -115 -179 -49 -66 -5 25 725 -425 -475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 81.7 12.9 3.2 4.8 1.9 1.3 0.4 9.9 3.8 4.0: 0.0 0.7
Old : 100.0: 66.1 81.7 12.9 3.2 4.8 1.9 1.3 0.4 9.9 3.8 4.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 21 . . . . . . . 4 4:
Old : 38: 17 21 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 54.7 81.6 76.5 54.5 47.8 67.4 62.1
Old : 57.7 54.7 81.6 76.5 54.5 47.8 67.4 62.1
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,068: 26,974 26,686 0 3,957 440 0 206 304 3,900 25 450: 0 0
Old : 32,068: 26,974 26,686 0 3,957 440 0 206 304 3,900 25 450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,052: -1,779 -1,239 0 -42 -248 0 -23 0 475 0 -500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 83.2 0.0 12.3 1.4 0.0 0.6 0.9 12.2 0.1 1.4: 0.0 0.0
Old : 100.0: 84.1 83.2 0.0 12.3 1.4 0.0 0.6 0.9 12.2 0.1 1.4: 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 : 28: 13 17 0 . . 0 . . 4 . .:
Old : 28: 13 17 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 : 61.4 66.9 82.6 90.6 59.9 59.2 77.3 80.4
Old : 61.4 66.9 82.6 90.6 59.9 59.2 77.3 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 143,960: 108,188 106,635 2,394 14,053 8,376 11,317 1,165 4,377 4,801 3,962 3,340: 1,167 2,052
Old : 143,960: 108,188 106,635 2,394 14,053 8,376 11,317 1,165 4,377 4,801 3,962 3,340: 1,167 2,052
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 3,868: 636 3,258 264 -1,802 754 -25 -363 33 1,039 -189 253: 914 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 74.1 1.7 9.8 5.8 7.9 0.8 3.0 3.3 2.8 2.3: 0.8 1.4
Old : 100.0: 75.2 74.1 1.7 9.8 5.8 7.9 0.8 3.0 3.3 2.8 2.3: 0.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 32 32 . . 5 7 6 4 8 5 8:
Old : 65: 32 32 . . 5 7 6 4 8 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 32.5 61.2 55.4 34.5 26.8 43.8 40.6
Old : 44.6 32.5 61.2 55.4 34.5 26.8 43.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,016: 59,276 49,508 2,940 12,078 3,970 908 965 950 971 1,483 1,001: 0 61
Old : 70,016: 59,276 49,508 2,940 12,078 3,970 908 965 950 971 1,483 1,001: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -403: -547 -496 0 500 -262 107 0 0 300 -144 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 70.7 4.2 17.3 5.7 1.3 1.4 1.4 1.4 2.1 1.4: 0.0 0.1
Old : 100.0: 84.7 70.7 4.2 17.3 5.7 1.3 1.4 1.4 1.4 2.1 1.4: 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 : 44: 25 23 . . . . . . 4 . .:
Old : 44: 25 23 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 74.2 79.6 86.1 59.0 60.5 68.4 69.3
Old : 61.7 74.2 79.6 86.1 59.0 60.5 68.4 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,496: 37,592 30,715 156 6,005 2,348 0 1,153 0 1,250 1,125 150: 0 0
Old : 41,496: 37,592 30,715 156 6,005 2,348 0 1,153 0 1,250 1,125 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 223: 75 350 -100 -275 248 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 74.0 0.4 14.5 5.7 0.0 2.8 0.0 3.0 2.7 0.4: 0.0 0.0
Old : 100.0: 90.6 74.0 0.4 14.5 5.7 0.0 2.8 0.0 3.0 2.7 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 13 . . . 0 . 0 . . .:
Old : 26: 12 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 80.4 93.1 93.3 70.3 64.8 76.8 76.9
Old : 75.0 80.4 93.1 93.3 70.3 64.8 76.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,233: 32,834 23,337 906 24,277 3,071 14,690 225 50 1,301 1,957 4,011: 370 305
Old : 57,233: 32,834 23,337 906 24,277 3,071 14,690 225 50 1,301 1,957 4,011: 370 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 53: -125 -30 -12 -285 138 0 25 0 -28 15 -15: 95 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 40.8 1.6 42.4 5.4 25.7 0.4 0.1 2.3 3.4 7.0: 0.6 0.5
Old : 100.0: 57.4 40.8 1.6 42.4 5.4 25.7 0.4 0.1 2.3 3.4 7.0: 0.6 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 : 37: 19 19 . . 5 4 . . . . .:
Old : 37: 19 19 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 65.9 70.6 81.7 45.2 56.8 58.9 68.5
Old : 48.4 65.9 70.6 81.7 45.2 56.8 58.9 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,278: 40,773 25,369 0 36,385 3,547 20,967 500 145 2,180 2,574 2,603: 1,063 155
Old : 71,278: 40,773 25,369 0 36,385 3,547 20,967 500 145 2,180 2,574 2,603: 1,063 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -258: -333 615 0 -785 -170 0 9 25 -28 39 -40: 288 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 35.6 0.0 51.0 5.0 29.4 0.7 0.2 3.1 3.6 3.7: 1.5 0.2
Old : 100.0: 57.2 35.6 0.0 51.0 5.0 29.4 0.7 0.2 3.1 3.6 3.7: 1.5 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 : 40: 20 20 0 4 4 4 . . . . .:
Old : 40: 20 20 0 4 4 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 67.1 71.1 82.6 50.9 61.9 64.3 72.8
Old : 52.5 67.1 71.1 82.6 50.9 61.9 64.3 72.8
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,814: 51,492 45,228 11,658 19,669 3,157 0 0 0 2,390 758 1,317: 800 685
Old : 70,814: 51,492 45,228 11,658 19,669 3,157 0 0 0 2,390 758 1,317: 800 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -90: -260 -640 -153 -85 0 0 0 0 75 10 -60: 308 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 63.9 16.5 27.8 4.5 0.0 0.0 0.0 3.4 1.1 1.9: 1.1 1.0
Old : 100.0: 72.7 63.9 16.5 27.8 4.5 0.0 0.0 0.0 3.4 1.1 1.9: 1.1 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 : 38: 24 24 . . . 0 0 0 . . .:
Old : 38: 24 24 . . . 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 : 43.5 60.8 64.7 84.8 40.3 60.8 61.1 79.2
Old : 43.5 60.8 64.7 84.8 40.3 60.8 61.1 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,319: 62,747 50,463 19,985 34,048 1,109 175 100 70 2,195 833 1,996: 1,042 700
Old : 89,319: 62,747 50,463 19,985 34,048 1,109 175 100 70 2,195 833 1,996: 1,042 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 435: -202 -276 -168 -65 12 84 50 0 159 14 0: 550 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 56.5 22.4 38.1 1.2 0.2 0.1 0.1 2.5 0.9 2.2: 1.2 0.8
Old : 100.0: 70.3 56.5 22.4 38.1 1.2 0.2 0.1 0.1 2.5 0.9 2.2: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 24 4 . . . . . . . .:
Old : 42: 25 24 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 64.9 63.2 83.0 42.6 64.9 62.1 77.5
