COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,812: 13,633 7,703 201 2,765 591 204 625 188 277 3,398 1,094: 624 448
Old : 16,812: 13,633 7,703 201 2,765 591 204 625 188 277 3,398 1,094: 624 448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 190: 53 302 0 116 -69 0 -295 5 -12 -73 201: 12 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 45.8 1.2 16.4 3.5 1.2 3.7 1.1 1.6 20.2 6.5: 3.7 2.7
Old : 100.0: 81.1 45.8 1.2 16.4 3.5 1.2 3.7 1.1 1.6 20.2 6.5: 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 . . . . . 5 4:
Old : 28: 12 11 . 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 : 57.2 44.4 81.0 67.5 42.7 32.4 58.1 50.0
Old : 57.2 44.4 81.0 67.5 42.7 32.4 58.1 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,570: 4,649 5,750 771 960 1,271 903 160 307 701 516 520: 448 85
Old : 9,570: 4,649 5,750 771 960 1,271 903 160 307 701 516 520: 448 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,008: -897 -434 84 25 -105 129 32 -184 122 -207 -72: -86 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 60.1 8.1 10.0 13.3 9.4 1.7 3.2 7.3 5.4 5.4: 4.7 0.9
Old : 100.0: 48.6 60.1 8.1 10.0 13.3 9.4 1.7 3.2 7.3 5.4 5.4: 4.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 17 . . . . . . 4 7 10:
Old : 37: 18 17 . . . . . . 4 7 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 52.6 66.1 70.3 34.2 40.0 47.1 49.7
Old : 46.2 52.6 66.1 70.3 34.2 40.0 47.1 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,202: 22,490 30,796 4,430 1,144 1,796 504 105 577 4,770 284 500: 135 0
Old : 35,202: 22,490 30,796 4,430 1,144 1,796 504 105 577 4,770 284 500: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 653: 260 615 100 -335 47 -100 -25 126 25 150 75: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 87.5 12.6 3.2 5.1 1.4 0.3 1.6 13.6 0.8 1.4: 0.4 0.0
Old : 100.0: 63.9 87.5 12.6 3.2 5.1 1.4 0.3 1.6 13.6 0.8 1.4: 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 : 38: 17 22 . . . . . . . . .:
Old : 38: 17 22 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 60.5 75.2 81.5 48.9 53.1 61.9 63.8
Old : 51.9 60.5 75.2 81.5 48.9 53.1 61.9 63.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 30,983: 24,055 25,348 0 4,355 930 818 0 150 4,560 0 200: 270 0
Old : 30,983: 24,055 25,348 0 4,355 930 818 0 150 4,560 0 200: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,041: 746 651 0 395 -45 375 0 -60 -75 0 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 81.8 0.0 14.1 3.0 2.6 0.0 0.5 14.7 0.0 0.6: 0.9 0.0
Old : 100.0: 77.6 81.8 0.0 14.1 3.0 2.6 0.0 0.5 14.7 0.0 0.6: 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 : 55.4 68.3 76.6 92.4 54.7 59.6 71.8 78.3
Old : 55.4 68.3 76.6 92.4 54.7 59.6 71.8 78.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 138,289: 99,087 107,360 2,053 11,015 9,957 16,444 388 2,890 4,556 3,759 2,784: 518 136
Old : 138,289: 99,087 107,360 2,053 11,015 9,957 16,444 388 2,890 4,556 3,759 2,784: 518 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,748: -4,874 -5,141 91 1,269 -362 469 34 -274 437 9 -250: 15 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 77.6 1.5 8.0 7.2 11.9 0.3 2.1 3.3 2.7 2.0: 0.4 0.1
Old : 100.0: 71.7 77.6 1.5 8.0 7.2 11.9 0.3 2.1 3.3 2.7 2.0: 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 : 64: 31 33 . . 5 9 4 6 7 4 7:
Old : 64: 31 33 . . 5 9 4 6 7 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 37.4 62.0 60.8 36.2 30.3 45.7 45.7
Old : 46.4 37.4 62.0 60.8 36.2 30.3 45.7 45.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,221: 48,971 44,388 2,470 10,851 3,358 3,587 25 119 916 546 800: 0 134
Old : 60,221: 48,971 44,388 2,470 10,851 3,358 3,587 25 119 916 546 800: 0 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -6,628: -5,093 -5,821 -250 256 -428 57 -165 -32 -822 -370 -55: -5 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 73.7 4.1 18.0 5.6 6.0 0.0 0.2 1.5 0.9 1.3: 0.0 0.2
Old : 100.0: 81.3 73.7 4.1 18.0 5.6 6.0 0.0 0.2 1.5 0.9 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 : 39: 19 22 . . . . . . 4 . .:
Old : 39: 19 22 . . . . . . 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 : 64.5 80.0 84.4 91.7 61.9 66.0 75.4 75.2
Old : 64.5 80.0 84.4 91.7 61.9 66.0 75.4 75.2
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,525: 33,104 24,155 62 7,647 659 0 804 0 525 1,085 175: 0 0
Old : 34,525: 33,104 24,155 62 7,647 659 0 804 0 525 1,085 175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,321: -2,523 -2,400 -212 -219 -411 0 -426 0 -225 85 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 70.0 0.2 22.1 1.9 0.0 2.3 0.0 1.5 3.1 0.5: 0.0 0.0
Old : 100.0: 95.9 70.0 0.2 22.1 1.9 0.0 2.3 0.0 1.5 3.1 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . . . 0 . 0 . . .:
Old : 23: 11 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 : 80.4 84.8 95.1 94.7 74.5 71.1 80.2 80.5
Old : 80.4 84.8 95.1 94.7 74.5 71.1 80.2 80.5
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,763: 32,803 21,132 970 24,682 2,517 14,230 50 50 721 3,002 3,227: 245 103
Old : 54,763: 32,803 21,132 970 24,682 2,517 14,230 50 50 721 3,002 3,227: 245 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -975: 605 -1,289 58 523 -409 -225 -50 0 -654 570 -330: -20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 38.6 1.8 45.1 4.6 26.0 0.1 0.1 1.3 5.5 5.9: 0.4 0.2
Old : 100.0: 59.9 38.6 1.8 45.1 4.6 26.0 0.1 0.1 1.3 5.5 5.9: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 20 . . 5 . . . . . .:
Old : 37: 17 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 : 50.3 68.0 73.6 84.1 48.4 59.4 62.6 72.4
Old : 50.3 68.0 73.6 84.1 48.4 59.4 62.6 72.4
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,519: 40,943 23,643 0 35,934 3,251 20,277 65 50 1,312 3,390 2,105: 581 81
Old : 68,519: 40,943 23,643 0 35,934 3,251 20,277 65 50 1,312 3,390 2,105: 581 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,284: -293 -1,943 0 -75 -154 -646 -355 0 -636 729 -485: -70 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 34.5 0.0 52.4 4.7 29.6 0.1 0.1 1.9 4.9 3.1: 0.8 0.1
Old : 100.0: 59.8 34.5 0.0 52.4 4.7 29.6 0.1 0.1 1.9 4.9 3.1: 0.8 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 : 45: 23 21 0 4 4 6 . . 4 . .:
Old : 45: 23 21 0 4 4 6 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 68.2 75.5 83.8 55.7 62.1 67.3 74.9
