COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,826: 13,416 8,954 82 3,064 373 0 283 82 442 1,618 1,811: 620 641
Old : 16,826: 13,416 8,954 82 3,064 373 0 283 82 442 1,618 1,811: 620 641
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -1,366: -805 -531 -50 -237 -126 0 -128 -82 -106 -81 -96: -101 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 53.2 0.5 18.2 2.2 0.0 1.7 0.5 2.6 9.6 10.8: 3.7 3.8
Old : 100.0: 79.7 53.2 0.5 18.2 2.2 0.0 1.7 0.5 2.6 9.6 10.8: 3.7 3.8
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: 11 9 . . . 0 . . . . 4:
Old : 23: 11 9 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 47.5 83.4 72.1 36.7 27.8 46.1 42.1
Old : 66.5 47.5 83.4 72.1 36.7 27.8 46.1 42.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,101: 3,206 3,559 686 541 895 450 181 96 164 605 160: 444 64
Old : 6,101: 3,206 3,559 686 541 895 450 181 96 164 605 160: 444 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -1,601: -1,041 -1,062 0 -11 0 -44 3 -194 -19 0 -340: 37 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 58.3 11.2 8.9 14.7 7.4 3.0 1.6 2.7 9.9 2.6: 7.3 1.0
Old : 100.0: 52.5 58.3 11.2 8.9 14.7 7.4 3.0 1.6 2.7 9.9 2.6: 7.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 13 . . . . . . . 5 .:
Old : 31: 13 13 . . . . . . . 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 : 59.5 63.5 76.0 76.5 42.2 50.0 54.6 58.6
Old : 59.5 63.5 76.0 76.5 42.2 50.0 54.6 58.6
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,660: 20,446 27,425 3,644 1,280 2,013 1,372 225 390 3,970 527 800: 25 0
Old : 32,660: 20,446 27,425 3,644 1,280 2,013 1,372 225 390 3,970 527 800: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -2,394: -1,321 -1,832 -264 -227 0 -44 50 0 -905 -525 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 84.0 11.2 3.9 6.2 4.2 0.7 1.2 12.2 1.6 2.4: 0.1 0.0
Old : 100.0: 62.6 84.0 11.2 3.9 6.2 4.2 0.7 1.2 12.2 1.6 2.4: 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 : 39: 19 22 . . . . . . 5 . 6:
Old : 39: 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 : 43.2 56.0 66.4 78.2 38.5 49.1 51.6 60.1
Old : 43.2 56.0 66.4 78.2 38.5 49.1 51.6 60.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 30,261: 24,003 22,727 0 4,036 1,298 490 0 150 3,935 1,665 385: 0 0
Old : 30,261: 24,003 22,727 0 4,036 1,298 490 0 150 3,935 1,665 385: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -2,218: -1,373 -1,822 0 99 -145 -25 0 0 -950 -625 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 75.1 0.0 13.3 4.3 1.6 0.0 0.5 13.0 5.5 1.3: 0.0 0.0
Old : 100.0: 79.3 75.1 0.0 13.3 4.3 1.6 0.0 0.5 13.0 5.5 1.3: 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 : 32: 16 18 0 . . . 0 . . . .:
Old : 32: 16 18 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 64.9 77.2 85.7 54.2 55.4 69.9 74.7
Old : 54.2 64.9 77.2 85.7 54.2 55.4 69.9 74.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,263: 97,704 102,029 1,135 14,720 11,873 16,807 1,894 1,089 6,060 3,368 1,998: 597 292
Old : 137,263: 97,704 102,029 1,135 14,720 11,873 16,807 1,894 1,089 6,060 3,368 1,998: 597 292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 667: -38 642 -143 -416 127 90 352 -57 573 -80 104: 11 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 74.3 0.8 10.7 8.6 12.2 1.4 0.8 4.4 2.5 1.5: 0.4 0.2
Old : 100.0: 71.2 74.3 0.8 10.7 8.6 12.2 1.4 0.8 4.4 2.5 1.5: 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: 29 31 . 5 6 7 6 4 8 7 7:
Old : 66: 29 31 . 5 6 7 6 4 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 : 47.9 37.2 64.7 57.1 38.7 26.8 48.3 38.9
Old : 47.9 37.2 64.7 57.1 38.7 26.8 48.3 38.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,356: 46,031 43,726 1,970 9,266 4,854 4,192 205 125 1,780 731 1,404: 0 45
