COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,049: 12,081 7,505 89 2,273 366 151 0 180 0 2,564 1,314: 868 847
Old : 15,049: 12,081 7,505 89 2,273 366 151 0 180 0 2,564 1,314: 868 847
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -2,112: -1,733 -1,071 -107 24 -336 -53 -170 -43 -268 -979 93: 335 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 49.9 0.6 15.1 2.4 1.0 0.0 1.2 0.0 17.0 8.7: 5.8 5.6
Old : 100.0: 80.3 49.9 0.6 15.1 2.4 1.0 0.0 1.2 0.0 17.0 8.7: 5.8 5.6
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 : 22: 9 9 . . . . 0 . 0 4 .:
Old : 22: 9 9 . . . . 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 : 59.6 47.5 86.1 71.2 41.9 30.8 55.0 48.5
Old : 59.6 47.5 86.1 71.2 41.9 30.8 55.0 48.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,132: 5,506 5,862 771 998 911 1,035 549 289 672 806 522: 426 195
Old : 10,132: 5,506 5,862 771 998 911 1,035 549 289 672 806 522: 426 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,717: -880 -680 0 -16 -456 0 -97 -27 147 -49 -501: 0 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 57.9 7.6 9.9 9.0 10.2 5.4 2.9 6.6 8.0 5.2: 4.2 1.9
Old : 100.0: 54.3 57.9 7.6 9.9 9.0 10.2 5.4 2.9 6.6 8.0 5.2: 4.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 18 . . . . . . 4 9 11:
Old : 39: 17 18 . . . . . . 4 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 46.2 65.9 68.0 31.2 38.1 45.9 48.8
Old : 45.5 46.2 65.9 68.0 31.2 38.1 45.9 48.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,836: 22,584 31,274 4,271 1,469 1,796 934 105 496 5,165 241 455: 135 0
Old : 35,836: 22,584 31,274 4,271 1,469 1,796 934 105 496 5,165 241 455: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 230: 50 25 -28 200 0 28 -75 0 175 75 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 87.3 11.9 4.1 5.0 2.6 0.3 1.4 14.4 0.7 1.3: 0.4 0.0
Old : 100.0: 63.0 87.3 11.9 4.1 5.0 2.6 0.3 1.4 14.4 0.7 1.3: 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: 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 : 48.5 59.5 71.7 81.5 45.6 52.2 58.8 64.4
Old : 48.5 59.5 71.7 81.5 45.6 52.2 58.8 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,534: 24,395 25,313 0 4,785 986 843 0 150 4,860 0 300: 0 0
Old : 31,534: 24,395 25,313 0 4,785 986 843 0 150 4,860 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 14: 210 140 0 -175 49 -50 0 0 75 0 0: -270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 80.3 0.0 15.2 3.1 2.7 0.0 0.5 15.4 0.0 1.0: 0.0 0.0
Old : 100.0: 77.4 80.3 0.0 15.2 3.1 2.7 0.0 0.5 15.4 0.0 1.0: 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 : 29: 16 18 0 . . . 0 . 5 0 .:
Old : 29: 16 18 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 : 54.5 68.2 75.8 91.8 53.2 59.7 70.5 77.8
Old : 54.5 68.2 75.8 91.8 53.2 59.7 70.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 138,999: 99,965 105,367 566 14,374 9,647 17,616 393 2,108 5,892 4,273 2,654: 551 183
Old : 138,999: 99,965 105,367 566 14,374 9,647 17,616 393 2,108 5,892 4,273 2,654: 551 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,166: -1,745 387 152 -1,625 524 213 -2 -615 370 240 -65: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 75.8 0.4 10.3 6.9 12.7 0.3 1.5 4.2 3.1 1.9: 0.4 0.1
Old : 100.0: 71.9 75.8 0.4 10.3 6.9 12.7 0.3 1.5 4.2 3.1 1.9: 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 : 67: 31 34 . . 5 10 . 7 8 5 7:
Old : 67: 31 34 . . 5 10 . 7 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 36.4 61.1 60.2 37.8 30.3 47.4 43.4
Old : 46.6 36.4 61.1 60.2 37.8 30.3 47.4 43.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,539: 51,614 46,083 2,470 10,486 3,367 3,049 0 273 500 930 1,266: 0 134
Old : 62,539: 51,614 46,083 2,470 10,486 3,367 3,049 0 273 500 930 1,266: 0 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,549: 1,695 1,149 0 55 -5 -291 -25 75 25 250 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 73.7 3.9 16.8 5.4 4.9 0.0 0.4 0.8 1.5 2.0: 0.0 0.2
Old : 100.0: 82.5 73.7 3.9 16.8 5.4 4.9 0.0 0.4 0.8 1.5 2.0: 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 : 40: 19 24 . . . . 0 . . 5 .:
Old : 40: 19 24 . . . . 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 : 64.1 77.0 82.9 90.1 61.8 63.5 74.2 73.3
Old : 64.1 77.0 82.9 90.1 61.8 63.5 74.2 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 37,284: 35,224 27,430 467 6,747 818 0 804 0 525 1,235 250: 0 0
Old : 37,284: 35,224 27,430 467 6,747 818 0 804 0 525 1,235 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,649: 2,115 2,265 300 -450 234 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 73.6 1.3 18.1 2.2 0.0 2.2 0.0 1.4 3.3 0.7: 0.0 0.0
Old : 100.0: 94.5 73.6 1.3 18.1 2.2 0.0 2.2 0.0 1.4 3.3 0.7: 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 : 23: 12 10 . . . 0 . 0 . . .:
Old : 23: 12 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 82.1 94.4 93.2 75.4 69.6 80.4 79.7
Old : 79.8 82.1 94.4 93.2 75.4 69.6 80.4 79.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,388: 33,227 21,986 765 23,096 2,705 14,155 0 50 668 4,077 2,401: 417 73
Old : 54,388: 33,227 21,986 765 23,096 2,705 14,155 0 50 668 4,077 2,401: 417 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 65: -138 157 0 -248 160 0 0 0 12 95 -99: 130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 40.4 1.4 42.5 5.0 26.0 0.0 0.1 1.2 7.5 4.4: 0.8 0.1
Old : 100.0: 61.1 40.4 1.4 42.5 5.0 26.0 0.0 0.1 1.2 7.5 4.4: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 21 . . 5 4 0 . . . .:
Old : 38: 17 21 . . 5 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 : 53.9 67.3 72.6 82.5 51.9 59.5 63.3 72.3
Old : 53.9 67.3 72.6 82.5 51.9 59.5 63.3 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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,321: 41,209 24,242 0 36,000 3,053 20,110 125 150 1,275 2,586 3,100: 424 65
Old : 69,321: 41,209 24,242 0 36,000 3,053 20,110 125 150 1,275 2,586 3,100: 424 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -661: -387 80 0 -510 -266 -23 0 25 -11 4 -4: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 35.0 0.0 51.9 4.4 29.0 0.2 0.2 1.8 3.7 4.5: 0.6 0.1
Old : 100.0: 59.4 35.0 0.0 51.9 4.4 29.0 0.2 0.2 1.8 3.7 4.5: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 23 0 4 4 7 . . 4 . .:
