COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 17,029: 13,446 8,200 201 2,661 636 204 360 183 277 3,425 1,147: 935 417
Old : 17,029: 13,446 8,200 201 2,661 636 204 360 183 277 3,425 1,147: 935 417
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 217: -187 497 0 -104 45 0 -265 -5 0 27 53: 311 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 48.2 1.2 15.6 3.7 1.2 2.1 1.1 1.6 20.1 6.7: 5.5 2.4
Old : 100.0: 79.0 48.2 1.2 15.6 3.7 1.2 2.1 1.1 1.6 20.1 6.7: 5.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 11 11 . 4 4 . . . . 5 4:
Old : 27: 11 11 . 4 4 . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 45.7 81.2 68.9 41.8 33.5 55.9 49.9
Old : 57.3 45.7 81.2 68.9 41.8 33.5 55.9 49.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 10,325: 5,336 5,922 771 1,061 1,241 947 360 312 570 623 721: 426 85
Old : 10,325: 5,336 5,922 771 1,061 1,241 947 360 312 570 623 721: 426 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 755: 686 171 0 101 -30 44 199 6 -131 107 201: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 57.4 7.5 10.3 12.0 9.2 3.5 3.0 5.5 6.0 7.0: 4.1 0.8
Old : 100.0: 51.7 57.4 7.5 10.3 12.0 9.2 3.5 3.0 5.5 6.0 7.0: 4.1 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 : 39: 20 18 . . . . . . 4 8 12:
Old : 39: 20 18 . . . . . . 4 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 49.5 62.0 68.6 30.8 38.2 44.8 47.8
Old : 43.1 49.5 62.0 68.6 30.8 38.2 44.8 47.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,564: 23,211 30,949 4,387 1,194 1,796 816 155 499 4,165 416 555: 135 0
Old : 35,564: 23,211 30,949 4,387 1,194 1,796 816 155 499 4,165 416 555: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 362: 721 153 -43 50 0 312 50 -78 -605 132 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 87.0 12.3 3.4 5.1 2.3 0.4 1.4 11.7 1.2 1.6: 0.4 0.0
Old : 100.0: 65.3 87.0 12.3 3.4 5.1 2.3 0.4 1.4 11.7 1.2 1.6: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 21 . . . . . . . . .:
Old : 38: 18 21 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 60.0 74.6 81.1 48.6 52.6 60.4 63.6
Old : 51.6 60.0 74.6 81.1 48.6 52.6 60.4 63.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,013: 24,300 25,368 0 4,360 935 818 0 150 4,610 0 200: 0 0
Old : 31,013: 24,300 25,368 0 4,360 935 818 0 150 4,610 0 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 30: 245 20 0 5 5 0 0 0 50 0 0: -270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 81.8 0.0 14.1 3.0 2.6 0.0 0.5 14.9 0.0 0.6: 0.0 0.0
Old : 100.0: 78.4 81.8 0.0 14.1 3.0 2.6 0.0 0.5 14.9 0.0 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 0 . . . 0 . 5 0 .:
Old : 28: 15 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 : 55.2 68.3 76.5 92.4 54.5 59.4 71.6 78.4
Old : 55.2 68.3 76.5 92.4 54.5 59.4 71.6 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 141,697: 103,091 107,835 275 12,613 10,947 16,848 395 3,098 4,131 3,885 2,788: 519 136
Old : 141,697: 103,091 107,835 275 12,613 10,947 16,848 395 3,098 4,131 3,885 2,788: 519 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 3,408: 4,004 475 -1,778 1,598 990 404 7 208 -425 126 4: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 76.1 0.2 8.9 7.7 11.9 0.3 2.2 2.9 2.7 2.0: 0.4 0.1
Old : 100.0: 72.8 76.1 0.2 8.9 7.7 11.9 0.3 2.2 2.9 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 : 65: 31 33 . 4 5 10 . 6 7 5 7:
Old : 65: 31 33 . 4 5 10 . 6 7 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 37.3 62.9 61.0 38.7 30.6 48.0 46.2
Old : 48.1 37.3 62.9 61.0 38.7 30.6 48.0 46.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,763: 49,647 45,204 2,470 10,396 3,425 3,247 25 183 991 596 800: 0 134
Old : 60,763: 49,647 45,204 2,470 10,396 3,425 3,247 25 183 991 596 800: 0 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 542: 676 816 0 -455 67 -340 0 64 75 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 74.4 4.1 17.1 5.6 5.3 0.0 0.3 1.6 1.0 1.3: 0.0 0.2
Old : 100.0: 81.7 74.4 4.1 17.1 5.6 5.3 0.0 0.3 1.6 1.0 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 : 64.2 78.6 83.7 91.1 61.9 64.6 74.8 74.7
Old : 64.2 78.6 83.7 91.1 61.9 64.6 74.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,485: 32,884 24,565 92 7,647 659 0 804 0 525 485 325: 0 0
Old : 34,485: 32,884 24,565 92 7,647 659 0 804 0 525 485 325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -40: -220 410 30 0 0 0 0 0 0 -600 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 71.2 0.3 22.2 1.9 0.0 2.3 0.0 1.5 1.4 0.9: 0.0 0.0
Old : 100.0: 95.4 71.2 0.3 22.2 1.9 0.0 2.3 0.0 1.5 1.4 0.9: 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: 12 11 . . . 0 . 0 . . .:
Old : 23: 12 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 84.9 94.6 94.5 73.8 71.2 79.5 79.8
Old : 80.7 84.9 94.6 94.5 73.8 71.2 79.5 79.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,210: 34,034 21,468 775 24,762 2,475 14,130 50 50 651 3,452 2,855: 240 98
Old : 55,210: 34,034 21,468 775 24,762 2,475 14,130 50 50 651 3,452 2,855: 240 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 447: 1,231 336 -195 80 -42 -100 0 0 -70 450 -372: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 38.9 1.4 44.9 4.5 25.6 0.1 0.1 1.2 6.3 5.2: 0.4 0.2
Old : 100.0: 61.6 38.9 1.4 44.9 4.5 25.6 0.1 0.1 1.2 6.3 5.2: 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 : 52.8 67.5 74.1 83.4 50.8 59.5 63.9 72.3
Old : 52.8 67.5 74.1 83.4 50.8 59.5 63.9 72.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 70,787: 42,200 24,022 0 37,432 3,522 20,338 0 165 1,286 2,620 2,935: 341 91
Old : 70,787: 42,200 24,022 0 37,432 3,522 20,338 0 165 1,286 2,620 2,935: 341 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,268: 1,257 379 0 1,498 271 61 -65 115 -26 -770 830: -240 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 33.9 0.0 52.9 5.0 28.7 0.0 0.2 1.8 3.7 4.1: 0.5 0.1