Old : 43.4 64.9 63.2 83.0 42.6 64.9 62.1 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,725: 27,928 39,035 10,709 0 3,184 0 0 0 280 0 200: 424 306
Old : 42,725: 27,928 39,035 10,709 0 3,184 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 28, 2020 :
: -900: -900 0 900 0 -900 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 91.4 25.1 0.0 7.5 0.0 0.0 0.0 0.7 0.0 0.5: 1.0 0.7
Old : 100.0: 65.4 91.4 25.1 0.0 7.5 0.0 0.0 0.0 0.7 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 : 68.1 81.5 83.8 94.9 57.4 76.1 71.0 77.7
Old : 68.1 81.5 83.8 94.9 57.4 76.1 71.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 26,976: 25,154 15,676 0 9,064 1,017 0 600 0 360 601 0: 445 18
Old : 26,976: 25,154 15,676 0 9,064 1,017 0 600 0 360 601 0: 445 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 432: 465 425 0 30 -30 0 0 0 0 0 0: -3 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 58.1 0.0 33.6 3.8 0.0 2.2 0.0 1.3 2.2 0.0: 1.6 0.1
Old : 100.0: 93.2 58.1 0.0 33.6 3.8 0.0 2.2 0.0 1.3 2.2 0.0: 1.6 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 : 25: 18 15 0 . . 0 . 0 . . 0:
Old : 25: 18 15 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 65.2 77.0 82.9 45.3 53.7 58.6 63.0
Old : 59.2 65.2 77.0 82.9 45.3 53.7 58.6 63.0
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,184: 14,695 22,097 5,420 0 1,565 0 0 0 2,100 222 300: 104 0
Old : 24,184: 14,695 22,097 5,420 0 1,565 0 0 0 2,100 222 300: 104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,451: 1,451 1,451 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 91.4 22.4 0.0 6.5 0.0 0.0 0.0 8.7 0.9 1.2: 0.4 0.0
Old : 100.0: 60.8 91.4 22.4 0.0 6.5 0.0 0.0 0.0 8.7 0.9 1.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 79.5 83.3 95.6 52.4 72.6 70.6 75.3
Old : 56.0 79.5 83.3 95.6 52.4 72.6 70.6 75.3
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 87,394: 64,692 63,225 295 8,649 8,966 5,930 893 223 4,066 2,147 2,682: 540 610
Old : 87,394: 64,692 63,225 295 8,649 8,966 5,930 893 223 4,066 2,147 2,682: 540 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,103: 1,379 1,301 0 -20 -166 -415 -362 -29 254 205 31: 50 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 72.3 0.3 9.9 10.3 6.8 1.0 0.3 4.7 2.5 3.1: 0.6 0.7
Old : 100.0: 74.0 72.3 0.3 9.9 10.3 6.8 1.0 0.3 4.7 2.5 3.1: 0.6 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 : 69: 35 35 . . . 6 . . 10 6 11:
Old : 69: 35 35 . . . 6 . . 10 6 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 : 33.3 40.9 56.3 64.7 20.8 24.0 31.0 31.4
Old : 33.3 40.9 56.3 64.7 20.8 24.0 31.0 31.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,128: 10,954 15,582 4,004 0 396 750 0 0 0 150 0: 24 0
Old : 16,128: 10,954 15,582 4,004 0 396 750 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 28, 2020 :
: 612: 360 360 0 0 252 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 96.6 24.8 0.0 2.5 4.7 0.0 0.0 0.0 0.9 0.0: 0.1 0.0
Old : 100.0: 67.9 96.6 24.8 0.0 2.5 4.7 0.0 0.0 0.0 0.9 0.0: 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 : 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 : 66.2 60.6 96.4 83.5 48.9 54.4 65.8 67.8
Old : 66.2 60.6 96.4 83.5 48.9 54.4 65.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,168: 10,994 15,622 4,004 0 396 750 0 0 0 150 0: 24 0
Old : 16,168: 10,994 15,622 4,004 0 396 750 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 28, 2020 :
: 612: 360 360 0 0 252 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 96.6 24.8 0.0 2.4 4.6 0.0 0.0 0.0 0.9 0.0: 0.1 0.0
Old : 100.0: 68.0 96.6 24.8 0.0 2.4 4.6 0.0 0.0 0.0 0.9 0.0: 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 : 21: 7 14 . 0 . . 0 0 0 . 0:
Old : 21: 7 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 : 66.0 60.4 96.1 83.2 48.9 54.3 65.7 67.9
Old : 66.0 60.4 96.1 83.2 48.9 54.3 65.7 67.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,643: 43,206 39,142 0 5,411 3,702 0 600 0 4,120 2,100 285: 330 403
Old : 51,643: 43,206 39,142 0 5,411 3,702 0 600 0 4,120 2,100 285: 330 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,312: 1,210 1,210 0 0 102 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 75.8 0.0 10.5 7.2 0.0 1.2 0.0 8.0 4.1 0.6: 0.6 0.8
Old : 100.0: 83.7 75.8 0.0 10.5 7.2 0.0 1.2 0.0 8.0 4.1 0.6: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 0 . . 0 . 0 . . .:
Old : 32: 18 17 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 : 48.1 48.1 72.7 75.9 46.7 34.7 59.5 49.2
Old : 48.1 48.1 72.7 75.9 46.7 34.7 59.5 49.2
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,593: 35,510 42,063 6,307 0 4,919 0 0 0 540 100 175: 142 336
Old : 47,593: 35,510 42,063 6,307 0 4,919 0 0 0 540 100 175: 142 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -605: -658 210 893 0 -830 0 0 0 0 0 0: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 88.4 13.3 0.0 10.3 0.0 0.0 0.0 1.1 0.2 0.4: 0.3 0.7
Old : 100.0: 74.6 88.4 13.3 0.0 10.3 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 : 32: 21 16 . 0 . 0 0 0 . . .:
Old : 32: 21 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 : 52.6 75.5 73.8 91.4 39.9 63.1 53.9 65.6
Old : 52.6 75.5 73.8 91.4 39.9 63.1 53.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 42,354: 36,468 29,618 0 7,060 4,293 120 875 0 275 200 250: 948 58
Old : 42,354: 36,468 29,618 0 7,060 4,293 120 875 0 275 200 250: 948 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,079: 670 1,045 0 -186 212 75 0 0 0 0 0: 122 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 69.9 0.0 16.7 10.1 0.3 2.1 0.0 0.6 0.5 0.6: 2.2 0.1
Old : 100.0: 86.1 69.9 0.0 16.7 10.1 0.3 2.1 0.0 0.6 0.5 0.6: 2.2 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 : 30: 20 20 0 . . . . 0 . . .:
Old : 30: 20 20 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 63.6 78.6 83.6 40.2 48.9 51.2 55.9
Old : 52.7 63.6 78.6 83.6 40.2 48.9 51.2 55.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,640: 50,535 62,605 9,879 230 2,205 0 0 0 1,725 250 110: 1,186 240
