COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 17,052: 13,383 8,540 120 3,040 486 0 416 164 167 1,807 1,793: 939 806
Old : 17,052: 13,383 8,540 120 3,040 486 0 416 164 167 1,807 1,793: 939 806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 451: 667 445 0 -6 72 0 15 0 15 257 -301: -2 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 50.1 0.7 17.8 2.9 0.0 2.4 1.0 1.0 10.6 10.5: 5.5 4.7
Old : 100.0: 78.5 50.1 0.7 17.8 2.9 0.0 2.4 1.0 1.0 10.6 10.5: 5.5 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 : 22: 11 8 . . . 0 . . . 4 4:
Old : 22: 11 8 . . . 0 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 43.5 81.8 69.3 36.5 23.7 43.7 38.8
Old : 62.1 43.5 81.8 69.3 36.5 23.7 43.7 38.8
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,205: 4,602 4,856 686 571 895 498 171 293 188 752 565: 477 101
Old : 8,205: 4,602 4,856 686 571 895 498 171 293 188 752 565: 477 101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 491: 329 271 0 -2 -1 72 41 3 35 92 31: 23 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 59.2 8.4 7.0 10.9 6.1 2.1 3.6 2.3 9.2 6.9: 5.8 1.2
Old : 100.0: 56.1 59.2 8.4 7.0 10.9 6.1 2.1 3.6 2.3 9.2 6.9: 5.8 1.2
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: 17 17 . . . . . . 5 8 12:
Old : 36: 17 17 . . . . . . 5 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 48.5 69.9 65.9 32.4 37.4 40.9 44.2
Old : 53.6 48.5 69.9 65.9 32.4 37.4 40.9 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 34,944: 21,237 29,157 4,031 1,642 1,978 1,488 125 390 5,115 932 620: 85 100
Old : 34,944: 21,237 29,157 4,031 1,642 1,978 1,488 125 390 5,115 932 620: 85 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 883: 555 485 45 -15 88 0 100 0 365 180 -50: -120 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 83.4 11.5 4.7 5.7 4.3 0.4 1.1 14.6 2.7 1.8: 0.2 0.3
Old : 100.0: 60.8 83.4 11.5 4.7 5.7 4.3 0.4 1.1 14.6 2.7 1.8: 0.2 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 : 38: 19 22 . . . . . . 4 4 4:
Old : 38: 19 22 . . . . . . 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 56.2 68.1 77.7 41.8 49.4 54.3 61.4
Old : 45.9 56.2 68.1 77.7 41.8 49.4 54.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,544: 25,251 24,624 0 3,912 1,493 515 0 150 5,035 2,265 100: 0 0
Old : 32,544: 25,251 24,624 0 3,912 1,493 515 0 150 5,035 2,265 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,060: 645 495 0 100 200 -75 0 0 425 400 -135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 75.7 0.0 12.0 4.6 1.6 0.0 0.5 15.5 7.0 0.3: 0.0 0.0
Old : 100.0: 77.6 75.7 0.0 12.0 4.6 1.6 0.0 0.5 15.5 7.0 0.3: 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 : 33: 16 20 0 . . . 0 . . . .:
Old : 33: 16 20 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 63.4 76.5 84.4 53.5 53.8 69.7 73.6
Old : 53.6 63.4 76.5 84.4 53.5 53.8 69.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,207: 95,991 100,194 899 14,099 11,516 16,955 1,109 1,304 5,195 3,914 1,844: 503 227
Old : 134,207: 95,991 100,194 899 14,099 11,516 16,955 1,109 1,304 5,195 3,914 1,844: 503 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 996: 3,556 -596 -231 2,519 -862 -772 518 -418 -483 -279 223: -17 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 74.7 0.7 10.5 8.6 12.6 0.8 1.0 3.9 2.9 1.4: 0.4 0.2
Old : 100.0: 71.5 74.7 0.7 10.5 8.6 12.6 0.8 1.0 3.9 2.9 1.4: 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 : 69: 32 34 . 4 6 8 5 5 9 6 7:
Old : 69: 32 34 . 4 6 8 5 5 9 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 35.8 64.3 56.7 39.0 24.5 48.6 37.0
Old : 47.9 35.8 64.3 56.7 39.0 24.5 48.6 37.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,888: 46,122 43,396 1,970 9,836 4,371 4,276 5 100 1,670 745 1,379: 0 56
Old : 59,888: 46,122 43,396 1,970 9,836 4,371 4,276 5 100 1,670 745 1,379: 0 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 368: 480 450 0 -475 258 -140 5 25 -345 0 90: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 72.5 3.3 16.4 7.3 7.1 0.0 0.2 2.8 1.2 2.3: 0.0 0.1
Old : 100.0: 77.0 72.5 3.3 16.4 7.3 7.1 0.0 0.2 2.8 1.2 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 22 . . . . . . . . 5:
Old : 39: 20 22 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 76.3 83.2 90.9 60.9 62.1 72.6 73.0
Old : 61.7 76.3 83.2 90.9 60.9 62.1 72.6 73.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 34,103: 32,477 24,735 430 6,206 821 0 534 0 300 1,732 75: 0 0
Old : 34,103: 32,477 24,735 430 6,206 821 0 534 0 300 1,732 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -50: 100 75 0 -50 -150 0 75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 72.5 1.3 18.2 2.4 0.0 1.6 0.0 0.9 5.1 0.2: 0.0 0.0
Old : 100.0: 95.2 72.5 1.3 18.2 2.4 0.0 1.6 0.0 0.9 5.1 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 : 23: 11 11 . . . 0 . 0 . 4 .:
Old : 23: 11 11 . . . 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 : 81.4 82.9 96.1 93.0 76.5 70.0 81.2 78.7
Old : 81.4 82.9 96.1 93.0 76.5 70.0 81.2 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,677: 31,627 17,925 1,604 25,390 2,539 13,930 0 50 747 4,934 1,748: 432 91
Old : 52,677: 31,627 17,925 1,604 25,390 2,539 13,930 0 50 747 4,934 1,748: 432 91
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 299: -432 69 332 281 -96 100 0 0 50 -40 75: 270 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 34.0 3.0 48.2 4.8 26.4 0.0 0.1 1.4 9.4 3.3: 0.8 0.2
Old : 100.0: 60.0 34.0 3.0 48.2 4.8 26.4 0.0 0.1 1.4 9.4 3.3: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 17 20 . 4 7 4 0 . . . .:
Old : 37: 17 20 . 4 7 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 69.9 72.2 83.3 50.6 63.3 64.1 74.2
Old : 52.7 69.9 72.2 83.3 50.6 63.3 64.1 74.2
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 69,405: 41,451 18,996 1,240 39,716 3,355 18,941 333 250 1,272 3,507 2,465: 431 783
Old : 69,405: 41,451 18,996 1,240 39,716 3,355 18,941 333 250 1,272 3,507 2,465: 431 783
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,067: 1,084 -5 -20 431 112 -240 0 0 -42 50 49: 124 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 27.4 1.8 57.2 4.8 27.3 0.5 0.4 1.8 5.1 3.6: 0.6 1.1
Old : 100.0: 59.7 27.4 1.8 57.2 4.8 27.3 0.5 0.4 1.8 5.1 3.6: 0.6 1.1
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: 21 19 . 5 4 6 . . . . .:
Old : 43: 21 19 . 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 68.5 74.1 84.5 54.9 60.6 67.5 74.0
