COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,192: 14,221 9,485 132 3,301 499 0 411 164 548 1,699 1,907: 721 726
Old : 18,192: 14,221 9,485 132 3,301 499 0 411 164 548 1,699 1,907: 721 726
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,140: 838 945 12 261 13 0 -5 0 381 -108 114: -218 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 52.1 0.7 18.1 2.7 0.0 2.3 0.9 3.0 9.3 10.5: 4.0 4.0
Old : 100.0: 78.2 52.1 0.7 18.1 2.7 0.0 2.3 0.9 3.0 9.3 10.5: 4.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 8 . . . 0 . . . . 4:
Old : 23: 11 8 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 46.0 80.7 71.8 33.6 25.7 42.3 39.3
Old : 63.3 46.0 80.7 71.8 33.6 25.7 42.3 39.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,702: 4,247 4,621 686 552 895 494 178 290 183 605 500: 407 61
Old : 7,702: 4,247 4,621 686 552 895 494 178 290 183 605 500: 407 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -504: -356 -235 0 -19 0 -4 7 -3 -5 -148 -65: -70 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 60.0 8.9 7.2 11.6 6.4 2.3 3.8 2.4 7.9 6.5: 5.3 0.8
Old : 100.0: 55.1 60.0 8.9 7.2 11.6 6.4 2.3 3.8 2.4 7.9 6.5: 5.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 18 . . . . . . 6 6 11:
Old : 36: 17 18 . . . . . . 6 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 : 56.1 52.6 72.1 70.8 33.3 39.7 43.3 46.4
Old : 56.1 52.6 72.1 70.8 33.3 39.7 43.3 46.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 35,054: 21,767 29,257 3,908 1,507 2,013 1,416 175 390 4,875 1,052 660: 25 0
Old : 35,054: 21,767 29,257 3,908 1,507 2,013 1,416 175 390 4,875 1,052 660: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 110: 530 100 -123 -135 35 -72 50 0 -240 120 40: -60 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 83.5 11.1 4.3 5.7 4.0 0.5 1.1 13.9 3.0 1.9: 0.1 0.0
Old : 100.0: 62.1 83.5 11.1 4.3 5.7 4.0 0.5 1.1 13.9 3.0 1.9: 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 : 38: 19 22 . . . . . . 5 . 6:
Old : 38: 19 22 . . . . . . 5 . 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 : 44.2 55.1 67.1 77.0 40.1 48.4 53.1 61.1
Old : 44.2 55.1 67.1 77.0 40.1 48.4 53.1 61.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,479: 25,376 24,549 0 3,937 1,443 515 0 150 4,885 2,290 110: 0 0
Old : 32,479: 25,376 24,549 0 3,937 1,443 515 0 150 4,885 2,290 110: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -65: 125 -75 0 25 -50 0 0 0 -150 25 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 75.6 0.0 12.1 4.4 1.6 0.0 0.5 15.0 7.1 0.3: 0.0 0.0
Old : 100.0: 78.1 75.6 0.0 12.1 4.4 1.6 0.0 0.5 15.0 7.1 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 19 0 . . . 0 . . . .:
Old : 33: 16 19 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 63.3 76.5 84.4 53.6 53.9 69.8 73.7
Old : 53.6 63.3 76.5 84.4 53.6 53.9 69.8 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 136,596: 97,742 101,387 1,278 15,136 11,746 16,717 1,542 1,146 5,487 3,448 1,894: 586 297
Old : 136,596: 97,742 101,387 1,278 15,136 11,746 16,717 1,542 1,146 5,487 3,448 1,894: 586 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,389: 1,751 1,193 379 1,037 230 -238 433 -158 292 -466 50: 83 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 74.2 0.9 11.1 8.6 12.2 1.1 0.8 4.0 2.5 1.4: 0.4 0.2
Old : 100.0: 71.6 74.2 0.9 11.1 8.6 12.2 1.1 0.8 4.0 2.5 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 : 66: 30 31 . 5 6 7 6 5 8 7 7:
Old : 66: 30 31 . 5 6 7 6 5 8 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 36.9 65.3 57.2 39.7 27.0 48.6 39.4
Old : 48.5 36.9 65.3 57.2 39.7 27.0 48.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 60,291: 45,984 43,826 1,970 9,281 4,839 4,239 165 100 1,755 620 1,404: 0 56
Old : 60,291: 45,984 43,826 1,970 9,281 4,839 4,239 165 100 1,755 620 1,404: 0 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 403: -138 430 0 -555 468 -37 160 0 85 -125 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 72.7 3.3 15.4 8.0 7.0 0.3 0.2 2.9 1.0 2.3: 0.0 0.1
Old : 100.0: 76.3 72.7 3.3 15.4 8.0 7.0 0.3 0.2 2.9 1.0 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 23 . . . . . . 4 . 6:
Old : 41: 20 23 . . . . . . 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 : 61.3 75.9 83.6 90.3 60.5 61.1 72.3 71.8
Old : 61.3 75.9 83.6 90.3 60.5 61.1 72.3 71.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,353: 32,627 24,760 455 6,356 821 0 537 0 300 1,729 150: 0 0
Old : 34,353: 32,627 24,760 455 6,356 821 0 537 0 300 1,729 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 250: 150 25 25 150 0 0 3 0 0 -3 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 72.1 1.3 18.5 2.4 0.0 1.6 0.0 0.9 5.0 0.4: 0.0 0.0
Old : 100.0: 95.0 72.1 1.3 18.5 2.4 0.0 1.6 0.0 0.9 5.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 11 . . . 0 . 0 . 4 .:
Old : 25: 13 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 : 81.0 82.8 95.5 92.7 76.2 69.9 81.0 78.5
Old : 81.0 82.8 95.5 92.7 76.2 69.9 81.0 78.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,851: 30,657 17,711 1,764 24,180 3,054 13,900 0 50 506 5,027 1,748: 172 81
Old : 51,851: 30,657 17,711 1,764 24,180 3,054 13,900 0 50 506 5,027 1,748: 172 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -826: -970 -214 160 -1,210 515 -30 0 0 -241 93 0: -260 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 34.2 3.4 46.6 5.9 26.8 0.0 0.1 1.0 9.7 3.4: 0.3 0.2
Old : 100.0: 59.1 34.2 3.4 46.6 5.9 26.8 0.0 0.1 1.0 9.7 3.4: 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 : 38: 17 20 . 4 7 4 0 . . . .:
Old : 38: 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 : 51.8 69.9 71.6 83.5 49.4 62.8 64.0 73.8
Old : 51.8 69.9 71.6 83.5 49.4 62.8 64.0 73.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,007: 40,816 21,747 1,955 36,714 3,473 18,867 653 50 1,016 3,607 2,428: 402 335
Old : 69,007: 40,816 21,747 1,955 36,714 3,473 18,867 653 50 1,016 3,607 2,428: 402 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -398: -635 2,751 715 -3,002 118 -74 320 -200 -256 100 -37: -29 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 31.5 2.8 53.2 5.0 27.3 0.9 0.1 1.5 5.2 3.5: 0.6 0.5