Old : 57.1 68.2 75.5 83.8 55.7 62.1 67.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,401: 47,843 41,409 9,668 18,827 3,196 25 100 0 2,776 408 1,461: 432 0
Old : 65,401: 47,843 41,409 9,668 18,827 3,196 25 100 0 2,776 408 1,461: 432 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,837: -3,164 -1,947 150 -616 -135 0 0 0 445 -36 -103: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 63.3 14.8 28.8 4.9 0.0 0.2 0.0 4.2 0.6 2.2: 0.7 0.0
Old : 100.0: 73.2 63.3 14.8 28.8 4.9 0.0 0.2 0.0 4.2 0.6 2.2: 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: 23 21 4 . . . . 0 . . .:
Old : 41: 23 21 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 : 41.7 61.5 64.1 84.5 37.9 61.5 58.4 78.1
Old : 41.7 61.5 64.1 84.5 37.9 61.5 58.4 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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,059: 58,689 46,342 17,739 32,251 843 25 120 0 2,454 641 1,847: 462 15
Old : 82,059: 58,689 46,342 17,739 32,251 843 25 120 0 2,454 641 1,847: 462 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,348: -4,038 -2,715 -182 -1,226 -138 -265 -75 0 410 -64 -125: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 56.5 21.6 39.3 1.0 0.0 0.1 0.0 3.0 0.8 2.3: 0.6 0.0
Old : 100.0: 71.5 56.5 21.6 39.3 1.0 0.0 0.1 0.0 3.0 0.8 2.3: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 23 4 . . . . 0 . . .:
Old : 43: 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 : 41.3 64.6 61.6 83.4 40.5 64.6 60.1 77.0
Old : 41.3 64.6 61.6 83.4 40.5 64.6 60.1 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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,916: 27,544 38,351 10,669 0 3,099 0 0 0 175 125 50: 379 291
Old : 41,916: 27,544 38,351 10,669 0 3,099 0 0 0 175 125 50: 379 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -75: -90 0 180 0 -75 0 0 0 -55 125 -125: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 91.5 25.5 0.0 7.4 0.0 0.0 0.0 0.4 0.3 0.1: 0.9 0.7
Old : 100.0: 65.7 91.5 25.5 0.0 7.4 0.0 0.0 0.0 0.4 0.3 0.1: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 . 0 . 0 0 0 . . .:
Old : 24: 17 14 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 80.7 83.8 95.0 57.8 75.6 71.1 78.7
Old : 68.1 80.7 83.8 95.0 57.8 75.6 71.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,898: 29,128 15,818 0 13,156 984 0 600 0 360 326 0: 426 14
Old : 30,898: 29,128 15,818 0 13,156 984 0 600 0 360 326 0: 426 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -559: -634 -389 0 -240 60 0 0 0 0 0 0: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 51.2 0.0 42.6 3.2 0.0 1.9 0.0 1.2 1.1 0.0: 1.4 0.0
Old : 100.0: 94.3 51.2 0.0 42.6 3.2 0.0 1.9 0.0 1.2 1.1 0.0: 1.4 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 : 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 : 68.9 72.1 82.9 86.4 59.1 62.3 67.3 70.8
Old : 68.9 72.1 82.9 86.4 59.1 62.3 67.3 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 24,157: 15,024 21,815 4,725 0 1,865 0 0 0 2,075 132 345: 123 0
Old : 24,157: 15,024 21,815 4,725 0 1,865 0 0 0 2,075 132 345: 123 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 474: 449 474 0 0 0 0 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 90.3 19.6 0.0 7.7 0.0 0.0 0.0 8.6 0.5 1.4: 0.5 0.0
Old : 100.0: 62.2 90.3 19.6 0.0 7.7 0.0 0.0 0.0 8.6 0.5 1.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 77.4 83.6 94.1 50.8 70.4 66.3 73.0
Old : 55.6 77.4 83.6 94.1 50.8 70.4 66.3 73.0
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,556: 68,485 66,050 125 8,164 9,039 6,368 683 489 3,839 5,232 2,366: 1,844 533
Old : 92,556: 68,485 66,050 125 8,164 9,039 6,368 683 489 3,839 5,232 2,366: 1,844 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 927: -393 654 -85 86 -9 10 1 6 102 2 -50: 1,346 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 71.4 0.1 8.8 9.8 6.9 0.7 0.5 4.1 5.7 2.6: 2.0 0.6
Old : 100.0: 74.0 71.4 0.1 8.8 9.8 6.9 0.7 0.5 4.1 5.7 2.6: 2.0 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 : 64: 34 33 . . . 5 . 4 10 4 8:
Old : 64: 34 33 . . . 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 : 33.5 39.4 56.3 62.8 22.9 21.3 31.1 30.6
Old : 33.5 39.4 56.3 62.8 22.9 21.3 31.1 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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,884: 12,762 17,188 3,941 0 396 725 0 0 0 125 0: 60 175
Old : 17,884: 12,762 17,188 3,941 0 396 725 0 0 0 125 0: 60 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 456: 396 281 0 0 0 0 0 0 0 0 0: 60 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 96.1 22.0 0.0 2.2 4.1 0.0 0.0 0.0 0.7 0.0: 0.3 1.0
Old : 100.0: 71.4 96.1 22.0 0.0 2.2 4.1 0.0 0.0 0.0 0.7 0.0: 0.3 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 : 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 : 68.1 57.5 95.0 82.3 47.7 50.7 62.2 60.4
Old : 68.1 57.5 95.0 82.3 47.7 50.7 62.2 60.4
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,924: 12,802 17,228 3,941 0 396 725 0 0 0 125 0: 60 175
Old : 17,924: 12,802 17,228 3,941 0 396 725 0 0 0 125 0: 60 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 456: 396 281 0 0 0 0 0 0 0 0 0: 60 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 96.1 22.0 0.0 2.2 4.0 0.0 0.0 0.0 0.7 0.0: 0.3 1.0
Old : 100.0: 71.4 96.1 22.0 0.0 2.2 4.0 0.0 0.0 0.0 0.7 0.0: 0.3 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 : 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 : 67.9 57.4 94.8 82.1 47.7 50.6 62.1 60.3
Old : 67.9 57.4 94.8 82.1 47.7 50.6 62.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,025: 44,840 38,354 0 4,876 3,612 0 600 0 795 1,825 2,310: 468 448
Old : 52,025: 44,840 38,354 0 4,876 3,612 0 600 0 795 1,825 2,310: 468 448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 960: 810 910 0 0 0 0 0 0 0 0 0: 150 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 73.7 0.0 9.4 6.9 0.0 1.2 0.0 1.5 3.5 4.4: 0.9 0.9
Old : 100.0: 86.2 73.7 0.0 9.4 6.9 0.0 1.2 0.0 1.5 3.5 4.4: 0.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.1 46.3 70.3 72.8 45.9 31.7 53.2 46.1
Old : 51.1 46.3 70.3 72.8 45.9 31.7 53.2 46.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,677: 35,263 41,542 6,207 0 4,564 0 0 0 275 165 85: 283 321