Old : 100.0: 59.6 33.9 0.0 52.9 5.0 28.7 0.0 0.2 1.8 3.7 4.1: 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 : 46: 22 23 0 4 4 8 0 . 4 . .:
Old : 46: 22 23 0 4 4 8 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 : 56.9 67.1 74.9 83.8 56.0 60.7 67.1 73.5
Old : 56.9 67.1 74.9 83.8 56.0 60.7 67.1 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,299: 48,568 42,304 9,868 18,827 3,146 25 100 0 2,811 473 1,449: 432 0
Old : 66,299: 48,568 42,304 9,868 18,827 3,146 25 100 0 2,811 473 1,449: 432 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 898: 725 895 200 0 -50 0 0 0 35 65 -12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 63.8 14.9 28.4 4.7 0.0 0.2 0.0 4.2 0.7 2.2: 0.7 0.0
Old : 100.0: 73.3 63.8 14.9 28.4 4.7 0.0 0.2 0.0 4.2 0.7 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 : 42.3 60.7 64.4 84.7 38.5 60.7 58.9 78.6
Old : 42.3 60.7 64.4 84.7 38.5 60.7 58.9 78.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,200: 59,608 47,416 17,947 32,337 785 25 120 0 2,492 646 1,881: 462 15
Old : 83,200: 59,608 47,416 17,947 32,337 785 25 120 0 2,492 646 1,881: 462 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,141: 919 1,074 208 86 -58 0 0 0 38 5 34: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 57.0 21.6 38.9 0.9 0.0 0.1 0.0 3.0 0.8 2.3: 0.6 0.0
Old : 100.0: 71.6 57.0 21.6 38.9 0.9 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: 25 23 4 . . . . 0 . . .:
Old : 43: 25 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 63.9 61.7 83.5 40.7 63.9 60.2 77.3
Old : 41.3 63.9 61.7 83.5 40.7 63.9 60.2 77.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,047: 25,595 35,522 9,819 0 3,099 100 0 0 100 100 50: 284 276
Old : 39,047: 25,595 35,522 9,819 0 3,099 100 0 0 100 100 50: 284 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,869: -1,949 -2,829 -850 0 0 100 0 0 -75 -25 0: -95 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 91.0 25.1 0.0 7.9 0.3 0.0 0.0 0.3 0.3 0.1: 0.7 0.7
Old : 100.0: 65.5 91.0 25.1 0.0 7.9 0.3 0.0 0.0 0.3 0.3 0.1: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 . 0 . . 0 0 . . .:
Old : 24: 17 13 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 79.3 83.1 94.7 58.3 73.7 69.8 77.1
Old : 67.1 79.3 83.1 94.7 58.3 73.7 69.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 28,523: 26,787 14,338 0 12,559 980 0 600 0 360 46 0: 396 0
Old : 28,523: 26,787 14,338 0 12,559 980 0 600 0 360 46 0: 396 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,375: -2,341 -1,480 0 -597 -4 0 0 0 0 -280 0: -30 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 50.3 0.0 44.0 3.4 0.0 2.1 0.0 1.3 0.2 0.0: 1.4 0.0
Old : 100.0: 93.9 50.3 0.0 44.0 3.4 0.0 2.1 0.0 1.3 0.2 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 : 25: 19 17 0 . . 0 . 0 . . 0:
Old : 25: 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 : 66.7 70.6 83.6 87.1 55.5 59.5 65.4 68.6
Old : 66.7 70.6 83.6 87.1 55.5 59.5 65.4 68.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,056: 14,374 20,759 4,330 0 1,865 0 0 0 2,050 87 345: 92 0
Old : 23,056: 14,374 20,759 4,330 0 1,865 0 0 0 2,050 87 345: 92 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,101: -650 -1,056 -395 0 0 0 0 0 -25 -45 0: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 90.0 18.8 0.0 8.1 0.0 0.0 0.0 8.9 0.4 1.5: 0.4 0.0
Old : 100.0: 62.3 90.0 18.8 0.0 8.1 0.0 0.0 0.0 8.9 0.4 1.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 77.2 85.0 94.6 51.6 70.2 66.7 72.9
Old : 56.7 77.2 85.0 94.6 51.6 70.2 66.7 72.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 87,616: 65,400 62,197 125 7,585 8,907 6,196 711 504 3,820 5,569 2,094: 571 49
Old : 87,616: 65,400 62,197 125 7,585 8,907 6,196 711 504 3,820 5,569 2,094: 571 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -4,940: -3,086 -3,852 0 -579 -132 -173 28 14 -19 337 -272: -1,273 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 71.0 0.1 8.7 10.2 7.1 0.8 0.6 4.4 6.4 2.4: 0.7 0.1
Old : 100.0: 74.6 71.0 0.1 8.7 10.2 7.1 0.8 0.6 4.4 6.4 2.4: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 35 34 . . . 5 4 4 9 4 9:
Old : 66: 35 34 . . . 5 4 4 9 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 39.1 56.9 63.2 23.5 21.1 32.2 31.1
Old : 33.4 39.1 56.9 63.2 23.5 21.1 32.2 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,584: 12,600 16,788 3,828 0 396 700 0 0 0 400 0: 60 0
Old : 17,584: 12,600 16,788 3,828 0 396 700 0 0 0 400 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -300: -162 -400 -113 0 0 -25 0 0 0 275 0: 0 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 95.5 21.8 0.0 2.3 4.0 0.0 0.0 0.0 2.3 0.0: 0.3 0.0
Old : 100.0: 71.7 95.5 21.8 0.0 2.3 4.0 0.0 0.0 0.0 2.3 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 14 . 0 . . 0 0 0 . 0:
Old : 21: 8 14 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 58.4 95.2 83.5 47.6 51.3 61.9 60.9
Old : 68.3 58.4 95.2 83.5 47.6 51.3 61.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,524: 12,540 16,728 3,828 0 396 700 0 0 0 400 0: 60 0
Old : 17,524: 12,540 16,728 3,828 0 396 700 0 0 0 400 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -400: -262 -500 -113 0 0 -25 0 0 0 275 0: 0 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 95.5 21.8 0.0 2.3 4.0 0.0 0.0 0.0 2.3 0.0: 0.3 0.0
Old : 100.0: 71.6 95.5 21.8 0.0 2.3 4.0 0.0 0.0 0.0 2.3 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 14 . 0 . . 0 0 0 . 0:
Old : 21: 8 14 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 58.4 95.5 83.4 48.1 51.5 62.5 61.1
Old : 68.5 58.4 95.5 83.4 48.1 51.5 62.5 61.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,555: 44,532 37,549 0 4,291 3,612 0 600 0 870 2,875 1,235: 306 393