Old : 60,356: 46,031 43,726 1,970 9,266 4,854 4,192 205 125 1,780 731 1,404: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 65: 47 -100 0 -15 15 -47 40 25 25 111 0: 0 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 72.4 3.3 15.4 8.0 6.9 0.3 0.2 2.9 1.2 2.3: 0.0 0.1
Old : 100.0: 76.3 72.4 3.3 15.4 8.0 6.9 0.3 0.2 2.9 1.2 2.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 24 . . . . . . 4 4 6:
Old : 42: 20 24 . . . . . . 4 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 75.2 83.5 89.6 60.4 60.4 72.1 71.1
Old : 61.3 75.2 83.5 89.6 60.4 60.4 72.1 71.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24,735 455 6,356 821 0 537 0 300 1,754 150: 0 0
Old : 34,353: 32,627 24,735 455 6,356 821 0 537 0 300 1,754 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 -25 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 72.0 1.3 18.5 2.4 0.0 1.6 0.0 0.9 5.1 0.4: 0.0 0.0
Old : 100.0: 95.0 72.0 1.3 18.5 2.4 0.0 1.6 0.0 0.9 5.1 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 : 80.8 82.7 95.3 92.2 76.0 69.9 80.8 78.0
Old : 80.8 82.7 95.3 92.2 76.0 69.9 80.8 78.0
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,711: 30,627 17,726 1,764 24,083 2,996 13,920 0 50 506 5,099 1,676: 172 81
Old : 51,711: 30,627 17,726 1,764 24,083 2,996 13,920 0 50 506 5,099 1,676: 172 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -140: -30 15 0 -97 -58 20 0 0 0 72 -72: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 34.3 3.4 46.6 5.8 26.9 0.0 0.1 1.0 9.9 3.2: 0.3 0.2
Old : 100.0: 59.2 34.3 3.4 46.6 5.8 26.9 0.0 0.1 1.0 9.9 3.2: 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 : 51.9 69.9 71.7 83.6 49.4 62.9 64.2 73.9
Old : 51.9 69.9 71.7 83.6 49.4 62.9 64.2 73.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,165: 40,863 21,778 2,025 36,686 3,528 18,857 773 50 1,012 3,589 2,426: 404 335
Old : 69,165: 40,863 21,778 2,025 36,686 3,528 18,857 773 50 1,012 3,589 2,426: 404 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 158: 47 31 70 -28 55 -10 120 0 -4 -18 -2: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 31.5 2.9 53.0 5.1 27.3 1.1 0.1 1.5 5.2 3.5: 0.6 0.5
Old : 100.0: 59.1 31.5 2.9 53.0 5.1 27.3 1.1 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 18 . 5 4 4 4 . . . .:
Old : 43: 21 18 . 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 : 56.6 66.1 74.2 83.8 54.9 58.1 68.3 71.4
Old : 56.6 66.1 74.2 83.8 54.9 58.1 68.3 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 65,951: 48,054 37,135 10,481 22,456 3,750 0 50 0 1,503 794 1,766: 397 0
Old : 65,951: 48,054 37,135 10,481 22,456 3,750 0 50 0 1,503 794 1,766: 397 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,017: 379 35 600 502 0 0 0 0 33 480 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 56.3 15.9 34.0 5.7 0.0 0.1 0.0 2.3 1.2 2.7: 0.6 0.0
Old : 100.0: 72.9 56.3 15.9 34.0 5.7 0.0 0.1 0.0 2.3 1.2 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 : 42: 21 22 5 . 4 0 . 0 . . .:
Old : 42: 21 22 5 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 63.2 66.8 83.1 38.5 63.2 58.7 76.9
Old : 40.3 63.2 66.8 83.1 38.5 63.2 58.7 76.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,387: 61,465 38,871 17,787 41,114 1,145 108 75 0 1,352 1,020 2,126: 404 36
Old : 84,387: 61,465 38,871 17,787 41,114 1,145 108 75 0 1,352 1,020 2,126: 404 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 993: 473 -45 600 640 -82 0 0 0 2 480 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 46.1 21.1 48.7 1.4 0.1 0.1 0.0 1.6 1.2 2.5: 0.5 0.0
Old : 100.0: 72.8 46.1 21.1 48.7 1.4 0.1 0.1 0.0 1.6 1.2 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 : 45: 24 21 4 . . . . 0 . . .:
Old : 45: 24 21 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 : 39.7 66.5 63.8 83.3 38.6 66.4 60.5 79.2