Old : 46,677: 35,263 41,542 6,207 0 4,564 0 0 0 275 165 85: 283 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -35: -226 40 180 0 -75 0 0 0 -115 65 -65: 266 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 89.0 13.3 0.0 9.8 0.0 0.0 0.0 0.6 0.4 0.2: 0.6 0.7
Old : 100.0: 75.5 89.0 13.3 0.0 9.8 0.0 0.0 0.0 0.6 0.4 0.2: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 76.1 74.6 92.3 41.7 63.3 55.8 66.7
Old : 54.0 76.1 74.6 92.3 41.7 63.3 55.8 66.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,250: 41,164 31,582 0 10,356 3,717 920 988 0 180 185 250: 1,019 172
Old : 47,250: 41,164 31,582 0 10,356 3,717 920 988 0 180 185 250: 1,019 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 205: -139 395 0 -350 20 120 0 0 0 20 0: 204 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 66.8 0.0 21.9 7.9 1.9 2.1 0.0 0.4 0.4 0.5: 2.2 0.4
Old : 100.0: 87.1 66.8 0.0 21.9 7.9 1.9 2.1 0.0 0.4 0.4 0.5: 2.2 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 : 33: 21 21 0 . . . . 0 . . .:
Old : 33: 21 21 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 : 56.8 67.5 79.9 84.4 45.3 57.8 57.8 62.9
Old : 56.8 67.5 79.9 84.4 45.3 57.8 57.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,554: 47,628 57,389 8,071 260 2,375 0 25 0 1,650 200 60: 770 245
Old : 60,554: 47,628 57,389 8,071 260 2,375 0 25 0 1,650 200 60: 770 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,280: -2,390 -3,186 -505 -10 -90 0 0 0 -216 50 -44: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 94.8 13.3 0.4 3.9 0.0 0.0 0.0 2.7 0.3 0.1: 1.3 0.4
Old : 100.0: 78.7 94.8 13.3 0.4 3.9 0.0 0.0 0.0 2.7 0.3 0.1: 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 : 58.2 90.9 79.1 97.4 57.2 86.7 75.3 89.1
Old : 58.2 90.9 79.1 97.4 57.2 86.7 75.3 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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,824: 54,925 58,300 4,120 2,070 3,185 0 646 0 1,800 100 338: 456 185
Old : 64,824: 54,925 58,300 4,120 2,070 3,185 0 646 0 1,800 100 338: 456 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,953: -3,058 -3,518 -716 -330 60 0 -270 0 -345 0 105: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 89.9 6.4 3.2 4.9 0.0 1.0 0.0 2.8 0.2 0.5: 0.7 0.3
Old : 100.0: 84.7 89.9 6.4 3.2 4.9 0.0 1.0 0.0 2.8 0.2 0.5: 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 : 36: 20 12 . . 4 0 . 0 . . .:
Old : 36: 20 12 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 86.2 75.9 95.2 54.1 82.0 74.9 88.5
Old : 54.1 86.2 75.9 95.2 54.1 82.0 74.9 88.5
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 81,794: 65,806 74,001 8,748 3,809 1,273 0 513 20 3,465 0 2,108: 374 70
Old : 81,794: 65,806 74,001 8,748 3,809 1,273 0 513 20 3,465 0 2,108: 374 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,270: -3,391 -2,750 -300 -339 -10 0 -15 -5 609 0 -151: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 90.5 10.7 4.7 1.6 0.0 0.6 0.0 4.2 0.0 2.6: 0.5 0.1
Old : 100.0: 80.5 90.5 10.7 4.7 1.6 0.0 0.6 0.0 4.2 0.0 2.6: 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 : 38: 20 18 5 . . 0 . . . 0 .:
Old : 38: 20 18 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 : 55.7 58.8 71.5 85.0 54.7 57.0 69.5 80.0
Old : 55.7 58.8 71.5 85.0 54.7 57.0 69.5 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 99,683: 81,312 87,890 9,937 4,056 2,241 132 565 366 1,868 907 3,488: 339 170
Old : 99,683: 81,312 87,890 9,937 4,056 2,241 132 565 366 1,868 907 3,488: 339 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,246: -4,035 -3,521 -90 -3 -251 -482 -95 110 771 -402 -239: -30 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 88.2 10.0 4.1 2.2 0.1 0.6 0.4 1.9 0.9 3.5: 0.3 0.2
Old : 100.0: 81.6 88.2 10.0 4.1 2.2 0.1 0.6 0.4 1.9 0.9 3.5: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 22 22 5 . . . 5 4 . . 4:
Old : 50: 22 22 5 . . . 5 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 : 51.3 52.2 69.6 78.9 49.3 52.0 65.7 74.2
Old : 51.3 52.2 69.6 78.9 49.3 52.0 65.7 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,789: 45,514 57,531 17,414 1,057 861 0 4,020 0 0 225 0: 0 95
Old : 63,789: 45,514 57,531 17,414 1,057 861 0 4,020 0 0 225 0: 0 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,007: -2,027 -2,400 -980 -155 0 0 148 0 0 -635 0: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 90.2 27.3 1.7 1.3 0.0 6.3 0.0 0.0 0.4 0.0: 0.0 0.1
Old : 100.0: 71.4 90.2 27.3 1.7 1.3 0.0 6.3 0.0 0.0 0.4 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: 14 13 . . . 0 . 0 0 . 0:
Old : 28: 14 13 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 91.5 96.1 97.0 79.3 88.5 90.2 90.7
Old : 81.2 91.5 96.1 97.0 79.3 88.5 90.2 90.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,985: 36,760 54,025 17,190 0 435 0 225 0 550 250 50: 0 0
Old : 54,985: 36,760 54,025 17,190 0 435 0 225 0 550 250 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,075: -1,670 -1,825 -405 0 0 0 0 0 0 -250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 98.3 31.3 0.0 0.8 0.0 0.4 0.0 1.0 0.5 0.1: 0.0 0.0
Old : 100.0: 66.9 98.3 31.3 0.0 0.8 0.0 0.4 0.0 1.0 0.5 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 : 85.0 96.8 95.5 99.5 85.0 91.7 92.2 93.8
Old : 85.0 96.8 95.5 99.5 85.0 91.7 92.2 93.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,135: 34,963 51,266 16,319 77 5,575 550 325 0 1,159 1,410 415: 154 67
Old : 59,135: 34,963 51,266 16,319 77 5,575 550 325 0 1,159 1,410 415: 154 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -160: -581 111 580 0 -16 -100 290 0 57 -426 -100: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 86.7 27.6 0.1 9.4 0.9 0.5 0.0 2.0 2.4 0.7: 0.3 0.1
Old : 100.0: 59.1 86.7 27.6 0.1 9.4 0.9 0.5 0.0 2.0 2.4 0.7: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 18 5 . . . . 0 . . .:
Old : 36: 18 18 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 78.7 76.6 88.7 48.6 66.6 65.8 72.7
Old : 58.1 78.7 76.6 88.7 48.6 66.6 65.8 72.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 67,363: 44,854 56,287 13,383 435 4,996 1,628 3,322 165 1,358 1,436 397: 582 325
Old : 67,363: 44,854 56,287 13,383 435 4,996 1,628 3,322 165 1,358 1,436 397: 582 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,193: 452 1,543 1,157 70 -201 -390 -80 -20 71 45 -131: 255 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 83.6 19.9 0.6 7.4 2.4 4.9 0.2 2.0 2.1 0.6: 0.9 0.5
