COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,242: 11,821 7,620 124 2,451 371 251 0 180 0 2,261 1,435: 1,060 924
Old : 15,242: 11,821 7,620 124 2,451 371 251 0 180 0 2,261 1,435: 1,060 924
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -3: -230 104 35 51 -5 50 0 0 0 -158 -57: 204 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 50.0 0.8 16.1 2.4 1.6 0.0 1.2 0.0 14.8 9.4: 7.0 6.1
Old : 100.0: 77.6 50.0 0.8 16.1 2.4 1.6 0.0 1.2 0.0 14.8 9.4: 7.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 9 . . . . 0 . 0 4 .:
Old : 21: 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 : 58.7 45.3 85.2 70.1 37.4 28.0 50.6 44.6
Old : 58.7 45.3 85.2 70.1 37.4 28.0 50.6 44.6
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,482: 5,528 5,430 708 638 912 735 468 500 166 986 485: 448 64
Old : 9,482: 5,528 5,430 708 638 912 735 468 500 166 986 485: 448 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 372: 219 364 0 -4 2 -46 -148 170 -4 -42 31: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 57.3 7.5 6.7 9.6 7.8 4.9 5.3 1.8 10.4 5.1: 4.7 0.7
Old : 100.0: 58.3 57.3 7.5 6.7 9.6 7.8 4.9 5.3 1.8 10.4 5.1: 4.7 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 : 39: 17 17 . . . . . . . 10 11:
Old : 39: 17 17 . . . . . . . 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 44.6 67.0 68.5 29.5 35.5 42.6 45.5
Old : 47.3 44.6 67.0 68.5 29.5 35.5 42.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 34,134: 20,922 29,880 3,997 1,730 1,560 1,182 0 423 5,505 191 350: 195 0
Old : 34,134: 20,922 29,880 3,997 1,730 1,560 1,182 0 423 5,505 191 350: 195 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 150: 175 75 -135 50 0 125 0 0 -100 0 25: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 87.5 11.7 5.1 4.6 3.5 0.0 1.2 16.1 0.6 1.0: 0.6 0.0
Old : 100.0: 61.3 87.5 11.7 5.1 4.6 3.5 0.0 1.2 16.1 0.6 1.0: 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 : 35: 17 20 . . . . 0 . 4 . .:
Old : 35: 17 20 . . . . 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 : 48.5 60.5 70.3 82.2 45.6 53.5 59.5 67.7
Old : 48.5 60.5 70.3 82.2 45.6 53.5 59.5 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 31,023: 23,826 24,578 0 4,148 1,272 640 0 150 4,635 375 500: 0 0
Old : 31,023: 23,826 24,578 0 4,148 1,272 640 0 150 4,635 375 500: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 260: 75 150 0 50 35 0 0 0 150 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 79.2 0.0 13.4 4.1 2.1 0.0 0.5 14.9 1.2 1.6: 0.0 0.0
Old : 100.0: 76.8 79.2 0.0 13.4 4.1 2.1 0.0 0.5 14.9 1.2 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 : 54.3 69.2 76.0 90.0 52.1 60.3 69.5 75.6
Old : 54.3 69.2 76.0 90.0 52.1 60.3 69.5 75.6
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,996: 94,788 101,547 551 13,824 9,087 17,963 558 1,696 7,398 5,169 1,972: 541 143
Old : 133,996: 94,788 101,547 551 13,824 9,087 17,963 558 1,696 7,398 5,169 1,972: 541 143
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 838: 698 1,453 315 -706 -188 -131 -120 120 77 361 -45: -8 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 75.8 0.4 10.3 6.8 13.4 0.4 1.3 5.5 3.9 1.5: 0.4 0.1
Old : 100.0: 70.7 75.8 0.4 10.3 6.8 13.4 0.4 1.3 5.5 3.9 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 : 67: 32 35 . . 5 8 5 6 7 6 8:
Old : 67: 32 35 . . 5 8 5 6 7 6 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 34.9 61.7 58.7 39.3 27.8 49.2 41.5
Old : 48.2 34.9 61.7 58.7 39.3 27.8 49.2 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 60,095: 48,843 43,967 2,220 10,068 3,580 3,458 0 154 475 920 1,365: 0 41
Old : 60,095: 48,843 43,967 2,220 10,068 3,580 3,458 0 154 475 920 1,365: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,111: 204 1,343 0 -535 363 179 0 -15 0 -425 380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 73.2 3.7 16.8 6.0 5.8 0.0 0.3 0.8 1.5 2.3: 0.0 0.1
Old : 100.0: 81.3 73.2 3.7 16.8 6.0 5.8 0.0 0.3 0.8 1.5 2.3: 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 : 41: 20 23 . . . 5 0 . . 4 .:
Old : 41: 20 23 . . . 5 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 : 65.0 75.8 84.4 91.1 62.5 61.9 73.9 73.4
Old : 65.0 75.8 84.4 91.1 62.5 61.9 73.9 73.4
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,845: 33,466 25,555 410 6,608 744 0 453 0 150 1,410 75: 0 0
Old : 34,845: 33,466 25,555 410 6,608 744 0 453 0 150 1,410 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -113: -25 0 -25 -200 87 0 0 0 0 150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 73.3 1.2 19.0 2.1 0.0 1.3 0.0 0.4 4.0 0.2: 0.0 0.0
Old : 100.0: 96.0 73.3 1.2 19.0 2.1 0.0 1.3 0.0 0.4 4.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.6 82.9 96.4 93.7 76.9 70.1 81.2 79.7
Old : 81.6 82.9 96.4 93.7 76.9 70.1 81.2 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,217: 32,343 20,813 1,189 23,001 2,828 13,955 0 50 629 4,402 2,021: 202 102
Old : 53,217: 32,343 20,813 1,189 23,001 2,828 13,955 0 50 629 4,402 2,021: 202 102
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 59: -245 -160 420 188 -8 0 0 0 48 5 -1: -155 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 39.1 2.2 43.2 5.3 26.2 0.0 0.1 1.2 8.3 3.8: 0.4 0.2
Old : 100.0: 60.8 39.1 2.2 43.2 5.3 26.2 0.0 0.1 1.2 8.3 3.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 21 . . 5 4 0 . . . .:
Old : 36: 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 : 53.0 68.1 71.5 82.3 50.7 60.5 62.7 72.4
Old : 53.0 68.1 71.5 82.3 50.7 60.5 62.7 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,417: 40,037 23,044 300 35,836 3,412 19,906 175 225 1,400 2,811 2,824: 313 90
Old : 68,417: 40,037 23,044 300 35,836 3,412 19,906 175 225 1,400 2,811 2,824: 313 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 221: -185 -165 300 233 68 -50 0 50 78 0 0: -40 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 33.7 0.4 52.4 5.0 29.1 0.3 0.3 2.0 4.1 4.1: 0.5 0.1