Old : 50,555: 44,532 37,549 0 4,291 3,612 0 600 0 870 2,875 1,235: 306 393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,470: -308 -805 0 -585 0 0 0 0 75 1,050 -1,075: -162 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 74.3 0.0 8.5 7.1 0.0 1.2 0.0 1.7 5.7 2.4: 0.6 0.8
Old : 100.0: 88.1 74.3 0.0 8.5 7.1 0.0 1.2 0.0 1.7 5.7 2.4: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 16 0 . . 0 . 0 . . 4:
Old : 31: 17 16 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 : 54.0 46.0 72.8 72.1 48.9 32.5 56.2 46.6
Old : 54.0 46.0 72.8 72.1 48.9 32.5 56.2 46.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,357: 33,797 39,397 6,104 290 4,149 100 0 0 100 140 85: 22 296
Old : 44,357: 33,797 39,397 6,104 290 4,149 100 0 0 100 140 85: 22 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,320: -1,466 -2,145 -103 290 -415 100 0 0 -175 -25 0: -261 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 88.8 13.8 0.7 9.4 0.2 0.0 0.0 0.2 0.3 0.2: 0.0 0.7
Old : 100.0: 76.2 88.8 13.8 0.7 9.4 0.2 0.0 0.0 0.2 0.3 0.2: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 17 . . . . 0 0 . . .:
Old : 31: 21 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 : 56.5 76.8 76.8 93.1 44.4 63.8 58.5 67.8
Old : 56.5 76.8 76.8 93.1 44.4 63.8 58.5 67.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,743: 39,149 30,062 0 9,977 3,271 1,520 963 0 80 85 250: 473 135
Old : 44,743: 39,149 30,062 0 9,977 3,271 1,520 963 0 80 85 250: 473 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,507: -2,015 -1,520 0 -379 -446 600 -25 0 -100 -100 0: -546 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 67.2 0.0 22.3 7.3 3.4 2.2 0.0 0.2 0.2 0.6: 1.1 0.3
Old : 100.0: 87.5 67.2 0.0 22.3 7.3 3.4 2.2 0.0 0.2 0.2 0.6: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 20 0 . . . . 0 . . .:
Old : 33: 21 20 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 69.0 79.8 86.5 45.9 60.0 59.0 64.7
Old : 58.2 69.0 79.8 86.5 45.9 60.0 59.0 64.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,679: 47,775 57,589 8,071 260 2,375 0 25 0 1,640 100 85: 733 245
Old : 60,679: 47,775 57,589 8,071 260 2,375 0 25 0 1,640 100 85: 733 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 125: 147 200 0 0 0 0 0 0 -10 -100 25: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 94.9 13.3 0.4 3.9 0.0 0.0 0.0 2.7 0.2 0.1: 1.2 0.4
Old : 100.0: 78.7 94.9 13.3 0.4 3.9 0.0 0.0 0.0 2.7 0.2 0.1: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 11 4 . 4 0 . 0 . . .:
Old : 32: 17 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 : 58.1 91.1 79.1 97.5 57.1 86.9 75.3 89.2
Old : 58.1 91.1 79.1 97.5 57.1 86.9 75.3 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,924: 54,915 58,440 4,145 2,070 3,185 0 646 0 1,810 0 398: 471 185
Old : 64,924: 54,915 58,440 4,145 2,070 3,185 0 646 0 1,810 0 398: 471 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 100: -10 140 25 0 0 0 0 0 10 -100 60: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 90.0 6.4 3.2 4.9 0.0 1.0 0.0 2.8 0.0 0.6: 0.7 0.3
Old : 100.0: 84.6 90.0 6.4 3.2 4.9 0.0 1.0 0.0 2.8 0.0 0.6: 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 : 35: 20 13 . . 4 0 . 0 . 0 .:
Old : 35: 20 13 . . 4 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 86.2 75.8 95.2 53.8 82.0 74.7 88.5
Old : 53.9 86.2 75.8 95.2 53.8 82.0 74.7 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,552: 66,520 74,762 8,822 3,809 1,273 0 523 10 3,448 0 2,105: 374 70
Old : 82,552: 66,520 74,762 8,822 3,809 1,273 0 523 10 3,448 0 2,105: 374 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 758: 714 761 74 0 0 0 10 -10 -17 0 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 90.6 10.7 4.6 1.5 0.0 0.6 0.0 4.2 0.0 2.5: 0.5 0.1
Old : 100.0: 80.6 90.6 10.7 4.6 1.5 0.0 0.6 0.0 4.2 0.0 2.5: 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 19 5 . . 0 . . . 0 .:
Old : 38: 20 19 5 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 59.9 71.5 85.8 54.5 58.0 69.7 80.9
Old : 55.5 59.9 71.5 85.8 54.5 58.0 69.7 80.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 101,553: 82,892 89,427 9,965 4,121 2,191 220 698 260 2,156 1,076 3,530: 339 250
Old : 101,553: 82,892 89,427 9,965 4,121 2,191 220 698 260 2,156 1,076 3,530: 339 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,870: 1,580 1,537 28 65 -50 88 133 -106 288 169 42: 0 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 88.1 9.8 4.1 2.2 0.2 0.7 0.3 2.1 1.1 3.5: 0.3 0.2
Old : 100.0: 81.6 88.1 9.8 4.1 2.2 0.2 0.7 0.3 2.1 1.1 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 . . . 6 4 . . 4:
Old : 50: 22 22 5 . . . 6 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 : 50.6 52.5 68.9 79.0 48.6 52.2 65.4 74.4
Old : 50.6 52.5 68.9 79.0 48.6 52.2 65.4 74.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,432: 44,190 56,506 17,209 832 833 0 3,941 0 130 200 70: 0 50
Old : 62,432: 44,190 56,506 17,209 832 833 0 3,941 0 130 200 70: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,357: -1,324 -1,025 -205 -225 -28 0 -79 0 130 -25 70: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 90.5 27.6 1.3 1.3 0.0 6.3 0.0 0.2 0.3 0.1: 0.0 0.1
Old : 100.0: 70.8 90.5 27.6 1.3 1.3 0.0 6.3 0.0 0.2 0.3 0.1: 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 : 29: 14 13 . . . 0 . 0 . . .:
Old : 29: 14 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 : 80.4 91.2 95.7 96.4 78.4 88.0 90.0 90.6
Old : 80.4 91.2 95.7 96.4 78.4 88.0 90.0 90.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,185: 35,590 52,225 17,160 0 435 0 225 0 0 300 0: 0 0