Old : 100.0: 59.1 31.5 2.8 53.2 5.0 27.3 0.9 0.1 1.5 5.2 3.5: 0.6 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 : 43: 21 19 . 5 4 4 4 . . . .:
Old : 43: 21 19 . 5 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 : 56.7 65.8 74.4 83.7 55.0 57.9 68.0 71.4
Old : 56.7 65.8 74.4 83.7 55.0 57.9 68.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,934: 47,675 37,100 9,881 21,954 3,750 0 50 0 1,470 314 1,766: 392 0
Old : 64,934: 47,675 37,100 9,881 21,954 3,750 0 50 0 1,470 314 1,766: 392 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 728: 588 -87 55 1,020 0 0 0 0 155 -135 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 57.1 15.2 33.8 5.8 0.0 0.1 0.0 2.3 0.5 2.7: 0.6 0.0
Old : 100.0: 73.4 57.1 15.2 33.8 5.8 0.0 0.1 0.0 2.3 0.5 2.7: 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 : 39.8 63.3 66.6 83.6 38.5 63.3 58.4 77.3
Old : 39.8 63.3 66.6 83.6 38.5 63.3 58.4 77.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,394: 60,992 38,916 17,187 40,474 1,227 108 75 0 1,350 540 2,126: 404 36
Old : 83,394: 60,992 38,916 17,187 40,474 1,227 108 75 0 1,350 540 2,126: 404 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,933: 2,563 -440 270 3,578 0 0 0 0 255 -50 -155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 46.7 20.6 48.5 1.5 0.1 0.1 0.0 1.6 0.6 2.5: 0.5 0.0
Old : 100.0: 73.1 46.7 20.6 48.5 1.5 0.1 0.1 0.0 1.6 0.6 2.5: 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 : 39.6 66.6 63.7 83.6 38.4 66.6 60.1 79.4
Old : 39.6 66.6 63.7 83.6 38.4 66.6 60.1 79.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,514: 25,328 33,307 9,060 630 2,719 50 0 0 100 220 0: 257 638
Old : 37,514: 25,328 33,307 9,060 630 2,719 50 0 0 100 220 0: 257 638
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -225: 183 -295 -453 0 0 0 0 0 50 50 0: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 88.8 24.2 1.7 7.2 0.1 0.0 0.0 0.3 0.6 0.0: 0.7 1.7
Old : 100.0: 67.5 88.8 24.2 1.7 7.2 0.1 0.0 0.0 0.3 0.6 0.0: 0.7 1.7
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 : 26: 17 13 . . . . 0 0 . . 0:
Old : 26: 17 13 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 77.5 86.3 91.0 64.8 71.4 76.4 79.4
Old : 71.0 77.5 86.3 91.0 64.8 71.4 76.4 79.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,969: 24,963 14,871 0 10,433 680 0 600 0 960 150 0: 366 235
Old : 26,969: 24,963 14,871 0 10,433 680 0 600 0 960 150 0: 366 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 146: -254 126 0 -120 -200 0 0 0 600 150 0: 0 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 55.1 0.0 38.7 2.5 0.0 2.2 0.0 3.6 0.6 0.0: 1.4 0.9
Old : 100.0: 92.6 55.1 0.0 38.7 2.5 0.0 2.2 0.0 3.6 0.6 0.0: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 0 . . 0 . 0 . . 0:
Old : 27: 19 16 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 60.3 82.0 84.5 44.8 50.2 55.4 58.0
Old : 65.5 60.3 82.0 84.5 44.8 50.2 55.4 58.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 95,556: 74,464 73,543 300 7,154 8,122 6,460 462 414 3,473 3,817 1,955: 367 89
Old : 95,556: 74,464 73,543 300 7,154 8,122 6,460 462 414 3,473 3,817 1,955: 367 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 655: 1,069 1,900 -64 -512 -223 203 181 14 -573 -906 227: 2 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 77.0 0.3 7.5 8.5 6.8 0.5 0.4 3.6 4.0 2.0: 0.4 0.1
Old : 100.0: 77.9 77.0 0.3 7.5 8.5 6.8 0.5 0.4 3.6 4.0 2.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 37 32 . . . 4 4 . 9 7 11:
Old : 67: 37 32 . . . 4 4 . 9 7 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 : 41.7 39.8 61.0 67.0 31.5 30.0 41.5 45.7
Old : 41.7 39.8 61.0 67.0 31.5 30.0 41.5 45.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,186: 18,940 20,302 2,550 50 2,586 50 1,198 0 0 50 0: 60 0
Old : 24,186: 18,940 20,302 2,550 50 2,586 50 1,198 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 17, 2020 :
: 810: 1,203 120 -600 0 207 0 483 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 83.9 10.5 0.2 10.7 0.2 5.0 0.0 0.0 0.2 0.0: 0.2 0.0
Old : 100.0: 78.3 83.9 10.5 0.2 10.7 0.2 5.0 0.0 0.0 0.2 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 15 . . . . . 0 0 . 0:
Old : 23: 10 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 : 75.4 46.8 96.1 72.7 52.8 36.4 60.0 54.7
Old : 75.4 46.8 96.1 72.7 52.8 36.4 60.0 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,941: 18,368 20,273 3,093 50 2,370 50 1,198 0 0 50 0: 60 0
Old : 23,941: 18,368 20,273 3,093 50 2,370 50 1,198 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 17, 2020 :
: 1,116: 1,503 270 -750 0 363 0 483 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 84.7 12.9 0.2 9.9 0.2 5.0 0.0 0.0 0.2 0.0: 0.3 0.0
Old : 100.0: 76.7 84.7 12.9 0.2 9.9 0.2 5.0 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: 9 15 . . . . . 0 0 . 0:
Old : 22: 9 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 : 76.9 44.9 98.3 72.3 52.8 35.8 58.4 51.8
Old : 76.9 44.9 98.3 72.3 52.8 35.8 58.4 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,257: 52,963 47,394 0 6,289 3,886 1,398 0 0 1,060 1,650 650: 300 388
Old : 60,257: 52,963 47,394 0 6,289 3,886 1,398 0 0 1,060 1,650 650: 300 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 678: -667 1,833 0 -1,763 668 483 0 0 230 -10 -50: 14 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 78.7 0.0 10.4 6.4 2.3 0.0 0.0 1.8 2.7 1.1: 0.5 0.6
Old : 100.0: 87.9 78.7 0.0 10.4 6.4 2.3 0.0 0.0 1.8 2.7 1.1: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 0 . . . 0 0 . . 4:
Old : 34: 21 19 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 : 58.6 47.9 74.8 76.6 51.5 37.7 59.4 57.2
Old : 58.6 47.9 74.8 76.6 51.5 37.7 59.4 57.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,907: 31,052 36,043 5,509 0 4,064 100 0 0 150 160 0: 32 640