Old : 56.9 68.5 74.1 84.5 54.9 60.6 67.5 74.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 64,206: 47,087 37,187 9,826 20,934 3,750 0 50 0 1,315 449 1,836: 392 0
Old : 64,206: 47,087 37,187 9,826 20,934 3,750 0 50 0 1,315 449 1,836: 392 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -166: 0 -365 -237 150 49 0 0 0 0 -22 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 57.9 15.3 32.6 5.8 0.0 0.1 0.0 2.0 0.7 2.9: 0.6 0.0
Old : 100.0: 73.3 57.9 15.3 32.6 5.8 0.0 0.1 0.0 2.0 0.7 2.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 22 5 . 4 0 . 0 . . .:
Old : 41: 21 22 5 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 62.5 66.6 83.1 39.0 62.5 58.3 77.0
Old : 40.2 62.5 66.6 83.1 39.0 62.5 58.3 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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,461: 58,429 39,356 16,917 36,896 1,227 108 75 0 1,095 590 2,281: 404 36
Old : 80,461: 58,429 39,356 16,917 36,896 1,227 108 75 0 1,095 590 2,281: 404 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 133: 63 3 -50 120 0 0 0 0 120 10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 48.9 21.0 45.9 1.5 0.1 0.1 0.0 1.4 0.7 2.8: 0.5 0.0
Old : 100.0: 72.6 48.9 21.0 45.9 1.5 0.1 0.1 0.0 1.4 0.7 2.8: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 21 4 . 4 . . 0 . . .:
Old : 44: 24 21 4 . 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 : 40.3 64.8 63.5 82.7 39.3 64.8 59.3 78.7
Old : 40.3 64.8 63.5 82.7 39.3 64.8 59.3 78.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,739: 25,145 33,602 9,513 630 2,719 50 0 0 50 170 0: 262 618
Old : 37,739: 25,145 33,602 9,513 630 2,719 50 0 0 50 170 0: 262 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 49: 289 -215 60 600 -300 0 0 0 0 0 0: 0 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 89.0 25.2 1.7 7.2 0.1 0.0 0.0 0.1 0.5 0.0: 0.7 1.6
Old : 100.0: 66.6 89.0 25.2 1.7 7.2 0.1 0.0 0.0 0.1 0.5 0.0: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 . . . . 0 0 . . 0:
Old : 24: 17 14 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 77.5 86.7 91.0 65.8 71.4 77.3 79.3
Old : 72.2 77.5 86.7 91.0 65.8 71.4 77.3 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,823: 25,217 14,745 0 10,553 880 0 600 0 360 0 0: 366 45
Old : 26,823: 25,217 14,745 0 10,553 880 0 600 0 360 0 0: 366 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -15: -40 -105 0 25 25 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 55.0 0.0 39.3 3.3 0.0 2.2 0.0 1.3 0.0 0.0: 1.4 0.2
Old : 100.0: 94.0 55.0 0.0 39.3 3.3 0.0 2.2 0.0 1.3 0.0 0.0: 1.4 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: 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 : 67.0 62.2 84.7 86.3 46.4 51.3 56.1 58.7
Old : 67.0 62.2 84.7 86.3 46.4 51.3 56.1 58.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,900: 73,395 71,643 364 7,665 8,345 6,257 281 400 4,046 4,723 1,728: 365 115
Old : 94,900: 73,395 71,643 364 7,665 8,345 6,257 281 400 4,046 4,723 1,728: 365 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,702: 1,100 1,127 139 78 387 691 2 -96 -549 -31 228: -198 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 75.5 0.4 8.1 8.8 6.6 0.3 0.4 4.3 5.0 1.8: 0.4 0.1
Old : 100.0: 77.3 75.5 0.4 8.1 8.8 6.6 0.3 0.4 4.3 5.0 1.8: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 37 32 . . . 4 . . 9 6 11:
Old : 67: 37 32 . . . 4 . . 9 6 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 : 41.6 40.1 62.4 66.7 33.0 29.1 43.3 45.5
Old : 41.6 40.1 62.4 66.7 33.0 29.1 43.3 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,376: 17,737 20,182 3,150 50 2,379 50 715 0 0 50 0: 60 0
Old : 23,376: 17,737 20,182 3,150 50 2,379 50 715 0 0 50 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,092: 1,344 1,089 300 0 448 0 555 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 86.3 13.5 0.2 10.2 0.2 3.1 0.0 0.0 0.2 0.0: 0.3 0.0
Old : 100.0: 75.9 86.3 13.5 0.2 10.2 0.2 3.1 0.0 0.0 0.2 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: 10 14 . . . . . 0 0 . 0:
Old : 22: 10 14 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 50.3 96.0 77.2 48.6 39.8 58.7 55.2
Old : 74.1 50.3 96.0 77.2 48.6 39.8 58.7 55.2
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,825: 16,865 20,003 3,843 50 2,007 50 715 0 0 50 0: 60 0
Old : 22,825: 16,865 20,003 3,843 50 2,007 50 715 0 0 50 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,857: 1,309 1,059 305 0 243 0 555 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 87.6 16.8 0.2 8.8 0.2 3.1 0.0 0.0 0.2 0.0: 0.3 0.0
Old : 100.0: 73.9 87.6 16.8 0.2 8.8 0.2 3.1 0.0 0.0 0.2 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 14 . . . . . 0 0 . 0:
Old : 21: 9 14 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 47.7 98.2 76.6 50.3 40.1 57.1 52.8
Old : 75.4 47.7 98.2 76.6 50.3 40.1 57.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,579: 53,630 45,561 0 8,052 3,218 915 0 0 830 1,660 700: 286 388
Old : 59,579: 53,630 45,561 0 8,052 3,218 915 0 0 830 1,660 700: 286 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -663: -738 -1,088 0 905 -480 555 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 76.5 0.0 13.5 5.4 1.5 0.0 0.0 1.4 2.8 1.2: 0.5 0.7
Old : 100.0: 90.0 76.5 0.0 13.5 5.4 1.5 0.0 0.0 1.4 2.8 1.2: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 17 0 . . . 0 0 . . 4:
Old : 33: 20 17 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 : 61.5 46.9 77.8 76.2 54.4 37.8 61.4 56.6
Old : 61.5 46.9 77.8 76.2 54.4 37.8 61.4 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,877: 30,822 36,063 6,109 300 3,764 100 0 0 50 110 0: 32 640
Old : 40,877: 30,822 36,063 6,109 300 3,764 100 0 0 50 110 0: 32 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -656: -376 -760 -240 180 -40 0 0 0 0 0 0: 0 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 88.2 14.9 0.7 9.2 0.2 0.0 0.0 0.1 0.3 0.0: 0.1 1.6
Old : 100.0: 75.4 88.2 14.9 0.7 9.2 0.2 0.0 0.0 0.1 0.3 0.0: 0.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 15 . . . . 0 0 . . 0:
Old : 30: 22 15 . . . . 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 72.9 81.2 91.0 51.9 62.3 65.9 69.6
Old : 60.2 72.9 81.2 91.0 51.9 62.3 65.9 69.6
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,458: 38,826 29,031 160 10,473 1,844 1,040 775 70 65 120 0: 453 145
