COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,567: 11,918 7,670 124 2,511 450 281 0 180 0 2,171 1,716: 898 869
Old : 15,567: 11,918 7,670 124 2,511 450 281 0 180 0 2,171 1,716: 898 869
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 325: 97 50 0 60 79 30 0 0 0 -90 281: -162 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 49.3 0.8 16.1 2.9 1.8 0.0 1.2 0.0 13.9 11.0: 5.8 5.6
Old : 100.0: 76.6 49.3 0.8 16.1 2.9 1.8 0.0 1.2 0.0 13.9 11.0: 5.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . . . . 0 . 0 4 .:
Old : 22: 10 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 : 58.5 44.7 83.2 71.5 33.2 27.1 46.3 41.9
Old : 58.5 44.7 83.2 71.5 33.2 27.1 46.3 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,470: 5,486 5,498 708 639 911 706 155 335 179 1,164 697: 448 72
Old : 9,470: 5,486 5,498 708 639 911 706 155 335 179 1,164 697: 448 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -12: -42 68 0 1 -1 -29 -313 -165 13 178 212: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 58.1 7.5 6.8 9.6 7.5 1.6 3.5 1.9 12.3 7.4: 4.7 0.8
Old : 100.0: 57.9 58.1 7.5 6.8 9.6 7.5 1.6 3.5 1.9 12.3 7.4: 4.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 18 . . . . . . 4 9 11:
Old : 40: 18 18 . . . . . . 4 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 43.9 67.0 65.4 30.6 34.1 43.3 44.1
Old : 47.7 43.9 67.0 65.4 30.6 34.1 43.3 44.1
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 35,095: 20,689 30,822 4,487 1,380 1,751 1,510 0 423 5,530 269 450: 255 0
Old : 35,095: 20,689 30,822 4,487 1,380 1,751 1,510 0 423 5,530 269 450: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 961: -233 942 490 -350 191 328 0 0 25 78 100: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 87.8 12.8 3.9 5.0 4.3 0.0 1.2 15.8 0.8 1.3: 0.7 0.0
Old : 100.0: 59.0 87.8 12.8 3.9 5.0 4.3 0.0 1.2 15.8 0.8 1.3: 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 : 36: 18 21 . . . . 0 . 4 . .:
Old : 36: 18 21 . . . . 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 : 47.8 59.9 70.2 81.0 44.2 53.3 59.0 66.2
Old : 47.8 59.9 70.2 81.0 44.2 53.3 59.0 66.2
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,202: 24,830 25,392 0 4,123 1,297 640 0 150 4,685 640 600: 0 0
Old : 32,202: 24,830 25,392 0 4,123 1,297 640 0 150 4,685 640 600: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,179: 1,004 814 0 -25 25 0 0 0 50 265 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 78.9 0.0 12.8 4.0 2.0 0.0 0.5 14.5 2.0 1.9: 0.0 0.0
Old : 100.0: 77.1 78.9 0.0 12.8 4.0 2.0 0.0 0.5 14.5 2.0 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 19 0 . . . 0 . . . .:
Old : 32: 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 : 52.6 67.7 74.9 88.5 50.9 59.1 68.8 74.5
Old : 52.6 67.7 74.9 88.5 50.9 59.1 68.8 74.5
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,047: 95,464 103,886 950 13,189 9,703 18,165 438 1,816 7,593 5,055 1,808: 548 152
Old : 136,047: 95,464 103,886 950 13,189 9,703 18,165 438 1,816 7,593 5,055 1,808: 548 152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,051: 676 2,339 399 -635 616 202 -120 120 195 -114 -164: 7 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 76.4 0.7 9.7 7.1 13.4 0.3 1.3 5.6 3.7 1.3: 0.4 0.1
Old : 100.0: 70.2 76.4 0.7 9.7 7.1 13.4 0.3 1.3 5.6 3.7 1.3: 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 : 68: 34 35 . . 5 8 5 6 6 7 7:
Old : 68: 34 35 . . 5 8 5 6 6 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 : 47.4 37.0 61.1 59.2 38.6 26.3 48.4 39.3
Old : 47.4 37.0 61.1 59.2 38.6 26.3 48.4 39.3
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,181: 48,631 44,665 2,220 10,087 3,946 3,822 0 157 815 695 1,590: 0 41
Old : 61,181: 48,631 44,665 2,220 10,087 3,946 3,822 0 157 815 695 1,590: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,086: -212 698 0 19 366 364 0 3 340 -225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 73.0 3.6 16.5 6.4 6.2 0.0 0.3 1.3 1.1 2.6: 0.0 0.1
Old : 100.0: 79.5 73.0 3.6 16.5 6.4 6.2 0.0 0.3 1.3 1.1 2.6: 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 : 43: 22 22 . . . 5 0 . 4 . .:
Old : 43: 22 22 . . . 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 : 63.1 76.3 83.8 91.3 61.3 62.2 72.8 74.0
Old : 63.1 76.3 83.8 91.3 61.3 62.2 72.8 74.0
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,076: 33,596 26,085 438 6,458 817 0 456 0 150 1,185 75: 0 0
Old : 35,076: 33,596 26,085 438 6,458 817 0 456 0 150 1,185 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 231: 130 530 28 -150 73 0 3 0 0 -225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 74.4 1.2 18.4 2.3 0.0 1.3 0.0 0.4 3.4 0.2: 0.0 0.0
Old : 100.0: 95.8 74.4 1.2 18.4 2.3 0.0 1.3 0.0 0.4 3.4 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 : 81.3 83.6 96.4 94.1 76.9 70.7 81.2 79.6
Old : 81.3 83.6 96.4 94.1 76.9 70.7 81.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,998: 32,145 20,935 1,144 22,636 2,852 13,955 0 50 629 4,402 2,021: 202 102
Old : 52,998: 32,145 20,935 1,144 22,636 2,852 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 13, 2020 :
: -219: -198 122 -45 -365 24 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 39.5 2.2 42.7 5.4 26.3 0.0 0.1 1.2 8.3 3.8: 0.4 0.2
Old : 100.0: 60.7 39.5 2.2 42.7 5.4 26.3 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 : 53.5 67.8 72.1 82.1 51.2 60.1 62.5 72.1
Old : 53.5 67.8 72.1 82.1 51.2 60.1 62.5 72.1
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,176: 39,744 23,028 300 35,671 3,392 20,111 125 225 1,265 2,809 2,826: 313 100
Old : 68,176: 39,744 23,028 300 35,671 3,392 20,111 125 225 1,265 2,809 2,826: 313 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -241: -293 -16 0 -165 -20 205 -50 0 -135 -2 2: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 33.8 0.4 52.3 5.0 29.5 0.2 0.3 1.9 4.1 4.1: 0.5 0.1
Old : 100.0: 58.3 33.8 0.4 52.3 5.0 29.5 0.2 0.3 1.9 4.1 4.1: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 22 . 4 . 6 . . . . .:
Old : 44: 23 22 . 4 . 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 66.9 74.8 84.3 56.6 59.6 66.2 73.4