Old : 46: 22 23 0 4 4 7 . . 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 : 58.5 66.3 75.8 83.2 57.2 60.0 67.4 73.2
Old : 58.5 66.3 75.8 83.2 57.2 60.0 67.4 73.2
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,479: 50,056 42,154 9,610 20,082 3,146 25 150 0 2,741 498 1,449: 452 0
Old : 67,479: 50,056 42,154 9,610 20,082 3,146 25 150 0 2,741 498 1,449: 452 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -50: 55 -130 -120 55 0 0 0 0 15 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 62.5 14.2 29.8 4.7 0.0 0.2 0.0 4.1 0.7 2.1: 0.7 0.0
Old : 100.0: 74.2 62.5 14.2 29.8 4.7 0.0 0.2 0.0 4.1 0.7 2.1: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 21 4 . . . . 0 . . .:
Old : 41: 23 21 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 61.5 64.0 85.1 37.6 61.5 58.7 79.0
Old : 41.3 61.5 64.0 85.1 37.6 61.5 58.7 79.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,847: 61,314 47,207 17,957 34,078 795 25 210 0 2,413 661 1,881: 462 15
Old : 84,847: 61,314 47,207 17,957 34,078 795 25 210 0 2,413 661 1,881: 462 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 227: 76 -314 140 526 0 0 0 0 1 15 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 55.6 21.2 40.2 0.9 0.0 0.2 0.0 2.8 0.8 2.2: 0.5 0.0
Old : 100.0: 72.3 55.6 21.2 40.2 0.9 0.0 0.2 0.0 2.8 0.8 2.2: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 23 4 . . . . 0 . . .:
Old : 44: 26 23 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 64.7 61.7 83.6 40.8 64.7 60.2 77.6
Old : 41.4 64.7 61.7 83.6 40.8 64.7 60.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,715: 26,214 36,182 9,980 0 3,049 100 0 0 100 220 0: 272 264
Old : 39,715: 26,214 36,182 9,980 0 3,049 100 0 0 100 220 0: 272 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 348: 510 360 -150 0 0 0 0 0 0 0 0: -12 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 91.1 25.1 0.0 7.7 0.3 0.0 0.0 0.3 0.6 0.0: 0.7 0.7
Old : 100.0: 66.0 91.1 25.1 0.0 7.7 0.3 0.0 0.0 0.3 0.6 0.0: 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: 16 13 . 0 . . 0 0 . . 0:
Old : 24: 16 13 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 79.9 84.5 94.7 60.2 72.4 71.7 78.9
Old : 68.5 79.9 84.5 94.7 60.2 72.4 71.7 78.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 27,872: 26,257 14,588 0 11,779 859 0 600 0 360 46 0: 396 0
Old : 27,872: 26,257 14,588 0 11,779 859 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 22, 2020 :
: 15: 36 136 0 -100 -21 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 52.3 0.0 42.3 3.1 0.0 2.2 0.0 1.3 0.2 0.0: 1.4 0.0
Old : 100.0: 94.2 52.3 0.0 42.3 3.1 0.0 2.2 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 : 65.9 67.4 83.6 86.9 52.7 56.2 61.7 65.0
Old : 65.9 67.4 83.6 86.9 52.7 56.2 61.7 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,306: 13,724 21,009 5,230 0 1,865 0 0 0 2,050 87 345: 92 0
Old : 23,306: 13,724 21,009 5,230 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 22, 2020 :
: 250: -650 250 900 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 90.1 22.4 0.0 8.0 0.0 0.0 0.0 8.8 0.4 1.5: 0.4 0.0
Old : 100.0: 58.9 90.1 22.4 0.0 8.0 0.0 0.0 0.0 8.8 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 : 59.9 71.2 85.2 93.5 54.9 64.4 67.8 71.1
Old : 59.9 71.2 85.2 93.5 54.9 64.4 67.8 71.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 92,973: 69,329 67,796 125 9,031 8,118 6,515 174 1,131 5,542 4,772 1,790: 423 160
Old : 92,973: 69,329 67,796 125 9,031 8,118 6,515 174 1,131 5,542 4,772 1,790: 423 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 6,248: 6,139 4,711 0 1,839 -729 322 -537 623 298 559 -219: -187 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 72.9 0.1 9.7 8.7 7.0 0.2 1.2 6.0 5.1 1.9: 0.5 0.2
Old : 100.0: 74.6 72.9 0.1 9.7 8.7 7.0 0.2 1.2 6.0 5.1 1.9: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 36 32 . . . 7 . 5 7 5 9:
Old : 63: 36 32 . . . 7 . 5 7 5 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 : 33.3 39.8 56.0 65.1 23.9 25.2 34.7 35.5
Old : 33.3 39.8 56.0 65.1 23.9 25.2 34.7 35.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,151: 14,509 17,497 3,928 0 954 100 100 600 0 1,000 0: 60 0
Old : 20,151: 14,509 17,497 3,928 0 954 100 100 600 0 1,000 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,658: 1,000 700 700 0 -42 -600 100 600 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 86.8 19.5 0.0 4.7 0.5 0.5 3.0 0.0 5.0 0.0: 0.3 0.0
Old : 100.0: 72.0 86.8 19.5 0.0 4.7 0.5 0.5 3.0 0.0 5.0 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: 10 14 . 0 . . . . 0 . 0:
Old : 21: 10 14 . 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 52.8 90.9 78.3 47.5 45.3 58.9 56.6
Old : 68.5 52.8 90.9 78.3 47.5 45.3 58.9 56.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,502: 13,860 16,848 3,928 0 954 100 100 600 0 1,000 0: 60 0
Old : 19,502: 13,860 16,848 3,928 0 954 100 100 600 0 1,000 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,278: 620 320 700 0 -42 -600 100 600 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 86.4 20.1 0.0 4.9 0.5 0.5 3.1 0.0 5.1 0.0: 0.3 0.0
Old : 100.0: 71.1 86.4 20.1 0.0 4.9 0.5 0.5 3.1 0.0 5.1 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: 9 14 . 0 . . . . 0 . 0:
Old : 21: 9 14 . 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 : 69.0 52.9 93.2 77.3 47.3 46.8 57.6 55.3
Old : 69.0 52.9 93.2 77.3 47.3 46.8 57.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,218: 47,025 42,142 0 4,391 3,032 100 0 600 1,770 2,275 1,385: 306 393
Old : 54,218: 47,025 42,142 0 4,391 3,032 100 0 600 1,770 2,275 1,385: 306 393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 3,488: 2,738 3,838 0 700 -700 100 -600 600 600 -500 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 77.7 0.0 8.1 5.6 0.2 0.0 1.1 3.3 4.2 2.6: 0.6 0.7
Old : 100.0: 86.7 77.7 0.0 8.1 5.6 0.2 0.0 1.1 3.3 4.2 2.6: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 18 0 . . . 0 . 4 . 4:
Old : 33: 18 18 0 . . . 0 . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 43.4 72.9 68.3 46.2 30.5 53.2 44.6
Old : 55.5 43.4 72.9 68.3 46.2 30.5 53.2 44.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,662: 34,762 40,547 6,054 50 4,509 100 0 0 200 260 0: 37 296