Old : 42,458: 38,826 29,031 160 10,473 1,844 1,040 775 70 65 120 0: 453 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -91: -124 156 -10 370 -52 70 0 20 15 -600 0: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 68.4 0.4 24.7 4.3 2.4 1.8 0.2 0.2 0.3 0.0: 1.1 0.3
Old : 100.0: 91.4 68.4 0.4 24.7 4.3 2.4 1.8 0.2 0.2 0.3 0.0: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 20 . . . . . . . . 0:
Old : 33: 20 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 : 60.2 71.9 82.2 86.7 49.1 66.1 63.7 69.8
Old : 60.2 71.9 82.2 86.7 49.1 66.1 63.7 69.8
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,035: 44,561 54,576 7,575 150 3,030 0 0 0 1,997 0 84: 788 195
Old : 58,035: 44,561 54,576 7,575 150 3,030 0 0 0 1,997 0 84: 788 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,575: 860 1,545 545 0 75 0 0 0 20 0 0: 75 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 94.0 13.1 0.3 5.2 0.0 0.0 0.0 3.4 0.0 0.1: 1.4 0.3
Old : 100.0: 76.8 94.0 13.1 0.3 5.2 0.0 0.0 0.0 3.4 0.0 0.1: 1.4 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 : 31: 18 11 4 . . 0 0 0 . 0 .:
Old : 31: 18 11 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 : 52.5 93.0 75.9 98.1 51.1 88.6 72.7 89.0
Old : 52.5 93.0 75.9 98.1 51.1 88.6 72.7 89.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,828: 49,794 53,989 6,352 4,610 2,524 0 130 0 2,346 0 262: 550 313
Old : 61,828: 49,794 53,989 6,352 4,610 2,524 0 130 0 2,346 0 262: 550 313
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,550: 660 920 880 600 -85 0 0 0 0 0 0: 95 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 87.3 10.3 7.5 4.1 0.0 0.2 0.0 3.8 0.0 0.4: 0.9 0.5
Old : 100.0: 80.5 87.3 10.3 7.5 4.1 0.0 0.2 0.0 3.8 0.0 0.4: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 13 4 . 6 0 . 0 . 0 .:
Old : 35: 19 13 4 . 6 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 : 45.7 86.5 71.8 94.5 42.0 82.4 67.1 86.3
Old : 45.7 86.5 71.8 94.5 42.0 82.4 67.1 86.3
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,582: 71,124 80,166 11,874 3,875 1,489 0 569 0 2,513 990 2,414: 168 79
Old : 89,582: 71,124 80,166 11,874 3,875 1,489 0 569 0 2,513 990 2,414: 168 79
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,881: 1,540 1,826 925 -240 255 0 35 0 -615 192 -236: 12 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 89.5 13.3 4.3 1.7 0.0 0.6 0.0 2.8 1.1 2.7: 0.2 0.1
Old : 100.0: 79.4 89.5 13.3 4.3 1.7 0.0 0.6 0.0 2.8 1.1 2.7: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 23 5 . . 0 . 0 . . .:
Old : 41: 19 23 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 : 59.4 61.8 75.7 85.6 58.5 60.3 74.1 81.4
Old : 59.4 61.8 75.7 85.6 58.5 60.3 74.1 81.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,844: 85,097 93,691 12,790 4,238 2,601 175 996 178 2,360 1,705 3,155: 488 280
Old : 106,844: 85,097 93,691 12,790 4,238 2,601 175 996 178 2,360 1,705 3,155: 488 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,833: 1,110 1,727 916 -72 -47 -155 50 0 -66 95 76: -1 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 87.7 12.0 4.0 2.4 0.2 0.9 0.2 2.2 1.6 3.0: 0.5 0.3
Old : 100.0: 79.6 87.7 12.0 4.0 2.4 0.2 0.9 0.2 2.2 1.6 3.0: 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 : 54: 22 23 5 . 6 . 5 . . 5 5:
Old : 54: 22 23 5 . 6 . 5 . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 53.2 71.1 80.4 53.9 52.9 68.2 76.3
Old : 54.0 53.2 71.1 80.4 53.9 52.9 68.2 76.3
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,197: 34,550 48,582 17,812 440 980 0 3,875 0 565 25 250: 40 45
Old : 54,197: 34,550 48,582 17,812 440 980 0 3,875 0 565 25 250: 40 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 624: 499 424 -50 -100 75 0 300 0 160 25 -100: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 89.6 32.9 0.8 1.8 0.0 7.1 0.0 1.0 0.0 0.5: 0.1 0.1
Old : 100.0: 63.7 89.6 32.9 0.8 1.8 0.0 7.1 0.0 1.0 0.0 0.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 12 . . . 0 . 0 . . .:
Old : 28: 16 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 88.5 93.7 95.4 80.5 85.9 87.7 90.3
Old : 82.8 88.5 93.7 95.4 80.5 85.9 87.7 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,995: 29,496 43,510 15,880 116 319 0 225 0 150 1,675 150: 0 0
Old : 45,995: 29,496 43,510 15,880 116 319 0 225 0 150 1,675 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 200: 300 425 -100 0 0 0 0 0 0 -225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 94.6 34.5 0.3 0.7 0.0 0.5 0.0 0.3 3.6 0.3: 0.0 0.0
Old : 100.0: 64.1 94.6 34.5 0.3 0.7 0.0 0.5 0.0 0.3 3.6 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 13 . . . 0 . 0 . 4 .:
Old : 29: 12 13 . . . 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.3 91.9 95.9 97.2 85.2 87.4 92.7 92.5
Old : 85.3 91.9 95.9 97.2 85.2 87.4 92.7 92.5
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,457: 33,056 44,975 12,976 542 7,026 350 0 120 452 1,398 326: 151 70
Old : 54,457: 33,056 44,975 12,976 542 7,026 350 0 120 452 1,398 326: 151 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -997: -1,319 -908 212 0 -10 0 -240 120 -17 5 8: 9 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 82.6 23.8 1.0 12.9 0.6 0.0 0.2 0.8 2.6 0.6: 0.3 0.1
Old : 100.0: 60.7 82.6 23.8 1.0 12.9 0.6 0.0 0.2 0.8 2.6 0.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 18 5 . . . 0 . . . .:
Old : 33: 18 18 5 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 74.7 78.1 88.8 44.7 58.4 61.3 64.4
Old : 55.9 74.7 78.1 88.8 44.7 58.4 61.3 64.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,554: 42,482 48,286 10,285 1,504 5,229 665 3,325 105 714 1,384 401: 673 320
Old : 60,554: 42,482 48,286 10,285 1,504 5,229 665 3,325 105 714 1,384 401: 673 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -545: -229 -158 54 16 -16 -292 -35 0 -17 -300 8: -53 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 79.7 17.0 2.5 8.6 1.1 5.5 0.2 1.2 2.3 0.7: 1.1 0.5
Old : 100.0: 70.2 79.7 17.0 2.5 8.6 1.1 5.5 0.2 1.2 2.3 0.7: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 19 . . . . . . . . .:
Old : 36: 19 19 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 73.9 80.8 86.2 58.1 62.9 70.9 69.6
Old : 59.0 73.9 80.8 86.2 58.1 62.9 70.9 69.6
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,973: 11,571 21,366 13,136 0 755 0 2,580 0 0 1,023 164: 347 85
