COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,622: 13,580 7,401 201 2,649 660 204 920 183 289 3,471 893: 612 445
Old : 16,622: 13,580 7,401 201 2,649 660 204 920 183 289 3,471 893: 612 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,540: -553 -227 -31 -120 -229 -141 -220 0 -27 -175 -513: -46 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 44.5 1.2 15.9 4.0 1.2 5.5 1.1 1.7 20.9 5.4: 3.7 2.7
Old : 100.0: 81.7 44.5 1.2 15.9 4.0 1.2 5.5 1.1 1.7 20.9 5.4: 3.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 11 . 4 4 . . . . 5 4:
Old : 28: 12 11 . 4 4 . . . . 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 : 57.1 43.2 80.3 66.7 42.8 32.4 58.4 50.8
Old : 57.1 43.2 80.3 66.7 42.8 32.4 58.4 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,577: 5,546 6,185 687 935 1,375 774 128 490 579 724 592: 533 148
Old : 10,577: 5,546 6,185 687 935 1,375 774 128 490 579 724 592: 533 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,042: -786 -678 -11 265 -331 -59 128 -135 283 73 -406: 403 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 58.5 6.5 8.8 13.0 7.3 1.2 4.6 5.5 6.8 5.6: 5.0 1.4
Old : 100.0: 52.4 58.5 6.5 8.8 13.0 7.3 1.2 4.6 5.5 6.8 5.6: 5.0 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 : 37: 18 19 . . . . . . 4 7 9:
Old : 37: 18 19 . . . . . . 4 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 49.7 65.9 66.1 33.5 37.5 45.3 47.5
Old : 45.9 49.7 65.9 66.1 33.5 37.5 45.3 47.5
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 34,549: 22,230 30,181 4,330 1,479 1,749 604 130 451 4,745 134 425: 15 0
Old : 34,549: 22,230 30,181 4,330 1,479 1,749 604 130 451 4,745 134 425: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -3,259: -3,134 -1,086 -197 -194 118 61 -90 3 930 -970 -1,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 87.4 12.5 4.3 5.1 1.7 0.4 1.3 13.7 0.4 1.2: 0.0 0.0
Old : 100.0: 64.3 87.4 12.5 4.3 5.1 1.7 0.4 1.3 13.7 0.4 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 20 . . . . . . 4 . .:
Old : 36: 17 20 . . . . . . 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 : 52.8 61.3 76.5 82.4 49.8 53.7 62.9 65.0
Old : 52.8 61.3 76.5 82.4 49.8 53.7 62.9 65.0
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,942: 23,309 24,697 0 3,960 975 443 0 210 4,635 0 100: 270 0
Old : 29,942: 23,309 24,697 0 3,960 975 443 0 210 4,635 0 100: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,567: -1,595 -1,575 0 153 55 98 0 -75 75 0 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 82.5 0.0 13.2 3.3 1.5 0.0 0.7 15.5 0.0 0.3: 0.9 0.0
Old : 100.0: 77.8 82.5 0.0 13.2 3.3 1.5 0.0 0.7 15.5 0.0 0.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 17 0 . . . 0 . 5 0 .:
Old : 27: 14 17 0 . . . 0 . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 69.0 78.5 92.6 56.6 59.9 74.3 77.9
Old : 58.0 69.0 78.5 92.6 56.6 59.9 74.3 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 143,037: 103,961 112,501 1,962 9,746 10,319 15,975 354 3,164 4,119 3,750 3,034: 503 169
Old : 143,037: 103,961 112,501 1,962 9,746 10,319 15,975 354 3,164 4,119 3,750 3,034: 503 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -348: -1,072 553 -115 -455 565 1,590 73 -956 128 55 -170: -318 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 78.7 1.4 6.8 7.2 11.2 0.2 2.2 2.9 2.6 2.1: 0.4 0.1
Old : 100.0: 72.7 78.7 1.4 6.8 7.2 11.2 0.2 2.2 2.9 2.6 2.1: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 31 33 . . 5 9 4 6 8 5 7:
Old : 66: 31 33 . . 5 9 4 6 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 36.2 60.8 59.5 35.5 29.0 45.5 45.5
Old : 45.7 36.2 60.8 59.5 35.5 29.0 45.5 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,849: 54,064 50,209 2,720 10,595 3,786 3,530 190 151 1,738 916 855: 5 147
Old : 66,849: 54,064 50,209 2,720 10,595 3,786 3,530 190 151 1,738 916 855: 5 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 724: 318 1,339 15 -251 -230 -431 -15 -94 1,331 150 -190: 5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 75.1 4.1 15.8 5.7 5.3 0.3 0.2 2.6 1.4 1.3: 0.0 0.2
Old : 100.0: 80.9 75.1 4.1 15.8 5.7 5.3 0.3 0.2 2.6 1.4 1.3: 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 : 42: 22 23 . . . . . . . . 4:
Old : 42: 22 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 : 62.3 77.3 81.1 89.8 59.8 63.6 73.4 74.0
Old : 62.3 77.3 81.1 89.8 59.8 63.6 73.4 74.0
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,846: 35,627 26,555 274 7,866 1,070 0 1,230 0 750 1,000 125: 0 0
Old : 37,846: 35,627 26,555 274 7,866 1,070 0 1,230 0 750 1,000 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 900: 978 900 274 374 -227 0 78 0 150 50 -275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 70.2 0.7 20.8 2.8 0.0 3.3 0.0 2.0 2.6 0.3: 0.0 0.0
Old : 100.0: 94.1 70.2 0.7 20.8 2.8 0.0 3.3 0.0 2.0 2.6 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . 0 . 0 . . .:
Old : 25: 12 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 84.5 93.6 95.0 73.1 70.5 79.3 80.2
Old : 78.3 84.5 93.6 95.0 73.1 70.5 79.3 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,738: 32,198 22,421 912 24,159 2,926 14,455 100 50 1,375 2,432 3,557: 265 93
Old : 55,738: 32,198 22,421 912 24,159 2,926 14,455 100 50 1,375 2,432 3,557: 265 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 213: 233 411 111 -220 -1 0 0 0 -68 85 -62: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 40.2 1.6 43.3 5.2 25.9 0.2 0.1 2.5 4.4 6.4: 0.5 0.2
Old : 100.0: 57.8 40.2 1.6 43.3 5.2 25.9 0.2 0.1 2.5 4.4 6.4: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 20 . . 5 4 . . . . .:
Old : 38: 17 20 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 66.7 72.4 83.1 46.9 58.5 60.1 70.1
Old : 49.9 66.7 72.4 83.1 46.9 58.5 60.1 70.1
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,803: 41,236 25,586 0 36,009 3,405 20,923 420 50 1,948 2,661 2,590: 651 82
Old : 70,803: 41,236 25,586 0 36,009 3,405 20,923 420 50 1,948 2,661 2,590: 651 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 982: 1,019 805 0 256 -70 43 55 -20 -24 -55 10: 24 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 36.1 0.0 50.9 4.8 29.6 0.6 0.1 2.8 3.8 3.7: 0.9 0.1
Old : 100.0: 58.2 36.1 0.0 50.9 4.8 29.6 0.6 0.1 2.8 3.8 3.7: 0.9 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 : 46: 23 21 0 4 4 6 . . 5 . 4:
Old : 46: 23 21 0 4 4 6 . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 65.9 73.7 82.0 54.4 60.5 66.3 72.5
Old : 55.9 65.9 73.7 82.0 54.4 60.5 66.3 72.5
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,238: 51,007 43,356 9,518 19,443 3,331 25 100 0 2,331 444 1,564: 462 0