Old : 53,185: 35,590 52,225 17,160 0 435 0 225 0 0 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,800: -1,170 -1,800 -30 0 0 0 0 0 -550 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 98.2 32.3 0.0 0.8 0.0 0.4 0.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 66.9 98.2 32.3 0.0 0.8 0.0 0.4 0.0 0.0 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 8 . 0 . 0 . 0 0 . 0:
Old : 22: 10 8 . 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 : 85.6 97.3 96.4 99.5 85.6 92.0 92.7 93.6
Old : 85.6 97.3 96.4 99.5 85.6 92.0 92.7 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,274: 36,234 52,438 16,203 77 5,576 550 325 0 1,173 1,390 428: 110 40
Old : 60,274: 36,234 52,438 16,203 77 5,576 550 325 0 1,173 1,390 428: 110 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,139: 1,271 1,172 -116 0 1 0 0 0 14 -20 13: -44 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 87.0 26.9 0.1 9.3 0.9 0.5 0.0 1.9 2.3 0.7: 0.2 0.1
Old : 100.0: 60.1 87.0 26.9 0.1 9.3 0.9 0.5 0.0 1.9 2.3 0.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 19 5 . . . . 0 . . .:
Old : 38: 19 19 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 78.0 76.2 89.5 47.8 67.4 66.2 73.3
Old : 57.1 78.0 76.2 89.5 47.8 67.4 66.2 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,841: 44,956 56,619 13,446 435 5,068 1,748 3,357 165 1,365 1,336 557: 536 304
Old : 67,841: 44,956 56,619 13,446 435 5,068 1,748 3,357 165 1,365 1,336 557: 536 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 478: 102 332 63 0 72 120 35 0 7 -100 160: -46 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 83.5 19.8 0.6 7.5 2.6 4.9 0.2 2.0 2.0 0.8: 0.8 0.4
Old : 100.0: 66.3 83.5 19.8 0.6 7.5 2.6 4.9 0.2 2.0 2.0 0.8: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 20 . . . 4 . . . . .:
Old : 38: 19 20 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 72.7 79.8 86.5 54.6 63.9 69.7 72.3
Old : 58.1 72.7 79.8 86.5 54.6 63.9 69.7 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,767: 10,745 20,671 12,328 0 436 0 1,575 0 0 780 0: 258 305
Old : 23,767: 10,745 20,671 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 8, 2020 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 87.0 51.9 0.0 1.8 0.0 6.6 0.0 0.0 3.3 0.0: 1.1 1.3
Old : 100.0: 45.2 87.0 51.9 0.0 1.8 0.0 6.6 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 : 73.5 71.2 90.2 91.2 72.8 67.6 87.6 87.7
Old : 73.5 71.2 90.2 91.2 72.8 67.6 87.6 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,606: 10,770 22,512 11,955 0 384 0 525 0 0 0 0: 497 185
Old : 23,606: 10,770 22,512 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 8, 2020 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 95.4 50.6 0.0 1.6 0.0 2.2 0.0 0.0 0.0 0.0: 2.1 0.8
Old : 100.0: 45.6 95.4 50.6 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 : 71.8 83.5 88.6 96.2 70.2 78.2 85.6 90.9
Old : 71.8 83.5 88.6 96.2 70.2 78.2 85.6 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,490: 19,578 17,541 2,585 5,312 468 0 354 180 1,428 284 680: 571 671
Old : 25,490: 19,578 17,541 2,585 5,312 468 0 354 180 1,428 284 680: 571 671
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -1,267: -1,611 -661 0 -655 64 -30 150 -120 180 -300 250: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 68.8 10.1 20.8 1.8 0.0 1.4 0.7 5.6 1.1 2.7: 2.2 2.6
Old : 100.0: 76.8 68.8 10.1 20.8 1.8 0.0 1.4 0.7 5.6 1.1 2.7: 2.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . 0 . . . . .:
Old : 26: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 60.1 81.0 77.3 55.1 58.3 68.9 71.5
Old : 59.3 60.1 81.0 77.3 55.1 58.3 68.9 71.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,988: 11,876 12,032 1,373 875 178 0 680 0 261 557 202: 1,098 464
Old : 14,988: 11,876 12,032 1,373 875 178 0 680 0 261 557 202: 1,098 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -291: -492 468 0 -660 55 0 0 0 126 -174 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 80.3 9.2 5.8 1.2 0.0 4.5 0.0 1.7 3.7 1.3: 7.3 3.1
Old : 100.0: 79.2 80.3 9.2 5.8 1.2 0.0 4.5 0.0 1.7 3.7 1.3: 7.3 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 : 21: 10 9 . . . 0 . 0 . . .:
Old : 21: 10 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 69.3 85.4 85.5 58.3 66.5 74.7 78.8
Old : 63.6 69.3 85.4 85.5 58.3 66.5 74.7 78.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,583: 41,347 27,131 7,790 20,739 195 2,580 4,857 220 2,216 1,366 1,021: 214 54
Old : 55,583: 41,347 27,131 7,790 20,739 195 2,580 4,857 220 2,216 1,366 1,021: 214 54
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 573: -97 298 547 22 3 45 79 0 -130 10 156: 49 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 48.8 14.0 37.3 0.4 4.6 8.7 0.4 4.0 2.5 1.8: 0.4 0.1
Old : 100.0: 74.4 48.8 14.0 37.3 0.4 4.6 8.7 0.4 4.0 2.5 1.8: 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 : 42: 24 19 4 . . . . . 4 . .:
Old : 42: 24 19 4 . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 74.0 72.9 85.9 52.0 62.7 66.2 73.0
Old : 56.5 74.0 72.9 85.9 52.0 62.7 66.2 73.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,996: 28,830 12,526 1,974 17,129 858 745 1,682 50 551 952 672: 316 127
Old : 33,996: 28,830 12,526 1,974 17,129 858 745 1,682 50 551 952 672: 316 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -93: -235 -290 305 60 -172 10 317 -10 0 -17 19: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 36.8 5.8 50.4 2.5 2.2 4.9 0.1 1.6 2.8 2.0: 0.9 0.4
Old : 100.0: 84.8 36.8 5.8 50.4 2.5 2.2 4.9 0.1 1.6 2.8 2.0: 0.9 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 : 35: 20 14 4 . . . . . . . .:
Old : 35: 20 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 : 65.7 68.8 80.2 83.9 56.7 67.0 66.4 74.3
Old : 65.7 68.8 80.2 83.9 56.7 67.0 66.4 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,072: 8,041 16,491 7,715 0 430 200 36 50 550 25 25: 61 15