Old : 39.7 66.5 63.8 83.3 38.6 66.4 60.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,304: 25,363 33,117 9,110 680 2,669 50 0 0 100 220 0: 12 618
Old : 37,304: 25,363 33,117 9,110 680 2,669 50 0 0 100 220 0: 12 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -210: 35 -190 50 50 -50 0 0 0 0 0 0: -245 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 88.8 24.4 1.8 7.2 0.1 0.0 0.0 0.3 0.6 0.0: 0.0 1.7
Old : 100.0: 68.0 88.8 24.4 1.8 7.2 0.1 0.0 0.0 0.3 0.6 0.0: 0.0 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 : 27: 18 14 . . . . 0 0 . . 0:
Old : 27: 18 14 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 77.4 87.0 90.8 65.5 72.2 77.2 80.3
Old : 71.7 77.4 87.0 90.8 65.5 72.2 77.2 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,843: 24,834 14,688 0 10,438 680 0 600 0 960 150 0: 369 287
Old : 26,843: 24,834 14,688 0 10,438 680 0 600 0 960 150 0: 369 287
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -126: -129 -183 0 5 0 0 0 0 0 0 0: 3 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 54.7 0.0 38.9 2.5 0.0 2.2 0.0 3.6 0.6 0.0: 1.4 1.1
Old : 100.0: 92.5 54.7 0.0 38.9 2.5 0.0 2.2 0.0 3.6 0.6 0.0: 1.4 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 : 26: 18 15 0 . . 0 . 0 . . 0:
Old : 26: 18 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 : 65.3 60.1 81.8 84.5 45.2 50.4 56.0 58.2
Old : 65.3 60.1 81.8 84.5 45.2 50.4 56.0 58.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,013: 74,966 74,050 310 7,106 8,128 6,396 444 418 3,573 3,932 1,840: 381 95
Old : 96,013: 74,966 74,050 310 7,106 8,128 6,396 444 418 3,573 3,932 1,840: 381 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 457: 503 507 10 -47 6 -64 -18 3 100 115 -115: 14 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 77.1 0.3 7.4 8.5 6.7 0.5 0.4 3.7 4.1 1.9: 0.4 0.1
Old : 100.0: 78.1 77.1 0.3 7.4 8.5 6.7 0.5 0.4 3.7 4.1 1.9: 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 : 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 : 40.9 39.2 59.9 66.8 30.9 29.5 40.9 45.3
Old : 40.9 39.2 59.9 66.8 30.9 29.5 40.9 45.3
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,487: 19,297 20,347 2,283 50 2,797 50 1,243 0 0 50 0: 60 0
Old : 24,487: 19,297 20,347 2,283 50 2,797 50 1,243 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 24, 2020 :
: 301: 357 45 -267 0 211 0 45 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 83.1 9.3 0.2 11.4 0.2 5.1 0.0 0.0 0.2 0.0: 0.2 0.0
Old : 100.0: 78.8 83.1 9.3 0.2 11.4 0.2 5.1 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 : 75.3 46.1 96.2 71.6 52.7 35.0 59.2 53.3
Old : 75.3 46.1 96.2 71.6 52.7 35.0 59.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,208: 18,725 20,318 2,826 50 2,547 50 1,243 0 0 50 0: 60 0
Old : 24,208: 18,725 20,318 2,826 50 2,547 50 1,243 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 24, 2020 :
: 267: 357 45 -267 0 177 0 45 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 83.9 11.7 0.2 10.5 0.2 5.1 0.0 0.0 0.2 0.0: 0.2 0.0
Old : 100.0: 77.4 83.9 11.7 0.2 10.5 0.2 5.1 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 : 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 : 76.8 44.2 98.3 71.2 52.7 35.0 57.7 50.5
Old : 76.8 44.2 98.3 71.2 52.7 35.0 57.7 50.5
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,824: 53,386 47,831 0 6,322 3,983 1,443 0 0 1,060 1,650 650: 302 388
Old : 60,824: 53,386 47,831 0 6,322 3,983 1,443 0 0 1,060 1,650 650: 302 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 567: 423 437 0 33 97 45 0 0 0 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 78.6 0.0 10.4 6.5 2.4 0.0 0.0 1.7 2.7 1.1: 0.5 0.6
Old : 100.0: 87.8 78.6 0.0 10.4 6.5 2.4 0.0 0.0 1.7 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 : 58.4 48.7 74.2 77.1 51.3 38.1 59.2 58.0
Old : 58.4 48.7 74.2 77.1 51.3 38.1 59.2 58.0