Old : 68,238: 51,007 43,356 9,518 19,443 3,331 25 100 0 2,331 444 1,564: 462 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 989: 513 1,489 135 -275 -25 25 0 0 111 -430 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 63.5 13.9 28.5 4.9 0.0 0.1 0.0 3.4 0.7 2.3: 0.7 0.0
Old : 100.0: 74.7 63.5 13.9 28.5 4.9 0.0 0.1 0.0 3.4 0.7 2.3: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 22 4 . . . . 0 . . .:
Old : 41: 24 22 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 61.2 64.0 84.4 38.1 61.2 58.8 78.1
Old : 41.8 61.2 64.0 84.4 38.1 61.2 58.8 78.1
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,407: 62,727 49,057 17,921 33,477 981 290 195 0 2,044 705 1,972: 472 20
Old : 86,407: 62,727 49,057 17,921 33,477 981 290 195 0 2,044 705 1,972: 472 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,201: 550 1,520 530 -175 -25 65 0 -20 140 -65 -49: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 56.8 20.7 38.7 1.1 0.3 0.2 0.0 2.4 0.8 2.3: 0.5 0.0
Old : 100.0: 72.6 56.8 20.7 38.7 1.1 0.3 0.2 0.0 2.4 0.8 2.3: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 23 4 . . . . 0 . . .:
Old : 44: 26 23 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 64.7 61.5 82.9 40.8 64.7 60.3 77.0
Old : 41.5 64.7 61.5 82.9 40.8 64.7 60.3 77.0
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,991: 27,634 38,351 10,489 0 3,174 0 0 0 230 0 175: 289 291
Old : 41,991: 27,634 38,351 10,489 0 3,174 0 0 0 230 0 175: 289 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 475: 465 475 10 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 91.3 25.0 0.0 7.6 0.0 0.0 0.0 0.5 0.0 0.4: 0.7 0.7
Old : 100.0: 65.8 91.3 25.0 0.0 7.6 0.0 0.0 0.0 0.5 0.0 0.4: 0.7 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 14 . 0 . 0 0 0 . 0 .:
Old : 24: 17 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 : 67.7 80.8 83.4 95.0 57.7 75.7 70.6 78.2
Old : 67.7 80.8 83.4 95.0 57.7 75.7 70.6 78.2
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,457: 29,762 16,207 0 13,396 924 0 600 0 360 326 0: 411 4
Old : 31,457: 29,762 16,207 0 13,396 924 0 600 0 360 326 0: 411 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,701: 4,705 1,731 0 2,974 -4 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 51.5 0.0 42.6 2.9 0.0 1.9 0.0 1.1 1.0 0.0: 1.3 0.0
Old : 100.0: 94.6 51.5 0.0 42.6 2.9 0.0 1.9 0.0 1.1 1.0 0.0: 1.3 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 : 26: 19 17 0 . . 0 . 0 . . 0:
Old : 26: 19 17 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 71.4 82.1 85.4 58.1 62.0 66.2 69.7
Old : 67.7 71.4 82.1 85.4 58.1 62.0 66.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,683: 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345: 98 0
Old : 23,683: 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345: 98 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 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: 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5: 0.4 0.0
Old : 100.0: 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5: 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 : 57.3 77.4 84.5 94.5 53.1 70.6 69.0 73.2
Old : 57.3 77.4 84.5 94.5 53.1 70.6 69.0 73.2
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,629: 68,878 65,395 210 8,078 9,048 6,359 682 484 3,737 5,230 2,416: 498 296
Old : 91,629: 68,878 65,395 210 8,078 9,048 6,359 682 484 3,737 5,230 2,416: 498 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,378: 1,809 1,144 0 252 275 23 -40 123 201 830 -84: 32 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 71.4 0.2 8.8 9.9 6.9 0.7 0.5 4.1 5.7 2.6: 0.5 0.3
Old : 100.0: 75.2 71.4 0.2 8.8 9.9 6.9 0.7 0.5 4.1 5.7 2.6: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 36 34 . . . 5 . 4 10 4 8:
Old : 66: 36 34 . . . 5 . 4 10 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 39.3 57.5 63.1 22.4 21.7 31.5 30.6
Old : 34.3 39.3 57.5 63.1 22.4 21.7 31.5 30.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 17,428: 12,366 16,907 3,941 0 396 725 0 0 0 125 0: 0 0
Old : 17,428: 12,366 16,907 3,941 0 396 725 0 0 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 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: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 15 . 0 . . 0 0 0 . 0:
Old : 21: 8 15 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 59.4 95.2 82.9 45.9 53.1 63.1 63.0
Old : 67.3 59.4 95.2 82.9 45.9 53.1 63.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,468: 12,406 16,947 3,941 0 396 725 0 0 0 125 0: 0 0
Old : 17,468: 12,406 16,947 3,941 0 396 725 0 0 0 125 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 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: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 71.0 97.0 22.6 0.0 2.3 4.2 0.0 0.0 0.0 0.7 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 : 22: 9 15 . 0 . . 0 0 0 . 0:
Old : 22: 9 15 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 59.3 95.0 82.6 45.8 52.9 63.0 62.8
Old : 67.1 59.3 95.0 82.6 45.8 52.9 63.0 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,065: 44,030 37,444 0 4,876 3,612 0 600 0 795 1,825 2,310: 318 398
Old : 51,065: 44,030 37,444 0 4,876 3,612 0 600 0 795 1,825 2,310: 318 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 60: 135 170 0 -110 0 0 0 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 73.3 0.0 9.5 7.1 0.0 1.2 0.0 1.6 3.6 4.5: 0.6 0.8
Old : 100.0: 86.2 73.3 0.0 9.5 7.1 0.0 1.2 0.0 1.6 3.6 4.5: 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 . . 4:
Old : 32: 18 17 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 : 50.6 46.0 71.2 72.4 47.1 31.9 55.1 45.1
Old : 50.6 46.0 71.2 72.4 47.1 31.9 55.1 45.1
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,712: 35,489 41,502 6,027 0 4,639 0 0 0 390 100 150: 17 321
Old : 46,712: 35,489 41,502 6,027 0 4,639 0 0 0 390 100 150: 17 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 420: 630 470 -160 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 88.8 12.9 0.0 9.9 0.0 0.0 0.0 0.8 0.2 0.3: 0.0 0.7
Old : 100.0: 76.0 88.8 12.9 0.0 9.9 0.0 0.0 0.0 0.8 0.2 0.3: 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 : 33: 21 18 . 0 . 0 0 0 . . .:
Old : 33: 21 18 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 75.9 74.6 92.0 41.7 63.1 55.8 66.3
Old : 54.0 75.9 74.6 92.0 41.7 63.1 55.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,045: 41,303 31,187 0 10,706 3,697 800 988 0 180 165 250: 815 52