Old : 17,072: 8,041 16,491 7,715 0 430 200 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 8, 2020 :
: 105: 75 175 225 0 -70 -125 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 96.6 45.2 0.0 2.5 1.2 0.2 0.3 3.2 0.1 0.1: 0.4 0.1
Old : 100.0: 47.1 96.6 45.2 0.0 2.5 1.2 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: 15 16 . 0 . . . . . . .:
Old : 31: 15 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 84.4 85.2 92.8 65.8 79.5 80.5 86.7
Old : 68.7 84.4 85.2 92.8 65.8 79.5 80.5 86.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,187: 9,871 21,472 10,749 0 640 0 0 0 825 25 50: 52 0
Old : 22,187: 9,871 21,472 10,749 0 640 0 0 0 825 25 50: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 375: 125 325 200 0 0 0 0 0 0 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 96.8 48.4 0.0 2.9 0.0 0.0 0.0 3.7 0.1 0.2: 0.2 0.0
Old : 100.0: 44.5 96.8 48.4 0.0 2.9 0.0 0.0 0.0 3.7 0.1 0.2: 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 : 24: 12 11 . 0 . 0 0 0 4 . .:
Old : 24: 12 11 . 0 . 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 : 72.6 95.6 93.2 98.5 69.4 92.2 89.8 94.2
Old : 72.6 95.6 93.2 98.5 69.4 92.2 89.8 94.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 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: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,713: 5,260 6,240 2,052 1,700 1,043 90 0 0 120 100 495: 653 135
Old : 9,713: 5,260 6,240 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 8, 2020 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 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: 54.2 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: 12 9 . . . . 0 0 . . .:
Old : 24: 12 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 65.4 79.7 88.8 46.1 59.4 63.0 72.4
Old : 59.5 65.4 79.7 88.8 46.1 59.4 63.0 72.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,803: 18,410 29,423 16,635 0 200 125 50 0 1,460 7,450 2,670: 303 10
Old : 39,803: 18,410 29,423 16,635 0 200 125 50 0 1,460 7,450 2,670: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,380: 0 780 1,200 0 0 0 0 0 180 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 73.9 41.8 0.0 0.5 0.3 0.1 0.0 3.7 18.7 6.7: 0.8 0.0
Old : 100.0: 46.3 73.9 41.8 0.0 0.5 0.3 0.1 0.0 3.7 18.7 6.7: 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 : 73.4 66.5 87.1 91.6 67.2 66.1 73.8 79.6
Old : 73.4 66.5 87.1 91.6 67.2 66.1 73.8 79.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,153: 19,150 29,888 16,265 0 260 125 50 0 1,555 7,450 2,495: 303 10
Old : 40,153: 19,150 29,888 16,265 0 260 125 50 0 1,555 7,450 2,495: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,380: 0 780 1,200 0 0 0 0 0 180 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 74.4 40.5 0.0 0.6 0.3 0.1 0.0 3.9 18.6 6.2: 0.8 0.0
Old : 100.0: 47.7 74.4 40.5 0.0 0.6 0.3 0.1 0.0 3.9 18.6 6.2: 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 : 71.1 66.7 85.5 92.5 65.6 66.3 73.1 80.1
Old : 71.1 66.7 85.5 92.5 65.6 66.3 73.1 80.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,437: 80,141 87,312 20,873 6,409 7,054 0 2,521 820 1,365 6,202 1,102: 82 17
Old : 111,437: 80,141 87,312 20,873 6,409 7,054 0 2,521 820 1,365 6,202 1,102: 82 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 5,701: 5,387 4,355 216 890 10 0 0 0 69 447 -1: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 78.4 18.7 5.8 6.3 0.0 2.3 0.7 1.2 5.6 1.0: 0.1 0.0
Old : 100.0: 71.9 78.4 18.7 5.8 6.3 0.0 2.3 0.7 1.2 5.6 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 : 60: 31 28 4 . . 0 5 4 5 7 5:
Old : 60: 31 28 4 . . 0 5 4 5 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 48.3 64.3 71.5 43.2 43.4 58.8 63.3
Old : 46.5 48.3 64.3 71.5 43.2 43.4 58.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,257: 86,492 98,333 20,648 3,540 8,460 602 1,629 2,594 1,302 5,569 2,117: 42 15
Old : 122,257: 86,492 98,333 20,648 3,540 8,460 602 1,629 2,594 1,302 5,569 2,117: 42 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 5,746: 5,752 4,645 128 1,100 -228 -22 0 27 7 121 82: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 80.4 16.9 2.9 6.9 0.5 1.3 2.1 1.1 4.6 1.7: 0.0 0.0
Old : 100.0: 70.7 80.4 16.9 2.9 6.9 0.5 1.3 2.1 1.1 4.6 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 4 9 9:
Old : 63: 35 29 5 . 5 . . 5 4 9 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 : 38.6 49.7 60.3 70.3 35.6 47.1 51.8 61.9
Old : 38.6 49.7 60.3 70.3 35.6 47.1 51.8 61.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 557,196: 324,884 373,789 28,565 4,080 97,610 21,134 11,285 39,214 19,947 5,365 25,317: 526 536
Old : 557,196: 324,884 373,789 28,565 4,080 97,610 21,134 11,285 39,214 19,947 5,365 25,317: 526 536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 297: 3,800 -1,712 -2,019 69 779 -1,053 79 831 -1,966 446 -11: -64 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 67.1 5.1 0.7 17.5 3.8 2.0 7.0 3.6 1.0 4.5: 0.1 0.1
Old : 100.0: 58.3 67.1 5.1 0.7 17.5 3.8 2.0 7.0 3.6 1.0 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 : 98: 42 42 4 . 5 10 10 13 18 8 19:
Old : 98: 42 42 4 . 5 10 10 13 18 8 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 39.0 58.2 59.8 10.2 15.4 14.2 20.0
Old : 40.1 39.0 58.2 59.8 10.2 15.4 14.2 20.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,915: 10,509 14,135 1,385 810 1,215 760 399 266 2,615 25 25: 140 40
Old : 16,915: 10,509 14,135 1,385 810 1,215 760 399 266 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 8, 2020 :
: 480: 180 480 0 -300 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 83.6 8.2 4.8 7.2 4.5 2.4 1.6 15.5 0.1 0.1: 0.8 0.2
Old : 100.0: 62.1 83.6 8.2 4.8 7.2 4.5 2.4 1.6 15.5 0.1 0.1: 0.8 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 : 55.1 74.7 78.7 95.4 54.7 63.2 70.0 73.9