Old : 100.0: 58.5 33.7 0.4 52.4 5.0 29.1 0.3 0.3 2.0 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 : 44: 22 22 . 4 . 6 . . 4 . .:
Old : 44: 22 22 . 4 . 6 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 67.2 74.7 84.2 56.2 60.0 66.5 73.8
Old : 57.6 67.2 74.7 84.2 56.2 60.0 66.5 73.8
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,725: 47,542 39,934 10,315 19,453 2,995 0 125 0 1,562 334 1,884: 427 0
Old : 64,725: 47,542 39,934 10,315 19,453 2,995 0 125 0 1,562 334 1,884: 427 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 210: 365 185 -120 -60 0 0 0 0 -120 0 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 61.7 15.9 30.1 4.6 0.0 0.2 0.0 2.4 0.5 2.9: 0.7 0.0
Old : 100.0: 73.5 61.7 15.9 30.1 4.6 0.0 0.2 0.0 2.4 0.5 2.9: 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 61.3 65.8 83.9 38.4 61.3 60.4 77.7
Old : 41.1 61.3 65.8 83.9 38.4 61.3 60.4 77.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,691: 58,687 45,174 18,417 32,812 742 0 165 0 1,235 602 2,196: 414 0
Old : 81,691: 58,687 45,174 18,417 32,812 742 0 165 0 1,235 602 2,196: 414 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 347: 430 315 -100 -60 0 0 0 0 -70 7 85: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 55.3 22.5 40.2 0.9 0.0 0.2 0.0 1.5 0.7 2.7: 0.5 0.0
Old : 100.0: 71.8 55.3 22.5 40.2 0.9 0.0 0.2 0.0 1.5 0.7 2.7: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 40.8 64.0 63.2 82.7 40.3 64.0 61.3 77.2
Old : 40.8 64.0 63.2 82.7 40.3 64.0 61.3 77.2
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,270: 25,089 34,777 9,660 0 3,049 100 0 0 75 195 0: 297 249
Old : 38,270: 25,089 34,777 9,660 0 3,049 100 0 0 75 195 0: 297 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,795: -1,475 -1,755 -320 0 0 0 0 0 -25 -25 0: 25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 90.9 25.2 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0: 0.8 0.7
Old : 100.0: 65.6 90.9 25.2 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0: 0.8 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 : 23: 16 13 . 0 . . 0 0 . . 0:
Old : 23: 16 13 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 80.0 86.0 95.3 61.6 73.3 72.6 78.3
Old : 70.3 80.0 86.0 95.3 61.6 73.3 72.6 78.3
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,861: 25,447 14,058 0 11,525 673 0 600 0 360 0 0: 381 5
Old : 26,861: 25,447 14,058 0 11,525 673 0 600 0 360 0 0: 381 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -859: -638 -918 0 306 -206 0 0 0 0 -46 0: -15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 52.3 0.0 42.9 2.5 0.0 2.2 0.0 1.3 0.0 0.0: 1.4 0.0
Old : 100.0: 94.7 52.3 0.0 42.9 2.5 0.0 2.2 0.0 1.3 0.0 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 : 24: 19 17 0 . . 0 . 0 . 0 0:
Old : 24: 19 17 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 66.2 84.3 87.0 53.9 55.3 62.1 64.4
Old : 67.6 66.2 84.3 87.0 53.9 55.3 62.1 64.4
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,174: 73,873 70,379 250 8,988 7,677 5,496 255 1,108 4,260 4,579 2,097: 413 90
Old : 95,174: 73,873 70,379 250 8,988 7,677 5,496 255 1,108 4,260 4,579 2,097: 413 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -4,210: -3,367 -2,820 -75 -1,337 -47 -583 -14 -22 -285 -201 190: -20 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 73.9 0.3 9.4 8.1 5.8 0.3 1.2 4.5 4.8 2.2: 0.4 0.1
Old : 100.0: 77.6 73.9 0.3 9.4 8.1 5.8 0.3 1.2 4.5 4.8 2.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 34 30 . . . 5 . 4 10 5 10:
Old : 64: 34 30 . . . 5 . 4 10 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 : 40.6 40.7 60.9 66.2 32.9 27.8 43.7 41.0
Old : 40.6 40.7 60.9 66.2 32.9 27.8 43.7 41.0
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 15,637 19,132 3,585 50 786 75 100 600 0 75 0: 60 0
Old : 20,743: 15,637 19,132 3,585 50 786 75 100 600 0 75 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 0: 138 75 -63 0 -50 -25 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 92.2 17.3 0.2 3.8 0.4 0.5 2.9 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 75.4 92.2 17.3 0.2 3.8 0.4 0.5 2.9 0.0 0.4 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 : 66.1 53.5 91.3 81.1 45.8 43.4 55.5 53.7
Old : 66.1 53.5 91.3 81.1 45.8 43.4 55.5 53.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 14,988 18,483 3,585 50 786 75 100 600 0 75 0: 60 0
Old : 20,094: 14,988 18,483 3,585 50 786 75 100 600 0 75 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 0: 138 75 -63 0 -50 -25 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 92.0 17.8 0.2 3.9 0.4 0.5 3.0 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 74.6 92.0 17.8 0.2 3.9 0.4 0.5 3.0 0.0 0.4 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 : 66.5 52.7 93.5 80.2 45.6 43.8 53.4 51.4
Old : 66.5 52.7 93.5 80.2 45.6 43.8 53.4 51.4
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,244: 54,682 45,659 0 6,576 3,086 100 0 600 970 3,425 510: 296 388
Old : 60,244: 54,682 45,659 0 6,576 3,086 100 0 600 970 3,425 510: 296 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,412: -618 -1,488 0 -185 -9 0 0 0 100 1,150 -875: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 75.8 0.0 10.9 5.1 0.2 0.0 1.0 1.6 5.7 0.8: 0.5 0.6
Old : 100.0: 90.8 75.8 0.0 10.9 5.1 0.2 0.0 1.0 1.6 5.7 0.8: 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 : 62.4 45.9 78.6 73.2 54.5 36.2 60.9 53.3
Old : 62.4 45.9 78.6 73.2 54.5 36.2 60.9 53.3
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,818: 32,633 38,828 6,294 0 4,579 100 0 0 175 135 0: 37 276
Old : 43,818: 32,633 38,828 6,294 0 4,579 100 0 0 175 135 0: 37 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -2,487: -2,772 -2,362 240 -50 70 0 0 0 -25 -125 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 88.6 14.4 0.0 10.5 0.2 0.0 0.0 0.4 0.3 0.0: 0.1 0.6