Old : 58.1 66.9 74.8 84.3 56.6 59.6 66.2 73.4
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,261: 49,032 39,914 8,990 19,563 3,416 0 125 0 1,487 334 1,909: 427 0
Old : 65,261: 49,032 39,914 8,990 19,563 3,416 0 125 0 1,487 334 1,909: 427 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 536: 1,490 -20 -1,325 110 421 0 0 0 -75 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 61.2 13.8 30.0 5.2 0.0 0.2 0.0 2.3 0.5 2.9: 0.7 0.0
Old : 100.0: 75.1 61.2 13.8 30.0 5.2 0.0 0.2 0.0 2.3 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 : 39.6 60.8 65.6 83.4 37.9 60.8 57.9 77.0
Old : 39.6 60.8 65.6 83.4 37.9 60.8 57.9 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 82,077: 60,127 45,284 17,102 32,872 933 0 165 0 1,280 602 2,221: 414 0
Old : 82,077: 60,127 45,284 17,102 32,872 933 0 165 0 1,280 602 2,221: 414 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 386: 1,440 110 -1,315 60 191 0 0 0 45 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 55.2 20.8 40.1 1.1 0.0 0.2 0.0 1.6 0.7 2.7: 0.5 0.0
Old : 100.0: 73.3 55.2 20.8 40.1 1.1 0.0 0.2 0.0 1.6 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 : 39.4 63.7 62.9 82.0 38.5 63.7 59.4 77.0
Old : 39.4 63.7 62.9 82.0 38.5 63.7 59.4 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,235: 25,054 34,742 9,660 0 3,049 100 0 0 75 195 0: 297 249
Old : 38,235: 25,054 34,742 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 13, 2020 :
: -35: -35 -35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 90.9 25.3 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0: 0.8 0.7
Old : 100.0: 65.5 90.9 25.3 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 : 69.8 79.3 85.6 94.6 61.1 72.6 72.1 78.1
Old : 69.8 79.3 85.6 94.6 61.1 72.6 72.1 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,722: 25,308 13,919 0 11,525 673 0 600 0 360 0 0: 381 5
Old : 26,722: 25,308 13,919 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 13, 2020 :
: -139: -139 -139 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 52.1 0.0 43.1 2.5 0.0 2.2 0.0 1.3 0.0 0.0: 1.4 0.0
Old : 100.0: 94.7 52.1 0.0 43.1 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 : 67.8 66.0 84.5 86.8 54.2 55.6 62.0 64.1
Old : 67.8 66.0 84.5 86.8 54.2 55.6 62.0 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,728: 75,874 72,819 250 8,178 8,027 5,571 233 1,005 4,210 4,992 2,382: 409 92
Old : 97,728: 75,874 72,819 250 8,178 8,027 5,571 233 1,005 4,210 4,992 2,382: 409 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,555: 2,001 2,440 0 -810 350 75 -22 -103 -50 413 285: -4 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 74.5 0.3 8.4 8.2 5.7 0.2 1.0 4.3 5.1 2.4: 0.4 0.1
Old : 100.0: 77.6 74.5 0.3 8.4 8.2 5.7 0.2 1.0 4.3 5.1 2.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 33 31 . . . 5 . 4 10 5 10:
Old : 64: 33 31 . . . 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 : 41.8 40.9 61.8 65.1 33.3 29.1 43.8 41.8
Old : 41.8 40.9 61.8 65.1 33.3 29.1 43.8 41.8
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,822: 15,962 19,132 3,260 50 865 75 100 600 0 75 0: 60 0
Old : 20,822: 15,962 19,132 3,260 50 865 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 13, 2020 :
: 79: 325 0 -325 0 79 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 91.9 15.7 0.2 4.2 0.4 0.5 2.9 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 76.7 91.9 15.7 0.2 4.2 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 : 22: 11 14 . . . . . . 0 . 0:
Old : 22: 11 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 : 65.6 53.3 91.0 80.8 46.6 42.7 55.6 53.2
Old : 65.6 53.3 91.0 80.8 46.6 42.7 55.6 53.2
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,111: 15,188 18,458 3,360 50 828 75 100 600 0 75 0: 60 0
Old : 20,111: 15,188 18,458 3,360 50 828 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 13, 2020 :
: 17: 200 -25 -225 0 42 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 91.8 16.7 0.2 4.1 0.4 0.5 3.0 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 75.5 91.8 16.7 0.2 4.1 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: 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 : 66.0 52.6 93.3 80.0 46.1 43.8 53.4 51.6
Old : 66.0 52.6 93.3 80.0 46.1 43.8 53.4 51.6
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,410: 56,296 48,908 0 6,791 2,738 300 0 600 1,070 1,875 1,110: 296 388
Old : 62,410: 56,296 48,908 0 6,791 2,738 300 0 600 1,070 1,875 1,110: 296 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,166: 1,614 3,249 0 215 -348 200 0 0 100 -1,550 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 78.4 0.0 10.9 4.4 0.5 0.0 1.0 1.7 3.0 1.8: 0.5 0.6
Old : 100.0: 90.2 78.4 0.0 10.9 4.4 0.5 0.0 1.0 1.7 3.0 1.8: 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 : 33: 19 18 0 . . . 0 . . . 4:
Old : 33: 19 18 0 . . . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 46.1 78.3 73.3 53.8 37.1 60.1 53.3
Old : 61.5 46.1 78.3 73.3 53.8 37.1 60.1 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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,883: 32,413 38,893 6,519 0 4,579 150 0 0 175 135 0: 47 276
Old : 43,883: 32,413 38,893 6,519 0 4,579 150 0 0 175 135 0: 47 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 65: -220 65 225 0 0 50 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 88.6 14.9 0.0 10.4 0.3 0.0 0.0 0.4 0.3 0.0: 0.1 0.6
Old : 100.0: 73.9 88.6 14.9 0.0 10.4 0.3 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 : 58.4 75.4 79.2 93.4 46.2 63.7 59.8 69.0
Old : 58.4 75.4 79.2 93.4 46.2 63.7 59.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,039: 37,104 27,912 50 9,625 2,692 1,630 800 70 45 820 0: 448 120
Old : 42,039: 37,104 27,912 50 9,625 2,692 1,630 800 70 45 820 0: 448 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -547: -846 169 0 -935 99 180 0 0 45 120 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 66.4 0.1 22.9 6.4 3.9 1.9 0.2 0.1 2.0 0.0: 1.1 0.3
Old : 100.0: 88.3 66.4 0.1 22.9 6.4 3.9 1.9 0.2 0.1 2.0 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 : 34: 21 18 . . . . . . . . 0:
Old : 34: 21 18 . . . . . . . . 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 : 58.6 70.5 79.4 86.6 47.3 62.3 60.9 67.5
Old : 58.6 70.5 79.4 86.6 47.3 62.3 60.9 67.5
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,444: 46,201 56,094 7,390 100 2,925 0 0 0 2,120 0 85: 723 240
Old : 59,444: 46,201 56,094 7,390 100 2,925 0 0 0 2,120 0 85: 723 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,693: 2,138 1,193 -1,190 -100 600 0 0 0 145 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 94.4 12.4 0.2 4.9 0.0 0.0 0.0 3.6 0.0 0.1: 1.2 0.4
Old : 100.0: 77.7 94.4 12.4 0.2 4.9 0.0 0.0 0.0 3.6 0.0 0.1: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.9 92.9 75.7 97.9 49.5 88.6 70.8 89.3
Old : 50.9 92.9 75.7 97.9 49.5 88.6 70.8 89.3
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 61,970: 51,129 55,398 5,101 3,395 2,510 0 152 0 2,550 0 240: 440 275
Old : 61,970: 51,129 55,398 5,101 3,395 2,510 0 152 0 2,550 0 240: 440 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,511: 1,617 672 80 1,100 -375 0 67 0 189 0 0: 0 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 89.4 8.2 5.5 4.1 0.0 0.2 0.0 4.1 0.0 0.4: 0.7 0.4
Old : 100.0: 82.5 89.4 8.2 5.5 4.1 0.0 0.2 0.0 4.1 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 : 35: 20 15 4 . 4 0 . 0 . 0 .:
Old : 35: 20 15 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 : 46.8 86.9 73.1 95.0 43.8 83.4 68.9 87.5
Old : 46.8 86.9 73.1 95.0 43.8 83.4 68.9 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,472: 69,722 77,774 10,546 4,686 1,121 0 509 0 3,234 982 2,325: 524 75
Old : 87,472: 69,722 77,774 10,546 4,686 1,121 0 509 0 3,234 982 2,325: 524 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,173: 4,727 3,808 -225 0 0 0 0 0 -430 264 101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 88.9 12.1 5.4 1.3 0.0 0.6 0.0 3.7 1.1 2.7: 0.6 0.1
Old : 100.0: 79.7 88.9 12.1 5.4 1.3 0.0 0.6 0.0 3.7 1.1 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 : 39: 18 21 5 . . 0 . 0 . . .:
Old : 39: 18 21 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 59.7 73.8 85.0 55.2 58.1 71.9 80.5
Old : 56.3 59.7 73.8 85.0 55.2 58.1 71.9 80.5
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,272: 83,604 91,342 11,596 5,007 2,400 558 422 438 1,740 1,126 3,447: 489 90
Old : 104,272: 83,604 91,342 11,596 5,007 2,400 558 422 438 1,740 1,126 3,447: 489 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,802: 3,629 3,889 -92 -3 25 153 49 -43 282 61 -163: 11 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 87.6 11.1 4.8 2.3 0.5 0.4 0.4 1.7 1.1 3.3: 0.5 0.1
Old : 100.0: 80.2 87.6 11.1 4.8 2.3 0.5 0.4 0.4 1.7 1.1 3.3: 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 : 54: 22 23 5 . 4 . 5 4 . 6 4:
Old : 54: 22 23 5 . 4 . 5 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 : 51.4 51.8 68.8 79.2 50.3 51.7 66.1 75.2
Old : 51.4 51.8 68.8 79.2 50.3 51.7 66.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,910: 36,046 50,568 18,499 844 722 0 3,533 13 480 35 150: 0 45
Old : 55,910: 36,046 50,568 18,499 844 722 0 3,533 13 480 35 150: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 610: 385 335 150 66 0 0 59 0 -75 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 90.4 33.1 1.5 1.3 0.0 6.3 0.0 0.9 0.1 0.3: 0.0 0.1
Old : 100.0: 64.5 90.4 33.1 1.5 1.3 0.0 6.3 0.0 0.9 0.1 0.3: 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 : 30: 13 14 . . . 0 . . . . .:
Old : 30: 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 : 82.2 88.9 94.6 95.8 80.0 86.3 89.0 90.1
Old : 82.2 88.9 94.6 95.8 80.0 86.3 89.0 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,860: 29,180 45,235 17,230 0 450 0 225 0 0 950 0: 0 0
Old : 46,860: 29,180 45,235 17,230 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 13, 2020 :
: 175: 100 175 75 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 36.8 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 36.8 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 92.5 93.3
Old : 84.4 96.2 96.0 99.5 84.3 90.7 92.5 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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,328: 33,053 47,962 15,556 0 5,312 450 290 0 351 1,276 436: 170 52
Old : 55,328: 33,053 47,962 15,556 0 5,312 450 290 0 351 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 13, 2020 :
: -591: -1,563 -198 1,510 0 -393 0 0 0 -145 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 86.7 28.1 0.0 9.6 0.8 0.5 0.0 0.6 2.3 0.8: 0.3 0.1
Old : 100.0: 59.7 86.7 28.1 0.0 9.6 0.8 0.5 0.0 0.6 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 : 57.0 75.6 78.5 87.9 47.3 62.7 64.5 67.3
Old : 57.0 75.6 78.5 87.9 47.3 62.7 64.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,603: 41,747 50,511 12,155 302 4,773 1,039 3,430 90 658 1,667 468: 673 362
Old : 61,603: 41,747 50,511 12,155 302 4,773 1,039 3,430 90 658 1,667 468: 673 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -931: -1,568 -338 964 -380 -220 67 0 0 -189 -1 8: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 82.0 19.7 0.5 7.7 1.7 5.6 0.1 1.1 2.7 0.8: 1.1 0.6
Old : 100.0: 67.8 82.0 19.7 0.5 7.7 1.7 5.6 0.1 1.1 2.7 0.8: 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 : 35: 20 20 . . . 4 . . . . .:
Old : 35: 20 20 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 71.2 82.7 84.9 59.1 63.6 70.3 70.6
Old : 60.2 71.2 82.7 84.9 59.1 63.6 70.3 70.6
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,422: 10,773 20,775 13,228 0 867 0 2,585 0 70 943 157: 327 95
Old : 25,422: 10,773 20,775 13,228 0 867 0 2,585 0 70 943 157: 327 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 891: 348 391 465 0 30 0 600 0 0 -130 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 81.7 52.0 0.0 3.4 0.0 10.2 0.0 0.3 3.7 0.6: 1.3 0.4
Old : 100.0: 42.4 81.7 52.0 0.0 3.4 0.0 10.2 0.0 0.3 3.7 0.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 74.6 71.1 90.4 88.4 72.7 68.5 87.2 85.1
Old : 74.6 71.1 90.4 88.4 72.7 68.5 87.2 85.1
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,892: 10,240 21,973 12,331 0 839 0 525 0 0 555 0: 482 0