Old : 55.1 74.7 78.7 95.4 54.7 63.2 70.0 73.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,096: 8,047 10,895 1,425 1,032 1,394 235 600 65 2,765 25 25: 140 60
Old : 14,096: 8,047 10,895 1,425 1,032 1,394 235 600 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 8, 2020 :
: 480: 180 480 0 -300 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 77.3 10.1 7.3 9.9 1.7 4.3 0.5 19.6 0.2 0.2: 1.0 0.4
Old : 100.0: 57.1 77.3 10.1 7.3 9.9 1.7 4.3 0.5 19.6 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 : 52.6 75.2 82.4 94.8 52.1 58.6 67.3 72.0
Old : 52.6 75.2 82.4 94.8 52.1 58.6 67.3 72.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,835: 2,530 2,445 0 0 0 0 0 0 125 330 0: 180 60
Old : 2,835: 2,530 2,445 0 0 0 0 0 0 125 330 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -4,065: -3,315 -2,550 0 -410 0 -5 -200 -50 35 -10 -95: -635 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 86.2 0.0 0.0 0.0 0.0 0.0 0.0 4.4 11.6 0.0: 6.3 2.1
Old : 100.0: 89.2 86.2 0.0 0.0 0.0 0.0 0.0 0.0 4.4 11.6 0.0: 6.3 2.1
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 : 20: 10 11 0 0 0 0 0 0 . . 0:
Old : 20: 10 11 0 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 : 79.5 68.1 87.7 91.0 70.5 67.4 76.9 82.0
Old : 79.5 68.1 87.7 91.0 70.5 67.4 76.9 82.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,087: 6,633 7,069 394 0 100 330 0 0 100 435 480: 50 3
Old : 8,087: 6,633 7,069 394 0 100 330 0 0 100 435 480: 50 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -3,241: -2,444 -2,515 -447 -12 -19 0 0 0 40 -75 -275: -96 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 87.4 4.9 0.0 1.2 4.1 0.0 0.0 1.2 5.4 5.9: 0.6 0.0
Old : 100.0: 82.0 87.4 4.9 0.0 1.2 4.1 0.0 0.0 1.2 5.4 5.9: 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 : 31: 13 15 4 0 . . 0 0 . . .:
Old : 31: 13 15 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 69.8 75.7 83.0 50.8 64.2 64.1 73.1
Old : 56.5 69.8 75.7 83.0 50.8 64.2 64.1 73.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 85,453: 60,645 62,002 14,768 11,626 1,750 0 2,805 0 1,020 0 0: 7,270 7,270
Old : 85,453: 60,645 62,002 14,768 11,626 1,750 0 2,805 0 1,020 0 0: 7,270 7,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 680: 790 790 0 0 0 0 0 0 0 0 0: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 72.6 17.3 13.6 2.0 0.0 3.3 0.0 1.2 0.0 0.0: 8.5 8.5
Old : 100.0: 71.0 72.6 17.3 13.6 2.0 0.0 3.3 0.0 1.2 0.0 0.0: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 18 . . . 0 . 0 . 0 0:
Old : 28: 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 : 75.5 57.0 85.0 80.1 73.9 54.6 80.9 75.1
Old : 75.5 57.0 85.0 80.1 73.9 54.6 80.9 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,878: 52,664 52,868 11,702 9,435 2,365 0 3,095 0 840 0 0: 6,307 6,115
Old : 73,878: 52,664 52,868 11,702 9,435 2,365 0 3,095 0 840 0 0: 6,307 6,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,030: 1,210 1,210 0 0 0 0 0 0 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 71.6 15.8 12.8 3.2 0.0 4.2 0.0 1.1 0.0 0.0: 8.5 8.3
Old : 100.0: 71.3 71.6 15.8 12.8 3.2 0.0 4.2 0.0 1.1 0.0 0.0: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . 0 . 0 0:
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 : 74.6 56.6 85.6 79.1 72.9 52.9 79.3 73.7
Old : 74.6 56.6 85.6 79.1 72.9 52.9 79.3 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,975: 7,495 13,925 6,540 0 5,755 250 960 0 870 0 0: 4,065 4,335
Old : 24,975: 7,495 13,925 6,540 0 5,755 250 960 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 8, 2020 :
: -150: -25 -50 -25 0 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 55.8 26.2 0.0 23.0 1.0 3.8 0.0 3.5 0.0 0.0: 16.3 17.4
Old : 100.0: 30.0 55.8 26.2 0.0 23.0 1.0 3.8 0.0 3.5 0.0 0.0: 16.3 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 64.7 48.6 75.2 73.8 39.1 38.6 45.8 46.8
Old : 64.7 48.6 75.2 73.8 39.1 38.6 45.8 46.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,934: 37,941 22,975 5,490 21,996 274 11,620 9,430 3,135 0 910 50: 3,424 3,164
Old : 61,934: 37,941 22,975 5,490 21,996 274 11,620 9,430 3,135 0 910 50: 3,424 3,164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 712: 955 1,135 -420 0 208 0 -600 0 0 0 0: -31 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 37.1 8.9 35.5 0.4 18.8 15.2 5.1 0.0 1.5 0.1: 5.5 5.1
Old : 100.0: 61.3 37.1 8.9 35.5 0.4 18.8 15.2 5.1 0.0 1.5 0.1: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 58.5 71.7 79.3 84.1 47.6 67.4 64.9 74.9
Old : 58.5 71.7 79.3 84.1 47.6 67.4 64.9 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,268: 26,525 19,300 9,310 12,180 30 2,065 6,320 2,990 0 360 300: 2,048 1,788
Old : 43,268: 26,525 19,300 9,310 12,180 30 2,065 6,320 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 8, 2020 :
: 1,860: 2,160 2,460 -300 0 0 0 -600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 44.6 21.5 28.2 0.1 4.8 14.6 6.9 0.0 0.8 0.7: 4.7 4.1
Old : 100.0: 61.3 44.6 21.5 28.2 0.1 4.8 14.6 6.9 0.0 0.8 0.7: 4.7 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 : 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 : 61.7 70.0 85.3 86.7 52.6 66.4 67.5 72.8
Old : 61.7 70.0 85.3 86.7 52.6 66.4 67.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,333: 54,973 31,075 0 33,980 3,370 12,505 1,460 1,230 0 958 1,430: 16,825 16,830
Old : 90,333: 54,973 31,075 0 33,980 3,370 12,505 1,460 1,230 0 958 1,430: 16,825 16,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 335: 80 -240 0 320 0 0 0 0 0 0 0: 255 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 34.4 0.0 37.6 3.7 13.8 1.6 1.4 0.0 1.1 1.6: 18.6 18.6
Old : 100.0: 60.9 34.4 0.0 37.6 3.7 13.8 1.6 1.4 0.0 1.1 1.6: 18.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 56.2 49.3 71.3 65.1 52.2 47.5 58.3 53.9