Old : 100.0: 66.6 83.6 19.9 0.6 7.4 2.4 4.9 0.2 2.0 2.1 0.6: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 19 . . . 4 . . . . .:
Old : 37: 19 19 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 72.9 79.7 86.7 54.1 64.6 69.6 73.2
Old : 58.3 72.9 79.7 86.7 54.1 64.6 69.6 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,647: 10,625 20,551 12,328 0 436 0 1,575 0 0 780 0: 258 305
Old : 23,647: 10,625 20,551 12,328 0 436 0 1,575 0 0 780 0: 258 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,408: -946 -1,463 -603 0 0 0 10 0 0 0 0: 141 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 86.9 52.1 0.0 1.8 0.0 6.7 0.0 0.0 3.3 0.0: 1.1 1.3
Old : 100.0: 44.9 86.9 52.1 0.0 1.8 0.0 6.7 0.0 0.0 3.3 0.0: 1.1 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 : 23: 12 12 5 0 . 0 . 0 0 . 0:
Old : 23: 12 12 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 : 73.9 71.6 90.1 91.7 72.7 67.5 87.1 87.6
Old : 73.9 71.6 90.1 91.7 72.7 67.5 87.1 87.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,486: 10,650 22,392 11,955 0 384 0 525 0 0 0 0: 497 185
Old : 23,486: 10,650 22,392 11,955 0 384 0 525 0 0 0 0: 497 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,266: -860 -1,105 -374 0 -161 0 0 0 0 0 0: 129 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 95.3 50.9 0.0 1.6 0.0 2.2 0.0 0.0 0.0 0.0: 2.1 0.8
Old : 100.0: 45.3 95.3 50.9 0.0 1.6 0.0 2.2 0.0 0.0 0.0 0.0: 2.1 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 : 20: 10 11 5 0 . 0 . 0 0 0 0:
Old : 20: 10 11 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 83.9 88.5 96.3 70.3 78.1 85.1 90.4
Old : 72.2 83.9 88.5 96.3 70.3 78.1 85.1 90.4
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,757: 21,189 18,202 2,585 5,967 404 30 204 300 1,248 584 430: 571 666
Old : 26,757: 21,189 18,202 2,585 5,967 404 30 204 300 1,248 584 430: 571 666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,234: -1,989 -1,613 -220 -128 -103 30 -160 -30 -351 -160 -10: 439 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 68.0 9.7 22.3 1.5 0.1 0.8 1.1 4.7 2.2 1.6: 2.1 2.5
Old : 100.0: 79.2 68.0 9.7 22.3 1.5 0.1 0.8 1.1 4.7 2.2 1.6: 2.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 14 . . . . . . . . .:
Old : 26: 12 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 58.3 84.0 77.4 61.1 56.6 75.4 73.9
Old : 67.5 58.3 84.0 77.4 61.1 56.6 75.4 73.9
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,279: 12,368 11,564 1,373 1,535 123 0 680 0 135 731 182: 1,098 464
Old : 15,279: 12,368 11,564 1,373 1,535 123 0 680 0 135 731 182: 1,098 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,909: -1,483 -1,358 -45 -274 -57 0 -155 0 -275 -35 -25: -24 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 75.7 9.0 10.0 0.8 0.0 4.5 0.0 0.9 4.8 1.2: 7.2 3.0
Old : 100.0: 80.9 75.7 9.0 10.0 0.8 0.0 4.5 0.0 0.9 4.8 1.2: 7.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.2 73.5 88.8 87.2 77.2 71.2 84.8 83.8
Old : 77.2 73.5 88.8 87.2 77.2 71.2 84.8 83.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,010: 41,444 26,833 7,243 20,717 192 2,535 4,778 220 2,346 1,356 865: 165 49
Old : 55,010: 41,444 26,833 7,243 20,717 192 2,535 4,778 220 2,346 1,356 865: 165 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,391: -2,710 -1,903 -309 -744 -50 -26 -456 -69 -152 -69 -88: 13 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 48.8 13.2 37.7 0.3 4.6 8.7 0.4 4.3 2.5 1.6: 0.3 0.1
Old : 100.0: 75.3 48.8 13.2 37.7 0.3 4.6 8.7 0.4 4.3 2.5 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 : 41: 24 19 4 . . . . . . . .:
Old : 41: 24 19 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 74.0 73.0 86.0 51.9 62.5 66.0 72.9
Old : 56.6 74.0 73.0 86.0 51.9 62.5 66.0 72.9
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,089: 29,065 12,816 1,669 17,069 1,030 735 1,365 60 551 969 653: 326 127
Old : 34,089: 29,065 12,816 1,669 17,069 1,030 735 1,365 60 551 969 653: 326 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,023: -1,798 -1,115 -472 -863 -53 -20 -84 0 -20 -124 96: 244 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 37.6 4.9 50.1 3.0 2.2 4.0 0.2 1.6 2.8 1.9: 1.0 0.4
Old : 100.0: 85.3 37.6 4.9 50.1 3.0 2.2 4.0 0.2 1.6 2.8 1.9: 1.0 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 : 34: 19 14 4 . . . . . . . .:
Old : 34: 19 14 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 69.2 80.5 83.6 56.5 65.7 65.3 72.8
Old : 66.5 69.2 80.5 83.6 56.5 65.7 65.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,967: 7,966 16,316 7,490 0 500 325 36 50 550 25 25: 61 15
Old : 16,967: 7,966 16,316 7,490 0 500 325 36 50 550 25 25: 61 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 150: 0 150 0 0 0 0 0 0 125 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 96.2 44.1 0.0 2.9 1.9 0.2 0.3 3.2 0.1 0.1: 0.4 0.1
Old : 100.0: 46.9 96.2 44.1 0.0 2.9 1.9 0.2 0.3 3.2 0.1 0.1: 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 : 31: 14 17 . 0 . . . . . . .:
Old : 31: 14 17 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 83.9 84.8 92.5 65.0 79.0 79.8 86.2
Old : 68.2 83.9 84.8 92.5 65.0 79.0 79.8 86.2
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 1, 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: 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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,643: 6,058 7,240 2,088 1,700 1,028 90 0 0 250 100 440: 689 135
Old : 10,643: 6,058 7,240 2,088 1,700 1,028 90 0 0 250 100 440: 689 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -720: -488 -490 -141 -200 0 -25 0 0 5 0 -30: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 68.0 19.6 16.0 9.7 0.8 0.0 0.0 2.3 0.9 4.1: 6.5 1.3
Old : 100.0: 56.9 68.0 19.6 16.0 9.7 0.8 0.0 0.0 2.3 0.9 4.1: 6.5 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: 13 10 . . . . 0 0 . . .:
Old : 24: 13 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 62.9 79.8 86.8 44.0 58.8 64.4 72.7
Old : 55.1 62.9 79.8 86.8 44.0 58.8 64.4 72.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,703: 5,250 6,230 2,052 1,700 1,043 90 0 0 120 100 495: 653 135
Old : 9,703: 5,250 6,230 2,052 1,700 1,043 90 0 0 120 100 495: 653 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -690: -458 -490 -129 -200 0 -25 0 0 -45 0 0: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 64.2 21.1 17.5 10.7 0.9 0.0 0.0 1.2 1.0 5.1: 6.7 1.4