Old : 65,640: 50,535 62,605 9,879 230 2,205 0 0 0 1,725 250 110: 1,186 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 165: -105 165 0 0 0 0 0 0 60 0 0: 210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 95.4 15.1 0.4 3.4 0.0 0.0 0.0 2.6 0.4 0.2: 1.8 0.4
Old : 100.0: 77.0 95.4 15.1 0.4 3.4 0.0 0.0 0.0 2.6 0.4 0.2: 1.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 10 4 . 4 0 0 0 . . .:
Old : 29: 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 90.2 79.1 96.2 56.4 86.1 75.9 89.0
Old : 57.3 90.2 79.1 96.2 56.4 86.1 75.9 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 71,446: 59,369 64,785 5,075 1,755 3,740 0 675 0 2,591 200 75: 596 216
Old : 71,446: 59,369 64,785 5,075 1,755 3,740 0 675 0 2,591 200 75: 596 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 165: 75 109 -11 0 0 0 30 0 5 0 0: 96 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 90.7 7.1 2.5 5.2 0.0 0.9 0.0 3.6 0.3 0.1: 0.8 0.3
Old : 100.0: 83.1 90.7 7.1 2.5 5.2 0.0 0.9 0.0 3.6 0.3 0.1: 0.8 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 12 . . 4 0 . 0 . . .:
Old : 33: 19 12 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 85.7 74.5 95.3 51.6 81.1 73.2 87.3
Old : 51.6 85.7 74.5 95.3 51.6 81.1 73.2 87.3
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,758: 71,146 76,880 8,768 4,822 1,408 0 523 30 1,965 0 2,023: 418 72
Old : 85,758: 71,146 76,880 8,768 4,822 1,408 0 523 30 1,965 0 2,023: 418 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,752: 2,437 2,157 -1 0 61 0 0 0 -279 0 -466: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 89.6 10.2 5.6 1.6 0.0 0.6 0.0 2.3 0.0 2.4: 0.5 0.1
Old : 100.0: 83.0 89.6 10.2 5.6 1.6 0.0 0.6 0.0 2.3 0.0 2.4: 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 21 5 . . 0 . . . 0 .:
Old : 39: 20 21 5 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 58.8 73.0 83.8 56.5 56.9 70.7 78.3
Old : 57.5 58.8 73.0 83.8 56.5 56.9 70.7 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,946: 86,442 91,565 10,022 4,435 2,948 652 1,366 125 1,313 1,415 3,084: 360 8
Old : 104,946: 86,442 91,565 10,022 4,435 2,948 652 1,366 125 1,313 1,415 3,084: 360 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,008: 2,694 3,062 -42 49 -37 -25 -102 -55 620 280 -1,177: 30 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 87.2 9.5 4.2 2.8 0.6 1.3 0.1 1.3 1.3 2.9: 0.3 0.0
Old : 100.0: 82.4 87.2 9.5 4.2 2.8 0.6 1.3 0.1 1.3 1.3 2.9: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 24 27 5 . 4 . 6 . . 4 5:
Old : 53: 24 27 5 . 4 . 6 . . 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 : 52.0 51.6 70.4 76.8 50.0 51.4 65.7 72.0
Old : 52.0 51.6 70.4 76.8 50.0 51.4 65.7 72.0
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 64,433: 43,252 58,191 20,749 1,370 207 0 2,815 0 200 1,825 25: 0 0
Old : 64,433: 43,252 58,191 20,749 1,370 207 0 2,815 0 200 1,825 25: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,831: 1,991 2,840 795 -330 45 0 1 0 0 275 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 90.3 32.2 2.1 0.3 0.0 4.4 0.0 0.3 2.8 0.0: 0.0 0.0
Old : 100.0: 67.1 90.3 32.2 2.1 0.3 0.0 4.4 0.0 0.3 2.8 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 13 . . . 0 . 0 . 4 .:
Old : 28: 12 13 . . . 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 89.2 96.2 95.3 77.8 86.4 91.7 90.9
Old : 78.8 89.2 96.2 95.3 77.8 86.4 91.7 90.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,890: 38,690 56,490 17,625 0 525 0 150 0 1,050 725 0: 0 0
Old : 57,890: 38,690 56,490 17,625 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 28, 2020 :
: 1,500: 1,500 1,500 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 97.6 30.4 0.0 0.9 0.0 0.3 0.0 1.8 1.3 0.0: 0.0 0.0
Old : 100.0: 66.8 97.6 30.4 0.0 0.9 0.0 0.3 0.0 1.8 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 8 . 0 . 0 . 0 . . 0:
Old : 21: 9 8 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 95.9 95.9 99.3 84.4 92.0 92.1 93.6
Old : 84.4 95.9 95.9 99.3 84.4 92.0 92.1 93.6
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,027: 38,278 52,784 14,517 127 3,506 750 35 0 1,030 1,685 792: 154 98
Old : 59,027: 38,278 52,784 14,517 127 3,506 750 35 0 1,030 1,685 792: 154 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 846: 1,187 259 -855 0 600 50 0 0 31 0 0: -167 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 89.4 24.6 0.2 5.9 1.3 0.1 0.0 1.7 2.9 1.3: 0.3 0.2
Old : 100.0: 64.8 89.4 24.6 0.2 5.9 1.3 0.1 0.0 1.7 2.9 1.3: 0.3 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: 18 19 5 . . . . 0 . . .:
Old : 35: 18 19 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 79.8 72.2 89.7 45.7 73.9 65.3 79.6
Old : 49.6 79.8 72.2 89.7 45.7 73.9 65.3 79.6
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 67,045: 50,693 57,104 9,335 295 3,143 1,457 3,165 235 1,366 2,035 601: 215 467
Old : 67,045: 50,693 57,104 9,335 295 3,143 1,457 3,165 235 1,366 2,035 601: 215 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 835: 718 213 -715 0 590 212 -35 15 85 19 -50: -20 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 85.2 13.9 0.4 4.7 2.2 4.7 0.4 2.0 3.0 0.9: 0.3 0.7
Old : 100.0: 75.6 85.2 13.9 0.4 4.7 2.2 4.7 0.4 2.0 3.0 0.9: 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 : 37: 20 19 . . . 5 . 4 . . .:
Old : 37: 20 19 . . . 5 . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 73.5 75.2 87.2 52.9 67.5 70.6 77.5
Old : 54.5 73.5 75.2 87.2 52.9 67.5 70.6 77.5
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,505: 11,619 23,694 12,920 0 436 0 885 0 0 0 0: 530 490
Old : 25,505: 11,619 23,694 12,920 0 436 0 885 0 0 0 0: 530 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 0: -295 -230 -51 0 0 0 0 0 0 0 0: 346 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 92.9 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 2.1 1.9
Old : 100.0: 45.6 92.9 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 5 0 . 0 . 0 0 0 0:
Old : 23: 13 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 78.5 87.6 93.4 70.4 74.4 84.5 89.4
Old : 72.3 78.5 87.6 93.4 70.4 74.4 84.5 89.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 25,156: 11,730 23,961 12,263 0 545 0 225 0 0 0 0: 618 425