Old : 25,973: 11,571 21,366 13,136 0 755 0 2,580 0 0 1,023 164: 347 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 596: 864 401 -401 0 120 0 0 0 0 75 0: 13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 82.3 50.6 0.0 2.9 0.0 9.9 0.0 0.0 3.9 0.6: 1.3 0.3
Old : 100.0: 44.6 82.3 50.6 0.0 2.9 0.0 9.9 0.0 0.0 3.9 0.6: 1.3 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 : 25: 12 12 4 0 . 0 . 0 0 . .:
Old : 25: 12 12 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 : 72.3 73.1 89.6 90.0 70.9 70.0 87.1 86.2
Old : 72.3 73.1 89.6 90.0 70.9 70.0 87.1 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,465: 10,190 21,678 12,143 90 667 0 525 0 0 505 0: 465 0
Old : 23,465: 10,190 21,678 12,143 90 667 0 525 0 0 505 0: 465 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 490: 420 420 78 90 -20 0 0 0 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 92.4 51.7 0.4 2.8 0.0 2.2 0.0 0.0 2.2 0.0: 2.0 0.0
Old : 100.0: 43.4 92.4 51.7 0.4 2.8 0.0 2.2 0.0 0.0 2.2 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 : 22: 12 11 4 . . 0 . 0 0 . 0:
Old : 22: 12 11 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 : 72.8 81.4 88.9 93.5 71.2 78.2 87.2 89.7
Old : 72.8 81.4 88.9 93.5 71.2 78.2 87.2 89.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,065: 22,288 19,962 2,255 5,948 299 596 70 100 1,189 293 686: 652 707
Old : 28,065: 22,288 19,962 2,255 5,948 299 596 70 100 1,189 293 686: 652 707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 939: 328 735 0 300 0 596 -4 -80 98 0 -3: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 71.1 8.0 21.2 1.1 2.1 0.2 0.4 4.2 1.0 2.4: 2.3 2.5
Old : 100.0: 79.4 71.1 8.0 21.2 1.1 2.1 0.2 0.4 4.2 1.0 2.4: 2.3 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: 12 13 . . . . . . . . .:
Old : 27: 12 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 65.3 81.0 84.4 61.8 64.8 75.7 77.6
Old : 64.0 65.3 81.0 84.4 61.8 64.8 75.7 77.6
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,617: 12,927 14,401 1,661 280 133 0 390 0 593 500 297: 1,006 616
Old : 16,617: 12,927 14,401 1,661 280 133 0 390 0 593 500 297: 1,006 616
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 156: 152 -41 92 0 0 0 0 0 -180 -75 112: -20 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 86.7 10.0 1.7 0.8 0.0 2.3 0.0 3.6 3.0 1.8: 6.1 3.7
Old : 100.0: 77.8 86.7 10.0 1.7 0.8 0.0 2.3 0.0 3.6 3.0 1.8: 6.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 68.2 80.6 86.0 90.3 67.7 74.3 80.6 83.3
Old : 68.2 80.6 86.0 90.3 67.7 74.3 80.6 83.3
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,172: 39,841 23,874 6,453 19,232 953 2,602 5,353 165 1,553 2,035 1,327: 278 233
Old : 53,172: 39,841 23,874 6,453 19,232 953 2,602 5,353 165 1,553 2,035 1,327: 278 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 239: 809 649 198 -29 94 5 374 -5 -524 -589 -378: 40 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 44.9 12.1 36.2 1.8 4.9 10.1 0.3 2.9 3.8 2.5: 0.5 0.4
Old : 100.0: 74.9 44.9 12.1 36.2 1.8 4.9 10.1 0.3 2.9 3.8 2.5: 0.5 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 : 44: 20 20 4 . 4 . . . . 6 4:
Old : 44: 20 20 4 . 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 : 58.7 70.0 77.0 82.4 48.5 52.4 63.2 61.4
Old : 58.7 70.0 77.0 82.4 48.5 52.4 63.2 61.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,598: 26,779 10,541 1,914 16,631 919 740 2,527 5 515 298 1,183: 543 494
Old : 32,598: 26,779 10,541 1,914 16,631 919 740 2,527 5 515 298 1,183: 543 494
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 877: 795 923 8 0 32 5 0 0 0 -131 2: 35 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 32.3 5.9 51.0 2.8 2.3 7.8 0.0 1.6 0.9 3.6: 1.7 1.5
Old : 100.0: 82.1 32.3 5.9 51.0 2.8 2.3 7.8 0.0 1.6 0.9 3.6: 1.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 17 . . . . . . . . .:
Old : 34: 18 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 71.1 79.3 83.7 61.6 69.8 72.2 78.7
Old : 66.7 71.1 79.3 83.7 61.6 69.8 72.2 78.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 16,812: 4,872 16,260 10,215 0 525 200 0 0 955 0 0: 45 27
Old : 16,812: 4,872 16,260 10,215 0 525 200 0 0 955 0 0: 45 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 125: -20 125 150 0 0 0 0 0 -5 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 96.7 60.8 0.0 3.1 1.2 0.0 0.0 5.7 0.0 0.0: 0.3 0.2
Old : 100.0: 29.0 96.7 60.8 0.0 3.1 1.2 0.0 0.0 5.7 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 . 0 . . 0 0 . 0 0:
Old : 28: 14 14 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 87.2 88.1 95.0 70.5 83.9 83.6 89.6
Old : 73.7 87.2 88.1 95.0 70.5 83.9 83.6 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,648: 7,119 21,573 12,928 0 0 0 0 0 1,500 0 75: 26 0
Old : 21,648: 7,119 21,573 12,928 0 0 0 0 0 1,500 0 75: 26 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 110: 125 125 25 0 -40 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 99.7 59.7 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.3: 0.1 0.0
Old : 100.0: 32.9 99.7 59.7 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . 0 0 0 0 0 5 0 .:
Old : 24: 11 10 . 0 0 0 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 95.7 89.8 99.2 68.9 93.9 89.4 96.2
Old : 69.1 95.7 89.8 99.2 68.9 93.9 89.4 96.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,460: 5,797 7,195 1,706 1,440 1,395 30 0 10 595 0 310: 617 110
Old : 10,460: 5,797 7,195 1,706 1,440 1,395 30 0 10 595 0 310: 617 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 320: 230 350 210 35 -65 0 0 0 0 0 0: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 68.8 16.3 13.8 13.3 0.3 0.0 0.1 5.7 0.0 3.0: 5.9 1.1
Old : 100.0: 55.4 68.8 16.3 13.8 13.3 0.3 0.0 0.1 5.7 0.0 3.0: 5.9 1.1
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 : 23: 11 9 . . . . 0 . . 0 .:
Old : 23: 11 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 62.9 77.4 89.9 41.2 58.9 60.7 73.0
Old : 51.5 62.9 77.4 89.9 41.2 58.9 60.7 73.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,826: 5,233 6,345 1,782 1,540 1,396 40 0 0 415 0 415: 545 130
Old : 9,826: 5,233 6,345 1,782 1,540 1,396 40 0 0 415 0 415: 545 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 369: 290 410 210 35 -76 0 0 0 0 0 0: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 64.6 18.1 15.7 14.2 0.4 0.0 0.0 4.2 0.0 4.2: 5.5 1.3
Old : 100.0: 53.3 64.6 18.1 15.7 14.2 0.4 0.0 0.0 4.2 0.0 4.2: 5.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 9 . . . . 0 0 . 0 .:
Old : 23: 11 9 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 70.0 77.4 89.0 42.3 62.9 56.8 69.2
Old : 54.3 70.0 77.4 89.0 42.3 62.9 56.8 69.2
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,496: 18,245 47,126 27,370 180 550 100 0 0 1,410 0 2,615: 206 25
Old : 50,496: 18,245 47,126 27,370 180 550 100 0 0 1,410 0 2,615: 206 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,335: 455 1,315 820 20 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 93.3 54.2 0.4 1.1 0.2 0.0 0.0 2.8 0.0 5.2: 0.4 0.0
Old : 100.0: 36.1 93.3 54.2 0.4 1.1 0.2 0.0 0.0 2.8 0.0 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: 17 13 . . . . 0 0 4 0 .:
Old : 32: 17 13 . . . . 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 : 76.4 72.9 88.2 90.6 69.8 72.7 78.1 84.7
Old : 76.4 72.9 88.2 90.6 69.8 72.7 78.1 84.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,881: 19,055 47,636 27,055 180 550 100 0 0 1,415 0 2,490: 216 25
Old : 50,881: 19,055 47,636 27,055 180 550 100 0 0 1,415 0 2,490: 216 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,490: 610 1,470 820 20 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 93.6 53.2 0.4 1.1 0.2 0.0 0.0 2.8 0.0 4.9: 0.4 0.0
Old : 100.0: 37.5 93.6 53.2 0.4 1.1 0.2 0.0 0.0 2.8 0.0 4.9: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 12 . . . . 0 0 4 0 .:
Old : 32: 17 12 . . . . 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 : 74.4 72.3 86.5 90.5 68.6 72.1 77.7 84.7
Old : 74.4 72.3 86.5 90.5 68.6 72.1 77.7 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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,401: 84,191 84,953 19,262 10,741 7,364 0 2,307 735 1,320 6,855 1,397: 132 49
Old : 114,401: 84,191 84,953 19,262 10,741 7,364 0 2,307 735 1,320 6,855 1,397: 132 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,779: 1,479 676 90 850 137 0 -222 0 -34 284 34: 73 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 74.3 16.8 9.4 6.4 0.0 2.0 0.6 1.2 6.0 1.2: 0.1 0.0
Old : 100.0: 73.6 74.3 16.8 9.4 6.4 0.0 2.0 0.6 1.2 6.0 1.2: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 28 5 . 5 0 5 . . 8 4:
Old : 61: 34 28 5 . 5 0 5 . . 8 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 47.1 68.7 67.7 46.9 44.0 62.0 60.2
Old : 49.2 47.1 68.7 67.7 46.9 44.0 62.0 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,310: 90,254 94,528 18,599 7,352 9,104 351 1,815 1,674 1,425 6,983 1,827: 76 27
Old : 123,310: 90,254 94,528 18,599 7,352 9,104 351 1,815 1,674 1,425 6,983 1,827: 76 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,204: 1,652 775 250 886 189 176 -27 -176 50 483 74: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 76.7 15.1 6.0 7.4 0.3 1.5 1.4 1.2 5.7 1.5: 0.1 0.0
Old : 100.0: 73.2 76.7 15.1 6.0 7.4 0.3 1.5 1.4 1.2 5.7 1.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 37 30 5 . 6 . . 4 5 6 5:
Old : 65: 37 30 5 . 6 . . 4 5 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 48.6 64.6 66.2 39.0 46.4 55.2 59.6
Old : 42.3 48.6 64.6 66.2 39.0 46.4 55.2 59.6
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 599,484: 367,146 393,702 18,618 8,270 105,827 20,298 15,715 33,772 20,370 8,844 33,145: 307 208
Old : 599,484: 367,146 393,702 18,618 8,270 105,827 20,298 15,715 33,772 20,370 8,844 33,145: 307 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,664: 5,483 3,048 572 862 -2,961 -562 -475 622 -1,160 1,387 -139: -190 -679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 65.7 3.1 1.4 17.7 3.4 2.6 5.6 3.4 1.5 5.5: 0.1 0.0
Old : 100.0: 61.2 65.7 3.1 1.4 17.7 3.4 2.6 5.6 3.4 1.5 5.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 102: 43 43 . 4 6 7 12 9 17 12 19:
Old : 102: 43 43 . 4 6 7 12 9 17 12 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.3 59.2 58.6 10.2 13.0 14.3 17.0
Old : 39.8 39.3 59.2 58.6 10.2 13.0 14.3 17.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,975: 10,252 12,955 820 572 1,703 745 600 65 2,255 0 0: 135 80
Old : 15,975: 10,252 12,955 820 572 1,703 745 600 65 2,255 0 0: 135 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 40: -10 35 0 5 0 15 0 0 0 0 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 81.1 5.1 3.6 10.7 4.7 3.8 0.4 14.1 0.0 0.0: 0.8 0.5
Old : 100.0: 64.2 81.1 5.1 3.6 10.7 4.7 3.8 0.4 14.1 0.0 0.0: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 11 . . 4 . . . . 0 0:
Old : 28: 14 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 : 54.1 75.4 80.0 92.1 53.2 67.4 69.6 76.9
Old : 54.1 75.4 80.0 92.1 53.2 67.4 69.6 76.9
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,156: 7,690 9,840 835 925 1,646 430 600 65 2,255 0 0: 235 80
Old : 13,156: 7,690 9,840 835 925 1,646 430 600 65 2,255 0 0: 235 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 25: -10 35 0 -10 0 0 0 0 0 0 0: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 74.8 6.3 7.0 12.5 3.3 4.6 0.5 17.1 0.0 0.0: 1.8 0.6
Old : 100.0: 58.5 74.8 6.3 7.0 12.5 3.3 4.6 0.5 17.1 0.0 0.0: 1.8 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 : 27: 14 11 . . 4 . . . . 0 0:
Old : 27: 14 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 : 50.7 74.0 80.5 91.0 48.7 60.2 68.5 74.2
Old : 50.7 74.0 80.5 91.0 48.7 60.2 68.5 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,419: 6,591 7,224 375 94 81 0 0 0 340 0 0: 32 20
Old : 7,419: 6,591 7,224 375 94 81 0 0 0 340 0 0: 32 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,006: 1,000 956 -50 -6 56 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 97.4 5.1 1.3 1.1 0.0 0.0 0.0 4.6 0.0 0.0: 0.4 0.3
Old : 100.0: 88.8 97.4 5.1 1.3 1.1 0.0 0.0 0.0 4.6 0.0 0.0: 0.4 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 : 25: 14 11 . . . 0 0 0 4 0 0:
Old : 25: 14 11 . . . 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 : 57.5 78.9 80.9 92.7 38.6 53.3 54.8 63.6
Old : 57.5 78.9 80.9 92.7 38.6 53.3 54.8 63.6
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,855: 61,059 63,254 13,561 11,886 1,810 0 3,060 0 3,580 0 0: 6,845 6,845
Old : 86,855: 61,059 63,254 13,561 11,886 1,810 0 3,060 0 3,580 0 0: 6,845 6,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,870: 2,380 2,565 360 0 -25 0 1,375 0 1,200 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 72.8 15.6 13.7 2.1 0.0 3.5 0.0 4.1 0.0 0.0: 7.9 7.9
Old : 100.0: 70.3 72.8 15.6 13.7 2.1 0.0 3.5 0.0 4.1 0.0 0.0: 7.9 7.9