Old : 47,045: 41,303 31,187 0 10,706 3,697 800 988 0 180 165 250: 815 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,403: 4,291 1,383 0 2,820 100 0 38 0 0 65 0: 12 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 66.3 0.0 22.8 7.9 1.7 2.1 0.0 0.4 0.4 0.5: 1.7 0.1
Old : 100.0: 87.8 66.3 0.0 22.8 7.9 1.7 2.1 0.0 0.4 0.4 0.5: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 0 . . . . 0 . . .:
Old : 32: 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 : 56.7 67.3 79.8 84.6 44.4 57.2 57.4 62.4
Old : 56.7 67.3 79.8 84.6 44.4 57.2 57.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 63,834: 50,018 60,575 8,576 270 2,465 0 25 0 1,866 150 104: 805 245
Old : 63,834: 50,018 60,575 8,576 270 2,465 0 25 0 1,866 150 104: 805 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 625: 490 573 25 50 -40 0 25 0 138 0 12: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 94.9 13.4 0.4 3.9 0.0 0.0 0.0 2.9 0.2 0.2: 1.3 0.4
Old : 100.0: 78.4 94.9 13.4 0.4 3.9 0.0 0.0 0.0 2.9 0.2 0.2: 1.3 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 : 32: 16 11 4 . 4 0 . 0 . . .:
Old : 32: 16 11 4 . 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 : 57.7 91.1 78.0 97.3 56.8 86.7 74.4 89.1
Old : 57.7 91.1 78.0 97.3 56.8 86.7 74.4 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,777: 57,983 61,818 4,836 2,400 3,125 0 916 0 2,145 100 233: 455 185
Old : 68,777: 57,983 61,818 4,836 2,400 3,125 0 916 0 2,145 100 233: 455 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 402: 304 304 130 -25 -25 0 70 0 -80 0 73: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 89.9 7.0 3.5 4.5 0.0 1.3 0.0 3.1 0.1 0.3: 0.7 0.3
Old : 100.0: 84.3 89.9 7.0 3.5 4.5 0.0 1.3 0.0 3.1 0.1 0.3: 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 : 37: 21 14 . . 4 0 . 0 . . .:
Old : 37: 21 14 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 85.8 74.9 95.0 52.5 80.9 73.7 87.9
Old : 52.5 85.8 74.9 95.0 52.5 80.9 73.7 87.9
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,064: 69,197 76,751 9,048 4,148 1,283 0 528 25 2,856 0 2,259: 396 70
Old : 85,064: 69,197 76,751 9,048 4,148 1,283 0 528 25 2,856 0 2,259: 396 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,286: 951 1,238 125 0 -15 0 0 0 162 0 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 90.2 10.6 4.9 1.5 0.0 0.6 0.0 3.4 0.0 2.7: 0.5 0.1
Old : 100.0: 81.3 90.2 10.6 4.9 1.5 0.0 0.6 0.0 3.4 0.0 2.7: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 20 5 . . 0 . . . 0 .:
Old : 39: 20 20 5 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 58.5 71.6 84.4 54.7 56.6 69.5 79.3
Old : 55.8 58.5 71.6 84.4 54.7 56.6 69.5 79.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 103,929: 85,347 91,411 10,027 4,059 2,492 614 660 256 1,097 1,309 3,727: 369 15
Old : 103,929: 85,347 91,411 10,027 4,059 2,492 614 660 256 1,097 1,309 3,727: 369 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,412: 864 1,207 112 15 -75 100 9 25 229 32 197: -40 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 88.0 9.6 3.9 2.4 0.6 0.6 0.2 1.1 1.3 3.6: 0.4 0.0
Old : 100.0: 82.1 88.0 9.6 3.9 2.4 0.6 0.6 0.2 1.1 1.3 3.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 23 25 5 . 4 . 5 4 . 4 5:
Old : 53: 23 25 5 . 4 . 5 4 . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 51.3 69.7 77.5 49.7 51.0 66.1 72.7
Old : 51.6 51.3 69.7 77.5 49.7 51.0 66.1 72.7
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,796: 47,541 59,931 18,394 1,212 861 0 3,872 0 0 860 0: 0 60
Old : 66,796: 47,541 59,931 18,394 1,212 861 0 3,872 0 0 860 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,488: 2,434 1,485 100 274 -21 0 654 0 -25 81 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 89.7 27.5 1.8 1.3 0.0 5.8 0.0 0.0 1.3 0.0: 0.0 0.1
Old : 100.0: 71.2 89.7 27.5 1.8 1.3 0.0 5.8 0.0 0.0 1.3 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 13 . . . 0 . 0 0 4 0:
Old : 28: 13 13 . . . 0 . 0 0 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 90.5 95.9 96.0 78.6 87.7 90.6 90.2
Old : 80.5 90.5 95.9 96.0 78.6 87.7 90.6 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,060: 38,430 55,850 17,595 0 435 0 225 0 550 500 50: 0 0
Old : 57,060: 38,430 55,850 17,595 0 435 0 225 0 550 500 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 97.9 30.8 0.0 0.8 0.0 0.4 0.0 1.0 0.9 0.1: 0.0 0.0
Old : 100.0: 67.4 97.9 30.8 0.0 0.8 0.0 0.4 0.0 1.0 0.9 0.1: 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 : 22: 10 8 . 0 . 0 . 0 . . .:
Old : 22: 10 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 96.3 95.5 99.3 84.6 91.0 91.4 93.1
Old : 84.6 96.3 95.5 99.3 84.6 91.0 91.4 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,295: 35,544 51,155 15,739 77 5,591 650 35 0 1,102 1,836 515: 154 86
Old : 59,295: 35,544 51,155 15,739 77 5,591 650 35 0 1,102 1,836 515: 154 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 595: -3,070 771 3,846 -50 -10 0 0 0 -8 46 -163: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 86.3 26.5 0.1 9.4 1.1 0.1 0.0 1.9 3.1 0.9: 0.3 0.1
Old : 100.0: 59.9 86.3 26.5 0.1 9.4 1.1 0.1 0.0 1.9 3.1 0.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.6 77.2 75.2 87.9 47.0 65.2 63.9 71.3
Old : 56.6 77.2 75.2 87.9 47.0 65.2 63.9 71.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,170: 44,402 54,744 12,226 365 5,197 2,018 3,402 185 1,287 1,391 528: 327 358
Old : 66,170: 44,402 54,744 12,226 365 5,197 2,018 3,402 185 1,287 1,391 528: 327 358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -895: -4,815 -251 1,569 -2,107 1,931 285 272 -30 -14 -769 59: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 82.7 18.5 0.6 7.9 3.0 5.1 0.3 1.9 2.1 0.8: 0.5 0.5
Old : 100.0: 67.1 82.7 18.5 0.6 7.9 3.0 5.1 0.3 1.9 2.1 0.8: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 20 . . . 5 . . . . .:
Old : 39: 19 20 . . . 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 : 57.9 70.3 77.9 84.4 53.3 61.1 66.8 69.6
Old : 57.9 70.3 77.9 84.4 53.3 61.1 66.8 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,055: 11,571 22,014 12,931 0 436 0 1,565 0 0 780 0: 117 260
Old : 25,055: 11,571 22,014 12,931 0 436 0 1,565 0 0 780 0: 117 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 275: 75 -45 260 0 0 0 300 0 0 0 0: -60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 87.9 51.6 0.0 1.7 0.0 6.2 0.0 0.0 3.1 0.0: 0.5 1.0
Old : 100.0: 46.2 87.9 51.6 0.0 1.7 0.0 6.2 0.0 0.0 3.1 0.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 14 5 0 . 0 . 0 0 . 0:
Old : 25: 14 14 5 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 : 72.9 69.5 89.3 91.4 71.1 65.3 86.4 87.2
Old : 72.9 69.5 89.3 91.4 71.1 65.3 86.4 87.2