Old : 23,892: 10,240 21,973 12,331 0 839 0 525 0 0 555 0: 482 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 98: 0 -84 -60 0 122 0 0 0 0 60 0: 36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 92.0 51.6 0.0 3.5 0.0 2.2 0.0 0.0 2.3 0.0: 2.0 0.0
Old : 100.0: 42.9 92.0 51.6 0.0 3.5 0.0 2.2 0.0 0.0 2.3 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 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 : 73.9 81.1 89.8 93.1 71.8 77.9 87.2 89.9
Old : 73.9 81.1 89.8 93.1 71.8 77.9 87.2 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,772: 22,422 20,307 2,430 5,167 428 56 110 124 1,161 319 624: 527 693
Old : 27,772: 22,422 20,307 2,430 5,167 428 56 110 124 1,161 319 624: 527 693
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 880: 800 1,120 0 -60 60 56 -124 -56 0 -80 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 73.1 8.7 18.6 1.5 0.2 0.4 0.4 4.2 1.1 2.2: 1.9 2.5
Old : 100.0: 80.7 73.1 8.7 18.6 1.5 0.2 0.4 0.4 4.2 1.1 2.2: 1.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . . . . . . .:
Old : 27: 13 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 64.3 81.3 83.5 61.1 63.5 75.8 76.9
Old : 63.5 64.3 81.3 83.5 61.1 63.5 75.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,632: 12,798 14,129 1,388 537 264 0 525 0 923 531 185: 1,074 461
Old : 16,632: 12,798 14,129 1,388 537 264 0 525 0 923 531 185: 1,074 461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 238: 100 240 60 -60 60 0 0 0 20 0 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 85.0 8.3 3.2 1.6 0.0 3.2 0.0 5.5 3.2 1.1: 6.5 2.8
Old : 100.0: 76.9 85.0 8.3 3.2 1.6 0.0 3.2 0.0 5.5 3.2 1.1: 6.5 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 : 64.7 77.2 85.6 89.1 61.3 66.7 75.5 76.6
Old : 64.7 77.2 85.6 89.1 61.3 66.7 75.5 76.6
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 55,779: 41,271 26,280 7,189 19,793 760 2,595 4,746 175 1,985 2,359 1,624: 180 42
Old : 55,779: 41,271 26,280 7,189 19,793 760 2,595 4,746 175 1,985 2,359 1,624: 180 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,039: 1,370 811 -612 0 238 0 0 0 -16 -25 35: 24 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 47.1 12.9 35.5 1.4 4.7 8.5 0.3 3.6 4.2 2.9: 0.3 0.1
Old : 100.0: 74.0 47.1 12.9 35.5 1.4 4.7 8.5 0.3 3.6 4.2 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: 23 21 5 . . . . . 4 . 6:
Old : 46: 23 21 5 . . . . . 4 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 70.5 74.3 84.2 50.0 55.5 63.6 67.0
Old : 56.9 70.5 74.3 84.2 50.0 55.5 63.6 67.0
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,522: 27,984 11,967 1,556 16,159 1,337 740 2,232 20 515 589 1,069: 301 149
Old : 33,522: 27,984 11,967 1,556 16,159 1,337 740 2,232 20 515 589 1,069: 301 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 390: 161 310 120 0 32 0 2 0 -36 -67 113: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 35.7 4.6 48.2 4.0 2.2 6.7 0.1 1.5 1.8 3.2: 0.9 0.4
Old : 100.0: 83.5 35.7 4.6 48.2 4.0 2.2 6.7 0.1 1.5 1.8 3.2: 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 18 4 . 4 . . . . . .:
Old : 36: 21 18 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 : 66.7 66.9 79.8 81.2 57.6 66.0 67.9 73.7
Old : 66.7 66.9 79.8 81.2 57.6 66.0 67.9 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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,082: 6,852 16,580 8,760 0 400 250 0 0 760 75 0: 60 27
Old : 17,082: 6,852 16,580 8,760 0 400 250 0 0 760 75 0: 60 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 133: -8 105 113 0 25 0 0 0 3 0 0: 0 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 97.1 51.3 0.0 2.3 1.5 0.0 0.0 4.4 0.4 0.0: 0.4 0.2
Old : 100.0: 40.1 97.1 51.3 0.0 2.3 1.5 0.0 0.0 4.4 0.4 0.0: 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 : 29: 14 14 . 0 . . 0 0 . . 0:
Old : 29: 14 14 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 88.9 85.1 95.0 68.2 84.7 81.1 88.5
Old : 71.3 88.9 85.1 95.0 68.2 84.7 81.1 88.5
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,760: 9,108 21,520 11,348 0 190 0 0 0 1,025 0 50: 39 0
Old : 21,760: 9,108 21,520 11,348 0 190 0 0 0 1,025 0 50: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 50: 75 50 0 0 0 0 0 0 -25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 98.9 52.2 0.0 0.9 0.0 0.0 0.0 4.7 0.0 0.2: 0.2 0.0
Old : 100.0: 41.9 98.9 52.2 0.0 0.9 0.0 0.0 0.0 4.7 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 : 23: 13 9 . 0 . 0 0 0 4 0 .:
Old : 23: 13 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 : 71.6 95.7 92.2 99.1 70.3 93.7 91.0 96.0
Old : 71.6 95.7 92.2 99.1 70.3 93.7 91.0 96.0
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,425: 5,900 7,050 1,699 1,640 1,355 65 0 0 460 75 290: 656 15
Old : 10,425: 5,900 7,050 1,699 1,640 1,355 65 0 0 460 75 290: 656 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 232: 25 245 -100 -200 307 0 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 67.6 16.3 15.7 13.0 0.6 0.0 0.0 4.4 0.7 2.8: 6.3 0.1
Old : 100.0: 56.6 67.6 16.3 15.7 13.0 0.6 0.0 0.0 4.4 0.7 2.8: 6.3 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 : 25: 13 10 . . . . 0 0 . . .:
Old : 25: 13 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 59.8 78.9 88.2 41.3 55.1 61.7 71.8
Old : 51.9 59.8 78.9 88.2 41.3 55.1 61.7 71.8
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,738: 5,232 6,150 1,780 1,740 1,363 65 0 0 280 75 395: 623 15
Old : 9,738: 5,232 6,150 1,780 1,740 1,363 65 0 0 280 75 395: 623 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 225: 25 245 -100 -200 300 0 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 63.2 18.3 17.9 14.0 0.7 0.0 0.0 2.9 0.8 4.1: 6.4 0.2
Old : 100.0: 53.7 63.2 18.3 17.9 14.0 0.7 0.0 0.0 2.9 0.8 4.1: 6.4 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 : 24: 12 10 . . . . 0 0 . . .:
Old : 24: 12 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 66.2 78.5 86.0 42.9 57.4 59.5 67.6
Old : 56.2 66.2 78.5 86.0 42.9 57.4 59.5 67.6
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,772: 17,115 45,762 26,975 0 250 125 0 0 1,415 50 2,700: 192 10