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,607: 30,817 35,743 5,469 25 4,039 100 0 0 150 160 0: 32 640
Old : 40,607: 30,817 35,743 5,469 25 4,039 100 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 24, 2020 :
: -300: -235 -300 -40 25 -25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 88.0 13.5 0.1 9.9 0.2 0.0 0.0 0.4 0.4 0.0: 0.1 1.6
Old : 100.0: 75.9 88.0 13.5 0.1 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:
Old : 32: 22 15 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 72.8 81.4 90.7 51.5 63.2 65.7 70.0
Old : 59.5 72.8 81.4 90.7 51.5 63.2 65.7 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,982: 39,099 28,830 40 9,607 2,120 210 865 0 65 290 0: 448 270
Old : 41,982: 39,099 28,830 40 9,607 2,120 210 865 0 65 290 0: 448 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -47: 28 -157 0 -115 100 -50 0 0 0 0 0: -125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 68.7 0.1 22.9 5.0 0.5 2.1 0.0 0.2 0.7 0.0: 1.1 0.6
Old : 100.0: 93.1 68.7 0.1 22.9 5.0 0.5 2.1 0.0 0.2 0.7 0.0: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 20 . . . . . 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 : 61.7 70.7 83.6 84.9 50.4 64.2 66.0 68.0
Old : 61.7 70.7 83.6 84.9 50.4 64.2 66.0 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,911: 45,003 55,927 8,525 185 2,420 0 0 0 2,021 0 109: 833 270
Old : 58,911: 45,003 55,927 8,525 185 2,420 0 0 0 2,021 0 109: 833 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 162: 169 137 0 10 -10 0 0 0 -22 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 94.9 14.5 0.3 4.1 0.0 0.0 0.0 3.4 0.0 0.2: 1.4 0.5
Old : 100.0: 76.4 94.9 14.5 0.3 4.1 0.0 0.0 0.0 3.4 0.0 0.2: 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 : 51.5 92.5 74.7 97.5 50.1 88.9 71.5 89.6
Old : 51.5 92.5 74.7 97.5 50.1 88.9 71.5 89.6
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,549: 49,994 55,244 6,807 3,990 2,574 0 255 0 2,336 0 283: 555 203
Old : 62,549: 49,994 55,244 6,807 3,990 2,574 0 255 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 24, 2020 :
: 325: 225 225 50 -50 50 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 88.3 10.9 6.4 4.1 0.0 0.4 0.0 3.7 0.0 0.5: 0.9 0.3
Old : 100.0: 79.9 88.3 10.9 6.4 4.1 0.0 0.4 0.0 3.7 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 71.3 94.5 42.9 82.1 66.5 86.0
Old : 45.6 86.3 71.3 94.5 42.9 82.1 66.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,110: 72,120 82,847 12,179 3,552 2,398 0 594 0 3,067 518 2,166: 180 35
Old : 92,110: 72,120 82,847 12,179 3,552 2,398 0 594 0 3,067 518 2,166: 180 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,137: 325 200 20 705 227 0 10 0 615 45 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 89.9 13.2 3.9 2.6 0.0 0.6 0.0 3.3 0.6 2.4: 0.2 0.0
Old : 100.0: 78.3 89.9 13.2 3.9 2.6 0.0 0.6 0.0 3.3 0.6 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 : 56.3 61.4 73.4 86.8 55.2 59.9 70.4 81.7
Old : 56.3 61.4 73.4 86.8 55.2 59.9 70.4 81.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,592: 86,661 98,328 13,416 3,128 3,138 284 1,294 78 3,339 1,299 3,231: 445 96
Old : 110,592: 86,661 98,328 13,416 3,128 3,138 284 1,294 78 3,339 1,299 3,231: 445 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 645: -42 -137 223 499 223 -47 95 0 223 -90 95: -30 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 88.9 12.1 2.8 2.8 0.3 1.2 0.1 3.0 1.2 2.9: 0.4 0.1
Old : 100.0: 78.4 88.9 12.1 2.8 2.8 0.3 1.2 0.1 3.0 1.2 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 : 57: 24 27 5 . 5 . 6 . . 7 8:
Old : 57: 24 27 5 . 5 . 6 . . 7 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 53.0 70.5 79.7 52.8 51.7 67.7 75.2
Old : 54.3 53.0 70.5 79.7 52.8 51.7 67.7 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,305: 35,621 49,558 17,812 490 917 0 4,000 0 690 0 250: 15 90