Old : 100.0: 74.5 88.6 14.4 0.0 10.5 0.2 0.0 0.0 0.4 0.3 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 : 31: 21 17 . 0 . . 0 0 . . 0:
Old : 31: 21 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 : 59.5 75.2 79.8 93.3 46.8 63.2 60.3 68.7
Old : 59.5 75.2 79.8 93.3 46.8 63.2 60.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,586: 37,950 27,743 50 10,560 2,593 1,450 800 70 0 700 0: 473 120
Old : 42,586: 37,950 27,743 50 10,560 2,593 1,450 800 70 0 700 0: 473 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -1,722: -651 -1,527 -150 791 -821 0 -163 0 0 105 -100: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 65.1 0.1 24.8 6.1 3.4 1.9 0.2 0.0 1.6 0.0: 1.1 0.3
Old : 100.0: 89.1 65.1 0.1 24.8 6.1 3.4 1.9 0.2 0.0 1.6 0.0: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 18 . . . . . . 0 . 0:
Old : 33: 21 18 . . . . . . 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 : 59.8 70.9 80.1 87.2 48.5 63.1 61.4 67.9
Old : 59.8 70.9 80.1 87.2 48.5 63.1 61.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,751: 44,063 54,901 8,580 200 2,325 0 0 0 1,975 0 85: 723 240
Old : 57,751: 44,063 54,901 8,580 200 2,325 0 0 0 1,975 0 85: 723 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 170: -5 170 170 0 0 0 0 0 5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 95.1 14.9 0.3 4.0 0.0 0.0 0.0 3.4 0.0 0.1: 1.3 0.4
Old : 100.0: 76.3 95.1 14.9 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 : 52.3 91.2 75.9 97.6 50.9 87.6 71.1 88.5
Old : 52.3 91.2 75.9 97.6 50.9 87.6 71.1 88.5
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,459: 49,512 54,726 5,021 2,295 2,885 0 85 0 2,361 0 240: 440 228
Old : 60,459: 49,512 54,726 5,021 2,295 2,885 0 85 0 2,361 0 240: 440 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 60: -18 50 45 0 5 0 5 0 28 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 90.5 8.3 3.8 4.8 0.0 0.1 0.0 3.9 0.0 0.4: 0.7 0.4
Old : 100.0: 81.9 90.5 8.3 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 : 48.1 85.8 73.5 94.3 45.9 81.6 70.1 86.0
Old : 48.1 85.8 73.5 94.3 45.9 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 83,299: 64,995 73,966 10,771 4,686 1,121 0 509 0 3,664 718 2,224: 524 75
Old : 83,299: 64,995 73,966 10,771 4,686 1,121 0 509 0 3,664 718 2,224: 524 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,696: 1,059 1,585 1,489 625 98 0 -25 0 -26 322 76: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 88.8 12.9 5.6 1.3 0.0 0.6 0.0 4.4 0.9 2.7: 0.6 0.1
Old : 100.0: 78.0 88.8 12.9 5.6 1.3 0.0 0.6 0.0 4.4 0.9 2.7: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 20 5 . . 0 . 0 . . .:
Old : 38: 18 20 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 58.7 71.9 84.7 54.1 56.9 70.0 80.0
Old : 55.2 58.7 71.9 84.7 54.1 56.9 70.0 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,470: 79,975 87,453 11,688 5,010 2,375 405 373 481 1,458 1,065 3,610: 478 103
Old : 100,470: 79,975 87,453 11,688 5,010 2,375 405 373 481 1,458 1,065 3,610: 478 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 3,156: 1,381 2,156 1,500 625 4 0 0 0 29 130 201: 41 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 87.0 11.6 5.0 2.4 0.4 0.4 0.5 1.5 1.1 3.6: 0.5 0.1
Old : 100.0: 79.6 87.0 11.6 5.0 2.4 0.4 0.4 0.5 1.5 1.1 3.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.2 51.7 68.2 79.1 48.9 51.4 64.9 74.7
Old : 50.2 51.7 68.2 79.1 48.9 51.4 64.9 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,300: 35,661 50,233 18,349 778 722 0 3,474 13 555 35 0: 0 45
Old : 55,300: 35,661 50,233 18,349 778 722 0 3,474 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: October 6, 2020 :
: 178: 115 515 75 -200 -12 0 -125 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 90.8 33.2 1.4 1.3 0.0 6.3 0.0 1.0 0.1 0.0: 0.0 0.1
Old : 100.0: 64.5 90.8 33.2 1.4 1.3 0.0 6.3 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 : 82.3 89.3 94.7 96.1 80.1 86.6 89.0 90.3
Old : 82.3 89.3 94.7 96.1 80.1 86.6 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: October 6, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,919: 34,616 48,160 14,046 0 5,705 450 290 0 496 1,276 436: 170 52
Old : 55,919: 34,616 48,160 14,046 0 5,705 450 290 0 496 1,276 436: 170 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -130: 5 -130 -130 0 0 0 0 0 -5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 86.1 25.1 0.0 10.2 0.8 0.5 0.0 0.9 2.3 0.8: 0.3 0.1
Old : 100.0: 61.9 86.1 25.1 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 : 54.8 76.8 76.4 88.5 45.7 63.3 62.3 68.1
Old : 54.8 76.8 76.4 88.5 45.7 63.3 62.3 68.1
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,534: 43,315 50,849 11,191 682 4,993 972 3,430 90 847 1,668 460: 666 362
Old : 62,534: 43,315 50,849 11,191 682 4,993 972 3,430 90 847 1,668 460: 666 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -127: -63 -132 18 94 -84 0 -5 0 -28 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 81.3 17.9 1.1 8.0 1.6 5.5 0.1 1.4 2.7 0.7: 1.1 0.6
Old : 100.0: 69.3 81.3 17.9 1.1 8.0 1.6 5.5 0.1 1.4 2.7 0.7: 1.1 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 : 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 : 59.4 72.4 81.7 85.8 58.9 64.1 72.0 71.0
Old : 59.4 72.4 81.7 85.8 58.9 64.1 72.0 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,531: 10,425 20,384 12,763 0 837 0 1,985 0 70 1,073 157: 279 95
Old : 24,531: 10,425 20,384 12,763 0 837 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: October 6, 2020 :
: 680: 120 390 270 0 290 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 83.1 52.0 0.0 3.4 0.0 8.1 0.0 0.3 4.4 0.6: 1.1 0.4