Old : 100.0: 54.1 64.2 21.1 17.5 10.7 0.9 0.0 0.0 1.2 1.0 5.1: 6.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 9 . . . . 0 0 . . .:
Old : 24: 11 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 65.9 79.8 88.8 46.1 59.4 63.0 72.5
Old : 59.6 65.9 79.8 88.8 46.1 59.4 63.0 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,423: 18,410 28,643 15,435 0 200 125 50 0 1,280 6,850 2,670: 303 10
Old : 38,423: 18,410 28,643 15,435 0 200 125 50 0 1,280 6,850 2,670: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,626: -1,910 -2,316 -670 0 0 -25 0 0 185 -25 -285: 79 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 74.5 40.2 0.0 0.5 0.3 0.1 0.0 3.3 17.8 6.9: 0.8 0.0
Old : 100.0: 47.9 74.5 40.2 0.0 0.5 0.3 0.1 0.0 3.3 17.8 6.9: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . 0 . . . 0 4 . .:
Old : 31: 16 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 : 72.9 67.9 87.1 91.3 66.5 64.9 73.3 78.9
Old : 72.9 67.9 87.1 91.3 66.5 64.9 73.3 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,773: 19,150 29,108 15,065 0 260 125 50 0 1,375 6,850 2,495: 303 10
Old : 38,773: 19,150 29,108 15,065 0 260 125 50 0 1,375 6,850 2,495: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,407: -1,896 -2,137 -440 0 0 -25 0 0 120 -25 -245: 79 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 75.1 38.9 0.0 0.7 0.3 0.1 0.0 3.5 17.7 6.4: 0.8 0.0
Old : 100.0: 49.4 75.1 38.9 0.0 0.7 0.3 0.1 0.0 3.5 17.7 6.4: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . 0 . . . 0 4 . .:
Old : 31: 16 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 : 70.6 68.6 85.4 92.2 64.8 65.3 72.6 79.3
Old : 70.6 68.6 85.4 92.2 64.8 65.3 72.6 79.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,736: 74,754 82,957 20,657 5,519 7,044 0 2,521 820 1,296 5,755 1,103: 62 17
Old : 105,736: 74,754 82,957 20,657 5,519 7,044 0 2,521 820 1,296 5,755 1,103: 62 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -8,890: -7,544 -7,198 -791 -610 -170 0 -315 -125 -96 -325 -137: -27 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 78.5 19.5 5.2 6.7 0.0 2.4 0.8 1.2 5.4 1.0: 0.1 0.0
Old : 100.0: 70.7 78.5 19.5 5.2 6.7 0.0 2.4 0.8 1.2 5.4 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 31 28 4 . . 0 5 4 5 6 6:
Old : 59: 31 28 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 : 44.6 50.4 62.8 71.9 41.1 45.3 57.5 62.1
Old : 44.6 50.4 62.8 71.9 41.1 45.3 57.5 62.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,511: 80,740 93,688 20,520 2,440 8,688 624 1,629 2,567 1,295 5,448 2,035: 42 16
Old : 116,511: 80,740 93,688 20,520 2,440 8,688 624 1,629 2,567 1,295 5,448 2,035: 42 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -11,715: -8,677 -10,659 -1,189 796 -699 -720 -598 -25 -77 -207 -296: -32 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 80.4 17.6 2.1 7.5 0.5 1.4 2.2 1.1 4.7 1.7: 0.0 0.0
Old : 100.0: 69.3 80.4 17.6 2.1 7.5 0.5 1.4 2.2 1.1 4.7 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 35 29 5 . 5 . . 5 5 8 6:
Old : 63: 35 29 5 . 5 . . 5 5 8 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 51.6 58.7 70.7 33.4 47.4 50.0 62.1
Old : 36.6 51.6 58.7 70.7 33.4 47.4 50.0 62.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 556,900: 321,084 375,501 30,584 4,011 96,831 22,187 11,206 38,383 21,913 4,920 25,328: 590 720
Old : 556,900: 321,084 375,501 30,584 4,011 96,831 22,187 11,206 38,383 21,913 4,920 25,328: 590 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -12,332: -5,847 -11,729 -6,295 245 710 -952 38 -92 890 -772 -771: 25 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 67.4 5.5 0.7 17.4 4.0 2.0 6.9 3.9 0.9 4.5: 0.1 0.1
Old : 100.0: 57.7 67.4 5.5 0.7 17.4 4.0 2.0 6.9 3.9 0.9 4.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 96: 43 42 4 . 5 13 7 11 18 5 17:
Old : 96: 43 42 4 . 5 13 7 11 18 5 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 39.8 58.4 59.9 10.4 16.4 14.4 21.3
Old : 40.3 39.8 58.4 59.9 10.4 16.4 14.4 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,435: 10,329 13,655 1,385 1,110 915 760 399 266 2,615 25 25: 140 40
Old : 16,435: 10,329 13,655 1,385 1,110 915 760 399 266 2,615 25 25: 140 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,068: -560 -765 285 -8 -285 -50 251 -251 -297 25 -25: 115 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 83.1 8.4 6.8 5.6 4.6 2.4 1.6 15.9 0.2 0.2: 0.9 0.2
Old : 100.0: 62.8 83.1 8.4 6.8 5.6 4.6 2.4 1.6 15.9 0.2 0.2: 0.9 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 : 26: 13 10 . . . . . . . . .:
Old : 26: 13 10 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 74.0 79.2 95.3 56.3 62.2 72.1 75.0
Old : 56.7 74.0 79.2 95.3 56.3 62.2 72.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,616: 7,867 10,415 1,425 1,332 1,094 235 600 65 2,765 25 25: 140 60
Old : 13,616: 7,867 10,415 1,425 1,332 1,094 235 600 65 2,765 25 25: 140 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -760: -465 -775 150 218 -203 135 150 -150 -317 25 -25: 115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 76.5 10.5 9.8 8.0 1.7 4.4 0.5 20.3 0.2 0.2: 1.0 0.4
Old : 100.0: 57.8 76.5 10.5 9.8 8.0 1.7 4.4 0.5 20.3 0.2 0.2: 1.0 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 : 25: 13 9 . . . . . . . . .:
Old : 25: 13 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 : 54.5 74.3 83.1 94.6 53.9 59.4 69.4 73.2
Old : 54.5 74.3 83.1 94.6 53.9 59.4 69.4 73.2
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 6,900: 5,845 4,995 0 410 0 5 200 50 90 340 95: 815 810
Old : 6,900: 5,845 4,995 0 410 0 5 200 50 90 340 95: 815 810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -525: -470 -45 -105 95 -95 0 0 0 -180 -795 -20: 345 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 72.4 0.0 5.9 0.0 0.1 2.9 0.7 1.3 4.9 1.4: 11.8 11.7
Old : 100.0: 84.7 72.4 0.0 5.9 0.0 0.1 2.9 0.7 1.3 4.9 1.4: 11.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 0 . 0 . . . . . .:
Old : 26: 16 13 0 . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 54.0 82.4 73.3 66.7 52.0 70.9 66.9
Old : 68.7 54.0 82.4 73.3 66.7 52.0 70.9 66.9
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,328: 9,077 9,584 841 12 119 330 0 0 60 510 755: 146 348
