COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,245: 12,051 7,516 89 2,400 376 201 0 180 0 2,419 1,492: 856 862
Old : 15,245: 12,051 7,516 89 2,400 376 201 0 180 0 2,419 1,492: 856 862
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 196: -30 11 0 127 10 50 0 0 0 -145 178: -12 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 49.3 0.6 15.7 2.5 1.3 0.0 1.2 0.0 15.9 9.8: 5.6 5.7
Old : 100.0: 79.0 49.3 0.6 15.7 2.5 1.3 0.0 1.2 0.0 15.9 9.8: 5.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.8 45.4 85.4 70.3 40.2 27.9 53.5 46.7
Old : 58.8 45.4 85.4 70.3 40.2 27.9 53.5 46.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 9,110: 5,309 5,066 708 642 910 782 616 330 170 1,028 454: 448 64
Old : 9,110: 5,309 5,066 708 642 910 782 616 330 170 1,028 454: 448 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,022: -197 -796 -63 -356 -1 -253 67 41 -502 222 -68: 22 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 55.6 7.8 7.1 10.0 8.6 6.8 3.6 1.9 11.3 5.0: 4.9 0.7
Old : 100.0: 58.3 55.6 7.8 7.1 10.0 8.6 6.8 3.6 1.9 11.3 5.0: 4.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 17 . . . . . . . 10 10:
Old : 39: 17 17 . . . . . . . 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 45.7 66.7 69.8 30.7 38.1 45.4 48.2
Old : 46.9 45.7 66.7 69.8 30.7 38.1 45.4 48.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,984: 20,747 29,805 4,132 1,680 1,560 1,057 0 423 5,605 191 325: 135 0
Old : 33,984: 20,747 29,805 4,132 1,680 1,560 1,057 0 423 5,605 191 325: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,852: -1,837 -1,469 -139 211 -236 123 -105 -73 440 -50 -130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 87.7 12.2 4.9 4.6 3.1 0.0 1.2 16.5 0.6 1.0: 0.4 0.0
Old : 100.0: 61.0 87.7 12.2 4.9 4.6 3.1 0.0 1.2 16.5 0.6 1.0: 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 : 33: 17 19 . . . . 0 . 4 . .:
Old : 33: 17 19 . . . . 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 : 49.3 61.1 71.4 82.7 46.4 54.0 60.3 67.7
Old : 49.3 61.1 71.4 82.7 46.4 54.0 60.3 67.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 30,763: 23,751 24,428 0 4,098 1,237 640 0 150 4,485 350 500: 0 0
Old : 30,763: 23,751 24,428 0 4,098 1,237 640 0 150 4,485 350 500: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -771: -644 -885 0 -687 251 -203 0 0 -375 350 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 79.4 0.0 13.3 4.0 2.1 0.0 0.5 14.6 1.1 1.6: 0.0 0.0
Old : 100.0: 77.2 79.4 0.0 13.3 4.0 2.1 0.0 0.5 14.6 1.1 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 16 0 . . . 0 . . . .:
Old : 29: 16 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 : 54.5 69.3 76.0 90.2 52.0 60.4 69.7 75.7
Old : 54.5 69.3 76.0 90.2 52.0 60.4 69.7 75.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,158: 94,090 100,094 236 14,530 9,275 18,094 678 1,576 7,321 4,808 2,017: 549 180
Old : 133,158: 94,090 100,094 236 14,530 9,275 18,094 678 1,576 7,321 4,808 2,017: 549 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -5,841: -5,875 -5,273 -330 156 -372 478 285 -532 1,429 535 -637: -2 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 75.2 0.2 10.9 7.0 13.6 0.5 1.2 5.5 3.6 1.5: 0.4 0.1
Old : 100.0: 70.7 75.2 0.2 10.9 7.0 13.6 0.5 1.2 5.5 3.6 1.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 31 34 . . 5 8 5 6 7 6 7:
Old : 66: 31 34 . . 5 8 5 6 7 6 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 : 47.7 35.1 61.5 59.0 38.7 28.3 48.6 42.1
Old : 47.7 35.1 61.5 59.0 38.7 28.3 48.6 42.1
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,984: 48,639 42,624 2,220 10,603 3,217 3,279 0 169 475 1,345 985: 0 41
Old : 58,984: 48,639 42,624 2,220 10,603 3,217 3,279 0 169 475 1,345 985: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,555: -2,975 -3,459 -250 117 -150 230 0 -104 -25 415 -281: 0 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 72.3 3.8 18.0 5.5 5.6 0.0 0.3 0.8 2.3 1.7: 0.0 0.1
Old : 100.0: 82.5 72.3 3.8 18.0 5.5 5.6 0.0 0.3 0.8 2.3 1.7: 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 : 40: 19 22 . . . 4 0 . . 4 .:
Old : 40: 19 22 . . . 4 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 : 66.1 76.2 85.1 90.9 63.7 62.6 75.2 73.9
Old : 66.1 76.2 85.1 90.9 63.7 62.6 75.2 73.9
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 34,958: 33,491 25,555 435 6,808 657 0 453 0 150 1,260 225: 0 0
Old : 34,958: 33,491 25,555 435 6,808 657 0 453 0 150 1,260 225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,326: -1,733 -1,875 -32 61 -161 0 -351 0 -375 25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 73.1 1.2 19.5 1.9 0.0 1.3 0.0 0.4 3.6 0.6: 0.0 0.0
Old : 100.0: 95.8 73.1 1.2 19.5 1.9 0.0 1.3 0.0 0.4 3.6 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . . 0 . 0 . . .:
Old : 22: 11 10 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 83.0 96.2 93.8 76.7 70.5 81.0 79.6
Old : 81.4 83.0 96.2 93.8 76.7 70.5 81.0 79.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 53,158: 32,588 20,973 769 22,813 2,836 13,955 0 50 581 4,397 2,022: 357 67
Old : 53,158: 32,588 20,973 769 22,813 2,836 13,955 0 50 581 4,397 2,022: 357 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,230: -639 -1,013 4 -283 131 -200 0 0 -87 320 -379: -60 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 39.5 1.4 42.9 5.3 26.3 0.0 0.1 1.1 8.3 3.8: 0.7 0.1
Old : 100.0: 61.3 39.5 1.4 42.9 5.3 26.3 0.0 0.1 1.1 8.3 3.8: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 16 21 . . 5 4 0 . . . .:
Old : 35: 16 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 68.2 72.4 82.5 51.8 60.6 63.8 72.6
Old : 53.9 68.2 72.4 82.5 51.8 60.6 63.8 72.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 68,196: 40,222 23,209 0 35,603 3,344 19,956 175 175 1,322 2,811 2,824: 353 55
Old : 68,196: 40,222 23,209 0 35,603 3,344 19,956 175 175 1,322 2,811 2,824: 353 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,125: -987 -1,033 0 -397 291 -154 50 25 47 225 -276: -71 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 34.0 0.0 52.2 4.9 29.3 0.3 0.3 1.9 4.1 4.1: 0.5 0.1
Old : 100.0: 59.0 34.0 0.0 52.2 4.9 29.3 0.3 0.3 1.9 4.1 4.1: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 22 0 4 . 6 . . . . .:
Old : 42: 22 22 0 4 . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.4 75.6 84.0 57.2 60.1 67.6 73.7