Old : 40,907: 31,052 36,043 5,509 0 4,064 100 0 0 150 160 0: 32 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 30: 230 -20 -600 -300 300 0 0 0 100 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 88.1 13.5 0.0 9.9 0.2 0.0 0.0 0.4 0.4 0.0: 0.1 1.6
Old : 100.0: 75.9 88.1 13.5 0.0 9.9 0.2 0.0 0.0 0.4 0.4 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 : 32: 22 15 . 0 . . 0 0 . . 0:
Old : 32: 22 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 : 59.1 72.8 81.0 90.9 50.9 62.5 64.9 69.3
Old : 59.1 72.8 81.0 90.9 50.9 62.5 64.9 69.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,029: 39,071 28,987 40 9,722 2,020 260 865 0 65 290 0: 573 145
Old : 42,029: 39,071 28,987 40 9,722 2,020 260 865 0 65 290 0: 573 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -429: 245 -44 -120 -751 176 -780 90 -70 0 170 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 69.0 0.1 23.1 4.8 0.6 2.1 0.0 0.2 0.7 0.0: 1.4 0.3
Old : 100.0: 93.0 69.0 0.1 23.1 4.8 0.6 2.1 0.0 0.2 0.7 0.0: 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 : 34: 20 20 . . . . . 0 . 4 0:
Old : 34: 20 20 . . . . . 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 : 61.4 70.6 83.4 85.4 50.0 64.4 65.2 68.1
Old : 61.4 70.6 83.4 85.4 50.0 64.4 65.2 68.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,749: 44,834 55,790 8,525 175 2,430 0 0 0 2,043 0 84: 833 270
Old : 58,749: 44,834 55,790 8,525 175 2,430 0 0 0 2,043 0 84: 833 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 714: 273 1,214 950 25 -600 0 0 0 46 0 0: 45 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 95.0 14.5 0.3 4.1 0.0 0.0 0.0 3.5 0.0 0.1: 1.4 0.5
Old : 100.0: 76.3 95.0 14.5 0.3 4.1 0.0 0.0 0.0 3.5 0.0 0.1: 1.4 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 : 31: 18 12 4 . . 0 0 0 . 0 .:
Old : 31: 18 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 : 51.4 92.6 74.6 97.6 50.0 89.0 71.4 89.7
Old : 51.4 92.6 74.6 97.6 50.0 89.0 71.4 89.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,224: 49,769 55,019 6,757 4,040 2,524 0 155 0 2,336 0 283: 555 203
Old : 62,224: 49,769 55,019 6,757 4,040 2,524 0 155 0 2,336 0 283: 555 203
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 396: -25 1,030 405 -570 0 0 25 0 -10 0 21: 5 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 88.4 10.9 6.5 4.1 0.0 0.2 0.0 3.8 0.0 0.5: 0.9 0.3
Old : 100.0: 80.0 88.4 10.9 6.5 4.1 0.0 0.2 0.0 3.8 0.0 0.5: 0.9 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 : 36: 20 13 4 . 6 0 . 0 . 0 .:
Old : 36: 20 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 : 45.6 86.3 71.5 94.6 42.9 82.2 66.7 86.1
Old : 45.6 86.3 71.5 94.6 42.9 82.2 66.7 86.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,973: 71,795 82,647 12,159 2,847 2,171 0 584 0 2,452 473 2,216: 180 35
Old : 90,973: 71,795 82,647 12,159 2,847 2,171 0 584 0 2,452 473 2,216: 180 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,391: 671 2,481 285 -1,028 682 0 15 0 -61 -517 -198: 12 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 90.8 13.4 3.1 2.4 0.0 0.6 0.0 2.7 0.5 2.4: 0.2 0.0
Old : 100.0: 78.9 90.8 13.4 3.1 2.4 0.0 0.6 0.0 2.7 0.5 2.4: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 24 5 . . 0 . 0 . . .:
Old : 41: 19 24 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 62.2 74.2 86.7 55.8 60.7 71.2 81.9
Old : 56.9 62.2 74.2 86.7 55.8 60.7 71.2 81.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 109,947: 86,703 98,465 13,193 2,628 2,915 331 1,199 78 3,116 1,389 3,136: 475 137
Old : 109,947: 86,703 98,465 13,193 2,628 2,915 331 1,199 78 3,116 1,389 3,136: 475 137
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 3,103: 1,606 4,774 403 -1,610 314 156 203 -100 756 -316 -19: -13 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 89.6 12.0 2.4 2.7 0.3 1.1 0.1 2.8 1.3 2.9: 0.4 0.1
Old : 100.0: 78.9 89.6 12.0 2.4 2.7 0.3 1.1 0.1 2.8 1.3 2.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 22 25 5 . 5 . 6 . . 6 7:
Old : 55: 22 25 5 . 5 . 6 . . 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 : 54.6 53.6 70.9 79.8 53.1 52.1 68.1 75.5
Old : 54.6 53.6 70.9 79.8 53.1 52.1 68.1 75.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,529: 34,920 48,807 17,812 490 917 0 3,975 0 615 0 250: 15 90
Old : 54,529: 34,920 48,807 17,812 490 917 0 3,975 0 615 0 250: 15 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 332: 370 225 0 50 -63 0 100 0 50 -25 0: -25 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 89.5 32.7 0.9 1.7 0.0 7.3 0.0 1.1 0.0 0.5: 0.0 0.2
Old : 100.0: 64.0 89.5 32.7 0.9 1.7 0.0 7.3 0.0 1.1 0.0 0.5: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 12 . . . 0 . 0 . 0 .:
Old : 27: 16 12 . . . 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 : 82.5 88.1 93.5 95.2 80.2 85.5 87.5 90.1
Old : 82.5 88.1 93.5 95.2 80.2 85.5 87.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 46,185: 29,946 43,610 15,680 266 259 0 225 0 150 1,675 150: 0 0
Old : 46,185: 29,946 43,610 15,680 266 259 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 17, 2020 :
: 190: 450 100 -200 150 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 94.4 34.0 0.6 0.6 0.0 0.5 0.0 0.3 3.6 0.3: 0.0 0.0
Old : 100.0: 64.8 94.4 34.0 0.6 0.6 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 : 85.4 91.5 96.0 97.1 85.3 86.9 92.7 92.1
Old : 85.4 91.5 96.0 97.1 85.3 86.9 92.7 92.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,232: 32,678 44,791 13,239 542 6,966 300 0 120 400 1,398 329: 200 86
Old : 54,232: 32,678 44,791 13,239 542 6,966 300 0 120 400 1,398 329: 200 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -225: -378 -184 263 0 -60 -50 0 0 -52 0 3: 49 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 82.6 24.4 1.0 12.8 0.6 0.0 0.2 0.7 2.6 0.6: 0.4 0.2
Old : 100.0: 60.3 82.6 24.4 1.0 12.8 0.6 0.0 0.2 0.7 2.6 0.6: 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 : 31: 17 17 5 . . . 0 . . . .:
Old : 31: 17 17 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 : 56.9 75.2 78.5 89.2 44.8 58.7 61.6 64.7