Old : 100.0: 42.5 83.1 52.0 0.0 3.4 0.0 8.1 0.0 0.3 4.4 0.6: 1.1 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 4 0 . 0 . . .:
Old : 26: 14 12 4 0 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 : 75.9 69.3 90.2 88.1 73.9 66.7 87.0 85.4
Old : 75.9 69.3 90.2 88.1 73.9 66.7 87.0 85.4
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,794: 10,240 22,057 12,391 0 717 0 525 0 0 495 0: 446 0
Old : 23,794: 10,240 22,057 12,391 0 717 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: October 6, 2020 :
: 675: 120 390 270 0 285 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 92.7 52.1 0.0 3.0 0.0 2.2 0.0 0.0 2.1 0.0: 1.9 0.0
Old : 100.0: 43.0 92.7 52.1 0.0 3.0 0.0 2.2 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 4 0 . 0 0 . 0:
Old : 23: 12 11 5 0 4 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 : 74.4 81.8 90.3 93.6 72.1 78.6 87.8 90.4
Old : 74.4 81.8 90.3 93.6 72.1 78.6 87.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,892: 21,622 19,187 2,430 5,227 368 0 234 180 1,161 399 604: 527 693
Old : 26,892: 21,622 19,187 2,430 5,227 368 0 234 180 1,161 399 604: 527 693
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 30: 320 -125 0 15 -15 0 0 0 -249 150 -21: -5 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 71.3 9.0 19.4 1.4 0.0 0.9 0.7 4.3 1.5 2.2: 2.0 2.6
Old : 100.0: 80.4 71.3 9.0 19.4 1.4 0.0 0.9 0.7 4.3 1.5 2.2: 2.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . 0 . . . . .:
Old : 27: 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 : 62.4 62.4 81.0 82.9 59.9 61.1 75.2 75.7
Old : 62.4 62.4 81.0 82.9 59.9 61.1 75.2 75.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,394: 12,698 13,889 1,328 597 204 0 525 0 903 531 187: 1,074 461
Old : 16,394: 12,698 13,889 1,328 597 204 0 525 0 903 531 187: 1,074 461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 42: 40 40 0 0 0 0 0 0 2 0 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 84.7 8.1 3.6 1.2 0.0 3.2 0.0 5.5 3.2 1.1: 6.6 2.8
Old : 100.0: 77.5 84.7 8.1 3.6 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 : 64.6 75.7 85.8 87.9 60.2 65.0 74.5 75.5
Old : 64.6 75.7 85.8 87.9 60.2 65.0 74.5 75.5
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,740: 39,901 25,469 7,801 19,793 522 2,595 4,746 175 2,001 2,384 1,589: 156 62
Old : 54,740: 39,901 25,469 7,801 19,793 522 2,595 4,746 175 2,001 2,384 1,589: 156 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -141: -337 972 12 -1,245 -88 0 50 0 184 75 91: -3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 46.5 14.3 36.2 1.0 4.7 8.7 0.3 3.7 4.4 2.9: 0.3 0.1
Old : 100.0: 72.9 46.5 14.3 36.2 1.0 4.7 8.7 0.3 3.7 4.4 2.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 21 5 . . . . . 6 . 5:
Old : 46: 22 21 5 . . . . . 6 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 70.7 74.3 84.3 50.6 57.2 64.7 69.0
Old : 57.6 70.7 74.3 84.3 50.6 57.2 64.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,132: 27,823 11,657 1,436 16,159 1,305 740 2,230 20 551 656 956: 301 149
Old : 33,132: 27,823 11,657 1,436 16,159 1,305 740 2,230 20 551 656 956: 301 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -305: -298 843 -64 -1,225 50 -10 35 0 0 23 12: 5 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 35.2 4.3 48.8 3.9 2.2 6.7 0.1 1.7 2.0 2.9: 0.9 0.4
Old : 100.0: 84.0 35.2 4.3 48.8 3.9 2.2 6.7 0.1 1.7 2.0 2.9: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 17 4 . . . . . . . .:
Old : 36: 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 : 66.5 67.7 79.5 82.0 56.8 66.8 67.2 73.7
Old : 66.5 67.7 79.5 82.0 56.8 66.8 67.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 16,949: 6,860 16,475 8,647 0 375 250 0 0 757 75 0: 60 24
Old : 16,949: 6,860 16,475 8,647 0 375 250 0 0 757 75 0: 60 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,594: -45 1,600 1,462 0 -15 0 0 0 177 0 0: 15 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 97.2 51.0 0.0 2.2 1.5 0.0 0.0 4.5 0.4 0.0: 0.4 0.1
Old : 100.0: 40.5 97.2 51.0 0.0 2.2 1.5 0.0 0.0 4.5 0.4 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.5 90.0 85.4 95.6 68.5 85.8 81.3 89.1
Old : 71.5 90.0 85.4 95.6 68.5 85.8 81.3 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,710: 9,033 21,470 11,348 0 190 0 0 0 1,050 0 50: 39 0
Old : 21,710: 9,033 21,470 11,348 0 190 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: October 6, 2020 :
: 35: -25 50 75 0 -15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 98.9 52.3 0.0 0.9 0.0 0.0 0.0 4.8 0.0 0.2: 0.2 0.0
Old : 100.0: 41.6 98.9 52.3 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 95.7 92.8 99.1 70.6 93.7 91.3 96.2
Old : 71.8 95.7 92.8 99.1 70.6 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,193: 5,875 6,805 1,799 1,840 1,048 65 0 0 460 75 290: 656 135
Old : 10,193: 5,875 6,805 1,799 1,840 1,048 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: October 6, 2020 :
: 240: 360 0 -50 310 -70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 66.8 17.6 18.1 10.3 0.6 0.0 0.0 4.5 0.7 2.8: 6.4 1.3
Old : 100.0: 57.6 66.8 17.6 18.1 10.3 0.6 0.0 0.0 4.5 0.7 2.8: 6.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.5 58.8 81.2 86.3 44.7 54.2 65.5 73.2
Old : 53.5 58.8 81.2 86.3 44.7 54.2 65.5 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,513: 5,207 5,905 1,880 1,940 1,063 65 0 0 280 75 395: 623 135
Old : 9,513: 5,207 5,905 1,880 1,940 1,063 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: October 6, 2020 :
: 340: 360 0 50 410 -70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 62.1 19.8 20.4 11.2 0.7 0.0 0.0 2.9 0.8 4.2: 6.5 1.4
Old : 100.0: 54.7 62.1 19.8 20.4 11.2 0.7 0.0 0.0 2.9 0.8 4.2: 6.5 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 : 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 : 58.0 63.5 80.8 84.0 46.6 56.4 63.6 69.0