Old : 58.5 67.4 75.6 84.0 57.2 60.1 67.6 73.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,515: 47,177 39,749 10,435 19,513 2,995 0 125 0 1,682 334 1,799: 427 0
Old : 64,515: 47,177 39,749 10,435 19,513 2,995 0 125 0 1,682 334 1,799: 427 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,964: -2,879 -2,405 825 -569 -151 -25 -25 0 -1,059 -164 350: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 61.6 16.2 30.2 4.6 0.0 0.2 0.0 2.6 0.5 2.8: 0.7 0.0
Old : 100.0: 73.1 61.6 16.2 30.2 4.6 0.0 0.2 0.0 2.6 0.5 2.8: 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 : 38: 21 20 4 . . 0 . 0 . . .:
Old : 38: 21 20 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 : 41.1 61.6 65.7 84.1 38.0 61.6 60.4 77.8
Old : 41.1 61.6 65.7 84.1 38.0 61.6 60.4 77.8
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,344: 58,257 44,859 18,517 32,872 742 0 165 0 1,305 595 2,111: 412 0
Old : 81,344: 58,257 44,859 18,517 32,872 742 0 165 0 1,305 595 2,111: 412 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,503: -3,057 -2,348 560 -1,206 -53 -25 -45 0 -1,108 -66 230: -50 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 55.1 22.8 40.4 0.9 0.0 0.2 0.0 1.6 0.7 2.6: 0.5 0.0
Old : 100.0: 71.6 55.1 22.8 40.4 0.9 0.0 0.2 0.0 1.6 0.7 2.6: 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 : 43: 26 23 4 . . 0 . 0 . . .:
Old : 43: 26 23 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 : 41.1 64.3 63.2 82.8 40.5 64.3 61.2 77.3
Old : 41.1 64.3 63.2 82.8 40.5 64.3 61.2 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,065: 26,564 36,532 9,980 0 3,049 100 0 0 100 220 0: 272 264
Old : 40,065: 26,564 36,532 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 29, 2020 :
: 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 91.2 24.9 0.0 7.6 0.2 0.0 0.0 0.2 0.5 0.0: 0.7 0.7
Old : 100.0: 66.3 91.2 24.9 0.0 7.6 0.2 0.0 0.0 0.2 0.5 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 14 . 0 . . 0 0 . . 0:
Old : 24: 16 14 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 80.0 84.5 94.7 60.4 72.7 71.7 79.1
Old : 68.8 80.0 84.5 94.7 60.4 72.7 71.7 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,720: 26,085 14,976 0 11,219 879 0 600 0 360 46 0: 396 0
Old : 27,720: 26,085 14,976 0 11,219 879 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 29, 2020 :
: -152: -172 388 0 -560 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 54.0 0.0 40.5 3.2 0.0 2.2 0.0 1.3 0.2 0.0: 1.4 0.0
Old : 100.0: 94.1 54.0 0.0 40.5 3.2 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 : 64.5 65.8 81.3 87.0 50.4 53.2 58.3 62.6
Old : 64.5 65.8 81.3 87.0 50.4 53.2 58.3 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,163: 16,856 24,141 5,230 0 1,590 0 0 0 2,050 87 345: 92 0
Old : 26,163: 16,856 24,141 5,230 0 1,590 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 29, 2020 :
: 2,857: 3,132 3,132 0 0 -275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 92.3 20.0 0.0 6.1 0.0 0.0 0.0 7.8 0.3 1.3: 0.4 0.0
Old : 100.0: 64.4 92.3 20.0 0.0 6.1 0.0 0.0 0.0 7.8 0.3 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 : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 76.0 86.8 95.3 50.4 71.1 68.9 74.6
Old : 56.2 76.0 86.8 95.3 50.4 71.1 68.9 74.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,383: 77,240 73,199 325 10,325 7,725 6,079 269 1,130 4,545 4,780 1,907: 433 49
Old : 99,383: 77,240 73,199 325 10,325 7,725 6,079 269 1,130 4,545 4,780 1,907: 433 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 6,411: 7,911 5,403 200 1,294 -394 -436 95 -1 -997 8 117: 10 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 73.7 0.3 10.4 7.8 6.1 0.3 1.1 4.6 4.8 1.9: 0.4 0.0
Old : 100.0: 77.7 73.7 0.3 10.4 7.8 6.1 0.3 1.1 4.6 4.8 1.9: 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 : 67: 37 33 . . . 7 . 5 9 5 10:
Old : 67: 37 33 . . . 7 . 5 9 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 40.3 59.7 65.9 30.7 27.1 41.8 39.5
Old : 39.5 40.3 59.7 65.9 30.7 27.1 41.8 39.5
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,743: 15,499 19,057 3,648 50 836 100 100 600 0 100 0: 60 0
Old : 20,743: 15,499 19,057 3,648 50 836 100 100 600 0 100 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 592: 990 1,560 -280 50 -118 0 0 0 0 -900 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 91.9 17.6 0.2 4.0 0.5 0.5 2.9 0.0 0.5 0.0: 0.3 0.0
Old : 100.0: 74.7 91.9 17.6 0.2 4.0 0.5 0.5 2.9 0.0 0.5 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:
Old : 21: 10 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 54.2 91.2 80.4 46.7 44.7 56.4 54.3
Old : 66.8 54.2 91.2 80.4 46.7 44.7 56.4 54.3
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,094: 14,850 18,408 3,648 50 836 100 100 600 0 100 0: 60 0
Old : 20,094: 14,850 18,408 3,648 50 836 100 100 600 0 100 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 592: 990 1,560 -280 50 -118 0 0 0 0 -900 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 91.6 18.2 0.2 4.2 0.5 0.5 3.0 0.0 0.5 0.0: 0.3 0.0
Old : 100.0: 73.9 91.6 18.2 0.2 4.2 0.5 0.5 3.0 0.0 0.5 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:
Old : 21: 9 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 53.1 93.4 79.5 46.5 44.9 54.5 51.8
Old : 67.3 53.1 93.4 79.5 46.5 44.9 54.5 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,656: 55,300 47,147 0 6,761 3,095 100 0 600 870 2,275 1,385: 306 393
Old : 61,656: 55,300 47,147 0 6,761 3,095 100 0 600 870 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 29, 2020 :
: 7,438: 8,275 5,005 0 2,370 63 0 0 0 -900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 76.5 0.0 11.0 5.0 0.2 0.0 1.0 1.4 3.7 2.2: 0.5 0.6
Old : 100.0: 89.7 76.5 0.0 11.0 5.0 0.2 0.0 1.0 1.4 3.7 2.2: 0.5 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 : 32: 18 18 0 . . . 0 . . . 4:
Old : 32: 18 18 0 . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 45.1 76.9 71.4 52.5 35.4 58.0 51.5
Old : 61.0 45.1 76.9 71.4 52.5 35.4 58.0 51.5
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,305: 35,405 41,190 6,054 50 4,509 100 0 0 200 260 0: 37 296
Old : 46,305: 35,405 41,190 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 29, 2020 :
: 643: 643 643 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 89.0 13.1 0.1 9.7 0.2 0.0 0.0 0.4 0.6 0.0: 0.1 0.6