Old : 56.9 75.2 78.5 89.2 44.8 58.7 61.6 64.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,371: 42,526 48,255 10,278 971 5,547 150 3,430 0 645 1,324 471: 754 373
Old : 60,371: 42,526 48,255 10,278 971 5,547 150 3,430 0 645 1,324 471: 754 373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -183: 44 -31 -7 -533 318 -515 105 -105 -69 -60 70: 81 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 79.9 17.0 1.6 9.2 0.2 5.7 0.0 1.1 2.2 0.8: 1.2 0.6
Old : 100.0: 70.4 79.9 17.0 1.6 9.2 0.2 5.7 0.0 1.1 2.2 0.8: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 18 . . . . . 0 . . .:
Old : 34: 17 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 74.5 80.9 86.5 57.7 63.7 70.5 70.1
Old : 59.3 74.5 80.9 86.5 57.7 63.7 70.5 70.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,643: 11,901 21,576 13,362 249 866 0 2,580 0 0 1,083 164: 350 125
Old : 26,643: 11,901 21,576 13,362 249 866 0 2,580 0 0 1,083 164: 350 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 670: 330 210 226 249 111 0 0 0 0 60 0: 3 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 81.0 50.2 0.9 3.3 0.0 9.7 0.0 0.0 4.1 0.6: 1.3 0.5
Old : 100.0: 44.7 81.0 50.2 0.9 3.3 0.0 9.7 0.0 0.0 4.1 0.6: 1.3 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 : 25: 12 12 . . . 0 . 0 0 . .:
Old : 25: 12 12 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 71.6 89.8 89.3 70.4 68.5 87.3 85.0
Old : 71.7 71.6 89.8 89.3 70.4 68.5 87.3 85.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,805: 10,430 21,678 12,240 330 667 0 525 0 0 565 0: 468 40
Old : 23,805: 10,430 21,678 12,240 330 667 0 525 0 0 565 0: 468 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 340: 240 0 97 240 0 0 0 0 0 60 0: 3 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 91.1 51.4 1.4 2.8 0.0 2.2 0.0 0.0 2.4 0.0: 2.0 0.2
Old : 100.0: 43.8 91.1 51.4 1.4 2.8 0.0 2.2 0.0 0.0 2.4 0.0: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.2 80.2 89.3 93.5 70.6 77.3 87.6 89.1
Old : 72.2 80.2 89.3 93.5 70.6 77.3 87.6 89.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,415: 22,473 20,287 2,315 5,833 414 596 100 100 1,184 298 681: 652 702
Old : 28,415: 22,473 20,287 2,315 5,833 414 596 100 100 1,184 298 681: 652 702
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 350: 185 325 60 -115 115 0 30 0 -5 5 -5: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 71.4 8.1 20.5 1.5 2.1 0.4 0.4 4.2 1.0 2.4: 2.3 2.5
Old : 100.0: 79.1 71.4 8.1 20.5 1.5 2.1 0.4 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 : 64.1 65.5 80.9 84.5 61.9 65.0 75.6 77.4
Old : 64.1 65.5 80.9 84.5 61.9 65.0 75.6 77.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,787: 13,137 14,661 1,721 280 133 0 390 0 493 510 297: 1,006 516
Old : 16,787: 13,137 14,661 1,721 280 133 0 390 0 493 510 297: 1,006 516
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 170: 210 260 60 0 0 0 0 0 -100 10 0: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 87.3 10.3 1.7 0.8 0.0 2.3 0.0 2.9 3.0 1.8: 6.0 3.1
Old : 100.0: 78.3 87.3 10.3 1.7 0.8 0.0 2.3 0.0 2.9 3.0 1.8: 6.0 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 : 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 : 68.9 81.4 86.1 91.0 68.4 75.0 80.6 83.9
Old : 68.9 81.4 86.1 91.0 68.4 75.0 80.6 83.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,648: 40,543 24,166 6,313 19,111 993 2,540 5,431 165 1,474 2,187 1,437: 183 158
Old : 53,648: 40,543 24,166 6,313 19,111 993 2,540 5,431 165 1,474 2,187 1,437: 183 158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 476: 702 292 -140 -121 40 -62 78 0 -79 152 110: -95 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 45.0 11.8 35.6 1.9 4.7 10.1 0.3 2.7 4.1 2.7: 0.3 0.3
Old : 100.0: 75.6 45.0 11.8 35.6 1.9 4.7 10.1 0.3 2.7 4.1 2.7: 0.3 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 : 43: 22 21 4 . 4 . . . . 6 4:
Old : 43: 22 21 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 : 59.0 69.6 77.7 82.3 48.2 50.8 62.5 59.8
Old : 59.0 69.6 77.7 82.3 48.2 50.8 62.5 59.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,981: 27,153 10,790 1,939 16,437 1,046 700 2,527 5 689 688 1,183: 266 305
Old : 32,981: 27,153 10,790 1,939 16,437 1,046 700 2,527 5 689 688 1,183: 266 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 383: 374 249 25 -194 127 -40 0 0 174 390 0: -277 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 32.7 5.9 49.8 3.2 2.1 7.7 0.0 2.1 2.1 3.6: 0.8 0.9
Old : 100.0: 82.3 32.7 5.9 49.8 3.2 2.1 7.7 0.0 2.1 2.1 3.6: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 17 . . . . . . . 4 .:
Old : 36: 18 17 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 70.2 80.1 82.5 62.6 68.8 73.1 78.5
Old : 67.4 70.2 80.1 82.5 62.6 68.8 73.1 78.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,737: 4,872 16,185 10,140 0 525 200 0 0 955 0 0: 45 27
Old : 16,737: 4,872 16,185 10,140 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 17, 2020 :
: -75: 0 -75 -75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 96.7 60.6 0.0 3.1 1.2 0.0 0.0 5.7 0.0 0.0: 0.3 0.2
Old : 100.0: 29.1 96.7 60.6 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 : 73.5 87.1 87.9 94.9 70.2 83.8 83.4 89.5
Old : 73.5 87.1 87.9 94.9 70.2 83.8 83.4 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,753: 7,224 21,678 12,928 0 0 0 0 0 1,500 0 75: 26 0
Old : 21,753: 7,224 21,678 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 17, 2020 :
: 105: 105 105 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 99.7 59.4 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.3: 0.1 0.0
Old : 100.0: 33.2 99.7 59.4 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 : 69.2 95.7 89.9 99.2 69.0 93.9 89.4 96.2
Old : 69.2 95.7 89.9 99.2 69.0 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,435: 5,797 7,170 1,661 1,420 1,415 30 0 10 595 0 310: 617 110
Old : 10,435: 5,797 7,170 1,661 1,420 1,415 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 17, 2020 :