Old : 25,156: 11,730 23,961 12,263 0 545 0 225 0 0 0 0: 618 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 0: -260 -240 -50 0 0 0 0 0 0 0 0: 310 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 95.2 48.7 0.0 2.2 0.0 0.9 0.0 0.0 0.0 0.0: 2.5 1.7
Old : 100.0: 46.6 95.2 48.7 0.0 2.2 0.0 0.9 0.0 0.0 0.0 0.0: 2.5 1.7
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 : 71.0 85.4 86.7 95.5 69.4 79.0 82.8 87.9
Old : 71.0 85.4 86.7 95.5 69.4 79.0 82.8 87.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,262: 24,021 21,325 2,955 5,000 888 0 524 375 1,460 1,197 255: 308 698
Old : 30,262: 24,021 21,325 2,955 5,000 888 0 524 375 1,460 1,197 255: 308 698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 145: -136 160 -95 -125 110 0 0 45 15 -20 0: 206 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 70.5 9.8 16.5 2.9 0.0 1.7 1.2 4.8 4.0 0.8: 1.0 2.3
Old : 100.0: 79.4 70.5 9.8 16.5 2.9 0.0 1.7 1.2 4.8 4.0 0.8: 1.0 2.3
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 15 . . . 0 . . . . .:
Old : 28: 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 : 70.6 57.3 86.2 77.0 63.6 55.1 78.5 73.8
Old : 70.6 57.3 86.2 77.0 63.6 55.1 78.5 73.8
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 18,611: 14,940 13,839 1,463 1,132 435 0 970 0 685 956 197: 891 1,082
Old : 18,611: 14,940 13,839 1,463 1,132 435 0 970 0 685 956 197: 891 1,082
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 296: 451 -401 0 -50 115 0 0 0 0 -45 45: -315 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 74.4 7.9 6.1 2.3 0.0 5.2 0.0 3.7 5.1 1.1: 4.8 5.8
Old : 100.0: 80.3 74.4 7.9 6.1 2.3 0.0 5.2 0.0 3.7 5.1 1.1: 4.8 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 : 22: 11 9 . . . 0 . 0 . . .:
Old : 22: 11 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 63.7 89.0 81.1 75.4 59.7 86.5 74.2
Old : 75.4 63.7 89.0 81.1 75.4 59.7 86.5 74.2
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,098: 45,179 29,432 7,349 22,245 491 2,651 5,741 284 2,660 659 1,085: 399 161
Old : 60,098: 45,179 29,432 7,349 22,245 491 2,651 5,741 284 2,660 659 1,085: 399 161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 378: 278 214 -31 65 -104 -60 85 0 26 40 -32: 301 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 49.0 12.2 37.0 0.8 4.4 9.6 0.5 4.4 1.1 1.8: 0.7 0.3
Old : 100.0: 75.2 49.0 12.2 37.0 0.8 4.4 9.6 0.5 4.4 1.1 1.8: 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 : 41: 25 19 4 . . . . . . . .:
Old : 41: 25 19 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 73.4 69.9 86.8 49.3 62.9 63.4 73.6
Old : 53.8 73.4 69.9 86.8 49.3 62.9 63.4 73.6
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 37,288: 31,618 14,222 2,311 18,570 1,105 755 1,413 60 591 1,342 456: 392 120
Old : 37,288: 31,618 14,222 2,311 18,570 1,105 755 1,413 60 591 1,342 456: 392 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 40: -145 35 -3 0 -60 0 0 0 0 0 0: 248 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 38.1 6.2 49.8 3.0 2.0 3.8 0.2 1.6 3.6 1.2: 1.1 0.3
Old : 100.0: 84.8 38.1 6.2 49.8 3.0 2.0 3.8 0.2 1.6 3.6 1.2: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.6 69.2 78.2 83.5 54.6 65.3 64.4 72.3
Old : 61.6 69.2 78.2 83.5 54.6 65.3 64.4 72.3
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,821: 9,210 16,841 6,966 0 645 300 160 0 500 50 125: 75 0
Old : 17,821: 9,210 16,841 6,966 0 645 300 160 0 500 50 125: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -1,138: -448 -884 -425 0 -150 0 -29 0 -50 -25 -50: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 94.5 39.1 0.0 3.6 1.7 0.9 0.0 2.8 0.3 0.7: 0.4 0.0
Old : 100.0: 51.7 94.5 39.1 0.0 3.6 1.7 0.9 0.0 2.8 0.3 0.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 15 . 0 . . . 0 . . .:
Old : 32: 17 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 : 64.5 82.0 81.3 91.9 60.8 75.5 75.1 83.4
Old : 64.5 82.0 81.3 91.9 60.8 75.5 75.1 83.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,148: 6,926 8,100 2,454 1,900 1,068 140 0 0 240 100 500: 820 480
Old : 12,148: 6,926 8,100 2,454 1,900 1,068 140 0 0 240 100 500: 820 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -95: -143 -210 0 -200 0 0 0 0 0 0 0: 48 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 66.7 20.2 15.6 8.8 1.2 0.0 0.0 2.0 0.8 4.1: 6.8 4.0
Old : 100.0: 57.0 66.7 20.2 15.6 8.8 1.2 0.0 0.0 2.0 0.8 4.1: 6.8 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 : 22: 12 10 . . . . 0 0 . . .:
Old : 22: 12 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 60.8 78.4 82.2 44.0 55.1 64.3 68.9
Old : 55.0 60.8 78.4 82.2 44.0 55.1 64.3 68.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,123: 6,053 7,065 2,392 1,900 1,083 140 0 0 210 100 495: 750 480
Old : 11,123: 6,053 7,065 2,392 1,900 1,083 140 0 0 210 100 495: 750 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -125: -154 -240 0 -200 0 0 0 0 0 0 0: 29 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 63.5 21.5 17.1 9.7 1.3 0.0 0.0 1.9 0.9 4.5: 6.7 4.3
Old : 100.0: 54.4 63.5 21.5 17.1 9.7 1.3 0.0 0.0 1.9 0.9 4.5: 6.7 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 : 22: 10 9 . . . . 0 0 . . .:
Old : 22: 10 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 61.4 79.3 83.0 47.3 55.5 63.3 70.8
Old : 59.2 61.4 79.3 83.0 47.3 55.5 63.3 70.8
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,525: 20,295 30,870 12,325 0 295 200 0 0 950 3,190 2,035: 425 135
Old : 36,525: 20,295 30,870 12,325 0 295 200 0 0 950 3,190 2,035: 425 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,120: -220 1,045 1,140 0 -60 0 0 0 0 0 0: 260 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 84.5 33.7 0.0 0.8 0.5 0.0 0.0 2.6 8.7 5.6: 1.2 0.4
Old : 100.0: 55.6 84.5 33.7 0.0 0.8 0.5 0.0 0.0 2.6 8.7 5.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.9 63.5 83.0 89.3 66.2 57.8 74.8 76.7
Old : 68.9 63.5 83.0 89.3 66.2 57.8 74.8 76.7
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,770: 20,995 31,245 11,370 0 400 200 0 0 975 3,015 2,005: 825 105