Old : 100.0: 76.5 89.0 13.1 0.1 9.7 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 : 58.1 75.4 77.5 93.2 45.7 63.3 59.6 68.8
Old : 58.1 75.4 77.5 93.2 45.7 63.3 59.6 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,308: 38,601 29,270 200 9,769 3,414 1,450 963 70 0 595 100: 473 127
Old : 44,308: 38,601 29,270 200 9,769 3,414 1,450 963 70 0 595 100: 473 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -412: -379 -579 50 228 -83 -20 0 20 0 0 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 66.1 0.5 22.0 7.7 3.3 2.2 0.2 0.0 1.3 0.2: 1.1 0.3
Old : 100.0: 87.1 66.1 0.5 22.0 7.7 3.3 2.2 0.2 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 : 34: 21 19 . . . . . . 0 . .:
Old : 34: 21 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 68.6 80.1 85.4 46.9 59.2 58.7 64.0
Old : 58.7 68.6 80.1 85.4 46.9 59.2 58.7 64.0
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,581: 44,068 54,731 8,410 200 2,325 0 0 0 1,970 0 85: 723 240
Old : 57,581: 44,068 54,731 8,410 200 2,325 0 0 0 1,970 0 85: 723 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,286: -3,405 -4,076 -606 -110 0 0 -25 0 -265 -100 25: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 95.1 14.6 0.3 4.0 0.0 0.0 0.0 3.4 0.0 0.1: 1.3 0.4
Old : 100.0: 76.5 95.1 14.6 0.3 4.0 0.0 0.0 0.0 3.4 0.0 0.1: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 12 5 . . 0 0 0 . 0 .:
Old : 30: 17 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 : 52.2 91.2 75.9 97.6 50.8 87.6 71.0 88.4
Old : 52.2 91.2 75.9 97.6 50.8 87.6 71.0 88.4
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,399: 49,530 54,676 4,976 2,295 2,880 0 80 0 2,333 0 240: 440 228
Old : 60,399: 49,530 54,676 4,976 2,295 2,880 0 80 0 2,333 0 240: 440 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -5,201: -4,691 -4,415 -184 60 -195 0 -646 0 -72 0 -33: -26 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 90.5 8.2 3.8 4.8 0.0 0.1 0.0 3.9 0.0 0.4: 0.7 0.4
Old : 100.0: 82.0 90.5 8.2 3.8 4.8 0.0 0.1 0.0 3.9 0.0 0.4: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 14 4 . 4 0 . 0 . 0 .:
Old : 34: 20 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 : 48.2 85.8 73.5 94.4 46.0 81.6 70.1 86.0
Old : 48.2 85.8 73.5 94.4 46.0 81.6 70.1 86.0
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,603: 63,936 72,381 9,282 4,061 1,023 0 534 0 3,690 396 2,148: 524 60
Old : 80,603: 63,936 72,381 9,282 4,061 1,023 0 534 0 3,690 396 2,148: 524 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,387: -3,907 -3,171 40 -193 -50 0 0 0 69 -110 92: 369 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 89.8 11.5 5.0 1.3 0.0 0.7 0.0 4.6 0.5 2.7: 0.7 0.1
Old : 100.0: 79.3 89.8 11.5 5.0 1.3 0.0 0.7 0.0 4.6 0.5 2.7: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 19 5 . . 0 . 0 . . .:
Old : 37: 18 19 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 59.0 71.4 85.1 53.6 57.2 69.6 80.3
Old : 54.8 59.0 71.4 85.1 53.6 57.2 69.6 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,314: 78,594 85,297 10,188 4,385 2,371 405 373 481 1,429 935 3,409: 437 63
Old : 97,314: 78,594 85,297 10,188 4,385 2,371 405 373 481 1,429 935 3,409: 437 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -5,676: -5,443 -4,706 -124 -145 50 120 -211 146 -385 -726 -77: 37 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 87.7 10.5 4.5 2.4 0.4 0.4 0.5 1.5 1.0 3.5: 0.4 0.1
Old : 100.0: 80.8 87.7 10.5 4.5 2.4 0.4 0.4 0.5 1.5 1.0 3.5: 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 : 51: 22 21 5 . . . 4 4 4 4 4:
Old : 51: 22 21 5 . . . 4 4 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 51.8 67.7 79.1 48.4 51.5 64.1 74.6
Old : 50.0 51.8 67.7 79.1 48.4 51.5 64.1 74.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,122: 35,546 49,718 18,274 978 734 0 3,599 13 555 35 0: 0 45
Old : 55,122: 35,546 49,718 18,274 978 734 0 3,599 13 555 35 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,827: -4,632 -3,300 725 -94 25 0 -378 0 150 35 -95: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 90.2 33.2 1.8 1.3 0.0 6.5 0.0 1.0 0.1 0.0: 0.0 0.1
Old : 100.0: 64.5 90.2 33.2 1.8 1.3 0.0 6.5 0.0 1.0 0.1 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 14 . . . 0 . . . . 0:
Old : 30: 13 14 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 88.9 94.8 96.1 80.2 86.2 89.0 90.3
Old : 82.5 88.9 94.8 96.1 80.2 86.2 89.0 90.3
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,685: 29,080 45,060 17,155 0 450 0 225 0 0 950 0: 0 0
Old : 46,685: 29,080 45,060 17,155 0 450 0 225 0 0 950 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,860: -2,055 -2,510 195 0 0 0 0 0 0 650 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 96.5 36.7 0.0 1.0 0.0 0.5 0.0 0.0 2.0 0.0: 0.0 0.0
Old : 100.0: 62.3 96.5 36.7 0.0 1.0 0.0 0.5 0.0 0.0 2.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . 0 . 0 . 0 0 . 0:
Old : 22: 10 9 . 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 : 84.4 96.2 96.0 99.5 84.3 90.7 92.6 93.3
Old : 84.4 96.2 96.0 99.5 84.3 90.7 92.6 93.3
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,049: 34,611 48,290 14,176 0 5,705 450 290 0 501 1,276 436: 170 52
Old : 56,049: 34,611 48,290 14,176 0 5,705 450 290 0 501 1,276 436: 170 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,218: -479 -1,072 -547 0 -6 -100 -35 0 -91 -35 -55: 60 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 86.2 25.3 0.0 10.2 0.8 0.5 0.0 0.9 2.3 0.8: 0.3 0.1
Old : 100.0: 61.8 86.2 25.3 0.0 10.2 0.8 0.5 0.0 0.9 2.3 0.8: 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 : 34: 19 20 5 0 . . . 0 . . .:
Old : 34: 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 : 54.9 76.9 76.5 88.6 45.8 63.5 62.4 68.2
Old : 54.9 76.9 76.5 88.6 45.8 63.5 62.4 68.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,661: 43,378 50,981 11,173 588 5,077 972 3,435 90 875 1,668 460: 636 362
Old : 62,661: 43,378 50,981 11,173 588 5,077 972 3,435 90 875 1,668 460: 636 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,640: -718 -2,451 -686 258 -402 -596 83 -135 -17 120 -171: 85 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 81.4 17.8 0.9 8.1 1.6 5.5 0.1 1.4 2.7 0.7: 1.0 0.6
Old : 100.0: 69.2 81.4 17.8 0.9 8.1 1.6 5.5 0.1 1.4 2.7 0.7: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 20 . . . . . . . . .:
Old : 34: 20 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 : 59.3 72.3 81.8 85.8 58.8 64.1 71.9 71.0
Old : 59.3 72.3 81.8 85.8 58.8 64.1 71.9 71.0
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,851: 10,305 19,994 12,493 0 547 0 1,985 0 70 1,073 157: 279 95
Old : 23,851: 10,305 19,994 12,493 0 547 0 1,985 0 70 1,073 157: 279 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 142: -16 -543 -265 0 305 0 410 0 0 -177 157: -39 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 83.8 52.4 0.0 2.3 0.0 8.3 0.0 0.3 4.5 0.7: 1.2 0.4
Old : 100.0: 43.2 83.8 52.4 0.0 2.3 0.0 8.3 0.0 0.3 4.5 0.7: 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 : 26: 14 12 4 0 . 0 . 0 . . .:
Old : 26: 14 12 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 : 74.5 71.1 89.9 88.9 72.5 68.4 87.2 86.2
Old : 74.5 71.1 89.9 88.9 72.5 68.4 87.2 86.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,119: 10,120 21,667 12,121 0 432 0 525 0 0 495 0: 446 0
Old : 23,119: 10,120 21,667 12,121 0 432 0 525 0 0 495 0: 446 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -230: -135 -545 -284 0 300 0 0 0 0 15 0: -111 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 93.7 52.4 0.0 1.9 0.0 2.3 0.0 0.0 2.1 0.0: 1.9 0.0
Old : 100.0: 43.8 93.7 52.4 0.0 1.9 0.0 2.3 0.0 0.0 2.1 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 5 0 . 0 . 0 0 . 0:
Old : 23: 12 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 : 73.3 83.9 89.2 94.7 71.2 80.7 86.9 91.5
Old : 73.3 83.9 89.2 94.7 71.2 80.7 86.9 91.5
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,862: 21,302 19,312 2,430 5,212 383 0 234 180 1,410 249 625: 532 667
Old : 26,862: 21,302 19,312 2,430 5,212 383 0 234 180 1,410 249 625: 532 667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,556: -1,187 -1,147 -155 -105 -80 0 -60 0 -40 -95 -55: -39 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 71.9 9.0 19.4 1.4 0.0 0.9 0.7 5.2 0.9 2.3: 2.0 2.5
Old : 100.0: 79.3 71.9 9.0 19.4 1.4 0.0 0.9 0.7 5.2 0.9 2.3: 2.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 62.5 62.5 81.6 82.3 60.0 61.2 74.2 75.8
Old : 62.5 62.5 81.6 82.3 60.0 61.2 74.2 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,352: 12,658 13,849 1,328 597 204 0 525 0 901 531 187: 1,074 459
Old : 16,352: 12,658 13,849 1,328 597 204 0 525 0 901 531 187: 1,074 459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -784: -1,030 -385 -45 -163 -10 0 -155 0 365 -26 -40: -24 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 84.7 8.1 3.7 1.2 0.0 3.2 0.0 5.5 3.2 1.1: 6.6 2.8
Old : 100.0: 77.4 84.7 8.1 3.7 1.2 0.0 3.2 0.0 5.5 3.2 1.1: 6.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . . 0 . 0 . . .:
Old : 20: 9 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 : 64.5 75.7 85.8 87.8 60.3 65.1 74.7 75.7
Old : 64.5 75.7 85.8 87.8 60.3 65.1 74.7 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,881: 40,238 24,497 7,789 21,038 610 2,595 4,696 175 1,817 2,309 1,498: 159 58
Old : 54,881: 40,238 24,497 7,789 21,038 610 2,595 4,696 175 1,817 2,309 1,498: 159 58
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,235: -1,470 -1,790 200 54 109 0 -648 -30 -82 1,003 49: -11 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 44.6 14.2 38.3 1.1 4.7 8.6 0.3 3.3 4.2 2.7: 0.3 0.1
Old : 100.0: 73.3 44.6 14.2 38.3 1.1 4.7 8.6 0.3 3.3 4.2 2.7: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 21 5 . . . . . 5 . 5:
Old : 45: 22 21 5 . . . . . 5 . 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 : 58.1 71.0 74.6 84.4 51.0 57.6 64.9 69.1
Old : 58.1 71.0 74.6 84.4 51.0 57.6 64.9 69.1
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 33,437: 28,121 10,814 1,500 17,384 1,255 750 2,195 20 551 633 944: 296 192
Old : 33,437: 28,121 10,814 1,500 17,384 1,255 750 2,195 20 551 633 944: 296 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -879: -1,125 -893 61 -243 262 0 95 -20 0 -54 -41: -16 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 32.3 4.5 52.0 3.8 2.2 6.6 0.1 1.6 1.9 2.8: 0.9 0.6
Old : 100.0: 84.1 32.3 4.5 52.0 3.8 2.2 6.6 0.1 1.6 1.9 2.8: 0.9 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 : 35: 21 17 4 . . . . . . . .:
Old : 35: 21 17 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 : 66.9 70.6 79.8 83.2 59.7 69.7 70.1 76.6
Old : 66.9 70.6 79.8 83.2 59.7 69.7 70.1 76.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,355: 6,905 14,875 7,185 0 390 250 0 0 580 75 0: 45 15
Old : 15,355: 6,905 14,875 7,185 0 390 250 0 0 580 75 0: 45 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,827: -1,126 -1,706 -675 0 15 50 -36 -50 0 -25 -25: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 96.9 46.8 0.0 2.5 1.6 0.0 0.0 3.8 0.5 0.0: 0.3 0.1
Old : 100.0: 45.0 96.9 46.8 0.0 2.5 1.6 0.0 0.0 3.8 0.5 0.0: 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 : 28: 14 13 . 0 . . 0 0 . . 0:
Old : 28: 14 13 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 89.9 85.2 95.2 66.1 85.3 80.4 88.6
Old : 69.5 89.9 85.2 95.2 66.1 85.3 80.4 88.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 21,675: 9,058 21,420 11,273 0 205 0 0 0 1,050 0 50: 39 0
Old : 21,675: 9,058 21,420 11,273 0 205 0 0 0 1,050 0 50: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -618: -445 -523 -65 0 -70 0 0 0 -25 -25 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 98.8 52.0 0.0 0.9 0.0 0.0 0.0 4.8 0.0 0.2: 0.2 0.0
Old : 100.0: 41.8 98.8 52.0 0.0 0.9 0.0 0.0 0.0 4.8 0.0 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 : 22: 12 9 . 0 . 0 0 0 4 0 .:
Old : 22: 12 9 . 0 . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 95.8 92.8 99.1 70.5 93.7 91.3 96.2
Old : 71.8 95.8 92.8 99.1 70.5 93.7 91.3 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,953: 5,515 6,805 1,849 1,530 1,118 65 0 0 460 75 290: 656 135
Old : 9,953: 5,515 6,805 1,849 1,530 1,118 65 0 0 460 75 290: 656 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -770: -568 -435 -214 -270 90 -25 0 0 110 -25 -130: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 68.4 18.6 15.4 11.2 0.7 0.0 0.0 4.6 0.8 2.9: 6.6 1.4
Old : 100.0: 55.4 68.4 18.6 15.4 11.2 0.7 0.0 0.0 4.6 0.8 2.9: 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 : 24: 12 9 . . . . 0 0 . . .:
Old : 24: 12 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 60.2 80.0 88.4 44.0 55.5 64.0 72.6