Old : 55,305: 35,621 49,558 17,812 490 917 0 4,000 0 690 0 250: 15 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 776: 701 751 0 0 0 0 25 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 89.6 32.2 0.9 1.7 0.0 7.2 0.0 1.2 0.0 0.5: 0.0 0.2
Old : 100.0: 64.4 89.6 32.2 0.9 1.7 0.0 7.2 0.0 1.2 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 13 . . . 0 . 0 . 0 .:
Old : 27: 16 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 : 81.7 88.2 93.1 95.2 79.4 85.6 87.3 90.2
Old : 81.7 88.2 93.1 95.2 79.4 85.6 87.3 90.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,010: 30,771 44,435 15,680 266 259 0 225 0 150 1,675 150: 0 0
Old : 47,010: 30,771 44,435 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 24, 2020 :
: 825: 825 825 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 94.5 33.4 0.6 0.6 0.0 0.5 0.0 0.3 3.6 0.3: 0.0 0.0
Old : 100.0: 65.5 94.5 33.4 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 : 85.2 91.8 95.6 97.4 85.1 87.3 92.4 92.4
Old : 85.2 91.8 95.6 97.4 85.1 87.3 92.4 92.4
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,574: 33,066 45,014 13,069 542 7,080 300 0 120 395 1,368 364: 180 86
Old : 54,574: 33,066 45,014 13,069 542 7,080 300 0 120 395 1,368 364: 180 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 342: 388 223 -170 0 114 0 0 0 -5 -30 35: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 82.5 23.9 1.0 13.0 0.5 0.0 0.2 0.7 2.5 0.7: 0.3 0.2
Old : 100.0: 60.6 82.5 23.9 1.0 13.0 0.5 0.0 0.2 0.7 2.5 0.7: 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 : 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 : 56.3 74.9 78.3 88.8 45.1 58.2 61.3 64.8
Old : 56.3 74.9 78.3 88.8 45.1 58.2 61.3 64.8
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,503: 42,537 48,264 10,410 1,198 5,440 250 3,430 0 633 1,324 474: 759 373
Old : 60,503: 42,537 48,264 10,410 1,198 5,440 250 3,430 0 633 1,324 474: 759 373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 132: 11 9 132 227 -107 100 0 0 -12 0 3: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 79.8 17.2 2.0 9.0 0.4 5.7 0.0 1.0 2.2 0.8: 1.3 0.6
Old : 100.0: 70.3 79.8 17.2 2.0 9.0 0.4 5.7 0.0 1.0 2.2 0.8: 1.3 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 : 59.2 74.5 81.3 86.4 58.2 64.0 71.1 70.5
Old : 59.2 74.5 81.3 86.4 58.2 64.0 71.1 70.5
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,610: 22,611 20,400 2,320 5,833 414 716 100 100 1,094 318 711: 644 734
Old : 28,610: 22,611 20,400 2,320 5,833 414 716 100 100 1,094 318 711: 644 734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 195: 138 113 5 0 0 120 0 0 -90 20 30: -8 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 71.3 8.1 20.4 1.4 2.5 0.3 0.3 3.8 1.1 2.5: 2.3 2.6
Old : 100.0: 79.0 71.3 8.1 20.4 1.4 2.5 0.3 0.3 3.8 1.1 2.5: 2.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 63.6 65.5 80.7 84.4 61.5 65.0 75.5 77.1
Old : 63.6 65.5 80.7 84.4 61.5 65.0 75.5 77.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,952: 13,162 14,831 1,731 280 133 0 270 120 493 500 297: 1,016 521
Old : 16,952: 13,162 14,831 1,731 280 133 0 270 120 493 500 297: 1,016 521
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 165: 25 170 10 0 0 0 -120 120 0 -10 0: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 87.5 10.2 1.7 0.8 0.0 1.6 0.7 2.9 2.9 1.8: 6.0 3.1
Old : 100.0: 77.6 87.5 10.2 1.7 0.8 0.0 1.6 0.7 2.9 2.9 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 . . . . .:
Old : 20: 9 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 : 68.2 81.6 85.4 91.1 67.7 74.9 79.8 83.1
Old : 68.2 81.6 85.4 91.1 67.7 74.9 79.8 83.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 54,135: 40,886 24,801 6,416 18,781 993 2,540 5,786 165 1,564 2,152 1,420: 151 37