: -25: 0 -25 -45 -20 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 68.7 15.9 13.6 13.6 0.3 0.0 0.1 5.7 0.0 3.0: 5.9 1.1
Old : 100.0: 55.6 68.7 15.9 13.6 13.6 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 : 51.7 62.5 77.6 89.9 41.3 58.6 60.8 72.8
Old : 51.7 62.5 77.6 89.9 41.3 58.6 60.8 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,808: 5,233 6,320 1,737 1,520 1,423 40 0 0 415 0 415: 545 130
Old : 9,808: 5,233 6,320 1,737 1,520 1,423 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 17, 2020 :
: -18: 0 -25 -45 -20 27 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 64.4 17.7 15.5 14.5 0.4 0.0 0.0 4.2 0.0 4.2: 5.6 1.3
Old : 100.0: 53.4 64.4 17.7 15.5 14.5 0.4 0.0 0.0 4.2 0.0 4.2: 5.6 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 : 54.4 69.6 77.5 88.7 42.4 62.6 56.9 68.6
Old : 54.4 69.6 77.5 88.7 42.4 62.6 56.9 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,096: 18,845 48,026 27,490 0 430 100 0 0 1,410 0 2,615: 206 25
Old : 51,096: 18,845 48,026 27,490 0 430 100 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 17, 2020 :
: 600: 600 900 120 -180 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 94.0 53.8 0.0 0.8 0.2 0.0 0.0 2.8 0.0 5.1: 0.4 0.0
Old : 100.0: 36.9 94.0 53.8 0.0 0.8 0.2 0.0 0.0 2.8 0.0 5.1: 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 4 0 . . 0 0 4 0 .:
Old : 32: 17 13 4 0 . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 73.8 88.3 91.3 70.3 73.6 78.4 85.4
Old : 76.7 73.8 88.3 91.3 70.3 73.6 78.4 85.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,481: 19,655 48,536 27,175 0 430 100 0 0 1,415 0 2,490: 216 25
Old : 51,481: 19,655 48,536 27,175 0 430 100 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 17, 2020 :
: 600: 600 900 120 -180 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 94.3 52.8 0.0 0.8 0.2 0.0 0.0 2.7 0.0 4.8: 0.4 0.0
Old : 100.0: 38.2 94.3 52.8 0.0 0.8 0.2 0.0 0.0 2.7 0.0 4.8: 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 4 0 . . 0 0 4 0 .:
Old : 32: 17 12 4 0 . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 73.2 86.7 91.2 69.1 73.0 78.0 85.4
Old : 74.7 73.2 86.7 91.2 69.1 73.0 78.0 85.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 116,191: 85,688 86,429 18,887 10,823 7,679 0 2,149 785 1,676 6,939 1,338: 138 49
Old : 116,191: 85,688 86,429 18,887 10,823 7,679 0 2,149 785 1,676 6,939 1,338: 138 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,790: 1,497 1,476 -375 82 315 0 -158 50 356 84 -59: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 74.4 16.3 9.3 6.6 0.0 1.8 0.7 1.4 6.0 1.2: 0.1 0.0
Old : 100.0: 73.7 74.4 16.3 9.3 6.6 0.0 1.8 0.7 1.4 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 . 4 7 4:
Old : 61: 34 28 5 . 5 0 5 . 4 7 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 46.7 69.0 67.5 47.4 43.6 62.3 59.6
Old : 49.6 46.7 69.0 67.5 47.4 43.6 62.3 59.6
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,091: 91,852 96,221 18,294 7,904 9,053 685 1,430 1,730 1,510 6,846 1,880: 87 27
Old : 125,091: 91,852 96,221 18,294 7,904 9,053 685 1,430 1,730 1,510 6,846 1,880: 87 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,781: 1,598 1,693 -305 552 -51 334 -385 56 85 -137 53: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 76.9 14.6 6.3 7.2 0.5 1.1 1.4 1.2 5.5 1.5: 0.1 0.0
Old : 100.0: 73.4 76.9 14.6 6.3 7.2 0.5 1.1 1.4 1.2 5.5 1.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 37 30 5 . 7 . . . 5 6 5:
Old : 65: 37 30 5 . 7 . . . 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 : 42.9 47.5 65.4 65.5 38.9 45.8 54.5 59.1
Old : 42.9 47.5 65.4 65.5 38.9 45.8 54.5 59.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 606,910: 369,532 401,039 22,151 8,016 105,556 20,668 16,118 34,916 18,583 5,950 34,921: 582 394
Old : 606,910: 369,532 401,039 22,151 8,016 105,556 20,668 16,118 34,916 18,583 5,950 34,921: 582 394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 7,426: 2,386 7,337 3,533 -254 -271 370 403 1,144 -1,787 -2,894 1,775: 275 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 66.1 3.6 1.3 17.4 3.4 2.7 5.8 3.1 1.0 5.8: 0.1 0.1
Old : 100.0: 60.9 66.1 3.6 1.3 17.4 3.4 2.7 5.8 3.1 1.0 5.8: 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 : 104: 42 42 4 . 6 8 13 10 18 12 19:
Old : 104: 42 42 4 . 6 8 13 10 18 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 : 40.0 39.3 59.4 58.7 10.2 13.3 14.2 16.8
Old : 40.0 39.3 59.4 58.7 10.2 13.3 14.2 16.8
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,035: 10,352 12,965 820 662 1,663 745 600 65 2,255 0 0: 135 80
Old : 16,035: 10,352 12,965 820 662 1,663 745 600 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 17, 2020 :
: 60: 100 10 0 90 -40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 80.9 5.1 4.1 10.4 4.6 3.7 0.4 14.1 0.0 0.0: 0.8 0.5
Old : 100.0: 64.6 80.9 5.1 4.1 10.4 4.6 3.7 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 12 . . 4 . . . . 0 0:
Old : 28: 14 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 74.9 80.5 91.4 53.1 66.5 69.3 76.0
Old : 54.5 74.9 80.5 91.4 53.1 66.5 69.3 76.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,166: 7,690 9,845 835 920 1,656 430 600 65 2,255 0 0: 235 80
Old : 13,166: 7,690 9,845 835 920 1,656 430 600 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 17, 2020 :
: 10: 0 5 0 -5 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 74.8 6.3 7.0 12.6 3.3 4.6 0.5 17.1 0.0 0.0: 1.8 0.6
Old : 100.0: 58.4 74.8 6.3 7.0 12.6 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 12 . . 4 . . . . 0 0:
Old : 27: 14 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 73.7 80.3 90.5 48.8 59.3 67.7 73.3
Old : 50.8 73.7 80.3 90.5 48.8 59.3 67.7 73.3
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,911: 6,946 7,681 375 117 83 0 0 0 500 0 0: 7 30
Old : 7,911: 6,946 7,681 375 117 83 0 0 0 500 0 0: 7 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 492: 355 457 0 23 2 0 0 0 160 0 0: -25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 97.1 4.7 1.5 1.0 0.0 0.0 0.0 6.3 0.0 0.0: 0.1 0.4