Old : 58.0 63.5 80.8 84.0 46.6 56.4 63.6 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,177: 16,895 45,162 26,395 0 285 125 0 0 1,525 50 2,670: 282 10
Old : 48,177: 16,895 45,162 26,395 0 285 125 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: October 6, 2020 :
: 2,065: -35 2,040 2,075 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 93.7 54.8 0.0 0.6 0.3 0.0 0.0 3.2 0.1 5.5: 0.6 0.0
Old : 100.0: 35.1 93.7 54.8 0.0 0.6 0.3 0.0 0.0 3.2 0.1 5.5: 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 13 4 0 . . 0 0 4 . .:
Old : 32: 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 : 77.2 74.2 88.7 93.7 72.4 73.9 78.3 84.6
Old : 77.2 74.2 88.7 93.7 72.4 73.9 78.3 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,402: 17,600 45,572 26,045 0 275 125 0 0 1,580 50 2,495: 282 10
Old : 48,402: 17,600 45,572 26,045 0 275 125 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: October 6, 2020 :
: 2,065: -35 2,040 2,075 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 94.2 53.8 0.0 0.6 0.3 0.0 0.0 3.3 0.1 5.2: 0.6 0.0
Old : 100.0: 36.4 94.2 53.8 0.0 0.6 0.3 0.0 0.0 3.3 0.1 5.2: 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 13 4 0 . . 0 0 4 . .:
Old : 32: 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 : 75.3 74.4 87.4 94.4 71.3 74.1 77.7 85.0
Old : 75.3 74.4 87.4 94.4 71.3 74.1 77.7 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,817: 81,067 85,586 20,433 9,839 6,522 0 2,274 760 1,900 5,730 1,087: 48 19
Old : 111,817: 81,067 85,586 20,433 9,839 6,522 0 2,274 760 1,900 5,730 1,087: 48 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 156: 153 -992 280 1,368 -274 0 0 0 -65 -13 67: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 76.5 18.3 8.8 5.8 0.0 2.0 0.7 1.7 5.1 1.0: 0.0 0.0
Old : 100.0: 72.5 76.5 18.3 8.8 5.8 0.0 2.0 0.7 1.7 5.1 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 36 28 4 . 4 0 5 . 6 7 5:
Old : 65: 36 28 4 . 4 0 5 . 6 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 47.6 65.0 67.9 44.3 44.2 59.0 61.9
Old : 47.7 47.6 65.0 67.9 44.3 44.2 59.0 61.9
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 120,909: 87,392 95,280 19,448 5,862 8,681 290 2,134 1,729 1,490 5,391 1,817: 62 15
Old : 120,909: 87,392 95,280 19,448 5,862 8,681 290 2,134 1,729 1,490 5,391 1,817: 62 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,207: 1,065 435 128 1,086 -31 35 75 -5 85 -277 -65: -5 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 78.8 16.1 4.8 7.2 0.2 1.8 1.4 1.2 4.5 1.5: 0.1 0.0
Old : 100.0: 72.3 78.8 16.1 4.8 7.2 0.2 1.8 1.4 1.2 4.5 1.5: 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 : 67: 40 32 4 . 5 . . 4 5 7 7:
Old : 67: 40 32 4 . 5 . . 4 5 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 : 39.8 47.2 62.0 68.0 36.7 44.8 53.9 59.4
Old : 39.8 47.2 62.0 68.0 36.7 44.8 53.9 59.4
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 556,830: 331,666 369,130 21,908 4,347 97,853 21,069 13,191 38,999 21,049 8,567 23,953: 334 790
Old : 556,830: 331,666 369,130 21,908 4,347 97,853 21,069 13,191 38,999 21,049 8,567 23,953: 334 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 7,675: 6,530 5,355 -423 -96 -141 -931 -723 1,847 157 534 718: -82 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 66.3 3.9 0.8 17.6 3.8 2.4 7.0 3.8 1.5 4.3: 0.1 0.1
Old : 100.0: 59.6 66.3 3.9 0.8 17.6 3.8 2.4 7.0 3.8 1.5 4.3: 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 : 97: 42 42 4 . 5 8 10 9 16 11 19:
Old : 97: 42 42 4 . 5 8 10 9 16 11 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 39.3 58.0 59.7 10.8 15.8 15.4 20.1
Old : 39.4 39.3 58.0 59.7 10.8 15.8 15.4 20.1
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,285: 10,464 13,365 875 689 1,566 720 600 65 2,410 0 0: 185 0
Old : 16,285: 10,464 13,365 875 689 1,566 720 600 65 2,410 0 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 170: 350 0 -480 80 300 0 0 0 0 0 0: 0 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 82.1 5.4 4.2 9.6 4.4 3.7 0.4 14.8 0.0 0.0: 1.1 0.0
Old : 100.0: 64.3 82.1 5.4 4.2 9.6 4.4 3.7 0.4 14.8 0.0 0.0: 1.1 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 : 27: 13 12 . . 4 . . . . 0 0:
Old : 27: 13 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 75.7 79.2 92.5 52.5 65.5 68.6 75.5
Old : 54.5 75.7 79.2 92.5 52.5 65.5 68.6 75.5
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,681: 8,212 10,425 880 902 1,569 220 600 65 2,460 0 0: 275 120
Old : 13,681: 8,212 10,425 880 902 1,569 220 600 65 2,460 0 0: 275 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 130: 300 0 -480 0 200 0 0 0 0 0 0: 110 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 76.2 6.4 6.6 11.5 1.6 4.4 0.5 18.0 0.0 0.0: 2.0 0.9
Old : 100.0: 60.0 76.2 6.4 6.6 11.5 1.6 4.4 0.5 18.0 0.0 0.0: 2.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.6 73.8 80.5 91.7 47.5 59.3 66.1 72.5
Old : 51.6 73.8 80.5 91.7 47.5 59.3 66.1 72.5
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,963: 4,751 5,843 450 100 0 0 0 0 730 0 0: 32 20
Old : 5,963: 4,751 5,843 450 100 0 0 0 0 730 0 0: 32 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -3,122: -2,530 -2,224 -144 100 -100 -330 0 0 630 -285 -630: -18 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 98.0 7.5 1.7 0.0 0.0 0.0 0.0 12.2 0.0 0.0: 0.5 0.3
Old : 100.0: 79.7 98.0 7.5 1.7 0.0 0.0 0.0 0.0 12.2 0.0 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 11 . . 0 0 0 0 4 0 0:
Old : 26: 14 11 . . 0 0 0 0 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 : 53.7 80.9 80.5 95.4 47.4 78.4 71.0 86.3
Old : 53.7 80.9 80.5 95.4 47.4 78.4 71.0 86.3
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,701: 59,999 60,760 13,762 11,836 1,750 0 2,185 0 1,020 0 0: 7,170 7,170