Old : 53.9 60.2 80.0 88.4 44.0 55.5 64.0 72.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,173: 4,847 5,905 1,830 1,530 1,133 65 0 0 280 75 395: 623 135
Old : 9,173: 4,847 5,905 1,830 1,530 1,133 65 0 0 280 75 395: 623 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -770: -588 -485 -197 -270 90 -25 0 0 60 -25 -80: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 64.4 19.9 16.7 12.4 0.7 0.0 0.0 3.1 0.8 4.3: 6.8 1.5
Old : 100.0: 52.8 64.4 19.9 16.7 12.4 0.7 0.0 0.0 3.1 0.8 4.3: 6.8 1.5
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 : 23: 11 9 . . . . 0 0 . . .:
Old : 23: 11 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 65.9 79.3 86.6 44.8 58.5 61.5 68.7
Old : 59.0 65.9 79.3 86.6 44.8 58.5 61.5 68.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,112: 16,930 43,122 24,320 0 260 125 0 0 1,525 50 2,670: 282 10
Old : 46,112: 16,930 43,122 24,320 0 260 125 0 0 1,525 50 2,670: 282 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -291: -1,480 -251 1,385 0 60 0 -50 0 -235 -50 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 93.5 52.7 0.0 0.6 0.3 0.0 0.0 3.3 0.1 5.8: 0.6 0.0
Old : 100.0: 36.7 93.5 52.7 0.0 0.6 0.3 0.0 0.0 3.3 0.1 5.8: 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 4 0 . . 0 0 4 . .:
Old : 31: 16 13 4 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 : 76.8 73.5 88.5 93.4 71.7 72.6 77.4 83.8
Old : 76.8 73.5 88.5 93.4 71.7 72.6 77.4 83.8
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,337: 17,635 43,532 23,970 0 250 125 0 0 1,580 50 2,495: 282 10
Old : 46,337: 17,635 43,532 23,970 0 250 125 0 0 1,580 50 2,495: 282 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -356: -1,515 -306 1,405 0 50 0 -50 0 -275 -50 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 93.9 51.7 0.0 0.5 0.3 0.0 0.0 3.4 0.1 5.4: 0.6 0.0
Old : 100.0: 38.1 93.9 51.7 0.0 0.5 0.3 0.0 0.0 3.4 0.1 5.4: 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 4 0 . . 0 0 4 . .:
Old : 31: 16 13 4 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 : 74.8 73.7 87.3 94.2 70.5 72.8 77.0 84.2
Old : 74.8 73.7 87.3 94.2 70.5 72.8 77.0 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,661: 80,914 86,578 20,153 8,471 6,796 0 2,274 760 1,965 5,743 1,020: 53 19
Old : 111,661: 80,914 86,578 20,153 8,471 6,796 0 2,274 760 1,965 5,743 1,020: 53 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,570: -3,330 -4,252 -1,080 857 -463 0 -150 -60 450 -404 -88: 1 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 77.5 18.0 7.6 6.1 0.0 2.0 0.7 1.8 5.1 0.9: 0.0 0.0
Old : 100.0: 72.5 77.5 18.0 7.6 6.1 0.0 2.0 0.7 1.8 5.1 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 35 28 4 . . 0 5 . 6 6 4:
Old : 63: 35 28 4 . . 0 5 . 6 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 47.4 64.6 68.5 44.0 43.9 58.8 62.2
Old : 47.3 47.4 64.6 68.5 44.0 43.9 58.8 62.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,702: 86,327 94,845 19,320 4,776 8,712 255 2,059 1,734 1,405 5,668 1,882: 67 26
Old : 119,702: 86,327 94,845 19,320 4,776 8,712 255 2,059 1,734 1,405 5,668 1,882: 67 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -7,473: -4,144 -7,744 -1,547 641 152 -752 633 -964 75 88 -266: -27 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 79.2 16.1 4.0 7.3 0.2 1.7 1.4 1.2 4.7 1.6: 0.1 0.0
Old : 100.0: 72.1 79.2 16.1 4.0 7.3 0.2 1.7 1.4 1.2 4.7 1.6: 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 30 5 . 4 . . 4 4 7 7:
Old : 64: 38 30 5 . 4 . . 4 4 7 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 : 40.0 47.0 61.7 68.0 36.6 44.5 53.6 59.2
Old : 40.0 47.0 61.7 68.0 36.6 44.5 53.6 59.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 549,155: 325,135 363,775 22,331 4,443 97,994 22,000 13,914 37,152 20,892 8,033 23,235: 416 609
Old : 549,155: 325,135 363,775 22,331 4,443 97,994 22,000 13,914 37,152 20,892 8,033 23,235: 416 609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -12,507: -6,102 -9,791 -2,668 181 -2,275 -342 -472 -527 1,478 1,540 -765: -1,307 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 66.2 4.1 0.8 17.8 4.0 2.5 6.8 3.8 1.5 4.2: 0.1 0.1
Old : 100.0: 59.2 66.2 4.1 0.8 17.8 4.0 2.5 6.8 3.8 1.5 4.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 96: 43 42 4 . 5 9 9 9 15 11 18:
Old : 96: 43 42 4 . 5 9 9 9 15 11 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 38.7 57.5 59.4 9.6 15.3 14.7 19.1
Old : 39.5 38.7 57.5 59.4 9.6 15.3 14.7 19.1
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,115: 10,114 13,365 1,355 609 1,266 720 600 65 2,410 0 0: 185 210
Old : 16,115: 10,114 13,365 1,355 609 1,266 720 600 65 2,410 0 0: 185 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -960: -395 -945 -90 -36 1 -40 201 -201 -235 -25 -25: 25 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 82.9 8.4 3.8 7.9 4.5 3.7 0.4 15.0 0.0 0.0: 1.1 1.3
Old : 100.0: 62.8 82.9 8.4 3.8 7.9 4.5 3.7 0.4 15.0 0.0 0.0: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . . . . 0 0:
Old : 26: 13 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 76.5 80.3 93.5 55.6 66.2 70.4 76.3
Old : 56.1 76.5 80.3 93.5 55.6 66.2 70.4 76.3
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,551: 7,912 10,425 1,360 902 1,369 220 600 65 2,460 0 0: 165 190
Old : 13,551: 7,912 10,425 1,360 902 1,369 220 600 65 2,460 0 0: 165 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -760: -225 -735 -125 15 -60 -15 0 0 -335 -25 -25: 25 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 76.9 10.0 6.7 10.1 1.6 4.4 0.5 18.2 0.0 0.0: 1.2 1.4
Old : 100.0: 58.4 76.9 10.0 6.7 10.1 1.6 4.4 0.5 18.2 0.0 0.0: 1.2 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 : 26: 14 12 . . . . . . . 0 0:
Old : 26: 14 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 74.5 81.5 92.6 51.1 59.9 68.0 73.2
Old : 52.1 74.5 81.5 92.6 51.1 59.9 68.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,085: 7,281 8,067 594 0 100 330 0 0 100 285 630: 50 3
Old : 9,085: 7,281 8,067 594 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 29, 2020 :
: 198: -2 198 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 88.8 6.5 0.0 1.1 3.6 0.0 0.0 1.1 3.1 6.9: 0.6 0.0
Old : 100.0: 80.1 88.8 6.5 0.0 1.1 3.6 0.0 0.0 1.1 3.1 6.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.5 68.1 74.0 82.2 44.7 62.7 59.5 69.7