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 24,752: 11,510 23,497 12,329 0 545 0 525 0 0 0 0: 368 185
Old : 24,752: 11,510 23,497 12,329 0 545 0 525 0 0 0 0: 368 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 290: 0 -10 300 0 0 0 300 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 94.9 49.8 0.0 2.2 0.0 2.1 0.0 0.0 0.0 0.0: 1.5 0.7
Old : 100.0: 46.5 94.9 49.8 0.0 2.2 0.0 2.1 0.0 0.0 0.0 0.0: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 5 0 . 0 . 0 0 0 0:
Old : 22: 13 12 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 83.0 88.0 96.2 70.2 76.9 84.0 89.3
Old : 71.6 83.0 88.0 96.2 70.2 76.9 84.0 89.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,991: 23,178 19,815 2,805 6,095 507 0 364 330 1,599 744 440: 132 696
Old : 28,991: 23,178 19,815 2,805 6,095 507 0 364 330 1,599 744 440: 132 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 408: 302 417 -5 0 0 0 0 0 0 -84 75: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 68.3 9.7 21.0 1.7 0.0 1.3 1.1 5.5 2.6 1.5: 0.5 2.4
Old : 100.0: 79.9 68.3 9.7 21.0 1.7 0.0 1.3 1.1 5.5 2.6 1.5: 0.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . 0 . . . . .:
Old : 28: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 57.8 84.1 77.2 61.1 55.8 76.3 73.4
Old : 67.1 57.8 84.1 77.2 61.1 55.8 76.3 73.4
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 17,188: 13,851 12,922 1,418 1,809 180 0 835 0 410 766 207: 1,122 469
Old : 17,188: 13,851 12,922 1,418 1,809 180 0 835 0 410 766 207: 1,122 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 504: 520 520 0 0 0 0 0 0 0 -60 20: -36 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 75.2 8.2 10.5 1.0 0.0 4.9 0.0 2.4 4.5 1.2: 6.5 2.7
Old : 100.0: 80.6 75.2 8.2 10.5 1.0 0.0 4.9 0.0 2.4 4.5 1.2: 6.5 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 : 21: 9 8 . . . 0 . 0 . . .:
Old : 21: 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 : 74.4 73.0 88.9 86.0 74.4 69.3 84.5 81.7
Old : 74.4 73.0 88.9 86.0 74.4 69.3 84.5 81.7
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 58,401: 44,154 28,736 7,552 21,461 242 2,561 5,234 289 2,498 1,425 953: 152 61
Old : 58,401: 44,154 28,736 7,552 21,461 242 2,561 5,234 289 2,498 1,425 953: 152 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 42: -28 164 50 50 -40 0 -147 0 60 5 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 49.2 12.9 36.7 0.4 4.4 9.0 0.5 4.3 2.4 1.6: 0.3 0.1
Old : 100.0: 75.6 49.2 12.9 36.7 0.4 4.4 9.0 0.5 4.3 2.4 1.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 19 4 . 4 . . . . . .:
Old : 42: 25 19 4 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 73.1 71.2 85.7 49.6 60.7 63.7 71.8
Old : 55.5 73.1 71.2 85.7 49.6 60.7 63.7 71.8
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 36,112: 30,863 13,931 2,141 17,932 1,083 755 1,449 60 571 1,093 557: 82 7
Old : 36,112: 30,863 13,931 2,141 17,932 1,083 755 1,449 60 571 1,093 557: 82 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 110: 75 260 -5 180 -5 0 -300 0 0 -70 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 38.6 5.9 49.7 3.0 2.1 4.0 0.2 1.6 3.0 1.5: 0.2 0.0
Old : 100.0: 85.5 38.6 5.9 49.7 3.0 2.1 4.0 0.2 1.6 3.0 1.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 16 4 . . . . . . . .:
Old : 36: 22 16 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 : 64.3 68.4 80.0 83.2 55.9 65.1 65.6 71.7
Old : 64.3 68.4 80.0 83.2 55.9 65.1 65.6 71.7
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,817: 7,966 16,166 7,490 0 500 325 36 50 425 50 0: 61 15
Old : 16,817: 7,966 16,166 7,490 0 500 325 36 50 425 50 0: 61 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,329: -774 -1,140 -326 0 -40 -25 -49 25 -75 -25 -100: -14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 96.1 44.5 0.0 3.0 1.9 0.2 0.3 2.5 0.3 0.0: 0.4 0.1
Old : 100.0: 47.4 96.1 44.5 0.0 3.0 1.9 0.2 0.3 2.5 0.3 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 17 . 0 . . . . . . 0:
Old : 31: 14 17 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 83.8 85.5 92.5 65.6 78.8 80.5 86.1
Old : 68.9 83.8 85.5 92.5 65.6 78.8 80.5 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,812: 9,746 21,147 10,549 0 640 0 0 0 825 25 0: 52 0
Old : 21,812: 9,746 21,147 10,549 0 640 0 0 0 825 25 0: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -593: -420 -273 135 0 -295 0 0 0 0 -25 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 97.0 48.4 0.0 2.9 0.0 0.0 0.0 3.8 0.1 0.0: 0.2 0.0
Old : 100.0: 44.7 97.0 48.4 0.0 2.9 0.0 0.0 0.0 3.8 0.1 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . 0 . 0 0 0 4 . 0:
Old : 23: 11 10 . 0 . 0 0 0 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 96.2 93.5 99.2 69.6 92.7 90.4 94.7
Old : 72.6 96.2 93.5 99.2 69.6 92.7 90.4 94.7
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,363: 6,546 7,730 2,229 1,900 1,028 115 0 0 245 100 470: 730 135
Old : 11,363: 6,546 7,730 2,229 1,900 1,028 115 0 0 245 100 470: 730 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 20: 85 25 -85 0 20 0 0 0 0 0 0: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 68.0 19.6 16.7 9.0 1.0 0.0 0.0 2.2 0.9 4.1: 6.4 1.2
Old : 100.0: 57.6 68.0 19.6 16.7 9.0 1.0 0.0 0.0 2.2 0.9 4.1: 6.4 1.2
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 : 24: 13 11 . . . . 0 0 . . .:
Old : 24: 13 11 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 63.2 78.7 85.8 43.2 58.4 64.1 72.3
Old : 54.7 63.2 78.7 85.8 43.2 58.4 64.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,393: 5,708 6,720 2,181 1,900 1,043 115 0 0 165 100 495: 686 135
Old : 10,393: 5,708 6,720 2,181 1,900 1,043 115 0 0 165 100 495: 686 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 70: 110 75 -60 0 20 0 0 0 0 0 0: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 64.7 21.0 18.3 10.0 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.3
Old : 100.0: 54.9 64.7 21.0 18.3 10.0 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . . . . 0 0 . . .:
Old : 24: 11 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 64.3 78.9 87.4 45.8 58.9 62.7 73.0
Old : 58.6 64.3 78.9 87.4 45.8 58.9 62.7 73.0
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,049: 20,320 30,959 16,105 0 200 150 50 0 1,095 6,875 2,955: 224 10
Old : 41,049: 20,320 30,959 16,105 0 200 150 50 0 1,095 6,875 2,955: 224 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,865: 1,430 1,850 2,270 0 0 0 50 0 240 2,040 925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 75.4 39.2 0.0 0.5 0.4 0.1 0.0 2.7 16.7 7.2: 0.5 0.0
Old : 100.0: 49.5 75.4 39.2 0.0 0.5 0.4 0.1 0.0 2.7 16.7 7.2: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 . 0 . . . 0 4 . .:
Old : 32: 17 12 . 0 . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 66.3 86.4 91.2 66.2 63.9 73.2 78.1
Old : 72.2 66.3 86.4 91.2 66.2 63.9 73.2 78.1
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,180: 21,046 31,245 15,505 0 260 150 50 0 1,255 6,875 2,740: 224 10
Old : 41,180: 21,046 31,245 15,505 0 260 150 50 0 1,255 6,875 2,740: 224 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,815: 1,430 1,850 2,270 0 0 0 50 0 375 2,175 740: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 75.9 37.7 0.0 0.6 0.4 0.1 0.0 3.0 16.7 6.7: 0.5 0.0
Old : 100.0: 51.1 75.9 37.7 0.0 0.6 0.4 0.1 0.0 3.0 16.7 6.7: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 13 . 0 . . . 0 4 . .:
Old : 32: 17 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 : 69.7 67.0 84.4 92.0 64.4 63.8 72.0 78.5
Old : 69.7 67.0 84.4 92.0 64.4 63.8 72.0 78.5
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,626: 82,298 90,155 21,448 6,129 7,214 0 2,836 945 1,392 6,080 1,240: 89 27
Old : 114,626: 82,298 90,155 21,448 6,129 7,214 0 2,836 945 1,392 6,080 1,240: 89 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,157: 2,302 -631 65 1,925 -400 0 -87 134 54 1,275 -6: 8 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 78.7 18.7 5.3 6.3 0.0 2.5 0.8 1.2 5.3 1.1: 0.1 0.0
Old : 100.0: 71.8 78.7 18.7 5.3 6.3 0.0 2.5 0.8 1.2 5.3 1.1: 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 : 59: 31 27 4 . . 0 5 4 5 6 6:
Old : 59: 31 27 4 . . 0 5 4 5 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 50.8 62.2 71.2 39.5 45.7 56.3 61.3
Old : 43.2 50.8 62.2 71.2 39.5 45.7 56.3 61.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,226: 89,417 104,347 21,709 1,644 9,387 1,344 2,227 2,592 1,372 5,655 2,331: 74 43
Old : 128,226: 89,417 104,347 21,709 1,644 9,387 1,344 2,227 2,592 1,372 5,655 2,331: 74 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,404: 2,521 104 58 1,644 -610 400 -154 -60 25 1,474 60: 10 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 81.4 16.9 1.3 7.3 1.0 1.7 2.0 1.1 4.4 1.8: 0.1 0.0
Old : 100.0: 69.7 81.4 16.9 1.3 7.3 1.0 1.7 2.0 1.1 4.4 1.8: 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 : 63: 36 29 5 . 5 . . 5 4 9 6:
Old : 63: 36 29 5 . 5 . . 5 4 9 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 : 35.3 52.2 56.4 70.8 33.1 48.1 49.1 63.1
Old : 35.3 52.2 56.4 70.8 33.1 48.1 49.1 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 569,232: 326,931 387,230 36,879 3,766 96,122 23,138 11,168 38,475 21,023 5,691 26,099: 565 681
Old : 569,232: 326,931 387,230 36,879 3,766 96,122 23,138 11,168 38,475 21,023 5,691 26,099: 565 681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 15,004: 12,629 6,929 -3,779 -273 5,031 770 483 560 -2,496 -27 2,269: 20 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 68.0 6.5 0.7 16.9 4.1 2.0 6.8 3.7 1.0 4.6: 0.1 0.1
Old : 100.0: 57.4 68.0 6.5 0.7 16.9 4.1 2.0 6.8 3.7 1.0 4.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 98: 43 43 4 . 5 13 7 11 17 7 19:
Old : 98: 43 43 4 . 5 13 7 11 17 7 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 39.6 58.8 59.4 11.4 15.9 15.1 20.5
Old : 40.4 39.6 58.8 59.4 11.4 15.9 15.1 20.5
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,503: 10,889 14,420 1,100 1,118 1,200 810 148 517 2,912 0 50: 25 50
Old : 17,503: 10,889 14,420 1,100 1,118 1,200 810 148 517 2,912 0 50: 25 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 795: 815 245 0 521 29 0 -1 1 25 0 0: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 82.4 6.3 6.4 6.9 4.6 0.8 3.0 16.6 0.0 0.3: 0.1 0.3
Old : 100.0: 62.2 82.4 6.3 6.4 6.9 4.6 0.8 3.0 16.6 0.0 0.3: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.9 72.2 76.2 93.7 52.8 59.2 68.6 72.6
Old : 54.9 72.2 76.2 93.7 52.8 59.2 68.6 72.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,376: 8,332 11,190 1,275 1,114 1,297 100 450 215 3,082 0 50: 25 60
Old : 14,376: 8,332 11,190 1,275 1,114 1,297 100 450 215 3,082 0 50: 25 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 920: 895 245 0 540 25 0 0 0 25 0 50: -75 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 77.8 8.9 7.7 9.0 0.7 3.1 1.5 21.4 0.0 0.3: 0.2 0.4
Old : 100.0: 58.0 77.8 8.9 7.7 9.0 0.7 3.1 1.5 21.4 0.0 0.3: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 9 . . . . . . . 0 .:
Old : 26: 14 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 74.2 81.6 93.5 52.3 56.8 68.1 68.6
Old : 53.9 74.2 81.6 93.5 52.3 56.8 68.1 68.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,425: 6,315 5,040 105 315 95 5 200 50 270 1,135 115: 470 475
Old : 7,425: 6,315 5,040 105 315 95 5 200 50 270 1,135 115: 470 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -3,190: -2,690 -2,010 -240 315 -280 5 -920 50 20 -95 40: -95 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 67.9 1.4 4.2 1.3 0.1 2.7 0.7 3.6 15.3 1.5: 6.3 6.4
Old : 100.0: 85.1 67.9 1.4 4.2 1.3 0.1 2.7 0.7 3.6 15.3 1.5: 6.3 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 : 31: 19 18 . . . . . . . . .:
Old : 31: 19 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 45.9 79.6 70.0 55.8 42.7 63.4 57.9
Old : 63.6 45.9 79.6 70.0 55.8 42.7 63.4 57.9
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,978: 8,843 9,319 841 12 119 330 0 0 60 712 755: 30 61
Old : 10,978: 8,843 9,319 841 12 119 330 0 0 60 712 755: 30 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -65: -175 -110 0 -100 100 -20 0 0 0 45 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 84.9 7.7 0.1 1.1 3.0 0.0 0.0 0.5 6.5 6.9: 0.3 0.6
Old : 100.0: 80.6 84.9 7.7 0.1 1.1 3.0 0.0 0.0 0.5 6.5 6.9: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 12 20 . . . . 0 0 . 4 4:
Old : 34: 12 20 . . . . 0 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 56.0 88.2 73.9 70.9 55.0 79.1 69.6
Old : 74.1 56.0 88.2 73.9 70.9 55.0 79.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 88,592: 63,045 64,226 15,412 11,821 1,750 0 3,430 0 1,020 0 0: 7,365 7,365
Old : 88,592: 63,045 64,226 15,412 11,821 1,750 0 3,430 0 1,020 0 0: 7,365 7,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,050: 1,895 935 -300 1,020 0 0 0 0 360 0 0: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 72.5 17.4 13.3 2.0 0.0 3.9 0.0 1.2 0.0 0.0: 8.3 8.3
Old : 100.0: 71.2 72.5 17.4 13.3 2.0 0.0 3.9 0.0 1.2 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 : 29: 16 19 . . . 0 . 0 . 0 0:
Old : 29: 16 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 55.7 85.1 79.5 73.9 53.3 80.7 74.7
Old : 75.8 55.7 85.1 79.5 73.9 53.3 80.7 74.7