Old : 83,701: 59,999 60,760 13,762 11,836 1,750 0 2,185 0 1,020 0 0: 7,170 7,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 660: 695 695 0 0 0 0 0 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 72.6 16.4 14.1 2.1 0.0 2.6 0.0 1.2 0.0 0.0: 8.6 8.6
Old : 100.0: 71.7 72.6 16.4 14.1 2.1 0.0 2.6 0.0 1.2 0.0 0.0: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 . . . 0 . 0 . 0 0:
Old : 28: 18 18 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 57.1 84.5 80.5 73.7 54.5 80.4 75.4
Old : 75.1 57.1 84.5 80.5 73.7 54.5 80.4 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,335: 51,452 51,475 11,286 9,770 2,365 0 2,525 0 840 0 0: 6,392 6,200
Old : 72,335: 51,452 51,475 11,286 9,770 2,365 0 2,525 0 840 0 0: 6,392 6,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 575: 455 455 0 0 0 0 0 0 0 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 71.2 15.6 13.5 3.3 0.0 3.5 0.0 1.2 0.0 0.0: 8.8 8.6
Old : 100.0: 71.1 71.2 15.6 13.5 3.3 0.0 3.5 0.0 1.2 0.0 0.0: 8.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . 0 . 0 0:
Old : 27: 17 18 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 56.9 85.8 78.9 72.8 53.4 79.6 73.7
Old : 74.9 56.9 85.8 78.9 72.8 53.4 79.6 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,150: 7,820 13,415 5,095 0 5,760 950 945 0 755 0 0: 3,770 4,030
Old : 24,150: 7,820 13,415 5,095 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: October 6, 2020 :
: 240: 0 240 240 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 55.5 21.1 0.0 23.9 3.9 3.9 0.0 3.1 0.0 0.0: 15.6 16.7
Old : 100.0: 32.4 55.5 21.1 0.0 23.9 3.9 3.9 0.0 3.1 0.0 0.0: 15.6 16.7
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: 12 15 . 0 . . . 0 . 0 0:
Old : 22: 12 15 . 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 : 62.1 49.2 75.7 74.6 37.0 38.2 46.2 47.0
Old : 62.1 49.2 75.7 74.6 37.0 38.2 46.2 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,349: 37,786 22,447 4,557 21,226 104 11,560 9,485 2,990 0 910 50: 3,302 3,137
Old : 60,349: 37,786 22,447 4,557 21,226 104 11,560 9,485 2,990 0 910 50: 3,302 3,137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 320: -227 293 550 0 50 0 0 0 0 0 0: -53 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 37.2 7.6 35.2 0.2 19.2 15.7 5.0 0.0 1.5 0.1: 5.5 5.2
Old : 100.0: 62.6 37.2 7.6 35.2 0.2 19.2 15.7 5.0 0.0 1.5 0.1: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 16 . . . . . . 0 . .:
Old : 27: 18 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 : 57.6 71.5 78.7 83.5 45.7 67.7 64.6 75.3
Old : 57.6 71.5 78.7 83.5 45.7 67.7 64.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,172: 25,912 16,624 7,152 11,865 0 1,915 6,335 2,975 0 360 300: 1,918 1,713
Old : 40,172: 25,912 16,624 7,152 11,865 0 1,915 6,335 2,975 0 360 300: 1,918 1,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -187: -188 -188 0 0 0 0 0 0 0 0 0: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 41.4 17.8 29.5 0.0 4.8 15.8 7.4 0.0 0.9 0.7: 4.8 4.3
Old : 100.0: 64.5 41.4 17.8 29.5 0.0 4.8 15.8 7.4 0.0 0.9 0.7: 4.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 15 . . 0 . . . 0 . .:
Old : 25: 16 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 : 59.0 69.2 84.5 85.4 49.4 65.4 65.1 72.1
Old : 59.0 69.2 84.5 85.4 49.4 65.4 65.1 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 11,763 14,445 5,012 0 1,738 0 2,735 1,800 0 0 0: 2,078 1,673
Old : 22,391: 11,763 14,445 5,012 0 1,738 0 2,735 1,800 0 0 0: 2,078 1,673
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 0: -7 -7 0 0 0 0 0 0 0 0 0: 7 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 64.5 22.4 0.0 7.8 0.0 12.2 8.0 0.0 0.0 0.0: 9.3 7.5
Old : 100.0: 52.5 64.5 22.4 0.0 7.8 0.0 12.2 8.0 0.0 0.0 0.0: 9.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 58.3 63.2
Old : 55.8 61.7 75.1 85.4 49.1 57.7 58.3 63.2
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,209: 53,104 31,369 0 34,250 4,250 14,675 1,225 635 0 885 1,420: 16,125 16,175
Old : 90,209: 53,104 31,369 0 34,250 4,250 14,675 1,225 635 0 885 1,420: 16,125 16,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 585: -75 -175 0 100 550 0 0 0 0 0 0: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 34.8 0.0 38.0 4.7 16.3 1.4 0.7 0.0 1.0 1.6: 17.9 17.9
Old : 100.0: 58.9 34.8 0.0 38.0 4.7 16.3 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 : 57.0 51.1 72.6 67.3 54.5 49.2 59.2 54.6
Old : 57.0 51.1 72.6 67.3 54.5 49.2 59.2 54.6
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,604: 51,559 31,459 0 31,160 4,530 15,440 1,225 920 0 3,125 525: 14,630 14,660
Old : 87,604: 51,559 31,459 0 31,160 4,530 15,440 1,225 920 0 3,125 525: 14,630 14,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 600: -425 75 0 -500 1,090 0 0 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 35.9 0.0 35.6 5.2 17.6 1.4 1.1 0.0 3.6 0.6: 16.7 16.7
Old : 100.0: 58.9 35.9 0.0 35.6 5.2 17.6 1.4 1.1 0.0 3.6 0.6: 16.7 16.7
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 : 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 : 53.4 47.7 73.3 67.8 51.7 45.1 58.0 53.4
Old : 53.4 47.7 73.3 67.8 51.7 45.1 58.0 53.4
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,480: 13,119 3,704 2,290 225 738 0 7,720 1,960 800 5,000 435: 4,138 3,698
Old : 23,480: 13,119 3,704 2,290 225 738 0 7,720 1,960 800 5,000 435: 4,138 3,698
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,430: 625 75 625 0 -25 0 780 0 0 420 180: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 15.8 9.8 1.0 3.1 0.0 32.9 8.3 3.4 21.3 1.9: 17.6 15.7
Old : 100.0: 55.9 15.8 9.8 1.0 3.1 0.0 32.9 8.3 3.4 21.3 1.9: 17.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . 0 . . . . .:
Old : 27: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 63.1 60.9 75.3 35.7 53.8 53.2 64.2
Old : 38.0 63.1 60.9 75.3 35.7 53.8 53.2 64.2