Old : 53.5 68.1 74.0 82.2 44.7 62.7 59.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,041: 59,304 60,065 13,762 11,836 1,750 0 2,185 0 1,020 0 0: 7,205 7,205
Old : 83,041: 59,304 60,065 13,762 11,836 1,750 0 2,185 0 1,020 0 0: 7,205 7,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,970: -3,029 -2,860 -816 -365 0 0 -620 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 72.3 16.6 14.3 2.1 0.0 2.6 0.0 1.2 0.0 0.0: 8.7 8.7
Old : 100.0: 71.4 72.3 16.6 14.3 2.1 0.0 2.6 0.0 1.2 0.0 0.0: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 74.7 57.4 84.2 80.2 73.1 54.8 79.9 74.9
Old : 74.7 57.4 84.2 80.2 73.1 54.8 79.9 74.9
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,760: 50,997 51,020 11,286 9,770 2,365 0 2,525 0 840 0 0: 6,272 6,080
Old : 71,760: 50,997 51,020 11,286 9,770 2,365 0 2,525 0 840 0 0: 6,272 6,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,180: -2,604 -2,255 -436 -215 -30 0 -570 0 0 0 0: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 71.1 15.7 13.6 3.3 0.0 3.5 0.0 1.2 0.0 0.0: 8.7 8.5
Old : 100.0: 71.1 71.1 15.7 13.6 3.3 0.0 3.5 0.0 1.2 0.0 0.0: 8.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 17 . . . 0 . 0 . 0 0:
Old : 26: 17 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 : 74.8 57.4 85.9 78.9 72.6 53.5 79.4 73.7
Old : 74.8 57.4 85.9 78.9 72.6 53.5 79.4 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,910: 7,820 13,175 4,855 0 5,760 950 945 0 755 0 0: 3,770 4,030
Old : 23,910: 7,820 13,175 4,855 0 5,760 950 945 0 755 0 0: 3,770 4,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -990: -335 -885 -460 0 55 0 -15 0 -115 0 0: -135 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 55.1 20.3 0.0 24.1 4.0 4.0 0.0 3.2 0.0 0.0: 15.8 16.9
Old : 100.0: 32.7 55.1 20.3 0.0 24.1 4.0 4.0 0.0 3.2 0.0 0.0: 15.8 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.7 49.7 75.4 74.8 36.3 38.1 45.7 46.9
Old : 61.7 49.7 75.4 74.8 36.3 38.1 45.7 46.9
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,029: 38,013 22,154 4,007 21,226 54 11,560 9,485 2,990 0 910 50: 3,355 3,160
Old : 60,029: 38,013 22,154 4,007 21,226 54 11,560 9,485 2,990 0 910 50: 3,355 3,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,640: -603 -1,256 -1,473 -830 -351 0 5 -145 0 0 0: -68 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 36.9 6.7 35.4 0.1 19.3 15.8 5.0 0.0 1.5 0.1: 5.6 5.3
Old : 100.0: 63.3 36.9 6.7 35.4 0.1 19.3 15.8 5.0 0.0 1.5 0.1: 5.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.4 71.0 78.7 83.6 46.1 67.2 64.6 75.6
Old : 58.4 71.0 78.7 83.6 46.1 67.2 64.6 75.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,359: 26,100 16,812 7,152 11,865 0 1,915 6,335 2,975 0 360 300: 1,917 1,712
Old : 40,359: 26,100 16,812 7,152 11,865 0 1,915 6,335 2,975 0 360 300: 1,917 1,712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,540: -1,013 -2,071 -1,273 -375 -30 -150 15 -15 0 0 0: -59 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 41.7 17.7 29.4 0.0 4.7 15.7 7.4 0.0 0.9 0.7: 4.7 4.2
Old : 100.0: 64.7 41.7 17.7 29.4 0.0 4.7 15.7 7.4 0.0 0.9 0.7: 4.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 14 . . 0 . . . 0 . .:
Old : 24: 15 14 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 69.1 85.0 85.8 50.0 66.0 65.7 73.0
Old : 59.6 69.1 85.0 85.8 50.0 66.0 65.7 73.0
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,391: 11,770 14,452 5,012 0 1,738 0 2,735 1,800 0 0 0: 2,071 1,666
Old : 22,391: 11,770 14,452 5,012 0 1,738 0 2,735 1,800 0 0 0: 2,071 1,666
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 1,570: -325 1,615 622 -1,131 1,233 0 -185 0 0 0 0: 40 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 64.5 22.4 0.0 7.8 0.0 12.2 8.0 0.0 0.0 0.0: 9.2 7.4
Old : 100.0: 52.6 64.5 22.4 0.0 7.8 0.0 12.2 8.0 0.0 0.0 0.0: 9.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 11 . 0 . 0 . . 0 0 0:
Old : 21: 16 11 . 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 : 55.8 61.7 75.1 85.4 49.1 57.7 58.7 63.6
Old : 55.8 61.7 75.1 85.4 49.1 57.7 58.7 63.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,624: 53,179 31,544 0 34,150 3,700 14,675 1,225 635 0 885 1,420: 16,015 16,065
Old : 89,624: 53,179 31,544 0 34,150 3,700 14,675 1,225 635 0 885 1,420: 16,015 16,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,004: -1,874 -726 0 90 330 970 -235 -595 0 -73 -10: -825 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 35.2 0.0 38.1 4.1 16.4 1.4 0.7 0.0 1.0 1.6: 17.9 17.9
Old : 100.0: 59.3 35.2 0.0 38.1 4.1 16.4 1.4 0.7 0.0 1.0 1.6: 17.9 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 : 30: 17 20 0 . . . . . 0 . .:
Old : 30: 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 : 57.4 50.7 72.6 66.8 54.6 48.8 59.9 55.2
Old : 57.4 50.7 72.6 66.8 54.6 48.8 59.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,004: 51,984 31,384 0 31,660 3,440 15,440 1,225 920 0 3,125 525: 14,695 14,725
Old : 87,004: 51,984 31,384 0 31,660 3,440 15,440 1,225 920 0 3,125 525: 14,695 14,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,640: -1,890 -325 0 -380 330 935 -160 -360 0 -90 0: -655 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 36.1 0.0 36.4 4.0 17.7 1.4 1.1 0.0 3.6 0.6: 16.9 16.9
Old : 100.0: 59.7 36.1 0.0 36.4 4.0 17.7 1.4 1.1 0.0 3.6 0.6: 16.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 19 0 . . . . . 0 . .:
Old : 30: 16 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 47.3 73.0 67.1 51.8 44.8 58.6 54.7
Old : 54.1 47.3 73.0 67.1 51.8 44.8 58.6 54.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,050: 12,494 3,629 1,665 225 763 0 6,940 1,960 800 4,580 255: 4,113 3,698
Old : 22,050: 12,494 3,629 1,665 225 763 0 6,940 1,960 800 4,580 255: 4,113 3,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,251: -466 -170 446 25 -171 0 0 -385 -25 95 -165: -485 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 16.5 7.6 1.0 3.5 0.0 31.5 8.9 3.6 20.8 1.2: 18.7 16.8
Old : 100.0: 56.7 16.5 7.6 1.0 3.5 0.0 31.5 8.9 3.6 20.8 1.2: 18.7 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 : 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 : 36.4 63.7 59.3 74.0 33.1 53.7 50.9 63.0
Old : 36.4 63.7 59.3 74.0 33.1 53.7 50.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,785: 12,569 3,694 1,080 225 1,313 0 6,940 1,960 800 4,005 355: 3,708 3,293