Old : 36,770: 20,995 31,245 11,370 0 400 200 0 0 975 3,015 2,005: 825 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,190: -205 1,160 785 0 -75 0 0 0 25 0 0: 660 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 85.0 30.9 0.0 1.1 0.5 0.0 0.0 2.7 8.2 5.5: 2.2 0.3
Old : 100.0: 57.1 85.0 30.9 0.0 1.1 0.5 0.0 0.0 2.7 8.2 5.5: 2.2 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 : 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 : 65.6 64.9 79.8 89.8 62.9 57.6 71.4 77.2
Old : 65.6 64.9 79.8 89.8 62.9 57.6 71.4 77.2
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 118,786: 84,113 95,756 22,216 4,106 8,247 150 1,679 760 1,205 4,663 1,430: 665 2,145
Old : 118,786: 84,113 95,756 22,216 4,106 8,247 150 1,679 760 1,205 4,663 1,430: 665 2,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,388: 1,098 -1,635 65 1,189 -231 0 0 0 -125 1 -1: 582 2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 80.6 18.7 3.5 6.9 0.1 1.4 0.6 1.0 3.9 1.2: 0.6 1.8
Old : 100.0: 70.8 80.6 18.7 3.5 6.9 0.1 1.4 0.6 1.0 3.9 1.2: 0.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 29 4 . . . . . 5 5 4:
Old : 57: 32 29 4 . . . . . 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 : 40.7 51.7 59.7 71.1 36.8 46.9 54.5 58.5
Old : 40.7 51.7 59.7 71.1 36.8 46.9 54.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,022: 91,033 109,454 23,472 0 9,714 76 1,534 2,373 1,399 4,015 2,555: 400 1,377
Old : 131,022: 91,033 109,454 23,472 0 9,714 76 1,534 2,373 1,399 4,015 2,555: 400 1,377
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,199: 933 -956 -941 -17 834 2 188 -82 151 -39 -26: 328 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 83.5 17.9 0.0 7.4 0.1 1.2 1.8 1.1 3.1 2.0: 0.3 1.1
Old : 100.0: 69.5 83.5 17.9 0.0 7.4 0.1 1.2 1.8 1.1 3.1 2.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 36 28 6 0 5 . . 4 5 7 5:
Old : 60: 36 28 6 0 5 . . 4 5 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 54.0 55.1 73.2 31.1 50.1 48.2 64.0
Old : 33.6 54.0 55.1 73.2 31.1 50.1 48.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 543,729: 302,330 373,775 51,911 4,230 89,973 17,408 10,346 34,132 24,525 5,371 22,048: 1,403 3,854
Old : 543,729: 302,330 373,775 51,911 4,230 89,973 17,408 10,346 34,132 24,525 5,371 22,048: 1,403 3,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 10,100: 6,586 2,844 -2,063 -132 1,172 -400 1,740 2,004 2,928 -250 -522: 395 3,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 68.7 9.5 0.8 16.5 3.2 1.9 6.3 4.5 1.0 4.1: 0.3 0.7
Old : 100.0: 55.6 68.7 9.5 0.8 16.5 3.2 1.9 6.3 4.5 1.0 4.1: 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 : 93: 44 37 . . 5 10 8 12 17 6 20:
Old : 93: 44 37 . . 5 10 8 12 17 6 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 37.5 60.2 58.4 14.0 16.2 18.7 21.3
Old : 42.3 37.5 60.2 58.4 14.0 16.2 18.7 21.3
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,068: 9,614 14,430 1,082 106 1,297 961 0 665 3,157 0 50: 242 520
Old : 17,068: 9,614 14,430 1,082 106 1,297 961 0 665 3,157 0 50: 242 520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 0: -90 -460 0 0 0 0 0 0 -37 0 0: 127 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 84.5 6.3 0.6 7.6 5.6 0.0 3.9 18.5 0.0 0.3: 1.4 3.0
Old : 100.0: 56.3 84.5 6.3 0.6 7.6 5.6 0.0 3.9 18.5 0.0 0.3: 1.4 3.0
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: 13 9 . . . . 0 . . 0 .:
Old : 26: 13 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 74.5 76.4 91.6 54.1 64.2 69.2 74.0
Old : 57.9 74.5 76.4 91.6 54.1 64.2 69.2 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,636: 6,912 11,225 1,474 145 1,141 140 300 365 3,414 0 0: 190 460
Old : 13,636: 6,912 11,225 1,474 145 1,141 140 300 365 3,414 0 0: 190 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 0: -75 -460 0 0 0 0 0 0 0 0 0: 75 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 82.3 10.8 1.1 8.4 1.0 2.2 2.7 25.0 0.0 0.0: 1.4 3.4
Old : 100.0: 50.7 82.3 10.8 1.1 8.4 1.0 2.2 2.7 25.0 0.0 0.0: 1.4 3.4
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 : 25: 13 9 . . . . . . . 0 0:
Old : 25: 13 9 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 70.9 82.8 90.2 56.0 60.7 70.4 72.3
Old : 58.8 70.9 82.8 90.2 56.0 60.7 70.4 72.3
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,275: 10,685 10,145 1,045 0 0 200 435 145 160 1,560 510: 530 480
Old : 13,275: 10,685 10,145 1,045 0 0 200 435 145 160 1,560 510: 530 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,460: 3,680 1,180 -125 0 0 -320 145 -310 -735 1,040 350: -80 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 76.4 7.9 0.0 0.0 1.5 3.3 1.1 1.2 11.8 3.8: 4.0 3.6
Old : 100.0: 80.5 76.4 7.9 0.0 0.0 1.5 3.3 1.1 1.2 11.8 3.8: 4.0 3.6
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 : 35: 20 18 . 0 0 . . . . 6 .:
Old : 35: 20 18 . 0 0 . . . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 52.8 72.6 70.9 49.6 47.4 63.6 61.4
Old : 52.7 52.8 72.6 70.9 49.6 47.4 63.6 61.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,818: 12,647 14,319 857 51 164 350 0 0 1,545 997 255: 0 32
Old : 15,818: 12,647 14,319 857 51 164 350 0 0 1,545 997 255: 0 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 294: 329 291 0 0 0 0 0 0 -25 0 0: -10 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 90.5 5.4 0.3 1.0 2.2 0.0 0.0 9.8 6.3 1.6: 0.0 0.2
Old : 100.0: 80.0 90.5 5.4 0.3 1.0 2.2 0.0 0.0 9.8 6.3 1.6: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 14 22 . . . . 0 0 . . .:
Old : 38: 14 22 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.7 61.4 90.0 76.8 76.4 60.2 84.4 74.7
Old : 79.7 61.4 90.0 76.8 76.4 60.2 84.4 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,173: 64,702 65,862 16,571 11,356 1,440 0 4,055 0 0 0 0: 7,460 7,460
Old : 90,173: 64,702 65,862 16,571 11,356 1,440 0 4,055 0 0 0 0: 7,460 7,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 650: 600 720 120 0 0 0 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 73.0 18.4 12.6 1.6 0.0 4.5 0.0 0.0 0.0 0.0: 8.3 8.3
Old : 100.0: 71.8 73.0 18.4 12.6 1.6 0.0 4.5 0.0 0.0 0.0 0.0: 8.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.8 54.2 85.8 78.4 74.6 52.0 81.1 74.0