Old : 45,662: 34,762 40,547 6,054 50 4,509 100 0 0 200 260 0: 37 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,310: 1,365 1,210 -105 50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 88.8 13.3 0.1 9.9 0.2 0.0 0.0 0.4 0.6 0.0: 0.1 0.6
Old : 100.0: 76.1 88.8 13.3 0.1 9.9 0.2 0.0 0.0 0.4 0.6 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 18 . . . . 0 0 . . 0:
Old : 33: 21 18 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 75.1 77.1 93.1 44.7 62.8 58.8 68.0
Old : 57.3 75.1 77.1 93.1 44.7 62.8 58.8 68.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,720: 38,980 29,849 150 9,541 3,497 1,470 963 50 0 595 100: 473 125
Old : 44,720: 38,980 29,849 150 9,541 3,497 1,470 963 50 0 595 100: 473 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -444: -665 -454 150 -111 91 -20 0 20 0 30 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 66.7 0.3 21.3 7.8 3.3 2.2 0.1 0.0 1.3 0.2: 1.1 0.3
Old : 100.0: 87.2 66.7 0.3 21.3 7.8 3.3 2.2 0.1 0.0 1.3 0.2: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 20 . . . . . . 0 . .:
Old : 35: 21 20 . . . . . . 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 68.5 80.4 85.2 47.1 58.9 59.1 63.7
Old : 58.3 68.5 80.4 85.2 47.1 58.9 59.1 63.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,867: 47,473 58,807 9,016 310 2,325 0 25 0 2,235 100 60: 758 240
Old : 61,867: 47,473 58,807 9,016 310 2,325 0 25 0 2,235 100 60: 758 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 700: -790 725 945 0 0 0 0 0 570 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 95.1 14.6 0.5 3.8 0.0 0.0 0.0 3.6 0.2 0.1: 1.2 0.4
Old : 100.0: 76.7 95.1 14.6 0.5 3.8 0.0 0.0 0.0 3.6 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: 18 12 4 . . 0 . 0 . . .:
Old : 32: 18 12 4 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 91.1 74.8 97.2 50.5 87.4 70.4 88.8
Old : 51.8 91.1 74.8 97.2 50.5 87.4 70.4 88.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,600: 54,221 59,091 5,160 2,235 3,075 0 726 0 2,405 0 273: 466 200
Old : 65,600: 54,221 59,091 5,160 2,235 3,075 0 726 0 2,405 0 273: 466 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 270: -1,115 325 940 0 0 0 50 0 570 0 -125: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 90.1 7.9 3.4 4.7 0.0 1.1 0.0 3.7 0.0 0.4: 0.7 0.3
Old : 100.0: 82.7 90.1 7.9 3.4 4.7 0.0 1.1 0.0 3.7 0.0 0.4: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 14 4 . 4 0 . 0 . 0 .:
Old : 37: 21 14 4 . 4 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 86.8 73.7 95.1 48.5 82.0 72.5 87.7
Old : 48.6 86.8 73.7 95.1 48.5 82.0 72.5 87.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,990: 67,843 75,552 9,242 4,254 1,073 0 534 0 3,621 506 2,056: 155 15
Old : 83,990: 67,843 75,552 9,242 4,254 1,073 0 534 0 3,621 506 2,056: 155 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 662: 257 640 374 -125 100 0 6 0 144 254 -213: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 90.0 11.0 5.1 1.3 0.0 0.6 0.0 4.3 0.6 2.4: 0.2 0.0
Old : 100.0: 80.8 90.0 11.0 5.1 1.3 0.0 0.6 0.0 4.3 0.6 2.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 21 5 . . 0 . 0 . . .:
Old : 40: 21 21 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 59.7 71.1 85.5 54.0 57.8 69.4 80.7
Old : 55.0 59.7 71.1 85.5 54.0 57.8 69.4 80.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,990: 84,037 90,003 10,312 4,530 2,321 285 584 335 1,814 1,661 3,486: 400 70
Old : 102,990: 84,037 90,003 10,312 4,530 2,321 285 584 335 1,814 1,661 3,486: 400 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 352: -97 278 290 -56 126 90 -107 0 -19 157 -81: 43 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 87.4 10.0 4.4 2.3 0.3 0.6 0.3 1.8 1.6 3.4: 0.4 0.1
Old : 100.0: 81.6 87.4 10.0 4.4 2.3 0.3 0.6 0.3 1.8 1.6 3.4: 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 : 50: 23 22 5 . . . 4 4 . 4 5:
Old : 50: 23 22 5 . . . 4 4 . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 51.9 68.3 78.2 48.6 51.6 64.6 73.6
Old : 50.4 51.9 68.3 78.2 48.6 51.6 64.6 73.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,949: 40,178 53,018 17,549 1,072 709 0 3,977 13 405 0 95: 0 65
Old : 58,949: 40,178 53,018 17,549 1,072 709 0 3,977 13 405 0 95: 0 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -1,792: -1,855 -1,703 0 5 0 0 -122 13 50 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 89.9 29.8 1.8 1.2 0.0 6.7 0.0 0.7 0.0 0.2: 0.0 0.1
Old : 100.0: 68.2 89.9 29.8 1.8 1.2 0.0 6.7 0.0 0.7 0.0 0.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.0 88.9 94.8 95.8 78.8 86.0 89.0 90.1
Old : 81.0 88.9 94.8 95.8 78.8 86.0 89.0 90.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,545: 31,135 47,570 16,960 0 450 0 225 0 0 300 0: 0 0
Old : 48,545: 31,135 47,570 16,960 0 450 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 22, 2020 :
: -2,265: -2,205 -2,280 -75 0 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 98.0 34.9 0.0 0.9 0.0 0.5 0.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 64.1 98.0 34.9 0.0 0.9 0.0 0.5 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 : 23: 10 10 . 0 . 0 . 0 0 . 0:
Old : 23: 10 10 . 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 : 83.9 96.7 96.0 99.1 83.7 90.7 91.6 92.4
Old : 83.9 96.7 96.0 99.1 83.7 90.7 91.6 92.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 57,267: 35,090 49,362 14,723 0 5,711 550 325 0 592 1,311 491: 110 67
Old : 57,267: 35,090 49,362 14,723 0 5,711 550 325 0 592 1,311 491: 110 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -2,887: -995 -2,990 -1,485 0 135 0 0 0 -570 -60 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 86.2 25.7 0.0 10.0 1.0 0.6 0.0 1.0 2.3 0.9: 0.2 0.1
Old : 100.0: 61.3 86.2 25.7 0.0 10.0 1.0 0.6 0.0 1.0 2.3 0.9: 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 : 37: 19 20 5 0 . . . 0 . . .:
Old : 37: 19 20 5 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 76.4 75.6 88.0 45.0 62.8 62.0 67.9
Old : 54.7 76.4 75.6 88.0 45.0 62.8 62.0 67.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,301: 44,096 53,432 11,859 330 5,479 1,568 3,352 225 892 1,548 631: 551 304