Old : 11,328: 9,077 9,584 841 12 119 330 0 0 60 510 755: 146 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 350: 234 265 0 0 0 0 0 0 0 -202 0: 116 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 84.6 7.4 0.1 1.1 2.9 0.0 0.0 0.5 4.5 6.7: 1.3 3.1
Old : 100.0: 80.1 84.6 7.4 0.1 1.1 2.9 0.0 0.0 0.5 4.5 6.7: 1.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 12 19 . . . . 0 0 . 4 4:
Old : 34: 12 19 . . . . 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 : 74.2 57.1 88.0 74.5 71.1 55.6 79.4 70.0
Old : 74.2 57.1 88.0 74.5 71.1 55.6 79.4 70.0
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,773: 59,855 61,212 14,768 11,626 1,750 0 2,805 0 1,020 0 0: 7,380 7,380
Old : 84,773: 59,855 61,212 14,768 11,626 1,750 0 2,805 0 1,020 0 0: 7,380 7,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,819: -3,190 -3,014 -644 -195 0 0 -625 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 72.2 17.4 13.7 2.1 0.0 3.3 0.0 1.2 0.0 0.0: 8.7 8.7
Old : 100.0: 70.6 72.2 17.4 13.7 2.1 0.0 3.3 0.0 1.2 0.0 0.0: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 18 . . . 0 . 0 . 0 0:
Old : 28: 16 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 : 75.3 56.8 84.9 80.2 73.7 54.3 80.7 75.1
Old : 75.3 56.8 84.9 80.2 73.7 54.3 80.7 75.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,848: 51,454 51,658 11,702 9,435 2,365 0 3,095 0 840 0 0: 6,487 6,295
Old : 72,848: 51,454 51,658 11,702 9,435 2,365 0 3,095 0 840 0 0: 6,487 6,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,535: -2,461 -1,815 -426 -125 0 0 -755 0 0 0 0: 352 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 70.9 16.1 13.0 3.2 0.0 4.2 0.0 1.2 0.0 0.0: 8.9 8.6
Old : 100.0: 70.6 70.9 16.1 13.0 3.2 0.0 4.2 0.0 1.2 0.0 0.0: 8.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . 0 . 0 0:
Old : 27: 17 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 : 74.8 58.2 85.8 79.2 73.1 54.7 79.5 73.9
Old : 74.8 58.2 85.8 79.2 73.1 54.7 79.5 73.9
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,125: 7,520 13,975 6,565 0 5,855 250 960 0 870 0 0: 4,065 4,335
Old : 25,125: 7,520 13,975 6,565 0 5,855 250 960 0 870 0 0: 4,065 4,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -860: -170 -1,115 -780 0 600 -50 -15 0 -140 0 0: -320 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 55.6 26.1 0.0 23.3 1.0 3.8 0.0 3.5 0.0 0.0: 16.2 17.3
Old : 100.0: 29.9 55.6 26.1 0.0 23.3 1.0 3.8 0.0 3.5 0.0 0.0: 16.2 17.3
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 : 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 : 64.8 49.6 75.2 73.7 39.0 38.4 45.7 46.7
Old : 64.8 49.6 75.2 73.7 39.0 38.4 45.7 46.7
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,222: 36,986 21,840 5,910 21,996 66 11,620 10,030 3,135 0 910 50: 3,455 3,195
Old : 61,222: 36,986 21,840 5,910 21,996 66 11,620 10,030 3,135 0 910 50: 3,455 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,417: -67 -615 -1,183 -1,045 66 0 455 -175 0 -50 50: -108 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 35.7 9.7 35.9 0.1 19.0 16.4 5.1 0.0 1.5 0.1: 5.6 5.2
Old : 100.0: 60.4 35.7 9.7 35.9 0.1 19.0 16.4 5.1 0.0 1.5 0.1: 5.6 5.2
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 : 26: 16 16 . . . . . . 0 . .:
Old : 26: 16 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 : 55.8 73.4 78.0 85.2 46.0 67.0 64.0 74.1
Old : 55.8 73.4 78.0 85.2 46.0 67.0 64.0 74.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,408: 24,365 16,840 9,610 12,180 30 2,065 6,920 2,990 0 360 300: 2,048 1,788
Old : 41,408: 24,365 16,840 9,610 12,180 30 2,065 6,920 2,990 0 360 300: 2,048 1,788
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -973: 15 -608 -658 -505 0 -150 305 -25 0 0 0: -155 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 40.7 23.2 29.4 0.1 5.0 16.7 7.2 0.0 0.9 0.7: 4.9 4.3
Old : 100.0: 58.8 40.7 23.2 29.4 0.1 5.0 16.7 7.2 0.0 0.9 0.7: 4.9 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 : 24: 16 15 . . . . . . 0 . .:
Old : 24: 16 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 71.6 84.3 86.9 52.4 66.9 67.2 73.6
Old : 61.9 71.6 84.3 86.9 52.4 66.9 67.2 73.6
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,671: 12,175 12,359 4,390 1,646 555 0 2,920 1,800 0 0 0: 1,751 1,391
Old : 20,671: 12,175 12,359 4,390 1,646 555 0 2,920 1,800 0 0 0: 1,751 1,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,075: -775 -337 -390 -413 0 0 -235 0 0 0 0: 90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 59.8 21.2 8.0 2.7 0.0 14.1 8.7 0.0 0.0 0.0: 8.5 6.7
Old : 100.0: 58.9 59.8 21.2 8.0 2.7 0.0 14.1 8.7 0.0 0.0 0.0: 8.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 10 . . . 0 . . 0 0 0:
Old : 21: 14 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 : 55.8 62.5 77.5 84.9 50.5 52.9 60.5 63.9
Old : 55.8 62.5 77.5 84.9 50.5 52.9 60.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,998: 54,893 31,315 0 33,660 3,370 12,505 1,460 1,230 0 958 1,430: 16,570 16,575
Old : 89,998: 54,893 31,315 0 33,660 3,370 12,505 1,460 1,230 0 958 1,430: 16,570 16,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,740: -2,680 -1,660 0 -1,740 0 -890 -120 -110 0 -40 0: -1,060 -1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 34.8 0.0 37.4 3.7 13.9 1.6 1.4 0.0 1.1 1.6: 18.4 18.4
Old : 100.0: 61.0 34.8 0.0 37.4 3.7 13.9 1.6 1.4 0.0 1.1 1.6: 18.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 19 0 . . . . . 0 . .:
Old : 30: 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 : 56.4 49.2 71.6 65.1 52.4 47.3 58.5 53.8
Old : 56.4 49.2 71.6 65.1 52.4 47.3 58.5 53.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,354: 53,014 30,654 0 31,035 3,090 13,305 1,385 1,280 0 3,215 525: 15,140 15,170
Old : 86,354: 53,014 30,654 0 31,035 3,090 13,305 1,385 1,280 0 3,215 525: 15,140 15,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,130: -2,160 -1,640 0 -1,315 0 -1,115 -95 -5 0 -215 0: -850 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 35.5 0.0 35.9 3.6 15.4 1.6 1.5 0.0 3.7 0.6: 17.5 17.6
Old : 100.0: 61.4 35.5 0.0 35.9 3.6 15.4 1.6 1.5 0.0 3.7 0.6: 17.5 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 : 53.7 46.2 73.2 66.1 50.4 43.2 57.9 54.0