Old : 100.0: 87.8 97.1 4.7 1.5 1.0 0.0 0.0 0.0 6.3 0.0 0.0: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 12 . . . 0 0 0 4 0 0:
Old : 28: 17 12 . . . 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 : 55.0 75.9 77.3 90.1 34.8 49.1 49.9 58.6
Old : 55.0 75.9 77.3 90.1 34.8 49.1 49.9 58.6
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 91,177: 65,359 62,809 13,461 12,166 1,860 0 7,497 0 3,640 0 0: 6,857 6,845
Old : 91,177: 65,359 62,809 13,461 12,166 1,860 0 7,497 0 3,640 0 0: 6,857 6,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 4,322: 4,300 -445 -100 280 50 0 4,437 0 60 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 68.9 14.8 13.3 2.0 0.0 8.2 0.0 4.0 0.0 0.0: 7.5 7.5
Old : 100.0: 71.7 68.9 14.8 13.3 2.0 0.0 8.2 0.0 4.0 0.0 0.0: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.6 55.4 84.4 81.8 71.5 53.1 81.4 76.5
Old : 72.6 55.4 84.4 81.8 71.5 53.1 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,370: 53,333 50,063 11,455 10,555 2,395 0 7,382 0 3,200 0 0: 5,987 5,975
Old : 76,370: 53,333 50,063 11,455 10,555 2,395 0 7,382 0 3,200 0 0: 5,987 5,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 3,639: 3,759 -703 0 80 0 0 4,262 0 60 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 65.6 15.0 13.8 3.1 0.0 9.7 0.0 4.2 0.0 0.0: 7.8 7.8
Old : 100.0: 69.8 65.6 15.0 13.8 3.1 0.0 9.7 0.0 4.2 0.0 0.0: 7.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 19 . . . 0 . 0 . 0 0:
Old : 27: 18 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 56.9 84.9 81.5 72.4 53.2 79.5 76.2
Old : 73.2 56.9 84.9 81.5 72.4 53.2 79.5 76.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,895: 8,620 14,830 5,970 0 5,785 900 930 0 640 0 0: 3,980 4,350
Old : 25,895: 8,620 14,830 5,970 0 5,785 900 930 0 640 0 0: 3,980 4,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,150: 855 795 -60 0 0 0 0 0 0 0 0: 355 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 57.3 23.1 0.0 22.3 3.5 3.6 0.0 2.5 0.0 0.0: 15.4 16.8
Old : 100.0: 33.3 57.3 23.1 0.0 22.3 3.5 3.6 0.0 2.5 0.0 0.0: 15.4 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 14 . 0 . . . 0 . 0 0:
Old : 23: 13 14 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 52.0 77.4 74.2 41.6 39.8 51.2 50.1
Old : 64.7 52.0 77.4 74.2 41.6 39.8 51.2 50.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,304: 32,710 18,494 4,864 20,611 106 10,545 8,540 2,725 0 874 50: 3,304 2,904
Old : 54,304: 32,710 18,494 4,864 20,611 106 10,545 8,540 2,725 0 874 50: 3,304 2,904
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -193: 627 -868 -420 480 100 -360 175 0 0 0 0: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 34.1 9.0 38.0 0.2 19.4 15.7 5.0 0.0 1.6 0.1: 6.1 5.3
Old : 100.0: 60.2 34.1 9.0 38.0 0.2 19.4 15.7 5.0 0.0 1.6 0.1: 6.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.4 71.6 76.8 83.6 45.6 65.5 61.4 71.1
Old : 56.4 71.6 76.8 83.6 45.6 65.5 61.4 71.1
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,772: 22,384 12,749 6,584 11,730 0 1,525 6,010 2,995 0 324 336: 1,948 1,628
Old : 35,772: 22,384 12,749 6,584 11,730 0 1,525 6,010 2,995 0 324 336: 1,948 1,628
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -618: 184 -1,311 -420 480 -60 -360 175 0 0 0 0: 38 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 35.6 18.4 32.8 0.0 4.3 16.8 8.4 0.0 0.9 0.9: 5.4 4.6
Old : 100.0: 62.6 35.6 18.4 32.8 0.0 4.3 16.8 8.4 0.0 0.9 0.9: 5.4 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 : 24: 15 15 . . 0 . . . 0 . .:
Old : 24: 15 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 : 55.4 69.7 83.0 85.6 44.0 63.5 61.0 68.5
Old : 55.4 69.7 83.0 85.6 44.0 63.5 61.0 68.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,859: 12,517 14,372 5,143 0 1,905 0 3,840 0 0 0 0: 2,294 1,742
Old : 21,859: 12,517 14,372 5,143 0 1,905 0 3,840 0 0 0 0: 2,294 1,742
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 120: 120 -60 -120 0 85 0 0 0 0 0 0: 35 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 65.7 23.5 0.0 8.7 0.0 17.6 0.0 0.0 0.0 0.0: 10.5 8.0
Old : 100.0: 57.3 65.7 23.5 0.0 8.7 0.0 17.6 0.0 0.0 0.0 0.0: 10.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.6 72.9 79.7 85.6 52.7 70.4 66.4 72.6
Old : 59.6 72.9 79.7 85.6 52.7 70.4 66.4 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,620: 19,265 10,530 6,340 0 1,140 535 15,390 365 75 0 0: 900 1,195
Old : 28,620: 19,265 10,530 6,340 0 1,140 535 15,390 365 75 0 0: 900 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 36.8 22.2 0.0 4.0 1.9 53.8 1.3 0.3 0.0 0.0: 3.1 4.2
Old : 100.0: 67.3 36.8 22.2 0.0 4.0 1.9 53.8 1.3 0.3 0.0 0.0: 3.1 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 : 20: 12 13 . 0 . . . . . 0 0:
Old : 20: 12 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 77.3 86.7 90.3 53.6 71.4 70.3 75.5
Old : 64.1 77.3 86.7 90.3 53.6 71.4 70.3 75.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,574: 51,974 30,564 2,380 36,430 4,265 14,620 1,000 340 65 990 1,150: 15,780 15,835
Old : 90,574: 51,974 30,564 2,380 36,430 4,265 14,620 1,000 340 65 990 1,150: 15,780 15,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 50: 15 15 0 0 0 0 0 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 33.7 2.6 40.2 4.7 16.1 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 16.1 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 74.1 68.9 54.3 52.4 60.8 58.1
Old : 56.0 53.8 74.1 68.9 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,299: 48,634 30,594 3,125 32,640 4,625 15,605 1,000 580 0 3,130 385: 14,345 14,345
Old : 87,299: 48,634 30,594 3,125 32,640 4,625 15,605 1,000 580 0 3,130 385: 14,345 14,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 60: 15 15 0 0 0 0 0 0 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 35.0 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 35.0 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 : 53.5 50.9 74.3 69.4 51.6 48.3 59.7 57.6