Old : 65,301: 44,096 53,432 11,859 330 5,479 1,568 3,352 225 892 1,548 631: 551 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -2,111: -325 -2,429 -1,593 0 262 -30 30 30 -473 -2 3: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 81.8 18.2 0.5 8.4 2.4 5.1 0.3 1.4 2.4 1.0: 0.8 0.5
Old : 100.0: 67.5 81.8 18.2 0.5 8.4 2.4 5.1 0.3 1.4 2.4 1.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 20 . . . 4 . . . . .:
Old : 38: 20 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 70.2 81.0 85.3 57.1 62.4 70.8 70.9
Old : 58.1 70.2 81.0 85.3 57.1 62.4 70.8 70.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,709: 10,321 20,537 12,758 0 242 0 1,575 0 70 1,250 0: 318 105
Old : 23,709: 10,321 20,537 12,758 0 242 0 1,575 0 70 1,250 0: 318 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 16: -400 190 480 0 -194 0 0 0 70 0 0: 60 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 86.6 53.8 0.0 1.0 0.0 6.6 0.0 0.3 5.3 0.0: 1.3 0.4
Old : 100.0: 43.5 86.6 53.8 0.0 1.0 0.0 6.6 0.0 0.3 5.3 0.0: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 5 0 . 0 . 0 . . 0:
Old : 26: 13 12 5 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 70.4 91.5 90.5 74.0 69.1 90.0 89.2
Old : 74.8 70.4 91.5 90.5 74.0 69.1 90.0 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,349: 10,255 22,212 12,405 0 132 0 525 0 0 480 0: 557 0
Old : 23,349: 10,255 22,212 12,405 0 132 0 525 0 0 480 0: 557 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -197: -505 55 500 0 -252 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 95.1 53.1 0.0 0.6 0.0 2.2 0.0 0.0 2.1 0.0: 2.4 0.0
Old : 100.0: 43.9 95.1 53.1 0.0 0.6 0.0 2.2 0.0 0.0 2.1 0.0: 2.4 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 : 22: 10 11 5 0 . 0 . 0 0 . 0:
Old : 22: 10 11 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 83.6 90.1 96.0 72.7 80.9 89.0 93.3
Old : 73.5 83.6 90.1 96.0 72.7 80.9 89.0 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,418: 22,489 20,459 2,585 5,317 463 0 294 180 1,450 344 680: 571 681
Old : 28,418: 22,489 20,459 2,585 5,317 463 0 294 180 1,450 344 680: 571 681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,761: 2,761 2,761 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 72.0 9.1 18.7 1.6 0.0 1.0 0.6 5.1 1.2 2.4: 2.0 2.4
Old : 100.0: 79.1 72.0 9.1 18.7 1.6 0.0 1.0 0.6 5.1 1.2 2.4: 2.0 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 : 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 : 61.5 61.1 81.3 80.7 58.5 59.3 71.6 72.5
Old : 61.5 61.1 81.3 80.7 58.5 59.3 71.6 72.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 17,136: 13,688 14,234 1,373 760 214 0 680 0 536 557 227: 1,098 464
Old : 17,136: 13,688 14,234 1,373 760 214 0 680 0 536 557 227: 1,098 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 675: 375 675 0 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 83.1 8.0 4.4 1.2 0.0 4.0 0.0 3.1 3.3 1.3: 6.4 2.7
Old : 100.0: 79.9 83.1 8.0 4.4 1.2 0.0 4.0 0.0 3.1 3.3 1.3: 6.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 65.9 73.2 85.3 86.9 59.6 62.7 71.2 73.2
Old : 65.9 73.2 85.3 86.9 59.6 62.7 71.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,116: 41,708 26,287 7,589 20,984 501 2,595 5,344 205 1,899 1,306 1,449: 170 40
Old : 56,116: 41,708 26,287 7,589 20,984 501 2,595 5,344 205 1,899 1,306 1,449: 170 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 144: 140 -433 -207 10 298 10 208 -10 -150 -40 75: -12 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 46.8 13.5 37.4 0.9 4.6 9.5 0.4 3.4 2.3 2.6: 0.3 0.1
Old : 100.0: 74.3 46.8 13.5 37.4 0.9 4.6 9.5 0.4 3.4 2.3 2.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 20 5 . . . . . 5 . 4:
Old : 45: 25 20 5 . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 72.8 72.9 84.8 50.6 60.1 64.7 70.2
Old : 56.6 72.8 72.9 84.8 50.6 60.1 64.7 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 34,316: 29,246 11,707 1,439 17,627 993 750 2,100 40 551 687 985: 312 177
Old : 34,316: 29,246 11,707 1,439 17,627 993 750 2,100 40 551 687 985: 312 177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -239: 128 -573 -478 0 118 0 168 0 0 -5 5: -12 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 34.1 4.2 51.4 2.9 2.2 6.1 0.1 1.6 2.0 2.9: 0.9 0.5
Old : 100.0: 85.2 34.1 4.2 51.4 2.9 2.2 6.1 0.1 1.6 2.0 2.9: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 15 4 . . . . . . . .:
Old : 35: 21 15 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 69.6 79.6 82.9 60.2 69.1 68.9 75.6
Old : 66.3 69.6 79.6 82.9 60.2 69.1 68.9 75.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,182: 8,031 16,581 7,860 0 375 200 36 50 580 100 25: 61 15
Old : 17,182: 8,031 16,581 7,860 0 375 200 36 50 580 100 25: 61 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -25: -30 45 70 0 -95 0 0 0 30 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 96.5 45.7 0.0 2.2 1.2 0.2 0.3 3.4 0.6 0.1: 0.4 0.1
Old : 100.0: 46.7 96.5 45.7 0.0 2.2 1.2 0.2 0.3 3.4 0.6 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 : 32: 14 17 . 0 . . . . . . .:
Old : 32: 14 17 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 84.4 85.1 92.4 65.6 78.8 79.5 85.4
Old : 68.5 84.4 85.1 92.4 65.6 78.8 79.5 85.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,293: 9,503 21,943 11,338 0 275 0 0 0 1,075 25 50: 52 0
Old : 22,293: 9,503 21,943 11,338 0 275 0 0 0 1,075 25 50: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -169: -193 71 314 0 -240 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 98.4 50.9 0.0 1.2 0.0 0.0 0.0 4.8 0.1 0.2: 0.2 0.0
Old : 100.0: 42.6 98.4 50.9 0.0 1.2 0.0 0.0 0.0 4.8 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 : 71.3 94.4 91.9 98.2 69.7 92.2 90.0 94.5
Old : 71.3 94.4 91.9 98.2 69.7 92.2 90.0 94.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,723: 6,083 7,240 2,063 1,800 1,028 90 0 0 350 100 420: 689 135
Old : 10,723: 6,083 7,240 2,063 1,800 1,028 90 0 0 350 100 420: 689 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 80: 25 0 -25 100 0 0 0 0 100 0 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 67.5 19.2 16.8 9.6 0.8 0.0 0.0 3.3 0.9 3.9: 6.4 1.3
Old : 100.0: 56.7 67.5 19.2 16.8 9.6 0.8 0.0 0.0 3.3 0.9 3.9: 6.4 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 : 26: 14 10 . . . . 0 0 . . .:
Old : 26: 14 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 : 53.7 59.6 79.0 85.9 43.6 54.6 63.0 71.2
Old : 53.7 59.6 79.0 85.9 43.6 54.6 63.0 71.2
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,943: 5,435 6,390 2,027 1,800 1,043 90 0 0 220 100 475: 653 135
Old : 9,943: 5,435 6,390 2,027 1,800 1,043 90 0 0 220 100 475: 653 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 230: 175 150 -25 100 0 0 0 0 100 0 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 64.3 20.4 18.1 10.5 0.9 0.0 0.0 2.2 1.0 4.8: 6.6 1.4
Old : 100.0: 54.7 64.3 20.4 18.1 10.5 0.9 0.0 0.0 2.2 1.0 4.8: 6.6 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 : 25: 12 10 . . . . 0 0 . . .:
Old : 25: 12 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 63.9 78.0 85.0 45.0 56.1 61.5 67.4
Old : 58.1 63.9 78.0 85.0 45.0 56.1 61.5 67.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,403: 18,410 43,373 22,935 0 200 125 50 0 1,760 100 2,670: 303 10
Old : 46,403: 18,410 43,373 22,935 0 200 125 50 0 1,760 100 2,670: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,800: 0 1,800 1,500 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 93.5 49.4 0.0 0.4 0.3 0.1 0.0 3.8 0.2 5.8: 0.7 0.0
Old : 100.0: 39.7 93.5 49.4 0.0 0.4 0.3 0.1 0.0 3.8 0.2 5.8: 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 : 31: 16 13 . 0 . . . 0 4 . .:
Old : 31: 16 13 . 0 . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 71.3 89.0 92.8 71.2 71.0 77.4 82.5
Old : 76.5 71.3 89.0 92.8 71.2 71.0 77.4 82.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,693: 19,150 43,838 22,565 0 200 125 50 0 1,855 100 2,495: 303 10
Old : 46,693: 19,150 43,838 22,565 0 200 125 50 0 1,855 100 2,495: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,800: 0 1,800 1,500 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 93.9 48.3 0.0 0.4 0.3 0.1 0.0 4.0 0.2 5.3: 0.6 0.0
Old : 100.0: 41.0 93.9 48.3 0.0 0.4 0.3 0.1 0.0 4.0 0.2 5.3: 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 : 31: 16 13 . 0 . . . 0 4 . .:
Old : 31: 16 13 . 0 . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 71.5 87.5 93.7 69.9 71.1 77.0 83.0
Old : 74.5 71.5 87.5 93.7 69.9 71.1 77.0 83.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,231: 84,244 90,830 21,233 7,614 7,259 0 2,424 820 1,515 6,147 1,108: 52 29
Old : 116,231: 84,244 90,830 21,233 7,614 7,259 0 2,424 820 1,515 6,147 1,108: 52 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 4,193: 4,011 3,425 82 1,195 50 0 -27 0 50 -450 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 78.1 18.3 6.6 6.2 0.0 2.1 0.7 1.3 5.3 1.0: 0.0 0.0
Old : 100.0: 72.5 78.1 18.3 6.6 6.2 0.0 2.1 0.7 1.3 5.3 1.0: 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 : 62: 35 29 4 . . 0 5 4 5 6 5:
Old : 62: 35 29 4 . . 0 5 4 5 6 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 : 46.6 47.5 63.3 69.3 43.0 42.9 58.0 62.1
Old : 46.6 47.5 63.3 69.3 43.0 42.9 58.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,175: 90,471 102,589 20,867 4,135 8,560 1,007 1,426 2,698 1,330 5,580 2,148: 94 39
Old : 127,175: 90,471 102,589 20,867 4,135 8,560 1,007 1,426 2,698 1,330 5,580 2,148: 94 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 4,496: 3,987 3,917 -87 845 61 400 -113 74 -110 -419 119: 52 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 80.7 16.4 3.3 6.7 0.8 1.1 2.1 1.0 4.4 1.7: 0.1 0.0
Old : 100.0: 71.1 80.7 16.4 3.3 6.7 0.8 1.1 2.1 1.0 4.4 1.7: 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 : 64: 38 31 5 . 5 . . 5 . 8 7:
Old : 64: 38 31 5 . 5 . . 5 . 8 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 48.2 59.9 68.2 34.9 45.2 50.9 59.9
Old : 38.8 48.2 59.9 68.2 34.9 45.2 50.9 59.9
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 561,662: 331,237 373,566 24,999 4,262 100,269 22,341 14,386 37,679 19,414 6,493 24,000: 1,723 1,006
Old : 561,662: 331,237 373,566 24,999 4,262 100,269 22,341 14,386 37,679 19,414 6,493 24,000: 1,723 1,006
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -89: 665 1,610 785 559 -515 307 -739 -1,302 -124 979 -1,153: 1,248 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 66.5 4.5 0.8 17.9 4.0 2.6 6.7 3.5 1.2 4.3: 0.3 0.2
Old : 100.0: 59.0 66.5 4.5 0.8 17.9 4.0 2.6 6.7 3.5 1.2 4.3: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 101: 44 42 4 . 5 9 11 11 18 9 20:
Old : 101: 44 42 4 . 5 9 11 11 18 9 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 38.6 57.2 59.4 9.5 14.9 14.1 18.6
Old : 39.4 38.6 57.2 59.4 9.5 14.9 14.1 18.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,075: 10,509 14,310 1,445 645 1,265 760 399 266 2,645 25 25: 160 140
Old : 17,075: 10,509 14,310 1,445 645 1,265 760 399 266 2,645 25 25: 160 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 45: 40 60 0 -20 5 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 83.8 8.5 3.8 7.4 4.5 2.3 1.6 15.5 0.1 0.1: 0.9 0.8
Old : 100.0: 61.5 83.8 8.5 3.8 7.4 4.5 2.3 1.6 15.5 0.1 0.1: 0.9 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 : 27: 13 12 . . . . . . . . .:
Old : 27: 13 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 : 55.0 73.8 78.3 93.9 54.5 63.5 68.9 73.1
Old : 55.0 73.8 78.3 93.9 54.5 63.5 68.9 73.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,311: 8,137 11,160 1,485 887 1,429 235 600 65 2,795 25 25: 140 120
Old : 14,311: 8,137 11,160 1,485 887 1,429 235 600 65 2,795 25 25: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 30: 40 40 0 0 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 78.0 10.4 6.2 10.0 1.6 4.2 0.5 19.5 0.2 0.2: 1.0 0.8
Old : 100.0: 56.9 78.0 10.4 6.2 10.0 1.6 4.2 0.5 19.5 0.2 0.2: 1.0 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 : 27: 14 12 . . . . . . . . .:
Old : 27: 14 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 : 52.2 73.7 81.3 93.0 51.7 58.6 66.7 71.4
Old : 52.2 73.7 81.3 93.0 51.7 58.6 66.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,887: 7,283 7,869 394 0 100 330 0 0 100 285 630: 50 3
Old : 8,887: 7,283 7,869 394 0 100 330 0 0 100 285 630: 50 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.5 4.4 0.0 1.1 3.7 0.0 0.0 1.1 3.2 7.1: 0.6 0.0