Old : 53.7 46.2 73.2 66.1 50.4 43.2 57.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,651: 12,595 3,765 894 225 934 535 6,875 1,810 825 4,485 420: 4,638 4,137
Old : 22,651: 12,595 3,765 894 225 934 535 6,875 1,810 825 4,485 420: 4,638 4,137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -141: -1,006 -84 894 -322 -78 -1,570 -1,195 1,320 -25 -35 -35: 359 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 16.6 3.9 1.0 4.1 2.4 30.4 8.0 3.6 19.8 1.9: 20.5 18.3
Old : 100.0: 55.6 16.6 3.9 1.0 4.1 2.4 30.4 8.0 3.6 19.8 1.9: 20.5 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 7 . . . . . . . . .:
Old : 25: 14 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 : 35.6 61.4 57.8 72.5 31.5 54.6 47.3 62.1
Old : 35.6 61.4 57.8 72.5 31.5 54.6 47.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,436: 12,715 3,865 334 225 1,459 535 6,875 1,810 825 3,885 545: 4,213 3,772
Old : 22,436: 12,715 3,865 334 225 1,459 535 6,875 1,810 825 3,885 545: 4,213 3,772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 84: -626 -84 334 -932 516 -1,570 -945 1,305 -25 85 -155: 305 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 17.2 1.5 1.0 6.5 2.4 30.6 8.1 3.7 17.3 2.4: 18.8 16.8
Old : 100.0: 56.7 17.2 1.5 1.0 6.5 2.4 30.6 8.1 3.7 17.3 2.4: 18.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 7 . . . . . . . . .:
Old : 25: 14 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 : 35.9 59.9 58.4 73.4 31.6 52.5 47.7 60.0
Old : 35.9 59.9 58.4 73.4 31.6 52.5 47.7 60.0
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,320: 19,035 59,605 14,670 6,315 140 23,795 0 0 8,965 0 0: 1,715 2,260
Old : 68,320: 19,035 59,605 14,670 6,315 140 23,795 0 0 8,965 0 0: 1,715 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -5,167: -708 -4,455 -962 -590 0 -2,615 0 0 -575 0 0: -307 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 87.2 21.5 9.2 0.2 34.8 0.0 0.0 13.1 0.0 0.0: 2.5 3.3
Old : 100.0: 27.9 87.2 21.5 9.2 0.2 34.8 0.0 0.0 13.1 0.0 0.0: 2.5 3.3
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 : 21: 12 10 . . . . 0 0 . 0 0:
Old : 21: 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 : 75.3 87.3 93.4 93.6 75.1 84.1 90.8 89.5
Old : 75.3 87.3 93.4 93.6 75.1 84.1 90.8 89.5
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,955: 19,485 49,345 6,550 1,410 2,315 5,250 235 35 19,395 0 170: 2,755 2,445
Old : 55,955: 19,485 49,345 6,550 1,410 2,315 5,250 235 35 19,395 0 170: 2,755 2,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,200: -1,065 -2,930 -1,050 -100 -50 -200 -60 0 -780 0 30: -85 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 88.2 11.7 2.5 4.1 9.4 0.4 0.1 34.7 0.0 0.3: 4.9 4.4
Old : 100.0: 34.8 88.2 11.7 2.5 4.1 9.4 0.4 0.1 34.7 0.0 0.3: 4.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 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 : 58.7 82.9 76.9 94.0 55.5 82.4 73.4 88.0
Old : 58.7 82.9 76.9 94.0 55.5 82.4 73.4 88.0
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,485: 18,340 40,965 6,940 1,770 1,550 5,250 160 35 12,195 0 570: 2,605 2,435
Old : 47,485: 18,340 40,965 6,940 1,770 1,550 5,250 160 35 12,195 0 570: 2,605 2,435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,630: -1,270 -2,555 -1,000 -100 -50 -200 -60 0 -255 0 30: 115 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 86.3 14.6 3.7 3.3 11.1 0.3 0.1 25.7 0.0 1.2: 5.5 5.1
Old : 100.0: 38.6 86.3 14.6 3.7 3.3 11.1 0.3 0.1 25.7 0.0 1.2: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.4 79.9 75.2 92.3 51.2 79.2 71.7 86.4
Old : 54.4 79.9 75.2 92.3 51.2 79.2 71.7 86.4
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,035: 33,710 39,315 1,620 960 3,455 3,290 14,400 645 16,930 1,200 1,200: 6,185 5,860
Old : 67,035: 33,710 39,315 1,620 960 3,455 3,290 14,400 645 16,930 1,200 1,200: 6,185 5,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,360: -2,360 -3,045 -750 960 205 1,070 -50 -200 -105 -25 0: -220 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 58.6 2.4 1.4 5.2 4.9 21.5 1.0 25.3 1.8 1.8: 9.2 8.7
Old : 100.0: 50.3 58.6 2.4 1.4 5.2 4.9 21.5 1.0 25.3 1.8 1.8: 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 . . . . . . 4 . .:
Old : 32: 14 13 . . . . . . 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 : 58.8 61.6 72.4 79.5 56.9 59.8 68.6 74.3
Old : 58.8 61.6 72.4 79.5 56.9 59.8 68.6 74.3
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,935: 32,310 34,655 1,620 100 3,820 3,090 14,400 645 13,260 1,200 1,200: 4,990 4,915
Old : 60,935: 32,310 34,655 1,620 100 3,820 3,090 14,400 645 13,260 1,200 1,200: 4,990 4,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,115: -2,290 -2,875 -1,585 100 860 1,095 -50 -200 -60 -25 0: 65 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 56.9 2.7 0.2 6.3 5.1 23.6 1.1 21.8 2.0 2.0: 8.2 8.1
Old : 100.0: 53.0 56.9 2.7 0.2 6.3 5.1 23.6 1.1 21.8 2.0 2.0: 8.2 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 : 32: 14 13 . . . . . . 4 . .:
Old : 32: 14 13 . . . . . . 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 : 58.3 64.9 71.0 80.3 54.1 63.2 65.8 74.1
Old : 58.3 64.9 71.0 80.3 54.1 63.2 65.8 74.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,272: 36,201 23,581 0 18,535 90 18,940 85 3,730 0 12,980 1,655: 2,656 2,616
Old : 63,272: 36,201 23,581 0 18,535 90 18,940 85 3,730 0 12,980 1,655: 2,656 2,616
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -3,300: -1,903 -960 0 -1,393 0 -765 75 -115 -25 -430 0: -492 -477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 37.3 0.0 29.3 0.1 29.9 0.1 5.9 0.0 20.5 2.6: 4.2 4.1
Old : 100.0: 57.2 37.3 0.0 29.3 0.1 29.9 0.1 5.9 0.0 20.5 2.6: 4.2 4.1
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 11 0 . . . . . 0 . .:
Old : 29: 19 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 : 57.0 69.2 78.3 87.8 55.0 63.0 71.2 76.8
Old : 57.0 69.2 78.3 87.8 55.0 63.0 71.2 76.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,851: 33,116 20,586 0 15,425 90 11,490 135 3,700 0 8,660 1,900: 2,555 2,355
Old : 52,851: 33,116 20,586 0 15,425 90 11,490 135 3,700 0 8,660 1,900: 2,555 2,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,870: -2,402 -605 0 -1,527 0 -140 50 -90 -25 -510 0: -213 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 39.0 0.0 29.2 0.2 21.7 0.3 7.0 0.0 16.4 3.6: 4.8 4.5