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 : 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 : 72.4 57.8 84.1 81.4 71.3 55.4 81.4 76.5
Old : 72.4 57.8 84.1 81.4 71.3 55.4 81.4 76.5
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,731: 49,574 50,766 11,455 10,475 2,395 0 3,120 0 3,140 0 0: 6,167 5,975
Old : 72,731: 49,574 50,766 11,455 10,475 2,395 0 3,120 0 3,140 0 0: 6,167 5,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,057: 557 317 360 600 0 0 1,200 0 1,200 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 69.8 15.7 14.4 3.3 0.0 4.3 0.0 4.3 0.0 0.0: 8.5 8.2
Old : 100.0: 68.2 69.8 15.7 14.4 3.3 0.0 4.3 0.0 4.3 0.0 0.0: 8.5 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 : 26: 17 18 . . . 0 . 0 . 0 0:
Old : 26: 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 : 72.1 59.6 84.8 80.7 71.2 55.8 79.4 75.7
Old : 72.1 59.6 84.8 80.7 71.2 55.8 79.4 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,745: 7,765 14,035 6,030 0 5,785 900 930 0 640 0 0: 3,625 3,995
Old : 24,745: 7,765 14,035 6,030 0 5,785 900 930 0 640 0 0: 3,625 3,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 545: -50 100 150 0 510 0 0 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 56.7 24.4 0.0 23.4 3.6 3.8 0.0 2.6 0.0 0.0: 14.6 16.1
Old : 100.0: 31.4 56.7 24.4 0.0 23.4 3.6 3.8 0.0 2.6 0.0 0.0: 14.6 16.1
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 : 23: 13 15 . 0 . . . 0 . 0 0:
Old : 23: 13 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 : 64.5 50.0 77.8 73.0 38.8 37.0 48.9 47.7
Old : 64.5 50.0 77.8 73.0 38.8 37.0 48.9 47.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,497: 32,083 19,362 5,284 20,131 6 10,905 8,365 2,725 0 874 50: 3,444 2,984
Old : 54,497: 32,083 19,362 5,284 20,131 6 10,905 8,365 2,725 0 874 50: 3,444 2,984
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 5: -81 515 120 120 -20 -300 -620 0 0 -36 0: 286 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 35.5 9.7 36.9 0.0 20.0 15.3 5.0 0.0 1.6 0.1: 6.3 5.5
Old : 100.0: 58.9 35.5 9.7 36.9 0.0 20.0 15.3 5.0 0.0 1.6 0.1: 6.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . . . . . 0 . .:
Old : 26: 17 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 70.6 76.4 83.0 46.9 65.5 61.7 71.2
Old : 57.5 70.6 76.4 83.0 46.9 65.5 61.7 71.2
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,390: 22,200 14,060 7,004 11,250 60 1,885 5,835 2,995 0 324 336: 1,910 1,530
Old : 36,390: 22,200 14,060 7,004 11,250 60 1,885 5,835 2,995 0 324 336: 1,910 1,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -223: -541 250 35 120 0 0 -600 0 0 -36 36: 247 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 38.6 19.2 30.9 0.2 5.2 16.0 8.2 0.0 0.9 0.9: 5.2 4.2
Old : 100.0: 61.0 38.6 19.2 30.9 0.2 5.2 16.0 8.2 0.0 0.9 0.9: 5.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . . . . . . 0 . .:
Old : 24: 15 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 69.1 82.5 84.6 42.2 63.0 59.3 67.7
Old : 55.8 69.1 82.5 84.6 42.2 63.0 59.3 67.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,739: 12,397 14,432 5,263 0 1,820 0 3,840 0 0 0 0: 2,259 1,647
Old : 21,739: 12,397 14,432 5,263 0 1,820 0 3,840 0 0 0 0: 2,259 1,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -370: -370 -970 0 0 0 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 66.4 24.2 0.0 8.4 0.0 17.7 0.0 0.0 0.0 0.0: 10.4 7.6
Old : 100.0: 57.0 66.4 24.2 0.0 8.4 0.0 17.7 0.0 0.0 0.0 0.0: 10.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 . 0 . 0 . 0 0 0 0:
Old : 20: 14 11 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 72.9 79.8 85.9 52.4 70.8 66.8 73.3
Old : 60.0 72.9 79.8 85.9 52.4 70.8 66.8 73.3
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 90,524: 51,959 30,549 2,380 36,430 4,265 14,620 1,000 340 65 990 1,150: 15,745 15,800
Old : 90,524: 51,959 30,549 2,380 36,430 4,265 14,620 1,000 340 65 990 1,150: 15,745 15,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 245: 200 240 -100 30 -100 125 0 -125 65 30 -60: 240 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 33.7 2.6 40.2 4.7 16.2 1.1 0.4 0.1 1.1 1.3: 17.4 17.5
Old : 100.0: 57.4 33.7 2.6 40.2 4.7 16.2 1.1 0.4 0.1 1.1 1.3: 17.4 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 : 30: 16 18 . . . . . . . . .:
Old : 30: 16 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 53.8 74.2 69.0 54.3 52.4 60.8 58.1
Old : 56.0 53.8 74.2 69.0 54.3 52.4 60.8 58.1
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 87,239: 48,619 30,579 3,125 32,640 4,625 15,605 1,000 580 0 3,130 385: 14,300 14,300
Old : 87,239: 48,619 30,579 3,125 32,640 4,625 15,605 1,000 580 0 3,130 385: 14,300 14,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 150: 150 55 -150 40 0 125 0 -125 0 30 0: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 35.1 3.6 37.4 5.3 17.9 1.1 0.7 0.0 3.6 0.4: 16.4 16.4
Old : 100.0: 55.7 35.1 3.6 37.4 5.3 17.9 1.1 0.7 0.0 3.6 0.4: 16.4 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 : 30: 15 17 . . . . . . 0 . .:
Old : 30: 15 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 50.9 74.3 69.5 51.7 48.4 59.8 57.6
Old : 53.4 50.9 74.3 69.5 51.7 48.4 59.8 57.6
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,289: 21,271 5,807 2,101 275 614 0 12,285 1,610 750 6,060 330: 4,613 4,308
Old : 31,289: 21,271 5,807 2,101 275 614 0 12,285 1,610 750 6,060 330: 4,613 4,308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 15: -17 63 50 0 0 0 -10 0 0 -20 0: -18 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 18.6 6.7 0.9 2.0 0.0 39.3 5.1 2.4 19.4 1.1: 14.7 13.8
Old : 100.0: 68.0 18.6 6.7 0.9 2.0 0.0 39.3 5.1 2.4 19.4 1.1: 14.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . 0 . . . . .:
Old : 28: 16 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 62.1 68.0 78.0 48.4 54.3 64.4 68.9
Old : 49.7 62.1 68.0 78.0 48.4 54.3 64.4 68.9
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,949: 21,332 5,738 1,466 275 1,082 0 12,285 1,610 750 5,510 420: 4,289 4,029
Old : 30,949: 21,332 5,738 1,466 275 1,082 0 12,285 1,610 750 5,510 420: 4,289 4,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 15: -16 64 50 0 0 0 -10 0 0 -20 0: -19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 18.5 4.7 0.9 3.5 0.0 39.7 5.2 2.4 17.8 1.4: 13.9 13.0
Old : 100.0: 68.9 18.5 4.7 0.9 3.5 0.0 39.7 5.2 2.4 17.8 1.4: 13.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 49.4 61.3 67.9 78.3 47.2 53.1 62.8 67.8