Old : 48,772: 17,115 45,762 26,975 0 250 125 0 0 1,415 50 2,700: 192 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 595: 220 600 580 0 -35 0 0 0 -110 0 30: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 93.8 55.3 0.0 0.5 0.3 0.0 0.0 2.9 0.1 5.5: 0.4 0.0
Old : 100.0: 35.1 93.8 55.3 0.0 0.5 0.3 0.0 0.0 2.9 0.1 5.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.4 74.5 89.0 93.8 71.7 74.2 78.4 84.3
Old : 76.4 74.5 89.0 93.8 71.7 74.2 78.4 84.3
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,007: 17,820 46,172 26,625 0 250 125 0 0 1,470 50 2,525: 192 10
Old : 49,007: 17,820 46,172 26,625 0 250 125 0 0 1,470 50 2,525: 192 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 605: 220 600 580 0 -25 0 0 0 -110 0 30: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 94.2 54.3 0.0 0.5 0.3 0.0 0.0 3.0 0.1 5.2: 0.4 0.0
Old : 100.0: 36.4 94.2 54.3 0.0 0.5 0.3 0.0 0.0 3.0 0.1 5.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 74.5 74.7 87.5 94.5 70.6 74.4 77.9 84.7
Old : 74.5 74.7 87.5 94.5 70.6 74.4 77.9 84.7
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,517: 85,390 89,513 19,376 8,819 7,900 0 2,474 760 1,975 5,925 1,067: 49 59
Old : 116,517: 85,390 89,513 19,376 8,819 7,900 0 2,474 760 1,975 5,925 1,067: 49 59
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,700: 4,323 3,927 -1,057 -1,020 1,378 0 200 0 75 195 -20: 1 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 76.8 16.6 7.6 6.8 0.0 2.1 0.7 1.7 5.1 0.9: 0.0 0.1
Old : 100.0: 73.3 76.8 16.6 7.6 6.8 0.0 2.1 0.7 1.7 5.1 0.9: 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 : 65: 36 29 4 . 4 0 5 . 6 7 4:
Old : 65: 36 29 4 . 4 0 5 . 6 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 48.9 66.0 68.7 44.5 45.4 59.4 62.4
Old : 48.0 48.9 66.0 68.7 44.5 45.4 59.4 62.4
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,233: 92,415 100,122 19,318 5,628 9,057 290 2,311 1,729 1,540 5,509 1,822: 62 55
Old : 126,233: 92,415 100,122 19,318 5,628 9,057 290 2,311 1,729 1,540 5,509 1,822: 62 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,324: 5,023 4,842 -130 -234 376 0 177 0 50 118 5: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 79.3 15.3 4.5 7.2 0.2 1.8 1.4 1.2 4.4 1.4: 0.0 0.0
Old : 100.0: 73.2 79.3 15.3 4.5 7.2 0.2 1.8 1.4 1.2 4.4 1.4: 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 : 68: 41 32 5 . 5 . . 4 6 7 7:
Old : 68: 41 32 5 . 5 . . 4 6 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 : 41.2 49.4 62.5 68.7 37.2 46.8 54.5 60.2
Old : 41.2 49.4 62.5 68.7 37.2 46.8 54.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 575,853: 343,379 381,567 24,421 4,643 98,810 17,917 14,826 29,535 23,764 7,893 37,712: 316 868
Old : 575,853: 343,379 381,567 24,421 4,643 98,810 17,917 14,826 29,535 23,764 7,893 37,712: 316 868
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 19,023: 11,714 12,437 2,514 296 957 -3,151 1,635 -9,464 2,714 -674 13,759: -18 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 66.3 4.2 0.8 17.2 3.1 2.6 5.1 4.1 1.4 6.5: 0.1 0.2
Old : 100.0: 59.6 66.3 4.2 0.8 17.2 3.1 2.6 5.1 4.1 1.4 6.5: 0.1 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 : 102: 44 45 4 . 5 9 10 9 15 13 20:
Old : 102: 44 45 4 . 5 9 10 9 15 13 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 40.0 58.4 60.1 11.1 15.2 15.4 20.0
Old : 39.7 40.0 58.4 60.1 11.1 15.2 15.4 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 10,364 13,415 875 539 1,666 720 600 65 2,410 0 0: 185 0
Old : 16,285: 10,364 13,415 875 539 1,666 720 600 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 13, 2020 :
: 0: -100 50 0 -150 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 82.4 5.4 3.3 10.2 4.4 3.7 0.4 14.8 0.0 0.0: 1.1 0.0
Old : 100.0: 63.6 82.4 5.4 3.3 10.2 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 : 53.4 75.1 79.1 92.0 52.4 65.5 68.5 74.9
Old : 53.4 75.1 79.1 92.0 52.4 65.5 68.5 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,671: 8,112 10,475 930 812 1,719 220 600 65 2,460 0 0: 165 0
Old : 13,671: 8,112 10,475 930 812 1,719 220 600 65 2,460 0 0: 165 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -10: -100 50 50 -90 150 0 0 0 0 0 0: -110 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 76.6 6.8 5.9 12.6 1.6 4.4 0.5 18.0 0.0 0.0: 1.2 0.0
Old : 100.0: 59.3 76.6 6.8 5.9 12.6 1.6 4.4 0.5 18.0 0.0 0.0: 1.2 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 : 27: 14 12 . . 4 . . . . 0 0:
Old : 27: 14 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 : 50.8 73.2 80.9 91.1 47.4 58.7 66.0 71.9
Old : 50.8 73.2 80.9 91.1 47.4 58.7 66.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,063: 4,851 5,943 450 100 0 0 0 0 730 0 0: 32 20
Old : 6,063: 4,851 5,943 450 100 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 13, 2020 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 98.0 7.4 1.6 0.0 0.0 0.0 0.0 12.0 0.0 0.0: 0.5 0.3
Old : 100.0: 80.0 98.0 7.4 1.6 0.0 0.0 0.0 0.0 12.0 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 : 52.8 81.2 79.2 95.5 46.6 78.8 69.8 86.2
Old : 52.8 81.2 79.2 95.5 46.6 78.8 69.8 86.2
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,971: 59,989 61,030 13,562 11,836 1,750 0 2,185 0 1,500 0 0: 7,170 7,170
Old : 83,971: 59,989 61,030 13,562 11,836 1,750 0 2,185 0 1,500 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 13, 2020 :
: 270: -10 270 -200 0 0 0 0 0 480 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 72.7 16.2 14.1 2.1 0.0 2.6 0.0 1.8 0.0 0.0: 8.5 8.5
Old : 100.0: 71.4 72.7 16.2 14.1 2.1 0.0 2.6 0.0 1.8 0.0 0.0: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 18 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 57.2 83.6 80.6 72.0 54.7 80.4 75.4
Old : 73.5 57.2 83.6 80.6 72.0 54.7 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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,570: 51,277 51,700 11,206 9,770 2,365 0 2,525 0 1,320 0 0: 6,402 6,210
Old : 72,570: 51,277 51,700 11,206 9,770 2,365 0 2,525 0 1,320 0 0: 6,402 6,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 235: -175 225 -80 0 0 0 0 0 480 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 71.2 15.4 13.5 3.3 0.0 3.5 0.0 1.8 0.0 0.0: 8.8 8.6