Old : 100.0: 82.0 88.5 4.4 0.0 1.1 3.7 0.0 0.0 1.1 3.2 7.1: 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 : 32: 16 16 4 0 . . 0 0 . . .:
Old : 32: 16 16 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 : 54.8 69.7 75.7 82.8 45.7 62.1 60.0 69.0
Old : 54.8 69.7 75.7 82.8 45.7 62.1 60.0 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,011: 62,333 62,925 14,578 12,201 1,750 0 2,805 0 1,020 0 0: 7,330 7,330
Old : 87,011: 62,333 62,925 14,578 12,201 1,750 0 2,805 0 1,020 0 0: 7,330 7,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 428: 488 403 -60 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 72.3 16.8 14.0 2.0 0.0 3.2 0.0 1.2 0.0 0.0: 8.4 8.4
Old : 100.0: 71.6 72.3 16.8 14.0 2.0 0.0 3.2 0.0 1.2 0.0 0.0: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 . . . 0 . 0 . 0 0:
Old : 28: 18 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 : 75.2 56.9 84.5 79.6 73.4 54.5 80.1 74.4
Old : 75.2 56.9 84.5 79.6 73.4 54.5 80.1 74.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,940: 53,601 53,275 11,722 9,985 2,395 0 3,095 0 840 0 0: 6,382 6,190
Old : 74,940: 53,601 53,275 11,722 9,985 2,395 0 3,095 0 840 0 0: 6,382 6,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 207: 207 177 -30 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 71.1 15.6 13.3 3.2 0.0 4.1 0.0 1.1 0.0 0.0: 8.5 8.3
Old : 100.0: 71.5 71.1 15.6 13.3 3.2 0.0 4.1 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 : 74.8 56.6 85.6 78.5 72.8 52.9 78.9 73.1
Old : 74.8 56.6 85.6 78.5 72.8 52.9 78.9 73.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,900: 8,155 14,060 5,315 0 5,705 950 960 0 870 0 0: 3,905 4,175
Old : 24,900: 8,155 14,060 5,315 0 5,705 950 960 0 870 0 0: 3,905 4,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -90: 300 120 -180 0 0 0 0 0 0 0 0: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 56.5 21.3 0.0 22.9 3.8 3.9 0.0 3.5 0.0 0.0: 15.7 16.8
Old : 100.0: 32.8 56.5 21.3 0.0 22.9 3.8 3.9 0.0 3.5 0.0 0.0: 15.7 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 : 22: 12 14 . 0 . . . 0 . 0 0:
Old : 22: 12 14 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 49.0 74.9 74.0 36.8 38.9 45.1 46.4
Old : 61.0 49.0 74.9 74.0 36.8 38.9 45.1 46.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,669: 38,616 23,410 5,480 22,056 405 11,560 9,480 3,135 0 910 50: 3,423 3,223
Old : 62,669: 38,616 23,410 5,480 22,056 405 11,560 9,480 3,135 0 910 50: 3,423 3,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 445: 350 455 165 0 0 -60 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 37.4 8.7 35.2 0.6 18.4 15.1 5.0 0.0 1.5 0.1: 5.5 5.1
Old : 100.0: 61.6 37.4 8.7 35.2 0.6 18.4 15.1 5.0 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 : 27: 17 16 . . . . . . 0 . .:
Old : 27: 17 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 : 58.0 71.4 79.1 83.5 46.9 67.6 64.5 75.0
Old : 58.0 71.4 79.1 83.5 46.9 67.6 64.5 75.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,899: 27,113 18,883 8,425 12,240 30 2,065 6,320 2,990 0 360 300: 1,976 1,776
Old : 42,899: 27,113 18,883 8,425 12,240 30 2,065 6,320 2,990 0 360 300: 1,976 1,776
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -392: 45 -390 -435 0 0 0 0 0 0 0 0: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 44.0 19.6 28.5 0.1 4.8 14.7 7.0 0.0 0.8 0.7: 4.6 4.1
Old : 100.0: 63.2 44.0 19.6 28.5 0.1 4.8 14.7 7.0 0.0 0.8 0.7: 4.6 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 : 25: 17 15 . . . . . . 0 . .:
Old : 25: 17 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 : 60.7 69.7 84.3 86.6 51.3 66.5 66.5 73.1
Old : 60.7 69.7 84.3 86.6 51.3 66.5 66.5 73.1
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,821: 12,095 12,837 4,390 1,131 505 0 2,920 1,800 0 0 0: 2,031 1,628
Old : 20,821: 12,095 12,837 4,390 1,131 505 0 2,920 1,800 0 0 0: 2,031 1,628
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -120: -300 300 0 -600 0 0 0 0 0 0 0: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 61.7 21.1 5.4 2.4 0.0 14.0 8.6 0.0 0.0 0.0: 9.8 7.8
Old : 100.0: 58.1 61.7 21.1 5.4 2.4 0.0 14.0 8.6 0.0 0.0 0.0: 9.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 11 . . . 0 . . 0 0 0:
Old : 21: 15 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 : 55.9 61.4 76.3 84.1 50.6 54.0 59.9 63.8
Old : 55.9 61.4 76.3 84.1 50.6 54.0 59.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,628: 55,053 32,270 0 34,060 3,370 13,705 1,460 1,230 0 958 1,430: 16,840 16,850
Old : 91,628: 55,053 32,270 0 34,060 3,370 13,705 1,460 1,230 0 958 1,430: 16,840 16,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 755: 740 695 0 40 0 0 0 0 0 0 0: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 35.2 0.0 37.2 3.7 15.0 1.6 1.3 0.0 1.0 1.6: 18.4 18.4
Old : 100.0: 60.1 35.2 0.0 37.2 3.7 15.0 1.6 1.3 0.0 1.0 1.6: 18.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 0 . . . . . 0 . .:
Old : 31: 17 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 : 57.2 48.7 71.7 64.8 53.8 46.8 58.6 53.4
Old : 57.2 48.7 71.7 64.8 53.8 46.8 58.6 53.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 88,644: 53,874 31,709 0 32,040 3,110 14,505 1,385 1,280 0 3,215 525: 15,350 15,380
Old : 88,644: 53,874 31,709 0 32,040 3,110 14,505 1,385 1,280 0 3,215 525: 15,350 15,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 910: 890 405 0 485 0 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 35.8 0.0 36.1 3.5 16.4 1.6 1.4 0.0 3.6 0.6: 17.3 17.4
Old : 100.0: 60.8 35.8 0.0 36.1 3.5 16.4 1.6 1.4 0.0 3.6 0.6: 17.3 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 : 29: 17 19 0 . . . . . 0 . .:
Old : 29: 17 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.2 72.9 66.0 51.6 43.0 57.7 53.7
Old : 54.3 46.2 72.9 66.0 51.6 43.0 57.7 53.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,301: 12,960 3,799 1,219 200 934 0 6,940 2,345 825 4,485 420: 4,598 4,178
Old : 23,301: 12,960 3,799 1,219 200 934 0 6,940 2,345 825 4,485 420: 4,598 4,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 25: -1 24 0 -25 25 0 0 0 0 0 0: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 16.3 5.2 0.9 4.0 0.0 29.8 10.1 3.5 19.2 1.8: 19.7 17.9
Old : 100.0: 55.6 16.3 5.2 0.9 4.0 0.0 29.8 10.1 3.5 19.2 1.8: 19.7 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . 0 . . . . .:
Old : 26: 15 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 62.3 57.5 72.9 30.6 53.1 47.4 60.3
Old : 35.2 62.3 57.5 72.9 30.6 53.1 47.4 60.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,061: 13,035 3,889 634 200 1,484 0 6,940 2,345 825 3,885 545: 4,193 3,773
Old : 23,061: 13,035 3,889 634 200 1,484 0 6,940 2,345 825 3,885 545: 4,193 3,773
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 25: -1 24 0 -25 25 0 0 0 0 0 0: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 16.9 2.7 0.9 6.4 0.0 30.1 10.2 3.6 16.8 2.4: 18.2 16.4
Old : 100.0: 56.5 16.9 2.7 0.9 6.4 0.0 30.1 10.2 3.6 16.8 2.4: 18.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 8 . . . 0 . . . . .:
Old : 26: 15 8 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 60.9 58.2 74.0 30.7 51.0 46.4 58.4
Old : 35.5 60.9 58.2 74.0 30.7 51.0 46.4 58.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,410: 18,885 61,950 16,480 6,315 35 24,195 0 0 8,965 0 0: 1,850 2,110
Old : 70,410: 18,885 61,950 16,480 6,315 35 24,195 0 0 8,965 0 0: 1,850 2,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 365: -100 545 360 0 0 0 0 0 0 0 0: 105 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 88.0 23.4 9.0 0.0 34.4 0.0 0.0 12.7 0.0 0.0: 2.6 3.0
Old : 100.0: 26.8 88.0 23.4 9.0 0.0 34.4 0.0 0.0 12.7 0.0 0.0: 2.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 . . . . 0 0 . 0 0:
Old : 23: 12 13 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 86.9 93.4 93.0 75.1 83.8 90.3 89.0
Old : 75.8 86.9 93.4 93.0 75.1 83.8 90.3 89.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,975: 19,010 61,105 16,755 6,660 315 24,195 0 0 8,090 0 0: 1,610 1,895
Old : 69,975: 19,010 61,105 16,755 6,660 315 24,195 0 0 8,090 0 0: 1,610 1,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 410: 50 410 360 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 87.3 23.9 9.5 0.5 34.6 0.0 0.0 11.6 0.0 0.0: 2.3 2.7
Old : 100.0: 27.2 87.3 23.9 9.5 0.5 34.6 0.0 0.0 11.6 0.0 0.0: 2.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . . 0 0 . 0 0:
Old : 20: 12 12 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 90.2 93.9 95.3 76.4 88.4 91.6 91.4
Old : 76.6 90.2 93.9 95.3 76.4 88.4 91.6 91.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,540: 21,195 50,545 5,890 1,410 2,790 5,250 210 45 19,520 0 170: 2,680 2,370
Old : 57,540: 21,195 50,545 5,890 1,410 2,790 5,250 210 45 19,520 0 170: 2,680 2,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 575: 1,225 -100 -900 0 600 0 0 0 -425 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 87.8 10.2 2.5 4.8 9.1 0.4 0.1 33.9 0.0 0.3: 4.7 4.1
Old : 100.0: 36.8 87.8 10.2 2.5 4.8 9.1 0.4 0.1 33.9 0.0 0.3: 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 : 29: 15 11 . . . . . . 4 0 .:
Old : 29: 15 11 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 82.7 76.2 94.4 53.1 82.3 72.0 87.7
Old : 57.0 82.7 76.2 94.4 53.1 82.3 72.0 87.7
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,920: 19,865 41,915 6,340 1,770 2,025 5,250 135 45 12,195 0 570: 2,630 2,460
Old : 48,920: 19,865 41,915 6,340 1,770 2,025 5,250 135 45 12,195 0 570: 2,630 2,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 725: 1,250 -50 -900 0 600 0 0 0 -400 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 85.7 13.0 3.6 4.1 10.7 0.3 0.1 24.9 0.0 1.2: 5.4 5.0
Old : 100.0: 40.6 85.7 13.0 3.6 4.1 10.7 0.3 0.1 24.9 0.0 1.2: 5.4 5.0
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: 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 : 52.6 79.5 74.3 92.5 48.5 78.9 70.0 85.8
Old : 52.6 79.5 74.3 92.5 48.5 78.9 70.0 85.8
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,300: 35,055 39,660 1,500 2,160 3,575 3,865 14,000 670 16,275 1,200 1,275: 6,085 5,760
Old : 68,300: 35,055 39,660 1,500 2,160 3,575 3,865 14,000 670 16,275 1,200 1,275: 6,085 5,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 800: 925 0 0 900 0 0 -100 0 -125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 58.1 2.2 3.2 5.2 5.7 20.5 1.0 23.8 1.8 1.9: 8.9 8.4
Old : 100.0: 51.3 58.1 2.2 3.2 5.2 5.7 20.5 1.0 23.8 1.8 1.9: 8.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . . . . . . 4 . .:
Old : 32: 14 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 61.6 72.5 79.8 56.5 58.2 68.8 73.4
Old : 58.3 61.6 72.5 79.8 56.5 58.2 68.8 73.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,165: 33,655 35,000 1,500 1,300 3,940 3,665 14,000 670 12,605 1,200 1,275: 4,855 4,780
Old : 62,165: 33,655 35,000 1,500 1,300 3,940 3,665 14,000 670 12,605 1,200 1,275: 4,855 4,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 800: 925 0 0 900 0 0 -100 0 -125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 56.3 2.4 2.1 6.3 5.9 22.5 1.1 20.3 1.9 2.1: 7.8 7.7
Old : 100.0: 54.1 56.3 2.4 2.1 6.3 5.9 22.5 1.1 20.3 1.9 2.1: 7.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . . . . . . 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 : 56.3 64.9 71.3 80.7 53.5 62.0 66.0 73.3
Old : 56.3 64.9 71.3 80.7 53.5 62.0 66.0 73.3
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,737: 37,346 23,456 0 19,705 90 19,115 160 4,105 0 13,180 1,355: 2,726 2,686
Old : 64,737: 37,346 23,456 0 19,705 90 19,115 160 4,105 0 13,180 1,355: 2,726 2,686
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 235: 140 -310 0 625 0 400 100 0 0 125 -300: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 36.2 0.0 30.4 0.1 29.5 0.2 6.3 0.0 20.4 2.1: 4.2 4.1
Old : 100.0: 57.7 36.2 0.0 30.4 0.1 29.5 0.2 6.3 0.0 20.4 2.1: 4.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 11 0 . . . . . 0 . .:
Old : 30: 20 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 69.1 78.7 88.0 54.6 63.1 70.7 76.3
Old : 56.5 69.1 78.7 88.0 54.6 63.1 70.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,876: 34,041 20,341 0 17,220 90 12,515 210 4,080 0 8,985 1,600: 2,550 2,350
Old : 54,876: 34,041 20,341 0 17,220 90 12,515 210 4,080 0 8,985 1,600: 2,550 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 565: 565 90 0 400 0 300 100 5 0 275 -300: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 37.1 0.0 31.4 0.2 22.8 0.4 7.4 0.0 16.4 2.9: 4.6 4.3