Old : 53.5 50.9 74.3 69.4 51.6 48.3 59.7 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,010: 18,838 60,143 19,695 6,340 60 20,365 100 240 7,975 0 0: 1,837 2,127
Old : 69,010: 18,838 60,143 19,695 6,340 60 20,365 100 240 7,975 0 0: 1,837 2,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 60: 65 95 50 -25 25 0 0 0 0 0 0: -80 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 87.2 28.5 9.2 0.1 29.5 0.1 0.3 11.6 0.0 0.0: 2.7 3.1
Old : 100.0: 27.3 87.2 28.5 9.2 0.1 29.5 0.1 0.3 11.6 0.0 0.0: 2.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . . . . . . . 0 0:
Old : 24: 11 13 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 85.7 94.9 92.6 75.7 85.4 91.8 89.8
Old : 77.7 85.7 94.9 92.6 75.7 85.4 91.8 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,580: 19,990 58,935 18,135 5,970 165 20,515 500 240 7,100 0 0: 1,435 1,770
Old : 67,580: 19,990 58,935 18,135 5,970 165 20,515 500 240 7,100 0 0: 1,435 1,770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 890: 920 890 75 0 0 0 0 0 0 0 0: -105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 87.2 26.8 8.8 0.2 30.4 0.7 0.4 10.5 0.0 0.0: 2.1 2.6
Old : 100.0: 29.6 87.2 26.8 8.8 0.2 30.4 0.7 0.4 10.5 0.0 0.0: 2.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . . . . . . . 0 0:
Old : 22: 11 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 : 76.0 88.8 95.3 94.8 73.6 88.3 92.3 91.9
Old : 76.0 88.8 95.3 94.8 73.6 88.3 92.3 91.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,540: 21,285 50,265 7,030 1,510 1,945 5,210 0 75 17,940 0 295: 2,760 2,450
Old : 56,540: 21,285 50,265 7,030 1,510 1,945 5,210 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 17, 2020 :
: 85: 60 85 0 0 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 88.9 12.4 2.7 3.4 9.2 0.0 0.1 31.7 0.0 0.5: 4.9 4.3
Old : 100.0: 37.6 88.9 12.4 2.7 3.4 9.2 0.0 0.1 31.7 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 : 56.2 84.4 74.5 93.9 53.0 83.9 71.0 89.2
Old : 56.2 84.4 74.5 93.9 53.0 83.9 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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,160: 19,525 42,040 7,530 1,870 1,340 5,210 0 75 11,465 0 645: 2,370 2,190
Old : 48,160: 19,525 42,040 7,530 1,870 1,340 5,210 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 17, 2020 :
: 85: 60 85 0 0 0 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 87.3 15.6 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3: 4.9 4.5
Old : 100.0: 40.5 87.3 15.6 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3: 4.9 4.5
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: 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 : 53.3 82.2 74.0 93.0 49.8 81.6 70.2 88.2
Old : 53.3 82.2 74.0 93.0 49.8 81.6 70.2 88.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,255: 9,270 6,830 845 0 1,835 0 4,380 25 2,185 1,215 280: 2,815 2,690
Old : 17,255: 9,270 6,830 845 0 1,835 0 4,380 25 2,185 1,215 280: 2,815 2,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 100: 135 0 0 0 0 -25 45 25 0 0 0: -35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 39.6 4.9 0.0 10.6 0.0 25.4 0.1 12.7 7.0 1.6: 16.3 15.6
Old : 100.0: 53.7 39.6 4.9 0.0 10.6 0.0 25.4 0.1 12.7 7.0 1.6: 16.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 5 . 0 . 0 . . . . .:
Old : 21: 12 5 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 67.7 77.6 82.3 47.3 65.2 65.7 71.2
Old : 54.8 67.7 77.6 82.3 47.3 65.2 65.7 71.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,890: 8,675 6,825 1,095 0 1,980 0 4,380 25 2,735 1,205 120: 2,260 2,355
Old : 16,890: 8,675 6,825 1,095 0 1,980 0 4,380 25 2,735 1,205 120: 2,260 2,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 100: 135 0 0 0 0 -25 45 25 0 0 0: -35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 40.4 6.5 0.0 11.7 0.0 25.9 0.1 16.2 7.1 0.7: 13.4 13.9
Old : 100.0: 51.4 40.4 6.5 0.0 11.7 0.0 25.9 0.1 16.2 7.1 0.7: 13.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 4 . 0 . 0 . . . . .:
Old : 21: 12 4 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 70.1 80.4 84.5 49.4 66.5 68.5 72.9
Old : 60.6 70.1 80.4 84.5 49.4 66.5 68.5 72.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,775: 34,945 38,910 1,195 2,280 4,385 4,655 15,390 195 16,225 1,000 1,225: 5,950 5,390
Old : 68,775: 34,945 38,910 1,195 2,280 4,385 4,655 15,390 195 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 17, 2020 :
: 90: 90 -60 0 0 0 0 150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 56.6 1.7 3.3 6.4 6.8 22.4 0.3 23.6 1.5 1.8: 8.7 7.8
Old : 100.0: 50.8 56.6 1.7 3.3 6.4 6.8 22.4 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 61.2 73.7 78.9 55.9 57.5 69.1 72.5
Old : 57.7 61.2 73.7 78.9 55.9 57.5 69.1 72.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,165: 33,200 34,705 1,195 1,310 4,795 4,405 15,370 195 13,265 1,000 1,225: 4,885 4,565
Old : 63,165: 33,200 34,705 1,195 1,310 4,795 4,405 15,370 195 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 17, 2020 :
: 110: 110 -40 0 0 0 0 150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 54.9 1.9 2.1 7.6 7.0 24.3 0.3 21.0 1.6 1.9: 7.7 7.2
Old : 100.0: 52.6 54.9 1.9 2.1 7.6 7.0 24.3 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 : 55.4 63.8 73.5 80.7 53.5 60.8 67.1 73.5
Old : 55.4 63.8 73.5 80.7 53.5 60.8 67.1 73.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,969: 34,070 23,046 0 18,164 95 18,505 215 3,925 0 11,185 1,355: 3,019 2,984
Old : 60,969: 34,070 23,046 0 18,164 95 18,505 215 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 17, 2020 :
: 275: -50 100 0 145 30 295 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 37.8 0.0 29.8 0.2 30.4 0.4 6.4 0.0 18.3 2.2: 5.0 4.9
Old : 100.0: 55.9 37.8 0.0 29.8 0.2 30.4 0.4 6.4 0.0 18.3 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 : 56.9 67.3 78.6 87.0 54.6 59.3 67.5 73.2
Old : 56.9 67.3 78.6 87.0 54.6 59.3 67.5 73.2
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,879: 30,013 20,301 0 15,257 80 13,205 265 3,875 0 7,570 1,600: 3,106 2,931