Old : 100.0: 70.7 71.2 15.4 13.5 3.3 0.0 3.5 0.0 1.8 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 : 73.0 57.2 84.8 79.0 71.8 53.5 79.2 73.8
Old : 73.0 57.2 84.8 79.0 71.8 53.5 79.2 73.8
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,370: 8,080 13,925 5,345 0 5,235 950 945 0 755 0 0: 4,005 4,265
Old : 24,370: 8,080 13,925 5,345 0 5,235 950 945 0 755 0 0: 4,005 4,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 220: 260 510 250 0 -525 0 0 0 0 0 0: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 57.1 21.9 0.0 21.5 3.9 3.9 0.0 3.1 0.0 0.0: 16.4 17.5
Old : 100.0: 33.2 57.1 21.9 0.0 21.5 3.9 3.9 0.0 3.1 0.0 0.0: 16.4 17.5
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 : 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 : 60.0 48.2 74.9 72.5 38.3 38.6 47.2 47.5
Old : 60.0 48.2 74.9 72.5 38.3 38.6 47.2 47.5
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,269: 36,521 22,267 5,187 21,226 36 11,080 8,670 2,965 0 910 50: 3,430 3,145
Old : 59,269: 36,521 22,267 5,187 21,226 36 11,080 8,670 2,965 0 910 50: 3,430 3,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,080: -1,265 -180 630 0 -68 -480 -815 -25 0 0 0: 128 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 37.6 8.8 35.8 0.1 18.7 14.6 5.0 0.0 1.5 0.1: 5.8 5.3
Old : 100.0: 61.6 37.6 8.8 35.8 0.1 18.7 14.6 5.0 0.0 1.5 0.1: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 56.7 71.6 78.0 83.4 46.3 68.7 64.0 75.9
Old : 56.7 71.6 78.0 83.4 46.3 68.7 64.0 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,847: 26,317 17,299 7,422 11,865 0 1,915 6,335 2,975 0 360 300: 1,918 1,713
Old : 40,847: 26,317 17,299 7,422 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 13, 2020 :
: 675: 405 675 270 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 42.4 18.2 29.0 0.0 4.7 15.5 7.3 0.0 0.9 0.7: 4.7 4.2
Old : 100.0: 64.4 42.4 18.2 29.0 0.0 4.7 15.5 7.3 0.0 0.9 0.7: 4.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.7 69.7 83.5 85.6 48.9 66.1 64.6 72.8
Old : 58.7 69.7 83.5 85.6 48.9 66.1 64.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,740: 11,678 13,515 5,020 98 1,870 0 3,550 0 0 0 0: 2,172 1,707
Old : 20,740: 11,678 13,515 5,020 98 1,870 0 3,550 0 0 0 0: 2,172 1,707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -1,651: -85 -930 8 98 132 0 815 -1,800 0 0 0: 94 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 65.2 24.2 0.5 9.0 0.0 17.1 0.0 0.0 0.0 0.0: 10.5 8.2
Old : 100.0: 56.3 65.2 24.2 0.5 9.0 0.0 17.1 0.0 0.0 0.0 0.0: 10.5 8.2
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 : 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 : 60.2 69.3 76.0 85.2 54.5 65.7 63.1 67.9
Old : 60.2 69.3 76.0 85.2 54.5 65.7 63.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 91,854: 53,434 31,959 490 34,480 4,860 14,675 1,225 635 0 885 1,420: 16,340 16,390
Old : 91,854: 53,434 31,959 490 34,480 4,860 14,675 1,225 635 0 885 1,420: 16,340 16,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,645: 330 590 490 230 610 0 0 0 0 0 0: 215 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 34.8 0.5 37.5 5.3 16.0 1.3 0.7 0.0 1.0 1.5: 17.8 17.8
Old : 100.0: 58.2 34.8 0.5 37.5 5.3 16.0 1.3 0.7 0.0 1.0 1.5: 17.8 17.8
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 : 30: 18 20 . . . . . . 0 . .:
Old : 30: 18 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 51.2 72.7 67.6 53.9 49.6 58.1 55.0
Old : 56.0 51.2 72.7 67.6 53.9 49.6 58.1 55.0
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,139: 51,569 32,109 305 31,025 5,615 15,640 1,225 920 0 3,125 525: 14,565 14,595
Old : 89,139: 51,569 32,109 305 31,025 5,615 15,640 1,225 920 0 3,125 525: 14,565 14,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,535: 10 650 305 -135 1,085 200 0 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 36.0 0.3 34.8 6.3 17.5 1.4 1.0 0.0 3.5 0.6: 16.3 16.4
Old : 100.0: 57.9 36.0 0.3 34.8 6.3 17.5 1.4 1.0 0.0 3.5 0.6: 16.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 19 . . . . . . 0 . .:
Old : 31: 17 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 48.4 73.6 68.1 51.1 45.6 57.4 53.9
Old : 52.6 48.4 73.6 68.1 51.1 45.6 57.4 53.9
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,390: 15,918 6,003 2,110 225 786 0 7,620 2,010 800 5,420 495: 4,271 3,831
Old : 26,390: 15,918 6,003 2,110 225 786 0 7,620 2,010 800 5,420 495: 4,271 3,831
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,910: 2,799 2,299 -180 0 48 0 -100 50 0 420 60: 133 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 22.7 8.0 0.9 3.0 0.0 28.9 7.6 3.0 20.5 1.9: 16.2 14.5
Old : 100.0: 60.3 22.7 8.0 0.9 3.0 0.0 28.9 7.6 3.0 20.5 1.9: 16.2 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 : 27: 15 11 . . . 0 . . . . .:
Old : 27: 15 11 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 57.8 63.2 75.3 40.2 46.3 55.5 61.9
Old : 42.4 57.8 63.2 75.3 40.2 46.3 55.5 61.9
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,075: 15,968 5,993 1,500 225 1,318 0 7,620 2,010 800 4,845 595: 3,884 3,469
Old : 26,075: 15,968 5,993 1,500 225 1,318 0 7,620 2,010 800 4,845 595: 3,884 3,469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,910: 2,799 2,299 -180 0 5 0 -100 50 0 420 60: 176 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 23.0 5.8 0.9 5.1 0.0 29.2 7.7 3.1 18.6 2.3: 14.9 13.3
Old : 100.0: 61.2 23.0 5.8 0.9 5.1 0.0 29.2 7.7 3.1 18.6 2.3: 14.9 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 : 26: 15 9 . . . 0 . . . . .:
Old : 26: 15 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 56.6 63.8 75.9 38.3 44.7 54.0 60.4
Old : 42.4 56.6 63.8 75.9 38.3 44.7 54.0 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,460: 19,403 62,733 18,995 6,375 35 22,605 100 0 8,465 0 0: 1,957 2,217
Old : 71,460: 19,403 62,733 18,995 6,375 35 22,605 100 0 8,465 0 0: 1,957 2,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,600: 603 1,963 1,975 600 0 0 0 0 0 0 0: 22 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 87.8 26.6 8.9 0.0 31.6 0.1 0.0 11.8 0.0 0.0: 2.7 3.1