Old : 100.0: 62.0 37.1 0.0 31.4 0.2 22.8 0.4 7.4 0.0 16.4 2.9: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 11 0 . . . . . 0 . .:
Old : 30: 20 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 : 53.5 64.6 77.5 87.0 47.2 58.6 65.2 70.5
Old : 53.5 64.6 77.5 87.0 47.2 58.6 65.2 70.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,094: 103,760 78,477 23,818 535 7,079 550 34,317 6,990 1,200 15,940 1,800: 44,897 44,956
Old : 190,094: 103,760 78,477 23,818 535 7,079 550 34,317 6,990 1,200 15,940 1,800: 44,897 44,956
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,770: -571 2,374 2,270 50 165 150 450 0 0 -1,025 260: 496 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 41.3 12.5 0.3 3.7 0.3 18.1 3.7 0.6 8.4 0.9: 23.6 23.6
Old : 100.0: 54.6 41.3 12.5 0.3 3.7 0.3 18.1 3.7 0.6 8.4 0.9: 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 : 43: 25 27 . . . . . . . 5 .:
Old : 43: 25 27 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 38.4 61.5 55.6 42.9 35.5 51.9 49.5
Old : 48.4 38.4 61.5 55.6 42.9 35.5 51.9 49.5
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,386: 79,113 66,562 22,835 0 3,751 450 26,782 6,740 1,200 10,230 2,740: 36,557 36,581
Old : 153,386: 79,113 66,562 22,835 0 3,751 450 26,782 6,740 1,200 10,230 2,740: 36,557 36,581
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,175: -550 2,095 1,920 0 -157 150 400 0 0 -950 360: 452 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 43.4 14.9 0.0 2.4 0.3 17.5 4.4 0.8 6.7 1.8: 23.8 23.8
Old : 100.0: 51.6 43.4 14.9 0.0 2.4 0.3 17.5 4.4 0.8 6.7 1.8: 23.8 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 27 . 0 . . . . . 5 .:
Old : 43: 24 27 . 0 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 35.8 57.0 52.6 39.2 30.4 47.5 44.6
Old : 44.4 35.8 57.0 52.6 39.2 30.4 47.5 44.6
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,794: 27,355 38,073 15,451 5,261 9,670 3,255 0 8,055 83 2,900 0: 4,925 4,835
Old : 68,794: 27,355 38,073 15,451 5,261 9,670 3,255 0 8,055 83 2,900 0: 4,925 4,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 900: 720 860 0 -140 140 0 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 55.3 22.5 7.6 14.1 4.7 0.0 11.7 0.1 4.2 0.0: 7.2 7.0
Old : 100.0: 39.8 55.3 22.5 7.6 14.1 4.7 0.0 11.7 0.1 4.2 0.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 . . . . 0 . . . 0:
Old : 28: 13 16 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 45.9 79.4 74.5 38.6 36.2 49.7 49.8
Old : 58.9 45.9 79.4 74.5 38.6 36.2 49.7 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,340: 25,125 31,550 8,661 3,041 7,759 3,100 0 8,455 0 2,400 0: 6,240 6,135
Old : 59,340: 25,125 31,550 8,661 3,041 7,759 3,100 0 8,455 0 2,400 0: 6,240 6,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 920: 555 890 95 -240 240 0 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 53.2 14.6 5.1 13.1 5.2 0.0 14.2 0.0 4.0 0.0: 10.5 10.3
Old : 100.0: 42.3 53.2 14.6 5.1 13.1 5.2 0.0 14.2 0.0 4.0 0.0: 10.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . . 0 . 0 . 0:
Old : 26: 16 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 46.3 69.9 75.3 31.4 35.1 41.8 46.0
Old : 51.6 46.3 69.9 75.3 31.4 35.1 41.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,770: 21,045 20,445 560 4,790 5,040 5,175 2,965 5,765 1,120 0 560: 3,505 3,205
Old : 42,770: 21,045 20,445 560 4,790 5,040 5,175 2,965 5,765 1,120 0 560: 3,505 3,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 290: 395 110 -240 0 240 0 0 0 0 0 0: -105 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 47.8 1.3 11.2 11.8 12.1 6.9 13.5 2.6 0.0 1.3: 8.2 7.5
Old : 100.0: 49.2 47.8 1.3 11.2 11.8 12.1 6.9 13.5 2.6 0.0 1.3: 8.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 16 . . . . . . . 0 .:
Old : 25: 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 : 54.7 48.1 76.2 70.0 36.1 32.5 45.3 45.4
Old : 54.7 48.1 76.2 70.0 36.1 32.5 45.3 45.4
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,600: 16,640 30,045 0 4,880 4,460 20,420 3,255 4,250 1,120 0 560: 3,150 3,150
Old : 50,600: 16,640 30,045 0 4,880 4,460 20,420 3,255 4,250 1,120 0 560: 3,150 3,150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 280: 265 75 0 190 50 0 0 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 59.4 0.0 9.6 8.8 40.4 6.4 8.4 2.2 0.0 1.1: 6.2 6.2
Old : 100.0: 32.9 59.4 0.0 9.6 8.8 40.4 6.4 8.4 2.2 0.0 1.1: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 16 0 . . . . . . 0 .:
Old : 24: 13 16 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 46.6 86.4 70.4 53.7 30.4 56.6 47.0
Old : 73.8 46.6 86.4 70.4 53.7 30.4 56.6 47.0
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 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 193,487: 111,506 118,966 2,597 4,119 29,316 9,500 3,445 7,395 2,320 10 640: 30,213 29,596
Old : 193,487: 111,506 118,966 2,597 4,119 29,316 9,500 3,445 7,395 2,320 10 640: 30,213 29,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 704: 2,522 -359 -3,841 -722 1,899 205 -45 45 0 0 0: -127 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 61.5 1.3 2.1 15.2 4.9 1.8 3.8 1.2 0.0 0.3: 15.6 15.3
Old : 100.0: 57.6 61.5 1.3 2.1 15.2 4.9 1.8 3.8 1.2 0.0 0.3: 15.6 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 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 : 39.0 46.8 57.6 66.0 26.0 26.5 31.7 34.6
Old : 39.0 46.8 57.6 66.0 26.0 26.5 31.7 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, September 29, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,485: 76,705 74,850 1,950 10,660 15,200 5,310 325 10,060 1,870 0 0: 20,390 20,390
Old : 131,485: 76,705 74,850 1,950 10,660 15,200 5,310 325 10,060 1,870 0 0: 20,390 20,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -665: -815 -340 25 -450 -65 0 0 0 0 0 0: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 56.9 1.5 8.1 11.6 4.0 0.2 7.7 1.4 0.0 0.0: 15.5 15.5
Old : 100.0: 58.3 56.9 1.5 8.1 11.6 4.0 0.2 7.7 1.4 0.0 0.0: 15.5 15.5
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 : 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 : 35.0 42.7 56.1 62.2 23.7 29.9 32.1 34.4
Old : 35.0 42.7 56.1 62.2 23.7 29.9 32.1 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020