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,383: 53,915 53,473 12,128 9,560 2,365 0 3,850 0 840 0 0: 6,135 6,135
Old : 75,383: 53,915 53,473 12,128 9,560 2,365 0 3,850 0 840 0 0: 6,135 6,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,060: 1,855 895 -300 1,020 0 0 0 0 360 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 70.9 16.1 12.7 3.1 0.0 5.1 0.0 1.1 0.0 0.0: 8.1 8.1
Old : 100.0: 71.5 70.9 16.1 12.7 3.1 0.0 5.1 0.0 1.1 0.0 0.0: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 19 . . . 0 . 0 . 0 0:
Old : 29: 19 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 57.7 85.7 79.1 73.4 54.3 79.3 73.7
Old : 74.8 57.7 85.7 79.1 73.4 54.3 79.3 73.7
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,985: 7,690 15,090 7,345 0 5,255 300 975 0 1,010 0 0: 4,385 4,665
Old : 25,985: 7,690 15,090 7,345 0 5,255 300 975 0 1,010 0 0: 4,385 4,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,305: 1,165 -635 -1,800 0 830 0 0 0 0 0 0: 1,110 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 58.1 28.3 0.0 20.2 1.2 3.8 0.0 3.9 0.0 0.0: 16.9 18.0
Old : 100.0: 29.6 58.1 28.3 0.0 20.2 1.2 3.8 0.0 3.9 0.0 0.0: 16.9 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . 0 . . . 0 . 0 0:
Old : 21: 12 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 : 64.2 46.8 74.8 71.7 41.2 39.1 48.1 50.0
Old : 64.2 46.8 74.8 71.7 41.2 39.1 48.1 50.0
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,639: 37,053 22,455 7,093 23,041 0 11,620 9,575 3,310 0 960 0: 3,563 3,298
Old : 62,639: 37,053 22,455 7,093 23,041 0 11,620 9,575 3,310 0 960 0: 3,563 3,298
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,312: 1,685 145 -400 -600 0 0 1,740 -120 0 0 0: 147 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 35.8 11.3 36.8 0.0 18.6 15.3 5.3 0.0 1.5 0.0: 5.7 5.3
Old : 100.0: 59.2 35.8 11.3 36.8 0.0 18.6 15.3 5.3 0.0 1.5 0.0: 5.7 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 . 0:
Old : 26: 17 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 : 57.0 73.2 78.9 85.1 46.5 66.7 64.5 73.3
Old : 57.0 73.2 78.9 85.1 46.5 66.7 64.5 73.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,381: 24,350 17,448 10,268 12,685 30 2,215 6,615 3,015 0 360 300: 2,203 1,928
Old : 42,381: 24,350 17,448 10,268 12,685 30 2,215 6,615 3,015 0 360 300: 2,203 1,928
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 845: 1,213 -327 -400 -600 30 0 1,740 0 0 0 0: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 41.2 24.2 29.9 0.1 5.2 15.6 7.1 0.0 0.8 0.7: 5.2 4.5
Old : 100.0: 57.5 41.2 24.2 29.9 0.1 5.2 15.6 7.1 0.0 0.8 0.7: 5.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.1 70.3 85.4 85.1 55.6 66.3 69.4 72.6
Old : 65.1 70.3 85.4 85.1 55.6 66.3 69.4 72.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,746: 12,950 12,696 4,780 2,059 555 0 3,155 1,800 0 0 0: 1,661 1,481
Old : 21,746: 12,950 12,696 4,780 2,059 555 0 3,155 1,800 0 0 0: 1,661 1,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -120: -120 -120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 58.4 22.0 9.5 2.6 0.0 14.5 8.3 0.0 0.0 0.0: 7.6 6.8
Old : 100.0: 59.6 58.4 22.0 9.5 2.6 0.0 14.5 8.3 0.0 0.0 0.0: 7.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 56.1 62.7 78.2 84.1 51.5 53.6 61.0 63.8
Old : 56.1 62.7 78.2 84.1 51.5 53.6 61.0 63.8
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,738: 57,573 32,975 0 35,400 3,370 13,395 1,580 1,340 0 998 1,430: 17,630 17,645
Old : 94,738: 57,573 32,975 0 35,400 3,370 13,395 1,580 1,340 0 998 1,430: 17,630 17,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -165: -190 -490 0 100 0 0 200 -15 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 34.8 0.0 37.4 3.6 14.1 1.7 1.4 0.0 1.1 1.5: 18.6 18.6
Old : 100.0: 60.8 34.8 0.0 37.4 3.6 14.1 1.7 1.4 0.0 1.1 1.5: 18.6 18.6
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: 18 19 0 . . . . . 0 . .:
Old : 30: 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 : 56.6 48.8 71.2 64.6 52.5 46.9 58.6 53.9
Old : 56.6 48.8 71.2 64.6 52.5 46.9 58.6 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,484: 55,174 32,294 0 32,350 3,090 14,420 1,480 1,285 0 3,430 525: 15,990 16,030
Old : 90,484: 55,174 32,294 0 32,350 3,090 14,420 1,480 1,285 0 3,430 525: 15,990 16,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -400: -325 -525 0 0 0 -70 130 55 0 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 35.7 0.0 35.8 3.4 15.9 1.6 1.4 0.0 3.8 0.6: 17.7 17.7
Old : 100.0: 61.0 35.7 0.0 35.8 3.4 15.9 1.6 1.4 0.0 3.8 0.6: 17.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.1 45.8 72.9 65.4 50.9 42.7 58.0 53.8
Old : 54.1 45.8 72.9 65.4 50.9 42.7 58.0 53.8
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,792: 13,601 3,849 0 547 1,012 2,105 8,070 490 850 4,520 455: 4,279 3,849
Old : 22,792: 13,601 3,849 0 547 1,012 2,105 8,070 490 850 4,520 455: 4,279 3,849
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 130: 130 -50 0 5 -70 0 175 -15 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 16.9 0.0 2.4 4.4 9.2 35.4 2.1 3.7 19.8 2.0: 18.8 16.9
Old : 100.0: 59.7 16.9 0.0 2.4 4.4 9.2 35.4 2.1 3.7 19.8 2.0: 18.8 16.9
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 : 26: 16 8 0 . . . . . . . .:
Old : 26: 16 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 : 37.5 63.4 58.9 74.5 35.3 58.3 56.2 67.0
Old : 37.5 63.4 58.9 74.5 35.3 58.3 56.2 67.0
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,352: 13,341 3,949 0 1,157 943 2,105 7,820 505 850 3,800 700: 3,908 3,478
Old : 22,352: 13,341 3,949 0 1,157 943 2,105 7,820 505 850 3,800 700: 3,908 3,478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 70: 70 -50 0 -55 -35 0 175 -15 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 17.7 0.0 5.2 4.2 9.4 35.0 2.3 3.8 17.0 3.1: 17.5 15.6
Old : 100.0: 59.7 17.7 0.0 5.2 4.2 9.4 35.0 2.3 3.8 17.0 3.1: 17.5 15.6
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: 16 8 0 . . . . . . . .:
Old : 26: 16 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 : 37.6 64.3 58.6 75.7 35.1 55.2 55.8 65.9
Old : 37.6 64.3 58.6 75.7 35.1 55.2 55.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,198: 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995: 1,812 1,077
Old : 29,198: 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995: 1,812 1,077
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 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: 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4: 6.2 3.7
Old : 100.0: 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4: 6.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 6 . . . . . 0 0 . .:
Old : 20: 12 6 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
Old : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,487: 19,743 64,060 15,632 6,905 140 26,410 0 0 9,540 0 0: 2,022 2,382
Old : 73,487: 19,743 64,060 15,632 6,905 140 26,410 0 0 9,540 0 0: 2,022 2,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 625: -125 2,425 150 -1,800 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 87.2 21.3 9.4 0.2 35.9 0.0 0.0 13.0 0.0 0.0: 2.8 3.2
Old : 100.0: 26.9 87.2 21.3 9.4 0.2 35.9 0.0 0.0 13.0 0.0 0.0: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 12 . . . . 0 0 . 0 0:
Old : 24: 12 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 : 75.4 87.2 92.9 93.3 75.2 84.1 90.6 89.3
Old : 75.4 87.2 92.9 93.3 75.2 84.1 90.6 89.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,510: 19,850 62,605 15,805 7,405 490 26,010 0 0 8,665 0 0: 1,690 2,010
Old : 72,510: 19,850 62,605 15,805 7,405 490 26,010 0 0 8,665 0 0: 1,690 2,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 625: -125 2,275 0 -1,800 150 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 86.3 21.8 10.2 0.7 35.9 0.0 0.0 12.0 0.0 0.0: 2.3 2.8
Old : 100.0: 27.4 86.3 21.8 10.2 0.7 35.9 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: 12 10 . . . . 0 0 . 0 0:
Old : 20: 12 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 : 76.3 91.0 93.7 95.8 75.9 89.2 92.0 92.1
Old : 76.3 91.0 93.7 95.8 75.9 89.2 92.0 92.1
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,155: 20,550 52,275 7,600 1,510 2,365 5,450 295 35 20,175 0 140: 2,840 2,535
Old : 59,155: 20,550 52,275 7,600 1,510 2,365 5,450 295 35 20,175 0 140: 2,840 2,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 970: 475 300 -970 -120 490 0 0 0 675 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 88.4 12.8 2.6 4.0 9.2 0.5 0.1 34.1 0.0 0.2: 4.8 4.3
Old : 100.0: 34.7 88.4 12.8 2.6 4.0 9.2 0.5 0.1 34.1 0.0 0.2: 4.8 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 : 28: 14 11 . . . . . . 4 0 .:
Old : 28: 14 11 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 82.8 76.8 94.1 56.0 82.4 73.5 88.2
Old : 59.0 82.8 76.8 94.1 56.0 82.4 73.5 88.2
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,115: 19,610 43,520 7,940 1,870 1,600 5,450 220 35 12,450 0 540: 2,490 2,330
Old : 50,115: 19,610 43,520 7,940 1,870 1,600 5,450 220 35 12,450 0 540: 2,490 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 855: 375 150 -1,020 -120 490 0 -25 0 650 0 50: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 86.8 15.8 3.7 3.2 10.9 0.4 0.1 24.8 0.0 1.1: 5.0 4.6
Old : 100.0: 39.1 86.8 15.8 3.7 3.2 10.9 0.4 0.1 24.8 0.0 1.1: 5.0 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 : 28: 15 11 . . . . . . 4 0 .:
Old : 28: 15 11 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 80.1 75.4 92.8 51.4 79.4 72.0 86.9
Old : 54.5 80.1 75.4 92.8 51.4 79.4 72.0 86.9
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,230: 9,380 9,280 1,000 0 780 85 2,875 0 2,085 765 530: 3,370 3,000
Old : 17,230: 9,380 9,280 1,000 0 780 85 2,875 0 2,085 765 530: 3,370 3,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 100: 0 0 100 0 0 0 0 0 0 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 53.9 5.8 0.0 4.5 0.5 16.7 0.0 12.1 4.4 3.1: 19.6 17.4
Old : 100.0: 54.4 53.9 5.8 0.0 4.5 0.5 16.7 0.0 12.1 4.4 3.1: 19.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 64.2 71.7 80.7 45.3 64.2 66.1 73.9
Old : 48.6 64.2 71.7 80.7 45.3 64.2 66.1 73.9
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,395: 36,070 42,360 2,370 0 3,250 2,220 14,450 845 17,035 1,225 1,200: 6,405 6,065
Old : 69,395: 36,070 42,360 2,370 0 3,250 2,220 14,450 845 17,035 1,225 1,200: 6,405 6,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,245: -30 2,970 180 0 -195 -450 -1,800 245 1,470 0 -70: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 61.0 3.4 0.0 4.7 3.2 20.8 1.2 24.5 1.8 1.7: 9.2 8.7
Old : 100.0: 52.0 61.0 3.4 0.0 4.7 3.2 20.8 1.2 24.5 1.8 1.7: 9.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . 0 . . . . 4 . .:
Old : 32: 14 13 . 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 : 59.9 63.3 73.4 79.4 57.5 62.2 68.8 75.6
Old : 59.9 63.3 73.4 79.4 57.5 62.2 68.8 75.6
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,050: 34,600 37,530 3,205 0 2,960 1,995 14,450 845 13,320 1,225 1,200: 4,925 4,840
Old : 63,050: 34,600 37,530 3,205 0 2,960 1,995 14,450 845 13,320 1,225 1,200: 4,925 4,840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,335: -20 2,980 180 0 0 -450 -1,800 245 1,470 0 -70: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 59.5 5.1 0.0 4.7 3.2 22.9 1.3 21.1 1.9 1.9: 7.8 7.7
Old : 100.0: 54.9 59.5 5.1 0.0 4.7 3.2 22.9 1.3 21.1 1.9 1.9: 7.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . 0 . . . . 4 . .:
Old : 32: 14 13 . 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 : 59.9 66.4 72.4 80.7 54.6 65.2 65.8 76.1
Old : 59.9 66.4 72.4 80.7 54.6 65.2 65.8 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,572: 38,104 24,541 0 19,928 90 19,705 10 3,845 25 13,410 1,655: 3,148 3,093
Old : 66,572: 38,104 24,541 0 19,928 90 19,705 10 3,845 25 13,410 1,655: 3,148 3,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,495: 395 745 0 680 0 1,100 -50 50 0 120 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 36.9 0.0 29.9 0.1 29.6 0.0 5.8 0.0 20.1 2.5: 4.7 4.6
Old : 100.0: 57.2 36.9 0.0 29.9 0.1 29.6 0.0 5.8 0.0 20.1 2.5: 4.7 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 11 0 . . . . . . . .:
Old : 30: 19 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 69.4 77.4 87.3 55.0 63.6 70.9 77.3
Old : 56.4 69.4 77.4 87.3 55.0 63.6 70.9 77.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,721: 35,518 21,191 0 16,952 90 11,630 85 3,790 25 9,170 1,900: 2,768 2,543
Old : 55,721: 35,518 21,191 0 16,952 90 11,630 85 3,790 25 9,170 1,900: 2,768 2,543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,550: 650 850 0 680 0 900 -50 0 0 70 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 38.0 0.0 30.4 0.2 20.9 0.2 6.8 0.0 16.5 3.4: 5.0 4.6
Old : 100.0: 63.7 38.0 0.0 30.4 0.2 20.9 0.2 6.8 0.0 16.5 3.4: 5.0 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 11 0 . . . . . . . .:
Old : 30: 19 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 64.4 76.8 87.0 45.6 57.4 63.6 69.3
Old : 51.6 64.4 76.8 87.0 45.6 57.4 63.6 69.3
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 193,722: 107,398 79,796 22,107 360 6,867 470 33,590 7,820 1,225 17,410 1,500: 46,335 46,379