Old : 100.0: 27.2 87.8 26.6 8.9 0.0 31.6 0.1 0.0 11.8 0.0 0.0: 2.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 85.5 93.5 92.1 73.4 82.3 88.7 86.9
Old : 75.2 85.5 93.5 92.1 73.4 82.3 88.7 86.9
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,155: 19,560 61,190 18,415 6,465 165 22,855 500 0 7,590 0 0: 1,570 1,835
Old : 70,155: 19,560 61,190 18,415 6,465 165 22,855 500 0 7,590 0 0: 1,570 1,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,095: 600 1,430 1,645 600 -150 0 200 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 87.2 26.2 9.2 0.2 32.6 0.7 0.0 10.8 0.0 0.0: 2.2 2.6
Old : 100.0: 27.9 87.2 26.2 9.2 0.2 32.6 0.7 0.0 10.8 0.0 0.0: 2.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 75.0 88.4 94.3 94.8 74.1 86.8 90.6 90.2
Old : 75.0 88.4 94.3 94.8 74.1 86.8 90.6 90.2
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,410: 20,130 50,020 6,555 1,200 2,135 5,180 0 165 19,040 0 270: 2,935 2,620
Old : 56,410: 20,130 50,020 6,555 1,200 2,135 5,180 0 165 19,040 0 270: 2,935 2,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 730: 50 700 800 0 -340 0 0 0 -150 0 100: 270 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 88.7 11.6 2.1 3.8 9.2 0.0 0.3 33.8 0.0 0.5: 5.2 4.6
Old : 100.0: 35.7 88.7 11.6 2.1 3.8 9.2 0.0 0.3 33.8 0.0 0.5: 5.2 4.6
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: 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 84.0 75.8 93.9 54.3 83.5 72.5 88.1
Old : 57.4 84.0 75.8 93.9 54.3 83.5 72.5 88.1
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 48,365: 18,760 41,805 7,105 1,560 1,470 5,180 0 165 12,140 0 620: 2,925 2,745
Old : 48,365: 18,760 41,805 7,105 1,560 1,470 5,180 0 165 12,140 0 620: 2,925 2,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 730: 0 700 800 0 -240 0 0 0 -100 0 100: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 86.4 14.7 3.2 3.0 10.7 0.0 0.3 25.1 0.0 1.3: 6.0 5.7
Old : 100.0: 38.8 86.4 14.7 3.2 3.0 10.7 0.0 0.3 25.1 0.0 1.3: 6.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.4 80.9 74.1 91.9 50.2 80.2 70.7 86.3
Old : 53.4 80.9 74.1 91.9 50.2 80.2 70.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,795: 9,880 7,590 545 0 1,835 50 4,685 0 2,260 650 280: 2,945 2,755
Old : 17,795: 9,880 7,590 545 0 1,835 50 4,685 0 2,260 650 280: 2,945 2,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 42.7 3.1 0.0 10.3 0.3 26.3 0.0 12.7 3.7 1.6: 16.5 15.5
Old : 100.0: 55.5 42.7 3.1 0.0 10.3 0.3 26.3 0.0 12.7 3.7 1.6: 16.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 5 . 0 . . . 0 . . .:
Old : 20: 11 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 : 53.1 70.2 76.8 82.6 48.2 65.4 65.5 71.6
Old : 53.1 70.2 76.8 82.6 48.2 65.4 65.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,440: 9,270 7,585 825 0 1,980 50 4,685 0 2,820 650 120: 2,375 2,420
Old : 17,440: 9,270 7,585 825 0 1,980 50 4,685 0 2,820 650 120: 2,375 2,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 43.5 4.7 0.0 11.4 0.3 26.9 0.0 16.2 3.7 0.7: 13.6 13.9
Old : 100.0: 53.2 43.5 4.7 0.0 11.4 0.3 26.9 0.0 16.2 3.7 0.7: 13.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 4 . 0 . . . 0 . . .:
Old : 20: 11 4 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 72.4 79.6 84.7 50.3 66.7 67.9 73.3
Old : 58.9 72.4 79.6 84.7 50.3 66.7 67.9 73.3
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,660: 34,380 37,740 1,730 2,040 4,205 4,720 15,480 175 15,065 1,100 1,455: 5,930 5,465
Old : 67,660: 34,380 37,740 1,730 2,040 4,205 4,720 15,480 175 15,065 1,100 1,455: 5,930 5,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,435: 1,235 1,085 -200 -50 250 0 0 0 0 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 55.8 2.6 3.0 6.2 7.0 22.9 0.3 22.3 1.6 2.2: 8.8 8.1
Old : 100.0: 50.8 55.8 2.6 3.0 6.2 7.0 22.9 0.3 22.3 1.6 2.2: 8.8 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 12 . . . . . . 4 . .:
Old : 31: 14 12 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 64.1 73.5 81.2 54.4 60.2 68.1 74.2
Old : 56.5 64.1 73.5 81.2 54.4 60.2 68.1 74.2
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,745: 32,720 33,285 1,730 1,115 4,185 4,495 15,480 175 11,815 1,100 1,455: 5,170 4,950
Old : 61,745: 32,720 33,285 1,730 1,115 4,185 4,495 15,480 175 11,815 1,100 1,455: 5,170 4,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,435: 1,185 1,085 -200 -50 250 0 0 0 50 0 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 53.9 2.8 1.8 6.8 7.3 25.1 0.3 19.1 1.8 2.4: 8.4 8.0
Old : 100.0: 53.0 53.9 2.8 1.8 6.8 7.3 25.1 0.3 19.1 1.8 2.4: 8.4 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 12 . . . . . . 4 . .:
Old : 31: 14 12 . . . . . . 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 66.7 72.3 81.7 52.1 64.0 66.0 74.4
Old : 54.6 66.7 72.3 81.7 52.1 64.0 66.0 74.4
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,957: 36,551 22,631 0 19,485 40 18,255 225 4,015 0 12,495 1,355: 2,741 2,711
Old : 62,957: 36,551 22,631 0 19,485 40 18,255 225 4,015 0 12,495 1,355: 2,741 2,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 265: -325 50 0 0 -50 350 -50 0 0 25 0: 290 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 35.9 0.0 30.9 0.1 29.0 0.4 6.4 0.0 19.8 2.2: 4.4 4.3
Old : 100.0: 58.1 35.9 0.0 30.9 0.1 29.0 0.4 6.4 0.0 19.8 2.2: 4.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 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 : 55.7 67.0 78.7 87.4 53.5 60.1 69.0 74.4
Old : 55.7 67.0 78.7 87.4 53.5 60.1 69.0 74.4
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,966: 32,708 19,921 0 17,282 40 12,805 200 4,095 0 8,290 1,600: 2,718 2,538
Old : 53,966: 32,708 19,921 0 17,282 40 12,805 200 4,095 0 8,290 1,600: 2,718 2,538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 290: -325 50 0 0 -50 350 -50 0 0 25 0: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 36.9 0.0 32.0 0.1 23.7 0.4 7.6 0.0 15.4 3.0: 5.0 4.7
Old : 100.0: 60.6 36.9 0.0 32.0 0.1 23.7 0.4 7.6 0.0 15.4 3.0: 5.0 4.7
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: 20 10 0 . . . . . 0 . .:
Old : 30: 20 10 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 63.0 77.2 86.7 47.2 56.9 64.3 69.7