Old : 49.4 61.3 67.9 78.3 47.2 53.1 62.8 67.8
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,950: 18,773 60,048 19,645 6,365 35 20,365 100 240 7,975 0 0: 1,917 2,162
Old : 68,950: 18,773 60,048 19,645 6,365 35 20,365 100 240 7,975 0 0: 1,917 2,162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 240: 0 0 400 0 0 -400 0 240 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 87.1 28.5 9.2 0.1 29.5 0.1 0.3 11.6 0.0 0.0: 2.8 3.1
Old : 100.0: 27.2 87.1 28.5 9.2 0.1 29.5 0.1 0.3 11.6 0.0 0.0: 2.8 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 12 . . . . . . . 0 0:
Old : 24: 12 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 84.7 94.0 91.6 73.9 81.9 88.3 86.4
Old : 75.9 84.7 94.0 91.6 73.9 81.9 88.3 86.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,690: 19,070 58,045 18,060 5,970 165 20,515 500 240 7,100 0 0: 1,540 1,770
Old : 66,690: 19,070 58,045 18,060 5,970 165 20,515 500 240 7,100 0 0: 1,540 1,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 240: 0 0 400 0 0 -400 0 240 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 87.0 27.1 9.0 0.2 30.8 0.7 0.4 10.6 0.0 0.0: 2.3 2.7
Old : 100.0: 28.6 87.0 27.1 9.0 0.2 30.8 0.7 0.4 10.6 0.0 0.0: 2.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . . . . 0 0:
Old : 21: 12 11 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 87.6 94.2 94.3 73.7 85.9 89.8 89.4
Old : 75.2 87.6 94.2 94.3 73.7 85.9 89.8 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,455: 21,225 50,180 7,030 1,510 1,945 5,185 0 75 17,940 0 295: 2,760 2,450
Old : 56,455: 21,225 50,180 7,030 1,510 1,945 5,185 0 75 17,940 0 295: 2,760 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,965: 1,625 2,800 1,400 400 -210 40 0 0 135 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 88.9 12.5 2.7 3.4 9.2 0.0 0.1 31.8 0.0 0.5: 4.9 4.3
Old : 100.0: 37.6 88.9 12.5 2.7 3.4 9.2 0.0 0.1 31.8 0.0 0.5: 4.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 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 : 56.3 84.4 74.5 93.9 53.0 84.0 71.0 89.2
Old : 56.3 84.4 74.5 93.9 53.0 84.0 71.0 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,075: 19,465 41,955 7,530 1,870 1,340 5,185 0 75 11,465 0 645: 2,370 2,190
Old : 48,075: 19,465 41,955 7,530 1,870 1,340 5,185 0 75 11,465 0 645: 2,370 2,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,425: 1,200 2,425 1,350 400 -150 40 0 0 235 0 0: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 87.3 15.7 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3: 4.9 4.6
Old : 100.0: 40.5 87.3 15.7 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3: 4.9 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 : 53.4 82.2 74.0 93.1 49.9 81.7 70.2 88.1
Old : 53.4 82.2 74.0 93.1 49.9 81.7 70.2 88.1
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,155: 9,135 6,830 845 0 1,835 25 4,335 0 2,185 1,215 280: 2,850 2,660
Old : 17,155: 9,135 6,830 845 0 1,835 25 4,335 0 2,185 1,215 280: 2,850 2,660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 600: 0 0 600 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 39.8 4.9 0.0 10.7 0.1 25.3 0.0 12.7 7.1 1.6: 16.6 15.5
Old : 100.0: 53.2 39.8 4.9 0.0 10.7 0.1 25.3 0.0 12.7 7.1 1.6: 16.6 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 : 55.1 68.1 78.0 82.8 47.6 65.6 66.1 71.3
Old : 55.1 68.1 78.0 82.8 47.6 65.6 66.1 71.3
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,790: 8,540 6,825 1,095 0 1,980 25 4,335 0 2,735 1,205 120: 2,295 2,325
Old : 16,790: 8,540 6,825 1,095 0 1,980 25 4,335 0 2,735 1,205 120: 2,295 2,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 600: 0 0 600 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 40.6 6.5 0.0 11.8 0.1 25.8 0.0 16.3 7.2 0.7: 13.7 13.8
Old : 100.0: 50.9 40.6 6.5 0.0 11.8 0.1 25.8 0.0 16.3 7.2 0.7: 13.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.9 70.5 80.9 85.0 49.7 66.9 68.9 73.0
Old : 60.9 70.5 80.9 85.0 49.7 66.9 68.9 73.0
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,685: 34,855 38,970 1,195 2,280 4,385 4,655 15,240 195 16,225 1,000 1,225: 5,950 5,390
Old : 68,685: 34,855 38,970 1,195 2,280 4,385 4,655 15,240 195 16,225 1,000 1,225: 5,950 5,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 505: 375 620 0 -240 310 0 -50 0 -45 0 0: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 56.7 1.7 3.3 6.4 6.8 22.2 0.3 23.6 1.5 1.8: 8.7 7.8
Old : 100.0: 50.7 56.7 1.7 3.3 6.4 6.8 22.2 0.3 23.6 1.5 1.8: 8.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 14 . . . . . . 4 . .:
Old : 32: 16 14 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 61.1 73.8 78.8 56.0 57.4 69.2 72.3
Old : 57.7 61.1 73.8 78.8 56.0 57.4 69.2 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,055: 33,090 34,745 1,195 1,310 4,795 4,405 15,220 195 13,265 1,000 1,225: 4,885 4,565
Old : 63,055: 33,090 34,745 1,195 1,310 4,795 4,405 15,220 195 13,265 1,000 1,225: 4,885 4,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 505: 375 620 0 -240 350 0 -50 0 -45 0 0: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 55.1 1.9 2.1 7.6 7.0 24.1 0.3 21.0 1.6 1.9: 7.7 7.2
Old : 100.0: 52.5 55.1 1.9 2.1 7.6 7.0 24.1 0.3 21.0 1.6 1.9: 7.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 14 . . . . . . 4 . .:
Old : 32: 16 14 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 63.7 73.6 80.6 53.6 60.6 67.3 73.4
Old : 55.5 63.7 73.6 80.6 53.6 60.6 67.3 73.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,694: 34,120 22,946 0 18,019 65 18,210 215 3,925 0 11,185 1,355: 3,019 2,984
Old : 60,694: 34,120 22,946 0 18,019 65 18,210 215 3,925 0 11,185 1,355: 3,019 2,984
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 35: 85 325 0 175 0 -75 65 -15 0 -525 0: 40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 37.8 0.0 29.7 0.1 30.0 0.4 6.5 0.0 18.4 2.2: 5.0 4.9
Old : 100.0: 56.2 37.8 0.0 29.7 0.1 30.0 0.4 6.5 0.0 18.4 2.2: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 11 0 . . . . . 0 . .:
Old : 30: 19 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 67.1 77.7 86.9 54.2 59.8 68.0 73.9
Old : 56.7 67.1 77.7 86.9 54.2 59.8 68.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,779: 29,963 20,151 0 15,337 50 13,185 265 3,875 0 7,570 1,600: 3,106 2,931