Old : 76.8 54.2 85.8 78.4 74.6 52.0 81.1 74.0
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,099: 54,640 53,324 12,949 9,685 1,465 0 4,580 0 0 0 0: 6,045 6,045
Old : 75,099: 54,640 53,324 12,949 9,685 1,465 0 4,580 0 0 0 0: 6,045 6,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 600: 600 720 120 0 0 0 0 0 0 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 71.0 17.2 12.9 2.0 0.0 6.1 0.0 0.0 0.0 0.0: 8.0 8.0
Old : 100.0: 72.8 71.0 17.2 12.9 2.0 0.0 6.1 0.0 0.0 0.0 0.0: 8.0 8.0
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: 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 : 76.2 57.3 86.2 78.9 75.2 55.0 80.0 74.2
Old : 76.2 57.3 86.2 78.9 75.2 55.0 80.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,930: 6,780 16,640 9,640 0 4,425 350 990 0 1,150 0 0: 3,585 3,875
Old : 25,930: 6,780 16,640 9,640 0 4,425 350 990 0 1,150 0 0: 3,585 3,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 64.2 37.2 0.0 17.1 1.3 3.8 0.0 4.4 0.0 0.0: 13.8 14.9
Old : 100.0: 26.1 64.2 37.2 0.0 17.1 1.3 3.8 0.0 4.4 0.0 0.0: 13.8 14.9
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 : 21: 11 11 . 0 . . . 0 . 0 0:
Old : 21: 11 11 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 46.7 78.8 73.8 43.2 45.4 50.7 55.0
Old : 66.3 46.7 78.8 73.8 43.2 45.4 50.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,025: 34,685 22,560 6,671 24,086 780 11,620 5,640 3,745 0 960 0: 3,524 3,254
Old : 61,025: 34,685 22,560 6,671 24,086 780 11,620 5,640 3,745 0 960 0: 3,524 3,254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,200: 1,190 1,100 10 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 37.0 10.9 39.5 1.3 19.0 9.2 6.1 0.0 1.6 0.0: 5.8 5.3
Old : 100.0: 56.8 37.0 10.9 39.5 1.3 19.0 9.2 6.1 0.0 1.6 0.0: 5.8 5.3
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: 17 16 . . . . . . 0 . 0:
Old : 26: 17 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 69.8 80.6 83.7 47.2 64.5 64.2 71.9
Old : 60.6 69.8 80.6 83.7 47.2 64.5 64.2 71.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,274: 23,097 18,213 9,461 13,190 660 2,365 3,430 3,015 0 360 300: 2,376 2,106
Old : 41,274: 23,097 18,213 9,461 13,190 660 2,365 3,430 3,015 0 360 300: 2,376 2,106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,440: 1,450 1,440 -10 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 44.1 22.9 32.0 1.6 5.7 8.3 7.3 0.0 0.9 0.7: 5.8 5.1
Old : 100.0: 56.0 44.1 22.9 32.0 1.6 5.7 8.3 7.3 0.0 0.9 0.7: 5.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 16 . . . . . . 0 . .:
Old : 24: 15 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 66.5 86.5 83.6 55.3 63.9 68.1 69.4
Old : 67.6 66.5 86.5 83.6 55.3 63.9 68.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,526: 13,260 12,798 5,170 2,472 555 0 3,340 1,800 0 0 0: 1,741 1,561
Old : 22,526: 13,260 12,798 5,170 2,472 555 0 3,340 1,800 0 0 0: 1,741 1,561
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 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: 58.9 56.8 23.0 11.0 2.5 0.0 14.8 8.0 0.0 0.0 0.0: 7.7 6.9
Old : 100.0: 58.9 56.8 23.0 11.0 2.5 0.0 14.8 8.0 0.0 0.0 0.0: 7.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.7 64.1 75.9 85.1 47.6 54.7 59.2 64.5
Old : 51.7 64.1 75.9 85.1 47.6 54.7 59.2 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,280: 60,195 33,225 0 36,430 4,225 12,380 1,450 1,165 0 1,425 1,185: 18,130 18,175
Old : 97,280: 60,195 33,225 0 36,430 4,225 12,380 1,450 1,165 0 1,425 1,185: 18,130 18,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -50: -840 160 0 910 -660 900 0 -10 0 -1,010 560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 34.2 0.0 37.4 4.3 12.7 1.5 1.2 0.0 1.5 1.2: 18.6 18.7
Old : 100.0: 61.9 34.2 0.0 37.4 4.3 12.7 1.5 1.2 0.0 1.5 1.2: 18.6 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 0 . . . . . 0 . .:
Old : 28: 18 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 49.5 71.3 65.1 51.7 47.4 58.4 54.2
Old : 55.5 49.5 71.3 65.1 51.7 47.4 58.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 93,045: 57,600 32,775 0 32,695 4,130 13,335 1,450 1,055 0 3,945 525: 16,400 16,470
Old : 93,045: 57,600 32,775 0 32,695 4,130 13,335 1,450 1,055 0 3,945 525: 16,400 16,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -660: -1,005 195 0 660 -510 900 0 0 0 -960 105: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 35.2 0.0 35.1 4.4 14.3 1.6 1.1 0.0 4.2 0.6: 17.6 17.7
Old : 100.0: 61.9 35.2 0.0 35.1 4.4 14.3 1.6 1.1 0.0 4.2 0.6: 17.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 19 0 . . . . . 0 . .:
Old : 29: 17 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 46.4 72.3 66.0 49.6 43.2 56.9 53.4
Old : 52.6 46.4 72.3 66.0 49.6 43.2 56.9 53.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,553: 14,071 4,153 0 998 766 2,355 9,090 505 875 3,925 490: 4,491 3,626
Old : 23,553: 14,071 4,153 0 998 766 2,355 9,090 505 875 3,925 490: 4,491 3,626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 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: 59.7 17.6 0.0 4.2 3.3 10.0 38.6 2.1 3.7 16.7 2.1: 19.1 15.4
Old : 100.0: 59.7 17.6 0.0 4.2 3.3 10.0 38.6 2.1 3.7 16.7 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 : 38.1 67.0 60.9 77.1 36.6 60.3 58.1 68.8
Old : 38.1 67.0 60.9 77.1 36.6 60.3 58.1 68.8
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,908: 13,376 4,213 0 1,713 633 2,355 8,590 535 875 3,010 930: 4,204 3,284
Old : 22,908: 13,376 4,213 0 1,713 633 2,355 8,590 535 875 3,010 930: 4,204 3,284
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 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: 58.4 18.4 0.0 7.5 2.8 10.3 37.5 2.3 3.8 13.1 4.1: 18.4 14.3
Old : 100.0: 58.4 18.4 0.0 7.5 2.8 10.3 37.5 2.3 3.8 13.1 4.1: 18.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 8 0 . . . . . . . .:
Old : 24: 15 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 68.1 59.4 79.0 35.5 59.6 56.5 68.9
Old : 37.7 68.1 59.4 79.0 35.5 59.6 56.5 68.9
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,352: 19,733 61,810 13,812 8,625 35 27,625 0 0 9,340 0 0: 1,807 1,882