Old : 100.0: 62.7 39.0 0.0 29.2 0.2 21.7 0.3 7.0 0.0 16.4 3.6: 4.8 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 : 29: 19 11 0 . . . . . 0 . .:
Old : 29: 19 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 : 53.0 63.7 77.1 86.8 46.4 56.9 64.7 69.8
Old : 53.0 63.7 77.1 86.8 46.4 56.9 64.7 69.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 183,904: 100,991 76,438 23,113 460 6,374 425 31,792 7,615 1,200 17,020 1,430: 42,756 42,775
Old : 183,904: 100,991 76,438 23,113 460 6,374 425 31,792 7,615 1,200 17,020 1,430: 42,756 42,775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -9,818: -6,407 -3,358 1,006 100 -493 -45 -1,798 -205 -25 -390 -70: -3,579 -3,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 41.6 12.6 0.3 3.5 0.2 17.3 4.1 0.7 9.3 0.8: 23.2 23.3
Old : 100.0: 54.9 41.6 12.6 0.3 3.5 0.2 17.3 4.1 0.7 9.3 0.8: 23.2 23.3
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 : 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 : 48.6 38.0 62.6 56.2 43.1 36.2 52.2 49.8
Old : 48.6 38.0 62.6 56.2 43.1 36.2 52.2 49.8
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 146,526: 76,403 64,652 21,505 0 3,551 325 23,257 7,340 1,200 11,510 2,175: 34,027 34,041
Old : 146,526: 76,403 64,652 21,505 0 3,551 325 23,257 7,340 1,200 11,510 2,175: 34,027 34,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -8,677: -5,360 -4,382 -435 0 63 50 -1,438 -50 -25 75 -25: -2,895 -2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 44.1 14.7 0.0 2.4 0.2 15.9 5.0 0.8 7.9 1.5: 23.2 23.2
Old : 100.0: 52.1 44.1 14.7 0.0 2.4 0.2 15.9 5.0 0.8 7.9 1.5: 23.2 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 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 : 44.9 35.4 58.4 52.4 39.8 29.2 47.4 44.1
Old : 44.9 35.4 58.4 52.4 39.8 29.2 47.4 44.1
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,149: 26,915 36,378 18,151 6,416 8,665 985 530 7,525 83 2,900 0: 4,825 4,735
Old : 67,149: 26,915 36,378 18,151 6,416 8,665 985 530 7,525 83 2,900 0: 4,825 4,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,495: -685 -1,650 -545 385 -315 -130 295 -625 0 -395 0: -195 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 54.2 27.0 9.6 12.9 1.5 0.8 11.2 0.1 4.3 0.0: 7.2 7.1
Old : 100.0: 40.1 54.2 27.0 9.6 12.9 1.5 0.8 11.2 0.1 4.3 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 : 60.8 47.7 80.3 73.7 43.6 38.3 53.4 53.2
Old : 60.8 47.7 80.3 73.7 43.6 38.3 53.4 53.2
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,775: 24,525 29,670 11,186 4,146 6,629 1,030 630 7,825 0 2,400 0: 6,580 6,475
Old : 57,775: 24,525 29,670 11,186 4,146 6,629 1,030 630 7,825 0 2,400 0: 6,580 6,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -2,232: -987 -930 -560 -762 275 -120 195 -500 0 -320 0: -340 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 51.4 19.4 7.2 11.5 1.8 1.1 13.5 0.0 4.2 0.0: 11.4 11.2
Old : 100.0: 42.4 51.4 19.4 7.2 11.5 1.8 1.1 13.5 0.0 4.2 0.0: 11.4 11.2
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 : 26: 16 17 . . . . . . 0 . 0:
Old : 26: 16 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 : 50.7 47.1 69.7 74.1 36.6 36.6 45.3 49.0
Old : 50.7 47.1 69.7 74.1 36.6 36.6 45.3 49.0
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,860: 19,680 19,935 1,075 5,405 5,255 5,675 2,555 5,890 1,120 0 560: 3,605 3,260
Old : 42,860: 19,680 19,935 1,075 5,405 5,255 5,675 2,555 5,890 1,120 0 560: 3,605 3,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -1,587: -1,077 -230 427 -390 -427 50 35 -260 140 0 -140: -300 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 46.5 2.5 12.6 12.3 13.2 6.0 13.7 2.6 0.0 1.3: 8.4 7.6
Old : 100.0: 45.9 46.5 2.5 12.6 12.3 13.2 6.0 13.7 2.6 0.0 1.3: 8.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . . . . . 0 .:
Old : 25: 14 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 : 54.8 50.8 76.3 72.0 36.2 32.9 45.7 47.2
Old : 54.8 50.8 76.3 72.0 36.2 32.9 45.7 47.2
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,925: 15,005 29,850 0 4,290 4,935 20,920 2,905 4,300 1,120 0 560: 3,085 3,085
Old : 49,925: 15,005 29,850 0 4,290 4,935 20,920 2,905 4,300 1,120 0 560: 3,085 3,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -455: 195 -80 0 -150 -85 -425 125 0 140 0 -140: -140 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 59.8 0.0 8.6 9.9 41.9 5.8 8.6 2.2 0.0 1.1: 6.2 6.2
Old : 100.0: 30.1 59.8 0.0 8.6 9.9 41.9 5.8 8.6 2.2 0.0 1.1: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 0 . . . . . . 0 .:
Old : 24: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 47.6 87.3 71.1 54.6 31.9 57.5 47.9
Old : 74.9 47.6 87.3 71.1 54.6 31.9 57.5 47.9
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 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,080: 102,825 120,497 13,486 5,872 20,796 8,945 1,600 7,050 2,320 10 640: 30,019 29,615
Old : 186,080: 102,825 120,497 13,486 5,872 20,796 8,945 1,600 7,050 2,320 10 640: 30,019 29,615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,966: -1,258 -149 2,213 303 -2,633 60 390 -925 -440 0 0: -1,983 -1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 64.8 7.2 3.2 11.2 4.8 0.9 3.8 1.2 0.0 0.3: 16.1 15.9
Old : 100.0: 55.3 64.8 7.2 3.2 11.2 4.8 0.9 3.8 1.2 0.0 0.3: 16.1 15.9
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 : 37: 26 27 . . . . . . . . .:
Old : 37: 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 : 40.2 47.3 58.4 65.8 28.1 30.2 36.6 38.5
Old : 40.2 47.3 58.4 65.8 28.1 30.2 36.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 08, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,030: 73,560 73,870 1,450 9,545 14,565 6,910 375 7,860 1,870 0 0: 19,815 19,815
Old : 126,030: 73,560 73,870 1,450 9,545 14,565 6,910 375 7,860 1,870 0 0: 19,815 19,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,035: -2,605 -1,472 590 -1,168 -295 -440 -95 -325 -295 0 0: -665 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 58.6 1.2 7.6 11.6 5.5 0.3 6.2 1.5 0.0 0.0: 15.7 15.7
Old : 100.0: 58.4 58.6 1.2 7.6 11.6 5.5 0.3 6.2 1.5 0.0 0.0: 15.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 24 . . . . . . . 0 0:
Old : 32: 22 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.5 56.3 60.7 22.8 28.9 31.6 35.4
Old : 34.7 40.5 56.3 60.7 22.8 28.9 31.6 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020