Old : 193,722: 107,398 79,796 22,107 360 6,867 470 33,590 7,820 1,225 17,410 1,500: 46,335 46,379
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 1,795: 3,115 95 1,194 -100 -410 115 2,440 -1,800 -95 1,930 -885: 561 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 41.2 11.4 0.2 3.5 0.2 17.3 4.0 0.6 9.0 0.8: 23.9 23.9
Old : 100.0: 55.4 41.2 11.4 0.2 3.5 0.2 17.3 4.0 0.6 9.0 0.8: 23.9 23.9
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 : 43: 25 27 . . . . . . . 5 .:
Old : 43: 25 27 . . . . . . . 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 : 47.2 37.5 61.3 55.7 41.0 35.6 50.6 48.9
Old : 47.2 37.5 61.3 55.7 41.0 35.6 50.6 48.9
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,203: 81,763 69,034 21,940 0 3,488 275 24,695 7,390 1,225 11,435 2,200: 36,922 36,961
Old : 155,203: 81,763 69,034 21,940 0 3,488 275 24,695 7,390 1,225 11,435 2,200: 36,922 36,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,048: 3,195 165 1,184 0 -617 90 2,240 -1,750 -605 1,495 -75: 626 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 44.5 14.1 0.0 2.2 0.2 15.9 4.8 0.8 7.4 1.4: 23.8 23.8
Old : 100.0: 52.7 44.5 14.1 0.0 2.2 0.2 15.9 4.8 0.8 7.4 1.4: 23.8 23.8
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 : 43: 24 27 . 0 . . . . . 5 .:
Old : 43: 24 27 . 0 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 34.8 57.5 51.2 38.1 29.1 45.5 42.9
Old : 43.9 34.8 57.5 51.2 38.1 29.1 45.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,325: 7,855 18,430 9,845 880 2,500 2,100 250 0 0 0 0: 1,025 1,265
Old : 23,325: 7,855 18,430 9,845 880 2,500 2,100 250 0 0 0 0: 1,025 1,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 0: 300 0 0 0 0 0 0 0 0 0 0: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 79.0 42.2 3.8 10.7 9.0 1.1 0.0 0.0 0.0 0.0: 4.4 5.4
Old : 100.0: 33.7 79.0 42.2 3.8 10.7 9.0 1.1 0.0 0.0 0.0 0.0: 4.4 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 : 21: 11 12 . . . . . 0 0 0 0:
Old : 21: 11 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 80.6 88.3 90.8 62.1 76.4 78.9 80.4
Old : 71.3 80.6 88.3 90.8 62.1 76.4 78.9 80.4
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,644: 27,600 38,028 18,696 6,031 8,980 1,115 235 8,150 83 3,295 0: 5,020 4,925
Old : 69,644: 27,600 38,028 18,696 6,031 8,980 1,115 235 8,150 83 3,295 0: 5,020 4,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 950: 100 720 500 -120 75 0 0 0 0 0 0: 275 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 54.6 26.8 8.7 12.9 1.6 0.3 11.7 0.1 4.7 0.0: 7.2 7.1
Old : 100.0: 39.6 54.6 26.8 8.7 12.9 1.6 0.3 11.7 0.1 4.7 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 . . . . . . . . 0:
Old : 28: 13 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 : 60.9 47.9 80.2 73.1 42.8 37.8 53.0 52.8
Old : 60.9 47.9 80.2 73.1 42.8 37.8 53.0 52.8
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,007: 25,512 30,600 11,746 4,908 6,354 1,150 435 8,325 0 2,720 0: 6,920 6,665
Old : 60,007: 25,512 30,600 11,746 4,908 6,354 1,150 435 8,325 0 2,720 0: 6,920 6,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 950: 180 900 550 -170 60 0 0 0 0 0 0: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 51.0 19.6 8.2 10.6 1.9 0.7 13.9 0.0 4.5 0.0: 11.5 11.1
Old : 100.0: 42.5 51.0 19.6 8.2 10.6 1.9 0.7 13.9 0.0 4.5 0.0: 11.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . . . . 0 . 0:
Old : 26: 15 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 : 51.8 47.6 69.9 73.7 36.0 35.6 45.8 49.3
Old : 51.8 47.6 69.9 73.7 36.0 35.6 45.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,447: 20,757 20,165 648 5,795 5,682 5,625 2,520 6,150 980 0 700: 3,905 3,435
Old : 44,447: 20,757 20,165 648 5,795 5,682 5,625 2,520 6,150 980 0 700: 3,905 3,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -155: -225 375 300 -300 -15 0 300 -105 0 0 0: -110 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 45.4 1.5 13.0 12.8 12.7 5.7 13.8 2.2 0.0 1.6: 8.8 7.7
Old : 100.0: 46.7 45.4 1.5 13.0 12.8 12.7 5.7 13.8 2.2 0.0 1.6: 8.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 16 . . . . . . . 0 .:
Old : 25: 13 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 : 54.4 50.4 75.1 71.6 35.8 32.5 44.4 46.1
Old : 54.4 50.4 75.1 71.6 35.8 32.5 44.4 46.1
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, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,380: 14,810 29,930 0 4,440 5,020 21,345 2,780 4,300 980 0 700: 3,225 3,210
Old : 50,380: 14,810 29,930 0 4,440 5,020 21,345 2,780 4,300 980 0 700: 3,225 3,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -20: -175 425 0 -600 225 0 300 -125 0 0 0: 55 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 59.4 0.0 8.8 10.0 42.4 5.5 8.5 1.9 0.0 1.4: 6.4 6.4
Old : 100.0: 29.4 59.4 0.0 8.8 10.0 42.4 5.5 8.5 1.9 0.0 1.4: 6.4 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 : 22: 13 14 0 . . . . . . 0 .:
Old : 22: 13 14 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 45.2 87.6 71.3 54.7 30.2 57.3 48.5
Old : 75.9 45.2 87.6 71.3 54.7 30.2 57.3 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 191,046: 104,083 120,646 11,273 5,569 23,429 8,885 1,210 7,975 2,760 10 640: 32,001 31,567
Old : 191,046: 104,083 120,646 11,273 5,569 23,429 8,885 1,210 7,975 2,760 10 640: 32,001 31,567
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 4,215: 3,453 3,746 -886 216 -306 1,160 -300 250 0 0 0: 544 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 63.2 5.9 2.9 12.3 4.7 0.6 4.2 1.4 0.0 0.3: 16.8 16.5
Old : 100.0: 54.5 63.2 5.9 2.9 12.3 4.7 0.6 4.2 1.4 0.0 0.3: 16.8 16.5
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 : 38: 26 27 . . . . . . . . .:
Old : 38: 26 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 47.6 58.2 65.0 25.1 28.9 34.0 35.6
Old : 39.6 47.6 58.2 65.0 25.1 28.9 34.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,065: 76,165 75,342 860 10,713 14,860 7,350 470 8,185 2,165 0 0: 20,480 20,495
Old : 130,065: 76,165 75,342 860 10,713 14,860 7,350 470 8,185 2,165 0 0: 20,480 20,495
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 2,440: 750 1,795 -420 -555 540 560 -300 250 0 0 0: 760 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 57.9 0.7 8.2 11.4 5.7 0.4 6.3 1.7 0.0 0.0: 15.7 15.8
Old : 100.0: 58.6 57.9 0.7 8.2 11.4 5.7 0.4 6.3 1.7 0.0 0.0: 15.7 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 25 . . . . . . . 0 0:
Old : 33: 23 25 . . . . . . . 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 : 34.7 40.1 57.4 60.6 22.2 29.1 30.8 34.9
Old : 34.7 40.1 57.4 60.6 22.2 29.1 30.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020