Old : 72,352: 19,733 61,810 13,812 8,625 35 27,625 0 0 9,340 0 0: 1,807 1,882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 450: 205 570 400 0 0 0 0 0 0 0 0: -155 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 85.4 19.1 11.9 0.0 38.2 0.0 0.0 12.9 0.0 0.0: 2.5 2.6
Old : 100.0: 27.3 85.4 19.1 11.9 0.0 38.2 0.0 0.0 12.9 0.0 0.0: 2.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . . . . 0 0 . 0 0:
Old : 23: 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 : 74.8 88.5 93.3 95.1 74.7 85.7 92.3 91.7
Old : 74.8 88.5 93.3 95.1 74.7 85.7 92.3 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,180: 20,415 61,935 14,190 8,130 70 27,225 0 0 8,640 0 0: 1,640 2,045
Old : 72,180: 20,415 61,935 14,190 8,130 70 27,225 0 0 8,640 0 0: 1,640 2,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 85.8 19.7 11.3 0.1 37.7 0.0 0.0 12.0 0.0 0.0: 2.3 2.8
Old : 100.0: 28.3 85.8 19.7 11.3 0.1 37.7 0.0 0.0 12.0 0.0 0.0: 2.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . . 0 0 . 0 0:
Old : 20: 11 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 : 74.7 92.0 94.1 96.5 74.6 90.8 93.9 94.3
Old : 74.7 92.0 94.1 96.5 74.6 90.8 93.9 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,325: 20,905 54,985 9,370 1,730 1,875 5,650 80 50 20,570 0 140: 2,765 2,465
Old : 61,325: 20,905 54,985 9,370 1,730 1,875 5,650 80 50 20,570 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 28, 2020 :
: -75: 0 -75 0 0 0 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 89.7 15.3 2.8 3.1 9.2 0.1 0.1 33.5 0.0 0.2: 4.5 4.0
Old : 100.0: 34.1 89.7 15.3 2.8 3.1 9.2 0.1 0.1 33.5 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 : 60.2 83.9 80.0 94.6 57.9 83.5 77.7 90.3
Old : 60.2 83.9 80.0 94.6 57.9 83.5 77.7 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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,035: 20,215 45,975 9,750 2,090 1,110 5,650 80 50 12,380 0 490: 2,390 2,240
Old : 52,035: 20,215 45,975 9,750 2,090 1,110 5,650 80 50 12,380 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 28, 2020 :
: -75: 0 -75 0 0 0 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 88.4 18.7 4.0 2.1 10.9 0.2 0.1 23.8 0.0 0.9: 4.6 4.3
Old : 100.0: 38.8 88.4 18.7 4.0 2.1 10.9 0.2 0.1 23.8 0.0 0.9: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . . . . 0 .:
Old : 27: 15 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 81.3 78.7 93.4 53.2 80.7 76.5 90.0
Old : 55.5 81.3 78.7 93.4 53.2 80.7 76.5 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,600: 10,215 10,190 1,320 0 780 95 3,225 0 2,185 860 530: 3,475 3,015
Old : 18,600: 10,215 10,190 1,320 0 780 95 3,225 0 2,185 860 530: 3,475 3,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 54.8 7.1 0.0 4.2 0.5 17.3 0.0 11.7 4.6 2.8: 18.7 16.2
Old : 100.0: 54.9 54.8 7.1 0.0 4.2 0.5 17.3 0.0 11.7 4.6 2.8: 18.7 16.2
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 : 20: 9 8 . 0 . . . 0 . . .:
Old : 20: 9 8 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.8 72.4 81.5 45.6 64.8 66.8 75.6
Old : 48.6 64.8 72.4 81.5 45.6 64.8 66.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,870: 37,070 38,290 4,115 0 2,765 2,495 19,900 840 15,405 1,250 1,270: 5,910 5,555
Old : 69,870: 37,070 38,290 4,115 0 2,765 2,495 19,900 840 15,405 1,250 1,270: 5,910 5,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 150: -15 25 -250 0 175 0 0 0 290 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 54.8 5.9 0.0 4.0 3.6 28.5 1.2 22.0 1.8 1.8: 8.5 8.0
Old : 100.0: 53.1 54.8 5.9 0.0 4.0 3.6 28.5 1.2 22.0 1.8 1.8: 8.5 8.0
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: 14 13 . 0 . . . . . . .:
Old : 31: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 69.6 74.5 82.8 56.9 68.3 69.1 78.6
Old : 62.0 69.6 74.5 82.8 56.9 68.3 69.1 78.6
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,330: 36,785 33,510 3,740 0 2,915 2,295 19,900 840 11,745 1,250 1,270: 4,740 4,645
Old : 64,330: 36,785 33,510 3,740 0 2,915 2,295 19,900 840 11,745 1,250 1,270: 4,740 4,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 150: -15 25 -250 0 175 0 0 0 290 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 52.1 5.8 0.0 4.5 3.6 30.9 1.3 18.3 1.9 2.0: 7.4 7.2
Old : 100.0: 57.2 52.1 5.8 0.0 4.5 3.6 30.9 1.3 18.3 1.9 2.0: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 13 . 0 . . . . . . .:
Old : 31: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 71.8 72.7 83.0 54.4 70.3 66.2 78.4
Old : 60.1 71.8 72.7 83.0 54.4 70.3 66.2 78.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,927: 38,588 23,701 0 18,582 90 17,720 185 3,855 50 13,960 2,005: 3,619 3,549
Old : 65,927: 38,588 23,701 0 18,582 90 17,720 185 3,855 50 13,960 2,005: 3,619 3,549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,260: 710 720 0 -200 0 60 0 240 0 250 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 36.0 0.0 28.2 0.1 26.9 0.3 5.8 0.1 21.2 3.0: 5.5 5.4
Old : 100.0: 58.5 36.0 0.0 28.2 0.1 26.9 0.3 5.8 0.1 21.2 3.0: 5.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 12 0 . . . . . . . .:
Old : 30: 19 12 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 70.4 74.4 87.9 50.9 64.7 67.8 77.4
Old : 55.2 70.4 74.4 87.9 50.9 64.7 67.8 77.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,505: 36,988 20,710 0 15,938 90 9,420 210 3,880 50 9,850 2,250: 2,827 2,577
Old : 55,505: 36,988 20,710 0 15,938 90 9,420 210 3,880 50 9,850 2,250: 2,827 2,577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,260: 760 770 0 -200 0 10 0 240 0 200 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 37.3 0.0 28.7 0.2 17.0 0.4 7.0 0.1 17.7 4.1: 5.1 4.6
Old : 100.0: 66.6 37.3 0.0 28.7 0.2 17.0 0.4 7.0 0.1 17.7 4.1: 5.1 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 : 30: 19 12 0 . . . . . . . .:
Old : 30: 19 12 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 65.1 75.6 87.5 42.4 56.7 60.0 68.0
Old : 49.4 65.1 75.6 87.5 42.4 56.7 60.0 68.0
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 194,363: 107,795 86,382 16,135 260 8,290 145 23,053 10,050 1,250 15,505 2,265: 48,433 48,558