Old : 21,785: 12,569 3,694 1,080 225 1,313 0 6,940 1,960 800 4,005 355: 3,708 3,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,276: -466 -195 446 25 -171 0 0 -385 -25 120 -190: -485 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 17.0 5.0 1.0 6.0 0.0 31.9 9.0 3.7 18.4 1.6: 17.0 15.1
Old : 100.0: 57.7 17.0 5.0 1.0 6.0 0.0 31.9 9.0 3.7 18.4 1.6: 17.0 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 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 : 36.6 62.3 60.1 75.1 32.0 51.7 49.1 61.1
Old : 36.6 62.3 60.1 75.1 32.0 51.7 49.1 61.1
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,660: 18,800 60,570 16,820 5,775 35 22,605 100 0 8,465 0 0: 1,935 2,180
Old : 68,660: 18,800 60,570 16,820 5,775 35 22,605 100 0 8,465 0 0: 1,935 2,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,750: -85 -1,380 340 -540 0 -1,590 100 0 -500 0 0: 85 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 88.2 24.5 8.4 0.1 32.9 0.1 0.0 12.3 0.0 0.0: 2.8 3.2
Old : 100.0: 27.4 88.2 24.5 8.4 0.1 32.9 0.1 0.0 12.3 0.0 0.0: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 13 . . . . . 0 . 0 0:
Old : 24: 12 13 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 85.1 93.4 92.2 73.3 81.9 88.3 86.8
Old : 75.1 85.1 93.4 92.2 73.3 81.9 88.3 86.8
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,860: 18,960 59,560 16,570 5,865 315 22,855 300 0 7,590 0 0: 1,570 1,820
Old : 67,860: 18,960 59,560 16,570 5,865 315 22,855 300 0 7,590 0 0: 1,570 1,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,115: -50 -1,545 -185 -795 0 -1,340 300 0 -500 0 0: -40 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 87.8 24.4 8.6 0.5 33.7 0.4 0.0 11.2 0.0 0.0: 2.3 2.7
Old : 100.0: 27.9 87.8 24.4 8.6 0.5 33.7 0.4 0.0 11.2 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 : 21: 12 11 . . . . . 0 . 0 0:
Old : 21: 12 11 . . . . . 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 : 75.7 88.4 93.9 95.0 75.5 86.5 90.1 89.6
Old : 75.7 88.4 93.9 95.0 75.5 86.5 90.1 89.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,085: 19,960 48,660 5,215 1,200 2,665 5,180 0 165 19,190 0 170: 2,540 2,225
Old : 55,085: 19,960 48,660 5,215 1,200 2,665 5,180 0 165 19,190 0 170: 2,540 2,225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,455: -1,235 -1,885 -675 -210 -125 -70 -210 120 -330 0 0: -140 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 88.3 9.5 2.2 4.8 9.4 0.0 0.3 34.8 0.0 0.3: 4.6 4.0
Old : 100.0: 36.2 88.3 9.5 2.2 4.8 9.4 0.0 0.3 34.8 0.0 0.3: 4.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 11 . . . . 0 . . 0 .:
Old : 28: 15 11 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 83.6 76.2 94.6 53.5 83.2 72.1 87.9
Old : 57.4 83.6 76.2 94.6 53.5 83.2 72.1 87.9
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 46,915: 18,640 40,445 5,765 1,560 1,900 5,180 0 165 12,240 0 520: 2,505 2,325
Old : 46,915: 18,640 40,445 5,765 1,560 1,900 5,180 0 165 12,240 0 520: 2,505 2,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,005: -1,225 -1,470 -575 -210 -125 -70 -135 120 45 0 -50: -125 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 86.2 12.3 3.3 4.0 11.0 0.0 0.4 26.1 0.0 1.1: 5.3 5.0
Old : 100.0: 39.7 86.2 12.3 3.3 4.0 11.0 0.0 0.4 26.1 0.0 1.1: 5.3 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 : 27: 14 11 . . . . 0 . . 0 .:
Old : 27: 14 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 : 53.1 80.5 74.5 92.7 49.1 79.9 70.2 86.2
Old : 53.1 80.5 74.5 92.7 49.1 79.9 70.2 86.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,255: 33,095 36,055 1,555 2,570 3,410 3,940 14,495 175 15,145 1,100 1,275: 5,660 5,175
Old : 64,255: 33,095 36,055 1,555 2,570 3,410 3,940 14,495 175 15,145 1,100 1,275: 5,660 5,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,045: -1,960 -3,605 55 410 -165 75 495 -495 -1,130 -100 0: -425 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 56.1 2.4 4.0 5.3 6.1 22.6 0.3 23.6 1.7 2.0: 8.8 8.1
Old : 100.0: 51.5 56.1 2.4 4.0 5.3 6.1 22.6 0.3 23.6 1.7 2.0: 8.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 13 . . . . . . 4 . .:
Old : 31: 13 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 62.7 73.6 80.7 56.4 59.2 69.6 74.7
Old : 58.4 62.7 73.6 80.7 56.4 59.2 69.6 74.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,340: 31,485 31,600 1,555 1,645 3,840 3,715 14,495 175 11,845 1,100 1,275: 4,450 4,210
Old : 58,340: 31,485 31,600 1,555 1,645 3,840 3,715 14,495 175 11,845 1,100 1,275: 4,450 4,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,825: -2,170 -3,400 55 345 -100 50 495 -495 -760 -100 0: -405 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 54.2 2.7 2.8 6.6 6.4 24.8 0.3 20.3 1.9 2.2: 7.6 7.2
Old : 100.0: 54.0 54.2 2.7 2.8 6.6 6.4 24.8 0.3 20.3 1.9 2.2: 7.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 13 . . . . . . 4 . .:
Old : 31: 13 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 : 56.8 66.1 73.0 81.9 53.8 63.1 67.3 75.1
Old : 56.8 66.1 73.0 81.9 53.8 63.1 67.3 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,267: 36,476 22,231 0 19,485 90 17,880 250 4,015 0 12,420 1,355: 2,451 2,421
Old : 62,267: 36,476 22,231 0 19,485 90 17,880 250 4,015 0 12,420 1,355: 2,451 2,421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,470: -870 -1,225 0 -220 0 -1,235 90 -90 0 -760 0: -275 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 35.7 0.0 31.3 0.1 28.7 0.4 6.4 0.0 19.9 2.2: 3.9 3.9
Old : 100.0: 58.6 35.7 0.0 31.3 0.1 28.7 0.4 6.4 0.0 19.9 2.2: 3.9 3.9
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 : 30: 20 10 0 . . . . . 0 . .:
Old : 30: 20 10 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 68.0 79.0 87.8 54.1 61.0 69.7 75.1
Old : 55.9 68.0 79.0 87.8 54.1 61.0 69.7 75.1
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,561: 32,833 19,821 0 17,282 90 12,555 250 4,080 0 8,215 1,600: 2,403 2,223
Old : 53,561: 32,833 19,821 0 17,282 90 12,555 250 4,080 0 8,215 1,600: 2,403 2,223
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,315: -1,208 -520 0 62 0 40 40 0 0 -770 0: -147 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 37.0 0.0 32.3 0.2 23.4 0.5 7.6 0.0 15.3 3.0: 4.5 4.2
Old : 100.0: 61.3 37.0 0.0 32.3 0.2 23.4 0.5 7.6 0.0 15.3 3.0: 4.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 10 0 . . . . . 0 . .:
Old : 30: 20 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 : 54.0 63.8 77.7 87.2 47.8 57.7 65.0 70.2
Old : 54.0 63.8 77.7 87.2 47.8 57.7 65.0 70.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 184,411: 101,019 75,878 24,067 655 6,541 545 35,039 6,790 1,100 15,140 1,700: 42,649 42,668
Old : 184,411: 101,019 75,878 24,067 655 6,541 545 35,039 6,790 1,100 15,140 1,700: 42,649 42,668
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -5,683: -2,741 -2,599 249 120 -538 -5 722 -200 -100 -800 -100: -2,248 -2,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 41.1 13.1 0.4 3.5 0.3 19.0 3.7 0.6 8.2 0.9: 23.1 23.1
Old : 100.0: 54.8 41.1 13.1 0.4 3.5 0.3 19.0 3.7 0.6 8.2 0.9: 23.1 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 27 . . . . . . . 4 .:
Old : 42: 24 27 . . . . . . . 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 : 47.8 39.4 61.7 56.4 42.4 35.5 52.5 50.7
Old : 47.8 39.4 61.7 56.4 42.4 35.5 52.5 50.7
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 150,428: 78,001 63,725 23,197 0 3,708 495 28,689 6,540 1,100 10,385 2,680: 34,707 34,701
Old : 150,428: 78,001 63,725 23,197 0 3,708 495 28,689 6,540 1,100 10,385 2,680: 34,707 34,701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,958: -1,112 -2,837 362 0 -43 45 1,907 -200 -100 155 -60: -1,850 -1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 42.4 15.4 0.0 2.5 0.3 19.1 4.3 0.7 6.9 1.8: 23.1 23.1
Old : 100.0: 51.9 42.4 15.4 0.0 2.5 0.3 19.1 4.3 0.7 6.9 1.8: 23.1 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 27 . 0 . . . . . 4 .:
Old : 42: 23 27 . 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 : 44.6 37.3 57.9 54.4 39.8 32.4 49.3 46.8
Old : 44.6 37.3 57.9 54.4 39.8 32.4 49.3 46.8
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,371: 26,045 36,675 14,931 4,756 9,975 2,930 0 7,650 0 2,555 0: 4,840 4,760
Old : 66,371: 26,045 36,675 14,931 4,756 9,975 2,930 0 7,650 0 2,555 0: 4,840 4,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,423: -1,310 -1,398 -520 -505 305 -325 0 -405 -83 -345 0: -85 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 55.3 22.5 7.2 15.0 4.4 0.0 11.5 0.0 3.8 0.0: 7.3 7.2
Old : 100.0: 39.2 55.3 22.5 7.2 15.0 4.4 0.0 11.5 0.0 3.8 0.0: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 16 . . . . 0 . 0 . 0:
Old : 27: 13 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 45.6 80.0 75.3 38.8 37.0 49.6 49.6
Old : 58.8 45.6 80.0 75.3 38.8 37.0 49.6 49.6
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,050: 24,125 30,325 8,586 3,286 7,489 2,885 0 8,075 0 2,080 0: 5,890 5,795
Old : 57,050: 24,125 30,325 8,586 3,286 7,489 2,885 0 8,075 0 2,080 0: 5,890 5,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -2,290: -1,000 -1,225 -75 245 -270 -215 0 -380 0 -320 0: -350 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 53.2 15.0 5.8 13.1 5.1 0.0 14.2 0.0 3.6 0.0: 10.3 10.2
Old : 100.0: 42.3 53.2 15.0 5.8 13.1 5.1 0.0 14.2 0.0 3.6 0.0: 10.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . . 0 . 0 . 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 : 52.3 46.3 70.7 75.9 32.6 35.7 42.8 47.0
Old : 52.3 46.3 70.7 75.9 32.6 35.7 42.8 47.0
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,495: 21,330 20,425 200 4,750 5,100 5,100 3,000 5,505 1,260 0 420: 3,580 3,295
Old : 42,495: 21,330 20,425 200 4,750 5,100 5,100 3,000 5,505 1,260 0 420: 3,580 3,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -275: 285 -20 -360 -40 60 -75 35 -260 140 0 -140: 75 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 48.1 0.5 11.2 12.0 12.0 7.1 13.0 3.0 0.0 1.0: 8.4 7.8
Old : 100.0: 50.2 48.1 0.5 11.2 12.0 12.0 7.1 13.0 3.0 0.0 1.0: 8.4 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 : 25: 15 15 . . . . . . . 0 .:
Old : 25: 15 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 : 56.1 48.1 77.1 71.4 38.6 31.9 48.0 46.0
Old : 56.1 48.1 77.1 71.4 38.6 31.9 48.0 46.0
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,305: 16,630 30,130 0 4,935 4,280 20,095 3,130 4,250 1,260 0 420: 3,370 3,160
Old : 50,305: 16,630 30,130 0 4,935 4,280 20,095 3,130 4,250 1,260 0 420: 3,370 3,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -295: -10 85 0 55 -180 -325 -125 0 140 0 -140: 220 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 59.9 0.0 9.8 8.5 39.9 6.2 8.4 2.5 0.0 0.8: 6.7 6.3
Old : 100.0: 33.1 59.9 0.0 9.8 8.5 39.9 6.2 8.4 2.5 0.0 0.8: 6.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 0 . . . . . . 0 .:
Old : 23: 12 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 46.6 87.1 69.9 55.4 31.5 57.9 47.3
Old : 74.4 46.6 87.1 69.9 55.4 31.5 57.9 47.3
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 189,174: 110,297 120,312 4,905 5,845 26,373 9,250 950 8,955 2,145 0 600: 26,650 26,139
Old : 189,174: 110,297 120,312 4,905 5,845 26,373 9,250 950 8,955 2,145 0 600: 26,650 26,139
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,313: -1,209 1,345 2,308 1,726 -2,943 -250 -2,495 1,560 -175 -10 -40: -3,563 -3,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 63.6 2.6 3.1 13.9 4.9 0.5 4.7 1.1 0.0 0.3: 14.1 13.8
Old : 100.0: 58.3 63.6 2.6 3.1 13.9 4.9 0.5 4.7 1.1 0.0 0.3: 14.1 13.8
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 : 38: 26 27 . . . . . . . 0 .:
Old : 38: 26 27 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 46.7 58.2 66.2 27.2 27.9 34.1 37.2
Old : 39.6 46.7 58.2 66.2 27.2 27.9 34.1 37.2
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 127,865: 74,765 75,075 15 8,820 15,075 7,805 280 9,760 1,575 0 0: 18,870 18,855
Old : 127,865: 74,765 75,075 15 8,820 15,075 7,805 280 9,760 1,575 0 0: 18,870 18,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -3,620: -1,940 225 -1,935 -1,840 -125 2,495 -45 -300 -295 0 0: -1,520 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 58.7 0.0 6.9 11.8 6.1 0.2 7.6 1.2 0.0 0.0: 14.8 14.7
Old : 100.0: 58.5 58.7 0.0 6.9 11.8 6.1 0.2 7.6 1.2 0.0 0.0: 14.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 24 . . . . . . . 0 0:
Old : 32: 22 24 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 42.2 58.2 61.9 25.2 29.7 35.0 36.6
Old : 38.1 42.2 58.2 61.9 25.2 29.7 35.0 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 09, 2020