Old : 56.2 49.3 71.3 65.1 52.2 47.5 58.3 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 87,184: 53,674 30,774 0 31,575 3,090 13,305 1,385 1,280 0 3,215 525: 15,310 15,340
Old : 87,184: 53,674 30,774 0 31,575 3,090 13,305 1,385 1,280 0 3,215 525: 15,310 15,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 830: 660 120 0 540 0 0 0 0 0 0 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 35.3 0.0 36.2 3.5 15.3 1.6 1.5 0.0 3.7 0.6: 17.6 17.6
Old : 100.0: 61.6 35.3 0.0 36.2 3.5 15.3 1.6 1.5 0.0 3.7 0.6: 17.6 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 : 53.4 46.6 72.7 66.3 50.0 43.4 57.5 54.1
Old : 53.4 46.6 72.7 66.3 50.0 43.4 57.5 54.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 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: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 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: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,220: 19,035 60,505 15,570 6,315 35 23,795 0 0 8,965 0 0: 1,820 2,365
Old : 69,220: 19,035 60,505 15,570 6,315 35 23,795 0 0 8,965 0 0: 1,820 2,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 900: 0 900 900 0 -105 0 0 0 0 0 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 87.4 22.5 9.1 0.1 34.4 0.0 0.0 13.0 0.0 0.0: 2.6 3.4
Old : 100.0: 27.5 87.4 22.5 9.1 0.1 34.4 0.0 0.0 13.0 0.0 0.0: 2.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . . . . 0 0 . 0 0:
Old : 22: 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 : 75.4 87.4 93.3 93.6 75.4 84.2 90.9 89.6
Old : 75.4 87.4 93.3 93.6 75.4 84.2 90.9 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,590: 18,960 59,645 15,845 6,660 315 23,695 0 0 8,090 0 0: 1,685 1,970
Old : 68,590: 18,960 59,645 15,845 6,660 315 23,695 0 0 8,090 0 0: 1,685 1,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 87.0 23.1 9.7 0.5 34.5 0.0 0.0 11.8 0.0 0.0: 2.5 2.9
Old : 100.0: 27.6 87.0 23.1 9.7 0.5 34.5 0.0 0.0 11.8 0.0 0.0: 2.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . . 0 0 . 0 0:
Old : 20: 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 : 76.1 90.8 93.8 95.8 75.9 88.9 92.3 92.1
Old : 76.1 90.8 93.8 95.8 75.9 88.9 92.3 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,630: 19,995 50,020 6,490 1,410 2,315 5,250 235 35 19,620 0 170: 2,755 2,445
Old : 56,630: 19,995 50,020 6,490 1,410 2,315 5,250 235 35 19,620 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 8, 2020 :
: 675: 510 675 -60 0 0 0 0 0 225 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 88.3 11.5 2.5 4.1 9.3 0.4 0.1 34.6 0.0 0.3: 4.9 4.3
Old : 100.0: 35.3 88.3 11.5 2.5 4.1 9.3 0.4 0.1 34.6 0.0 0.3: 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 : 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 : 58.3 83.1 76.6 94.1 55.2 82.7 73.2 88.2
Old : 58.3 83.1 76.6 94.1 55.2 82.7 73.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,860: 18,640 41,340 6,940 1,770 1,550 5,250 160 35 12,270 0 570: 2,605 2,435
Old : 47,860: 18,640 41,340 6,940 1,770 1,550 5,250 160 35 12,270 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 8, 2020 :
: 375: 300 375 0 0 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 86.4 14.5 3.7 3.2 11.0 0.3 0.1 25.6 0.0 1.2: 5.4 5.1
Old : 100.0: 38.9 86.4 14.5 3.7 3.2 11.0 0.3 0.1 25.6 0.0 1.2: 5.4 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 : 54.1 80.1 74.8 92.4 51.0 79.4 71.3 86.5
Old : 54.1 80.1 74.8 92.4 51.0 79.4 71.3 86.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,080: 33,710 39,660 1,620 960 3,455 3,290 14,100 645 16,975 1,200 1,200: 6,185 5,860
Old : 67,080: 33,710 39,660 1,620 960 3,455 3,290 14,100 645 16,975 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 8, 2020 :
: 45: 0 345 0 0 0 0 -300 0 45 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 59.1 2.4 1.4 5.2 4.9 21.0 1.0 25.3 1.8 1.8: 9.2 8.7
Old : 100.0: 50.3 59.1 2.4 1.4 5.2 4.9 21.0 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 61.1 72.4 79.6 57.0 59.4 68.6 74.3
Old : 58.8 61.1 72.4 79.6 57.0 59.4 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,980: 32,310 35,000 1,620 100 3,820 3,090 14,100 645 13,305 1,200 1,200: 4,990 4,915
Old : 60,980: 32,310 35,000 1,620 100 3,820 3,090 14,100 645 13,305 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 8, 2020 :
: 45: 0 345 0 0 0 0 -300 0 45 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 57.4 2.7 0.2 6.3 5.1 23.1 1.1 21.8 2.0 2.0: 8.2 8.1
Old : 100.0: 53.0 57.4 2.7 0.2 6.3 5.1 23.1 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 : 58.4 64.4 71.1 80.5 54.1 63.3 65.8 74.2
Old : 58.4 64.4 71.1 80.5 54.1 63.3 65.8 74.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,042: 36,796 23,826 0 18,835 90 19,015 85 3,780 0 13,105 1,655: 2,706 2,666
Old : 64,042: 36,796 23,826 0 18,835 90 19,015 85 3,780 0 13,105 1,655: 2,706 2,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 770: 595 245 0 300 0 75 0 50 0 125 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 37.2 0.0 29.4 0.1 29.7 0.1 5.9 0.0 20.5 2.6: 4.2 4.2
Old : 100.0: 57.5 37.2 0.0 29.4 0.1 29.7 0.1 5.9 0.0 20.5 2.6: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.5 69.0 78.4 87.6 54.6 62.1 70.5 75.9
Old : 56.5 69.0 78.4 87.6 54.6 62.1 70.5 75.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,576: 33,066 20,311 0 16,425 90 12,215 135 3,750 0 8,610 1,900: 2,555 2,355
Old : 53,576: 33,066 20,311 0 16,425 90 12,215 135 3,750 0 8,610 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 8, 2020 :
: 725: -50 -275 0 1,000 0 725 0 50 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 37.9 0.0 30.7 0.2 22.8 0.3 7.0 0.0 16.1 3.5: 4.8 4.4