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,165: 13,169 3,694 1,680 225 1,313 0 7,720 1,960 800 4,425 535: 3,708 3,293
Old : 23,165: 13,169 3,694 1,680 225 1,313 0 7,720 1,960 800 4,425 535: 3,708 3,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,380: 600 0 600 0 0 0 780 0 0 420 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 15.9 7.3 1.0 5.7 0.0 33.3 8.5 3.5 19.1 2.3: 16.0 14.2
Old : 100.0: 56.8 15.9 7.3 1.0 5.7 0.0 33.3 8.5 3.5 19.1 2.3: 16.0 14.2
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: 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 : 38.1 61.9 61.7 76.6 33.3 52.0 51.4 62.6
Old : 38.1 61.9 61.7 76.6 33.3 52.0 51.4 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,860: 18,800 60,770 17,020 5,775 35 22,605 100 0 8,465 0 0: 1,935 2,180
Old : 68,860: 18,800 60,770 17,020 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: October 6, 2020 :
: 200: 0 200 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 88.3 24.7 8.4 0.1 32.8 0.1 0.0 12.3 0.0 0.0: 2.8 3.2
Old : 100.0: 27.3 88.3 24.7 8.4 0.1 32.8 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 : 75.2 85.2 93.4 92.2 73.4 81.9 88.4 86.8
Old : 75.2 85.2 93.4 92.2 73.4 81.9 88.4 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,060: 18,960 59,760 16,770 5,865 315 22,855 300 0 7,590 0 0: 1,570 1,820
Old : 68,060: 18,960 59,760 16,770 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: October 6, 2020 :
: 200: 0 200 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 87.8 24.6 8.6 0.5 33.6 0.4 0.0 11.2 0.0 0.0: 2.3 2.7
Old : 100.0: 27.9 87.8 24.6 8.6 0.5 33.6 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 : 75.8 88.4 93.9 95.0 75.6 86.5 90.1 89.7
Old : 75.8 88.4 93.9 95.0 75.6 86.5 90.1 89.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,680: 20,080 49,320 5,755 1,200 2,475 5,180 0 165 19,190 0 170: 2,665 2,350
Old : 55,680: 20,080 49,320 5,755 1,200 2,475 5,180 0 165 19,190 0 170: 2,665 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 595: 120 660 540 0 -190 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 88.6 10.3 2.2 4.4 9.3 0.0 0.3 34.5 0.0 0.3: 4.8 4.2
Old : 100.0: 36.1 88.6 10.3 2.2 4.4 9.3 0.0 0.3 34.5 0.0 0.3: 4.8 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 : 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 83.9 76.1 94.5 53.9 83.4 72.3 88.0
Old : 57.4 83.9 76.1 94.5 53.9 83.4 72.3 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,635: 18,760 41,105 6,305 1,560 1,710 5,180 0 165 12,240 0 520: 2,755 2,575
Old : 47,635: 18,760 41,105 6,305 1,560 1,710 5,180 0 165 12,240 0 520: 2,755 2,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 720: 120 660 540 0 -190 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 86.3 13.2 3.3 3.6 10.9 0.0 0.3 25.7 0.0 1.1: 5.8 5.4
Old : 100.0: 39.4 86.3 13.2 3.3 3.6 10.9 0.0 0.3 25.7 0.0 1.1: 5.8 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 80.7 74.1 92.3 49.5 79.9 70.3 86.1
Old : 53.1 80.7 74.1 92.3 49.5 79.9 70.3 86.1
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,225: 33,145 36,655 1,930 2,090 3,955 4,720 15,480 175 15,065 1,100 1,455: 5,780 5,315
Old : 66,225: 33,145 36,655 1,930 2,090 3,955 4,720 15,480 175 15,065 1,100 1,455: 5,780 5,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,970: 50 600 375 -480 545 780 985 0 -80 0 180: 120 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 55.3 2.9 3.2 6.0 7.1 23.4 0.3 22.7 1.7 2.2: 8.7 8.0
Old : 100.0: 50.0 55.3 2.9 3.2 6.0 7.1 23.4 0.3 22.7 1.7 2.2: 8.7 8.0
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: 14 13 . . . . . . 4 . .:
Old : 31: 14 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.3 73.2 80.9 53.7 59.6 67.8 74.0
Old : 55.9 63.3 73.2 80.9 53.7 59.6 67.8 74.0
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,310: 31,535 32,200 1,930 1,165 3,935 4,495 15,480 175 11,765 1,100 1,455: 5,020 4,800
Old : 60,310: 31,535 32,200 1,930 1,165 3,935 4,495 15,480 175 11,765 1,100 1,455: 5,020 4,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,970: 50 600 375 -480 95 780 985 0 -80 0 180: 570 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 53.4 3.2 1.9 6.5 7.5 25.7 0.3 19.5 1.8 2.4: 8.3 8.0
Old : 100.0: 52.3 53.4 3.2 1.9 6.5 7.5 25.7 0.3 19.5 1.8 2.4: 8.3 8.0
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: 14 13 . . . . . . 4 . .:
Old : 31: 14 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 66.0 71.9 81.3 52.2 63.5 65.9 74.3
Old : 54.6 66.0 71.9 81.3 52.2 63.5 65.9 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,692: 36,876 22,581 0 19,485 90 17,905 275 4,015 0 12,470 1,355: 2,451 2,421
Old : 62,692: 36,876 22,581 0 19,485 90 17,905 275 4,015 0 12,470 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: October 6, 2020 :
: 425: 400 350 0 0 0 25 25 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 36.0 0.0 31.1 0.1 28.6 0.4 6.4 0.0 19.9 2.2: 3.9 3.9
Old : 100.0: 58.8 36.0 0.0 31.1 0.1 28.6 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 : 55.6 67.7 79.1 87.9 53.8 60.7 69.3 74.7
Old : 55.6 67.7 79.1 87.9 53.8 60.7 69.3 74.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,676: 33,033 19,871 0 17,282 90 12,455 250 4,095 0 8,265 1,600: 2,403 2,223
Old : 53,676: 33,033 19,871 0 17,282 90 12,455 250 4,095 0 8,265 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: October 6, 2020 :
: 115: 200 50 0 0 0 -100 0 15 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 37.0 0.0 32.2 0.2 23.2 0.5 7.6 0.0 15.4 3.0: 4.5 4.1
Old : 100.0: 61.5 37.0 0.0 32.2 0.2 23.2 0.5 7.6 0.0 15.4 3.0: 4.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 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 : 53.7 63.8 77.6 87.2 47.5 57.6 64.7 70.0
Old : 53.7 63.8 77.6 87.2 47.5 57.6 64.7 70.0