Old : 51,779: 29,963 20,151 0 15,337 50 13,185 265 3,875 0 7,570 1,600: 3,106 2,931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -10: 10 300 0 -350 0 -50 40 10 0 0 0: 20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 38.9 0.0 29.6 0.1 25.5 0.5 7.5 0.0 14.6 3.1: 6.0 5.7
Old : 100.0: 57.9 38.9 0.0 29.6 0.1 25.5 0.5 7.5 0.0 14.6 3.1: 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 : 30: 19 11 0 . . . . . 0 . .:
Old : 30: 19 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 62.6 76.3 85.8 48.6 54.7 63.9 69.2
Old : 55.9 62.6 76.3 85.8 48.6 54.7 63.9 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 191,246: 103,086 80,780 19,984 735 6,457 265 29,776 7,895 1,000 13,045 2,435: 50,124 50,123
Old : 191,246: 103,086 80,780 19,984 735 6,457 265 29,776 7,895 1,000 13,045 2,435: 50,124 50,123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,880: 2,689 1,224 -1,215 50 712 -35 50 0 0 85 105: 1,624 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 42.2 10.4 0.4 3.4 0.1 15.6 4.1 0.5 6.8 1.3: 26.2 26.2
Old : 100.0: 53.9 42.2 10.4 0.4 3.4 0.1 15.6 4.1 0.5 6.8 1.3: 26.2 26.2
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 : 44: 26 27 . . . . . . . 4 .:
Old : 44: 26 27 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 33.0 58.1 50.7 38.8 30.3 48.8 44.8
Old : 44.7 33.0 58.1 50.7 38.8 30.3 48.8 44.8
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,250: 80,482 69,284 19,407 70 4,179 245 23,501 7,595 1,270 8,550 3,395: 43,677 43,676
Old : 160,250: 80,482 69,284 19,407 70 4,179 245 23,501 7,595 1,270 8,550 3,395: 43,677 43,676
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,911: 2,527 1,052 -1,650 0 31 -60 75 0 270 -70 -75: 1,868 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 43.2 12.1 0.0 2.6 0.2 14.7 4.7 0.8 5.3 2.1: 27.3 27.3
Old : 100.0: 50.2 43.2 12.1 0.0 2.6 0.2 14.7 4.7 0.8 5.3 2.1: 27.3 27.3
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 : 44: 25 28 . . . . . . . . .:
Old : 44: 25 28 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 35.4 53.2 50.6 35.9 30.8 44.1 41.6
Old : 40.6 35.4 53.2 50.6 35.9 30.8 44.1 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,791: 24,570 36,190 17,476 6,196 9,415 2,480 0 7,170 0 2,210 0: 4,680 4,610
Old : 65,791: 24,570 36,190 17,476 6,196 9,415 2,480 0 7,170 0 2,210 0: 4,680 4,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -435: -215 -160 -20 -200 -50 -125 0 0 0 0 0: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 55.0 26.6 9.4 14.3 3.8 0.0 10.9 0.0 3.4 0.0: 7.1 7.0
Old : 100.0: 37.3 55.0 26.6 9.4 14.3 3.8 0.0 10.9 0.0 3.4 0.0: 7.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . 0 . 0 . 0:
Old : 26: 13 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 46.6 80.9 76.0 42.0 38.5 53.1 51.1
Old : 61.2 46.6 80.9 76.0 42.0 38.5 53.1 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,745: 23,555 30,235 10,481 4,631 7,079 2,520 0 7,620 0 1,760 0: 5,490 5,420
Old : 56,745: 23,555 30,235 10,481 4,631 7,079 2,520 0 7,620 0 1,760 0: 5,490 5,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 180: 35 -50 -360 -400 630 -125 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 53.3 18.5 8.2 12.5 4.4 0.0 13.4 0.0 3.1 0.0: 9.7 9.6
Old : 100.0: 41.5 53.3 18.5 8.2 12.5 4.4 0.0 13.4 0.0 3.1 0.0: 9.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 15 . . . . 0 . 0 . 0:
Old : 25: 15 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 46.0 71.6 74.3 35.6 36.3 46.4 48.7
Old : 53.5 46.0 71.6 74.3 35.6 36.3 46.4 48.7
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,875: 23,385 20,635 250 6,390 4,645 5,125 3,435 5,045 1,400 0 280: 3,745 3,445
Old : 43,875: 23,385 20,635 250 6,390 4,645 5,125 3,435 5,045 1,400 0 280: 3,745 3,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 310: 10 250 0 -540 175 0 300 -100 0 0 0: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 47.0 0.6 14.6 10.6 11.7 7.8 11.5 3.2 0.0 0.6: 8.5 7.9
Old : 100.0: 53.3 47.0 0.6 14.6 10.6 11.7 7.8 11.5 3.2 0.0 0.6: 8.5 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . . . . . 0 .:
Old : 26: 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 : 59.2 47.7 78.2 72.5 42.4 31.3 51.4 47.9
Old : 59.2 47.7 78.2 72.5 42.4 31.3 51.4 47.9
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,870: 18,700 31,335 0 5,630 5,070 19,770 3,205 4,050 1,400 0 280: 3,600 3,300
Old : 52,870: 18,700 31,335 0 5,630 5,070 19,770 3,205 4,050 1,400 0 280: 3,600 3,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 225: 60 300 0 -440 -35 0 200 -200 0 0 0: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 59.3 0.0 10.6 9.6 37.4 6.1 7.7 2.6 0.0 0.5: 6.8 6.2
Old : 100.0: 35.4 59.3 0.0 10.6 9.6 37.4 6.1 7.7 2.6 0.0 0.5: 6.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 0 . . . . . . 0 .:
Old : 23: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 46.7 86.7 72.1 52.3 30.7 54.7 47.2
Old : 74.8 46.7 86.7 72.1 52.3 30.7 54.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 203,364: 120,696 126,710 1,515 14,308 27,173 18,360 100 6,610 460 472 808: 27,741 27,182
Old : 203,364: 120,696 126,710 1,515 14,308 27,173 18,360 100 6,610 460 472 808: 27,741 27,182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -759: 1,828 -5,713 -770 7,186 -1,759 800 0 -445 -250 400 180: -343 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 62.3 0.7 7.0 13.4 9.0 0.0 3.3 0.2 0.2 0.4: 13.6 13.4
Old : 100.0: 59.3 62.3 0.7 7.0 13.4 9.0 0.0 3.3 0.2 0.2 0.4: 13.6 13.4
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 : 42: 27 27 . . 4 . . . . . .:
Old : 42: 27 27 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 48.5 58.0 67.7 28.8 29.0 39.9 40.4
Old : 38.7 48.5 58.0 67.7 28.8 29.0 39.9 40.4
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,245: 77,846 89,146 752 5,795 19,497 16,955 0 7,545 0 522 720: 18,930 19,020
Old : 142,245: 77,846 89,146 752 5,795 19,497 16,955 0 7,545 0 522 720: 18,930 19,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,545: 455 870 -200 -340 2,390 440 -85 -315 0 250 0: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 62.7 0.5 4.1 13.7 11.9 0.0 5.3 0.0 0.4 0.5: 13.3 13.4
Old : 100.0: 54.7 62.7 0.5 4.1 13.7 11.9 0.0 5.3 0.0 0.4 0.5: 13.3 13.4
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 : 37: 23 26 . . 4 . 0 . 0 . .:
Old : 37: 23 26 . . 4 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 42.1 60.8 61.9 29.8 31.1 39.8 38.8
Old : 41.4 42.1 60.8 61.9 29.8 31.1 39.8 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020