Old : 100.0: 61.7 37.9 0.0 30.7 0.2 22.8 0.3 7.0 0.0 16.1 3.5: 4.8 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 : 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 : 53.7 64.6 77.4 86.9 47.2 57.9 65.2 70.3
Old : 53.7 64.6 77.4 86.9 47.2 57.9 65.2 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,749: 102,256 75,153 21,033 485 7,089 425 32,167 7,615 1,200 17,065 1,510: 43,621 43,665
Old : 184,749: 102,256 75,153 21,033 485 7,089 425 32,167 7,615 1,200 17,065 1,510: 43,621 43,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 845: 1,265 -1,285 -2,080 25 715 0 375 0 0 45 80: 865 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 40.7 11.4 0.3 3.8 0.2 17.4 4.1 0.6 9.2 0.8: 23.6 23.6
Old : 100.0: 55.3 40.7 11.4 0.3 3.8 0.2 17.4 4.1 0.6 9.2 0.8: 23.6 23.6
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 : 44: 26 27 . . . . . . . 5 .:
Old : 44: 26 27 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 38.0 62.0 55.8 42.3 36.1 51.5 49.4
Old : 47.8 38.0 62.0 55.8 42.3 36.1 51.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,686: 78,048 64,072 20,400 0 4,076 325 24,282 7,340 1,200 11,580 2,255: 35,042 35,081
Old : 148,686: 78,048 64,072 20,400 0 4,076 325 24,282 7,340 1,200 11,580 2,255: 35,042 35,081
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,160: 1,645 -580 -1,105 0 525 0 1,025 0 0 70 80: 1,015 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 43.1 13.7 0.0 2.7 0.2 16.3 4.9 0.8 7.8 1.5: 23.6 23.6
Old : 100.0: 52.5 43.1 13.7 0.0 2.7 0.2 16.3 4.9 0.8 7.8 1.5: 23.6 23.6
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 : 44: 25 26 . 0 . . . . . 5 .:
Old : 44: 25 26 . 0 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 35.1 57.5 52.1 38.4 29.5 46.8 44.2
Old : 43.9 35.1 57.5 52.1 38.4 29.5 46.8 44.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,289: 26,960 36,598 17,851 6,041 8,915 985 430 7,625 83 2,900 0: 4,870 4,780
Old : 67,289: 26,960 36,598 17,851 6,041 8,915 985 430 7,625 83 2,900 0: 4,870 4,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 140: 45 220 -300 -375 250 0 -100 100 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 54.4 26.5 9.0 13.2 1.5 0.6 11.3 0.1 4.3 0.0: 7.2 7.1
Old : 100.0: 40.1 54.4 26.5 9.0 13.2 1.5 0.6 11.3 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 : 60.2 47.4 80.2 73.4 42.6 37.8 52.9 52.5
Old : 60.2 47.4 80.2 73.4 42.6 37.8 52.9 52.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,645: 24,515 29,705 10,966 3,881 6,859 1,030 630 7,825 0 2,400 0: 6,450 6,345
Old : 57,645: 24,515 29,705 10,966 3,881 6,859 1,030 630 7,825 0 2,400 0: 6,450 6,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -130: -10 35 -220 -265 230 0 0 0 0 0 0: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 51.5 19.0 6.7 11.9 1.8 1.1 13.6 0.0 4.2 0.0: 11.2 11.0
Old : 100.0: 42.5 51.5 19.0 6.7 11.9 1.8 1.1 13.6 0.0 4.2 0.0: 11.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.5 47.0 69.8 74.0 36.1 36.6 45.0 48.5
Old : 50.5 47.0 69.8 74.0 36.1 36.6 45.0 48.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,380: 19,380 20,385 900 4,070 5,420 5,675 2,965 5,765 1,120 0 560: 3,560 3,215
Old : 42,380: 19,380 20,385 900 4,070 5,420 5,675 2,965 5,765 1,120 0 560: 3,560 3,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -480: -300 450 -175 -1,335 165 0 410 -125 0 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 48.1 2.1 9.6 12.8 13.4 7.0 13.6 2.6 0.0 1.3: 8.4 7.6
Old : 100.0: 45.7 48.1 2.1 9.6 12.8 13.4 7.0 13.6 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 : 54.9 48.6 76.4 70.3 35.5 31.1 44.9 45.5
Old : 54.9 48.6 76.4 70.3 35.5 31.1 44.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, September 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,320: 15,155 29,850 0 3,970 5,130 20,920 3,255 4,250 1,120 0 560: 3,185 3,305
Old : 50,320: 15,155 29,850 0 3,970 5,130 20,920 3,255 4,250 1,120 0 560: 3,185 3,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 395: 150 0 0 -320 195 0 350 -50 0 0 0: 100 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 59.3 0.0 7.9 10.2 41.6 6.5 8.4 2.2 0.0 1.1: 6.3 6.6
Old : 100.0: 30.1 59.3 0.0 7.9 10.2 41.6 6.5 8.4 2.2 0.0 1.1: 6.3 6.6
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 : 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 : 74.8 46.9 86.9 70.3 54.1 31.0 56.9 46.9
Old : 74.8 46.9 86.9 70.3 54.1 31.0 56.9 46.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 187,354: 102,686 120,052 11,086 4,341 23,630 9,245 1,290 7,350 2,320 10 640: 30,397 30,042
Old : 187,354: 102,686 120,052 11,086 4,341 23,630 9,245 1,290 7,350 2,320 10 640: 30,397 30,042
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,274: -139 -445 -2,400 -1,531 2,834 300 -310 300 0 0 0: 378 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 64.1 5.9 2.3 12.6 4.9 0.7 3.9 1.2 0.0 0.3: 16.2 16.0
Old : 100.0: 54.8 64.1 5.9 2.3 12.6 4.9 0.7 3.9 1.2 0.0 0.3: 16.2 16.0
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: 26 28 . . . . . . . . .:
Old : 38: 26 28 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 47.6 57.9 65.8 26.8 29.6 35.1 37.0
Old : 39.8 47.6 57.9 65.8 26.8 29.6 35.1 37.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,735: 73,960 74,595 1,860 10,280 14,620 7,510 325 7,860 1,870 0 0: 20,055 20,055
Old : 127,735: 73,960 74,595 1,860 10,280 14,620 7,510 325 7,860 1,870 0 0: 20,055 20,055
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,705: 400 725 410 735 55 600 -50 0 0 0 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 58.4 1.5 8.0 11.4 5.9 0.3 6.2 1.5 0.0 0.0: 15.7 15.7
Old : 100.0: 57.9 58.4 1.5 8.0 11.4 5.9 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 : 34.6 40.7 55.8 60.8 23.6 29.5 31.6 35.6
Old : 34.6 40.7 55.8 60.8 23.6 29.5 31.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020