Old : 54.1 63.0 77.2 86.7 47.2 56.9 64.3 69.7
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,311: 102,313 75,732 19,952 655 6,699 645 33,294 8,575 1,570 14,795 1,970: 46,587 46,591
Old : 188,311: 102,313 75,732 19,952 655 6,699 645 33,294 8,575 1,570 14,795 1,970: 46,587 46,591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,070: 624 -501 -2,145 0 -302 0 -860 1,785 470 325 -210: 2,848 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.2 10.6 0.3 3.6 0.3 17.7 4.6 0.8 7.9 1.0: 24.7 24.7
Old : 100.0: 54.3 40.2 10.6 0.3 3.6 0.3 17.7 4.6 0.8 7.9 1.0: 24.7 24.7
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 : 44: 25 29 . . . . . . . . .:
Old : 44: 25 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 36.2 59.9 53.1 39.4 32.4 49.4 47.1
Old : 44.3 36.2 59.9 53.1 39.4 32.4 49.4 47.1
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,564: 80,104 64,953 19,672 0 3,823 570 26,819 8,325 2,045 10,615 2,290: 39,735 39,739
Old : 156,564: 80,104 64,953 19,672 0 3,823 570 26,819 8,325 2,045 10,615 2,290: 39,735 39,739
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,434: 1,618 683 -1,830 0 -269 0 -860 1,785 695 650 -480: 3,915 3,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 41.5 12.6 0.0 2.4 0.4 17.1 5.3 1.3 6.8 1.5: 25.4 25.4
Old : 100.0: 51.2 41.5 12.6 0.0 2.4 0.4 17.1 5.3 1.3 6.8 1.5: 25.4 25.4
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 : 44: 24 29 . 0 . . . . . . .:
Old : 44: 24 29 . 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 : 40.3 36.3 54.9 52.8 35.2 31.2 45.2 43.8
Old : 40.3 36.3 54.9 52.8 35.2 31.2 45.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,586: 26,280 38,330 15,471 3,876 10,565 2,930 0 7,650 0 2,555 0: 4,690 4,610
Old : 67,586: 26,280 38,330 15,471 3,876 10,565 2,930 0 7,650 0 2,555 0: 4,690 4,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 385: -155 555 840 130 -530 0 0 0 0 0 0: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 56.7 22.9 5.7 15.6 4.3 0.0 11.3 0.0 3.8 0.0: 6.9 6.8
Old : 100.0: 38.9 56.7 22.9 5.7 15.6 4.3 0.0 11.3 0.0 3.8 0.0: 6.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 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 45.9 80.0 75.1 38.6 37.8 50.1 48.9
Old : 59.3 45.9 80.0 75.1 38.6 37.8 50.1 48.9
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,100: 24,815 31,545 8,766 2,936 7,954 2,885 0 8,075 0 2,080 0: 5,605 5,510
Old : 58,100: 24,815 31,545 8,766 2,936 7,954 2,885 0 8,075 0 2,080 0: 5,605 5,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 300: 200 220 480 460 -675 0 0 0 0 0 0: 295 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 54.3 15.1 5.1 13.7 5.0 0.0 13.9 0.0 3.6 0.0: 9.6 9.5
Old : 100.0: 42.7 54.3 15.1 5.1 13.7 5.0 0.0 13.9 0.0 3.6 0.0: 9.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . . 0 . 0 . 0:
Old : 26: 16 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 45.8 71.1 74.3 32.2 36.3 43.3 46.3
Old : 52.4 45.8 71.1 74.3 32.2 36.3 43.3 46.3
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,490: 23,165 20,700 200 6,310 4,095 5,100 3,000 5,505 1,260 0 420: 3,745 3,460
Old : 43,490: 23,165 20,700 200 6,310 4,095 5,100 3,000 5,505 1,260 0 420: 3,745 3,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 845: 1,675 315 0 1,360 -1,005 0 0 0 0 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 47.6 0.5 14.5 9.4 11.7 6.9 12.7 2.9 0.0 1.0: 8.6 8.0
Old : 100.0: 53.3 47.6 0.5 14.5 9.4 11.7 6.9 12.7 2.9 0.0 1.0: 8.6 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 : 25: 15 16 . . . . . . . 0 .:
Old : 25: 15 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 47.0 77.2 72.4 42.4 30.9 51.4 48.3
Old : 59.0 47.0 77.2 72.4 42.4 30.9 51.4 48.3
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,110: 18,460 30,880 0 6,015 4,505 20,095 3,130 4,250 1,260 0 420: 3,120 2,910
Old : 52,110: 18,460 30,880 0 6,015 4,505 20,095 3,130 4,250 1,260 0 420: 3,120 2,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,605: 1,630 750 0 880 225 0 0 0 0 0 0: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 59.3 0.0 11.5 8.6 38.6 6.0 8.2 2.4 0.0 0.8: 6.0 5.6
Old : 100.0: 35.4 59.3 0.0 11.5 8.6 38.6 6.0 8.2 2.4 0.0 0.8: 6.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 74.8 46.3 87.0 72.5 53.5 31.3 55.9 48.5
Old : 74.8 46.3 87.0 72.5 53.5 31.3 55.9 48.5
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 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 199,978: 112,039 127,454 3,637 5,270 29,555 14,350 0 9,755 2,165 0 600: 27,876 27,344
Old : 199,978: 112,039 127,454 3,637 5,270 29,555 14,350 0 9,755 2,165 0 600: 27,876 27,344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 9,449: 1,496 4,900 -3,752 -1,029 3,759 5,100 -950 800 20 0 0: 2,026 1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 63.7 1.8 2.6 14.8 7.2 0.0 4.9 1.1 0.0 0.3: 13.9 13.7
Old : 100.0: 56.0 63.7 1.8 2.6 14.8 7.2 0.0 4.9 1.1 0.0 0.3: 13.9 13.7
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 : 38: 27 27 . . . . 0 . . 0 .:
Old : 38: 27 27 . . . . 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 : 41.0 47.4 59.8 66.4 28.7 29.0 36.3 38.5
Old : 41.0 47.4 59.8 66.4 28.7 29.0 36.3 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, October 20, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 136,000: 75,435 82,170 0 8,160 15,720 13,805 280 9,660 1,575 100 0: 19,805 19,910
Old : 136,000: 75,435 82,170 0 8,160 15,720 13,805 280 9,660 1,575 100 0: 19,805 19,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 6,320: -1,425 3,520 -15 940 770 6,000 0 -100 0 100 0: 1,090 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 60.4 0.0 6.0 11.6 10.2 0.2 7.1 1.2 0.1 0.0: 14.6 14.6
Old : 100.0: 55.5 60.4 0.0 6.0 11.6 10.2 0.2 7.1 1.2 0.1 0.0: 14.6 14.6
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 : 36: 24 26 0 . . . . . . . 0:
Old : 36: 24 26 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 : 39.2 41.5 58.0 61.5 26.4 30.6 37.1 36.7
Old : 39.2 41.5 58.0 61.5 26.4 30.6 37.1 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020