Old : 194,363: 107,795 86,382 16,135 260 8,290 145 23,053 10,050 1,250 15,505 2,265: 48,433 48,558
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 350: 575 -80 -50 0 -95 0 660 240 0 -35 -40: -280 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 44.4 8.3 0.1 4.3 0.1 11.9 5.2 0.6 8.0 1.2: 24.9 25.0
Old : 100.0: 55.5 44.4 8.3 0.1 4.3 0.1 11.9 5.2 0.6 8.0 1.2: 24.9 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 28 . . . . . . . 4 .:
Old : 43: 26 28 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 38.5 61.0 53.8 40.2 37.1 48.5 46.1
Old : 45.7 38.5 61.0 53.8 40.2 37.1 48.5 46.1
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,306: 80,415 77,141 19,149 0 3,090 0 14,348 9,310 1,305 9,255 2,505: 38,532 38,657
Old : 154,306: 80,415 77,141 19,149 0 3,090 0 14,348 9,310 1,305 9,255 2,505: 38,532 38,657
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 230: 310 -245 50 0 -150 0 610 240 -240 -225 185: -165 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 50.0 12.4 0.0 2.0 0.0 9.3 6.0 0.8 6.0 1.6: 25.0 25.1
Old : 100.0: 52.1 50.0 12.4 0.0 2.0 0.0 9.3 6.0 0.8 6.0 1.6: 25.0 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 27 . 0 . 0 4 . . . .:
Old : 43: 25 27 . 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 : 43.5 33.7 57.5 49.3 36.8 26.9 42.7 39.3
Old : 43.5 33.7 57.5 49.3 36.8 26.9 42.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,590: 8,745 18,725 9,425 1,005 2,220 2,100 300 0 0 0 0: 1,100 1,340
Old : 23,590: 8,745 18,725 9,425 1,005 2,220 2,100 300 0 0 0 0: 1,100 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 15: -275 -300 0 25 0 0 0 0 0 0 0: 290 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 79.4 40.0 4.3 9.4 8.9 1.3 0.0 0.0 0.0 0.0: 4.7 5.7
Old : 100.0: 37.1 79.4 40.0 4.3 9.4 8.9 1.3 0.0 0.0 0.0 0.0: 4.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.4 80.2 86.9 90.8 60.3 77.2 78.8 81.7
Old : 68.4 80.2 86.9 90.8 60.3 77.2 78.8 81.7
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,721: 28,540 38,795 17,246 5,341 9,600 1,880 0 8,815 0 3,640 0: 4,640 4,530
Old : 70,721: 28,540 38,795 17,246 5,341 9,600 1,880 0 8,815 0 3,640 0: 4,640 4,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 470: 350 150 -55 95 100 0 0 0 0 50 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 54.9 24.4 7.6 13.6 2.7 0.0 12.5 0.0 5.1 0.0: 6.6 6.4
Old : 100.0: 40.4 54.9 24.4 7.6 13.6 2.7 0.0 12.5 0.0 5.1 0.0: 6.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 . . . . 0 . 0 . 0:
Old : 26: 12 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 : 61.7 50.6 81.5 73.7 41.8 38.4 51.7 49.4
Old : 61.7 50.6 81.5 73.7 41.8 38.4 51.7 49.4
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,717: 25,552 30,345 10,826 4,903 6,774 1,655 0 9,065 0 3,040 0: 6,845 6,590
Old : 60,717: 25,552 30,345 10,826 4,903 6,774 1,655 0 9,065 0 3,040 0: 6,845 6,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 380: 350 0 0 350 -95 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 50.0 17.8 8.1 11.2 2.7 0.0 14.9 0.0 5.0 0.0: 11.3 10.9
Old : 100.0: 42.1 50.0 17.8 8.1 11.2 2.7 0.0 14.9 0.0 5.0 0.0: 11.3 10.9
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 : 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 : 52.3 51.9 70.8 72.1 34.6 34.8 44.4 47.4
Old : 52.3 51.9 70.8 72.1 34.6 34.8 44.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,037: 21,892 21,895 1,038 6,710 5,327 6,525 2,185 5,565 840 0 840: 4,010 3,515
Old : 46,037: 21,892 21,895 1,038 6,710 5,327 6,525 2,185 5,565 840 0 840: 4,010 3,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 300: 250 50 -200 0 250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 47.6 2.3 14.6 11.6 14.2 4.7 12.1 1.8 0.0 1.8: 8.7 7.6
Old : 100.0: 47.6 47.6 2.3 14.6 11.6 14.2 4.7 12.1 1.8 0.0 1.8: 8.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.2 49.4 74.0 70.2 33.5 32.7 41.8 44.5
Old : 52.2 49.4 74.0 70.2 33.5 32.7 41.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,540: 15,545 32,090 0 4,440 4,805 22,420 2,455 3,475 840 0 840: 3,615 3,435
Old : 51,540: 15,545 32,090 0 4,440 4,805 22,420 2,455 3,475 840 0 840: 3,615 3,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 50: 0 50 0 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 62.3 0.0 8.6 9.3 43.5 4.8 6.7 1.6 0.0 1.6: 7.0 6.7
Old : 100.0: 30.2 62.3 0.0 8.6 9.3 43.5 4.8 6.7 1.6 0.0 1.6: 7.0 6.7
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 : 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 : 73.7 47.7 85.8 70.4 55.3 32.2 58.1 49.8
Old : 73.7 47.7 85.8 70.4 55.3 32.2 58.1 49.8
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 182,580: 95,703 108,822 8,374 3,705 28,904 6,875 2,270 7,900 3,150 0 0: 31,674 30,979
Old : 182,580: 95,703 108,822 8,374 3,705 28,904 6,875 2,270 7,900 3,150 0 0: 31,674 30,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 3,149: 3,641 4,349 848 73 -795 100 0 0 0 0 0: -645 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 59.6 4.6 2.0 15.8 3.8 1.2 4.3 1.7 0.0 0.0: 17.3 17.0
Old : 100.0: 52.4 59.6 4.6 2.0 15.8 3.8 1.2 4.3 1.7 0.0 0.0: 17.3 17.0
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: 25 27 . . . . . . . 0 0:
Old : 37: 25 27 . . . . . . . 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 : 41.6 48.4 58.1 66.1 24.4 29.4 31.5 32.5
Old : 41.6 48.4 58.1 66.1 24.4 29.4 31.5 32.5
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, August 04, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,870: 69,530 65,407 3,140 14,018 17,100 5,190 865 8,195 2,460 0 0: 17,255 17,285
Old : 122,870: 69,530 65,407 3,140 14,018 17,100 5,190 865 8,195 2,460 0 0: 17,255 17,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 50: 515 -290 20 825 -220 0 0 0 0 0 0: -265 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 53.2 2.6 11.4 13.9 4.2 0.7 6.7 2.0 0.0 0.0: 14.0 14.1
Old : 100.0: 56.6 53.2 2.6 11.4 13.9 4.2 0.7 6.7 2.0 0.0 0.0: 14.0 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 : 39.3 44.8 63.4 63.8 23.3 30.7 33.0 36.7
Old : 39.3 44.8 63.4 63.8 23.3 30.7 33.0 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020