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 185,241: 101,689 76,233 22,097 655 7,001 645 34,154 6,790 1,100 14,470 2,180: 43,739 43,758
Old : 185,241: 101,689 76,233 22,097 655 7,001 645 34,154 6,790 1,100 14,470 2,180: 43,739 43,758
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 830: 670 355 -1,970 0 460 100 -885 0 0 -670 480: 1,090 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 41.2 11.9 0.4 3.8 0.3 18.4 3.7 0.6 7.8 1.2: 23.6 23.6
Old : 100.0: 54.9 41.2 11.9 0.4 3.8 0.3 18.4 3.7 0.6 7.8 1.2: 23.6 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 28 . . . . . . . 4 .:
Old : 43: 25 28 . . . . . . . 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 : 46.7 38.7 60.8 55.8 41.4 34.8 51.3 49.9
Old : 46.7 38.7 60.8 55.8 41.4 34.8 51.3 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, October 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,130: 78,486 64,270 21,502 0 4,092 570 27,679 6,540 1,350 9,965 2,770: 35,820 35,814
Old : 151,130: 78,486 64,270 21,502 0 4,092 570 27,679 6,540 1,350 9,965 2,770: 35,820 35,814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 702: 485 545 -1,695 0 384 75 -1,010 0 250 -420 90: 1,113 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 42.5 14.2 0.0 2.7 0.4 18.3 4.3 0.9 6.6 1.8: 23.7 23.7
Old : 100.0: 51.9 42.5 14.2 0.0 2.7 0.4 18.3 4.3 0.9 6.6 1.8: 23.7 23.7
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 : 42: 23 27 . 0 . . . . . . .:
Old : 42: 23 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 : 43.5 36.5 57.2 53.3 38.1 31.5 48.1 45.7
Old : 43.5 36.5 57.2 53.3 38.1 31.5 48.1 45.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,201: 26,435 37,775 14,631 3,746 11,095 2,930 0 7,650 0 2,555 0: 4,460 4,380
Old : 67,201: 26,435 37,775 14,631 3,746 11,095 2,930 0 7,650 0 2,555 0: 4,460 4,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 830: 390 1,100 -300 -1,010 1,120 0 0 0 0 0 0: -380 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 56.2 21.8 5.6 16.5 4.4 0.0 11.4 0.0 3.8 0.0: 6.6 6.5
Old : 100.0: 39.3 56.2 21.8 5.6 16.5 4.4 0.0 11.4 0.0 3.8 0.0: 6.6 6.5
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 : 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 : 59.3 45.3 80.3 74.6 37.8 37.2 49.3 48.1
Old : 59.3 45.3 80.3 74.6 37.8 37.2 49.3 48.1
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,800: 24,615 31,325 8,286 2,476 8,629 2,885 0 8,075 0 2,080 0: 5,310 5,215
Old : 57,800: 24,615 31,325 8,286 2,476 8,629 2,885 0 8,075 0 2,080 0: 5,310 5,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 750: 490 1,000 -300 -810 1,140 0 0 0 0 0 0: -580 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 54.2 14.3 4.3 14.9 5.0 0.0 14.0 0.0 3.6 0.0: 9.2 9.0
Old : 100.0: 42.6 54.2 14.3 4.3 14.9 5.0 0.0 14.0 0.0 3.6 0.0: 9.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . . 0 . 0 . 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 : 53.0 45.6 71.5 74.9 31.5 35.6 42.7 45.1
Old : 53.0 45.6 71.5 74.9 31.5 35.6 42.7 45.1
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,645: 21,490 20,385 200 4,950 5,100 5,100 3,000 5,505 1,260 0 420: 3,570 3,285
Old : 42,645: 21,490 20,385 200 4,950 5,100 5,100 3,000 5,505 1,260 0 420: 3,570 3,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 150: 160 -40 0 200 0 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 47.8 0.5 11.6 12.0 12.0 7.0 12.9 3.0 0.0 1.0: 8.4 7.7
Old : 100.0: 50.4 47.8 0.5 11.6 12.0 12.0 7.0 12.9 3.0 0.0 1.0: 8.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 56.4 48.0 77.3 71.6 39.0 31.8 48.3 46.0
Old : 56.4 48.0 77.3 71.6 39.0 31.8 48.3 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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,505: 16,830 30,130 0 5,135 4,280 20,095 3,130 4,250 1,260 0 420: 3,370 3,160
Old : 50,505: 16,830 30,130 0 5,135 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: October 6, 2020 :
: 200: 200 0 0 200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 59.7 0.0 10.2 8.5 39.8 6.2 8.4 2.5 0.0 0.8: 6.7 6.3
Old : 100.0: 33.3 59.7 0.0 10.2 8.5 39.8 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 : 74.5 46.4 87.1 70.0 55.2 31.4 57.7 47.2
Old : 74.5 46.4 87.1 70.0 55.2 31.4 57.7 47.2
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 190,529: 110,543 122,555 7,389 6,299 25,796 9,250 950 8,955 2,145 0 600: 25,851 25,374
Old : 190,529: 110,543 122,555 7,389 6,299 25,796 9,250 950 8,955 2,145 0 600: 25,851 25,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,355: 246 2,243 2,485 454 -576 0 0 0 0 0 0: -799 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 64.3 3.9 3.3 13.5 4.9 0.5 4.7 1.1 0.0 0.3: 13.6 13.3
Old : 100.0: 58.0 64.3 3.9 3.3 13.5 4.9 0.5 4.7 1.1 0.0 0.3: 13.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 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 : 39.9 46.5 58.4 66.3 28.4 28.8 36.7 38.7
Old : 39.9 46.5 58.4 66.3 28.4 28.8 36.7 38.7
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 13, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,680: 76,860 78,650 15 7,220 14,950 7,805 280 9,760 1,575 0 0: 18,715 18,820
Old : 129,680: 76,860 78,650 15 7,220 14,950 7,805 280 9,760 1,575 0 0: 18,715 18,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,815: 2,095 3,575 0 -1,600 -125 0 0 0 0 0 0: -155 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 60.6 0.0 5.6 11.5 6.0 0.2 7.5 1.2 0.0 0.0: 14.4 14.5
Old : 100.0: 59.3 60.6 0.0 5.6 11.5 6.0 0.2 7.5 1.2 0.0 0.0: 14.4 14.5
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 : 34: 24 25 . . . . . . . 0 0:
Old : 34: 24 25 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 40.9 57.4 61.2 25.3 29.5 34.9 35.3
Old : 37.8 40.9 57.4 61.2 25.3 29.5 34.9 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2020