Old : 51,879: 30,013 20,301 0 15,257 80 13,205 265 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 17, 2020 :
: 100: 50 150 0 -80 30 20 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 39.1 0.0 29.4 0.2 25.5 0.5 7.5 0.0 14.6 3.1: 6.0 5.6
Old : 100.0: 57.9 39.1 0.0 29.4 0.2 25.5 0.5 7.5 0.0 14.6 3.1: 6.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.8 62.8 76.3 85.8 48.7 54.6 63.3 68.5
Old : 55.8 62.8 76.3 85.8 48.7 54.6 63.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 191,569: 103,034 81,223 20,239 760 6,262 360 29,921 7,995 1,000 12,845 2,385: 50,294 50,178
Old : 191,569: 103,034 81,223 20,239 760 6,262 360 29,921 7,995 1,000 12,845 2,385: 50,294 50,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 323: -52 443 255 25 -195 95 145 100 0 -200 -50: 170 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 42.4 10.6 0.4 3.3 0.2 15.6 4.2 0.5 6.7 1.2: 26.3 26.2
Old : 100.0: 53.8 42.4 10.6 0.4 3.3 0.2 15.6 4.2 0.5 6.7 1.2: 26.3 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 58.2 50.4 38.8 30.3 48.9 44.4
Old : 44.7 33.0 58.2 50.4 38.8 30.3 48.9 44.4
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 159,880: 79,892 69,229 19,402 70 4,229 340 23,371 7,695 1,220 8,300 3,395: 43,707 43,591
Old : 159,880: 79,892 69,229 19,402 70 4,229 340 23,371 7,695 1,220 8,300 3,395: 43,707 43,591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -370: -590 -55 -5 0 50 95 -130 100 -50 -250 0: 30 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 43.3 12.1 0.0 2.6 0.2 14.6 4.8 0.8 5.2 2.1: 27.3 27.3
Old : 100.0: 50.0 43.3 12.1 0.0 2.6 0.2 14.6 4.8 0.8 5.2 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 : 40.3 35.4 53.0 50.6 35.6 30.8 43.8 41.5
Old : 40.3 35.4 53.0 50.6 35.6 30.8 43.8 41.5
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,851: 24,570 36,790 18,076 6,196 8,815 2,480 0 7,170 0 2,210 0: 4,740 4,670
Old : 65,851: 24,570 36,790 18,076 6,196 8,815 2,480 0 7,170 0 2,210 0: 4,740 4,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 60: 0 600 600 0 -600 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 55.9 27.4 9.4 13.4 3.8 0.0 10.9 0.0 3.4 0.0: 7.2 7.1
Old : 100.0: 37.3 55.9 27.4 9.4 13.4 3.8 0.0 10.9 0.0 3.4 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 46.7 80.8 75.9 42.9 39.1 53.9 51.9
Old : 61.2 46.7 80.8 75.9 42.9 39.1 53.9 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,770: 23,525 30,805 11,081 4,631 6,479 2,520 0 7,620 0 1,760 0: 5,545 5,475
Old : 56,770: 23,525 30,805 11,081 4,631 6,479 2,520 0 7,620 0 1,760 0: 5,545 5,475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 25: -30 570 600 0 -600 0 0 0 0 0 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 54.3 19.5 8.2 11.4 4.4 0.0 13.4 0.0 3.1 0.0: 9.8 9.6
Old : 100.0: 41.4 54.3 19.5 8.2 11.4 4.4 0.0 13.4 0.0 3.1 0.0: 9.8 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: 16 15 . . . . 0 . 0 . 0:
Old : 25: 16 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 45.9 71.5 75.3 36.7 37.3 47.5 49.7
Old : 53.5 45.9 71.5 75.3 36.7 37.3 47.5 49.7
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,775: 23,805 21,305 250 6,640 4,645 5,925 3,735 5,045 1,400 0 280: 4,425 4,125
Old : 45,775: 23,805 21,305 250 6,640 4,645 5,925 3,735 5,045 1,400 0 280: 4,425 4,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,900: 420 670 0 250 0 800 300 0 0 0 0: 680 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 46.5 0.5 14.5 10.1 12.9 8.2 11.0 3.1 0.0 0.6: 9.7 9.0
Old : 100.0: 52.0 46.5 0.5 14.5 10.1 12.9 8.2 11.0 3.1 0.0 0.6: 9.7 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . . . . . . . 0 .:
Old : 26: 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 : 60.9 46.7 77.8 72.1 45.1 33.3 53.7 50.4
Old : 60.9 46.7 77.8 72.1 45.1 33.3 53.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,770: 19,290 32,175 0 5,880 5,070 20,570 3,505 3,900 1,400 0 280: 4,260 3,960
Old : 54,770: 19,290 32,175 0 5,880 5,070 20,570 3,505 3,900 1,400 0 280: 4,260 3,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,900: 590 840 0 250 0 800 300 -150 0 0 0: 660 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 58.7 0.0 10.7 9.3 37.6 6.4 7.1 2.6 0.0 0.5: 7.8 7.2
Old : 100.0: 35.2 58.7 0.0 10.7 9.3 37.6 6.4 7.1 2.6 0.0 0.5: 7.8 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 : 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 : 72.6 47.6 86.2 72.6 54.1 32.2 56.4 48.9
Old : 72.6 47.6 86.2 72.6 54.1 32.2 56.4 48.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 202,559: 117,502 124,817 1,485 14,625 27,323 20,060 100 6,460 210 172 1,258: 28,261 27,804
Old : 202,559: 117,502 124,817 1,485 14,625 27,323 20,060 100 6,460 210 172 1,258: 28,261 27,804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -805: -3,194 -1,892 -30 317 150 1,700 0 -150 -250 -300 450: 520 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 61.6 0.7 7.2 13.5 9.9 0.0 3.2 0.1 0.1 0.6: 14.0 13.7
Old : 100.0: 58.0 61.6 0.7 7.2 13.5 9.9 0.0 3.2 0.1 0.1 0.6: 14.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 39.2 48.6 58.2 67.7 29.0 29.2 40.5 41.0
Old : 39.2 48.6 58.2 67.7 29.0 29.2 40.5 41.0
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 24, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 143,210: 76,021 87,976 842 6,515 19,287 18,480 0 7,245 10 772 740: 20,585 20,675
Old : 143,210: 76,021 87,976 842 6,515 19,287 18,480 0 7,245 10 772 740: 20,585 20,675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 965: -1,825 -1,170 90 720 -210 1,525 0 -300 10 250 20: 1,655 1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 61.4 0.6 4.5 13.5 12.9 0.0 5.1 0.0 0.5 0.5: 14.4 14.4
Old : 100.0: 53.1 61.4 0.6 4.5 13.5 12.9 0.0 5.1 0.0 0.5 0.5: 14.4 14.4
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 : 38: 23 26 . . 4 . 0 . . . .:
Old : 38: 23 26 . . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 41.7 61.1 61.3 30.1 31.2 41.1 40.2
Old : 41.5 41.7 61.1 61.3 30.1 31.2 41.1 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2020