Old : 54,135: 40,886 24,801 6,416 18,781 993 2,540 5,786 165 1,564 2,152 1,420: 151 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 487: 343 635 103 -330 0 0 355 0 90 -35 -17: -32 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 45.8 11.9 34.7 1.8 4.7 10.7 0.3 2.9 4.0 2.6: 0.3 0.1
Old : 100.0: 75.5 45.8 11.9 34.7 1.8 4.7 10.7 0.3 2.9 4.0 2.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 23 22 4 . 4 . . . . 6 4:
Old : 45: 23 22 4 . 4 . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 69.6 77.2 82.3 48.0 51.0 62.4 60.4
Old : 58.6 69.6 77.2 82.3 48.0 51.0 62.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 33,050: 27,193 10,784 1,989 16,192 1,056 700 2,827 5 658 688 1,183: 266 315
Old : 33,050: 27,193 10,784 1,989 16,192 1,056 700 2,827 5 658 688 1,183: 266 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 69: 40 -6 50 -245 10 0 300 0 -31 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 32.6 6.0 49.0 3.2 2.1 8.6 0.0 2.0 2.1 3.6: 0.8 1.0
Old : 100.0: 82.3 32.6 6.0 49.0 3.2 2.1 8.6 0.0 2.0 2.1 3.6: 0.8 1.0
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 : 37: 19 17 . . . . . . . 4 .:
Old : 37: 19 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 : 67.0 69.8 79.9 82.9 61.3 68.3 72.2 78.1
Old : 67.0 69.8 79.9 82.9 61.3 68.3 72.2 78.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,017: 4,292 15,655 10,330 0 335 100 0 0 930 0 0: 30 27
Old : 16,017: 4,292 15,655 10,330 0 335 100 0 0 930 0 0: 30 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -720: -580 -530 190 0 -190 -100 0 0 -25 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 97.7 64.5 0.0 2.1 0.6 0.0 0.0 5.8 0.0 0.0: 0.2 0.2
Old : 100.0: 26.8 97.7 64.5 0.0 2.1 0.6 0.0 0.0 5.8 0.0 0.0: 0.2 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 : 76.5 88.2 91.2 95.9 74.2 84.8 87.5 90.9
Old : 76.5 88.2 91.2 95.9 74.2 84.8 87.5 90.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,305: 6,952 21,230 12,815 0 0 0 0 0 1,450 0 75: 13 0
Old : 21,305: 6,952 21,230 12,815 0 0 0 0 0 1,450 0 75: 13 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -448: -272 -448 -113 0 0 0 0 0 -50 0 0: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 99.6 60.2 0.0 0.0 0.0 0.0 0.0 6.8 0.0 0.4: 0.1 0.0
Old : 100.0: 32.6 99.6 60.2 0.0 0.0 0.0 0.0 0.0 6.8 0.0 0.4: 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 : 70.1 96.2 91.3 99.3 69.9 94.1 90.7 96.5
Old : 70.1 96.2 91.3 99.3 69.9 94.1 90.7 96.5
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,453: 5,797 7,170 1,636 1,420 1,433 55 0 10 595 0 310: 617 110
Old : 10,453: 5,797 7,170 1,636 1,420 1,433 55 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 24, 2020 :
: 18: 0 0 -25 0 18 25 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 68.6 15.7 13.6 13.7 0.5 0.0 0.1 5.7 0.0 3.0: 5.9 1.1
Old : 100.0: 55.5 68.6 15.7 13.6 13.7 0.5 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 : 51.6 62.4 77.5 89.7 41.2 58.5 60.7 72.7
Old : 51.6 62.4 77.5 89.7 41.2 58.5 60.7 72.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,958: 86,470 87,206 18,907 10,923 7,629 0 2,209 785 1,556 6,779 1,378: 233 49
Old : 116,958: 86,470 87,206 18,907 10,923 7,629 0 2,209 785 1,556 6,779 1,378: 233 49
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 767: 782 777 20 100 -50 0 60 0 -120 -160 40: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 74.6 16.2 9.3 6.5 0.0 1.9 0.7 1.3 5.8 1.2: 0.2 0.0
Old : 100.0: 73.9 74.6 16.2 9.3 6.5 0.0 1.9 0.7 1.3 5.8 1.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 33 28 5 . 5 0 5 . 5 7 4:
Old : 61: 33 28 5 . 5 0 5 . 5 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 : 49.3 47.1 68.6 67.6 47.0 43.9 61.7 59.7
Old : 49.3 47.1 68.6 67.6 47.0 43.9 61.7 59.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 126,361: 92,892 97,547 18,420 7,897 9,054 510 1,445 1,900 1,520 6,513 1,978: 87 27
Old : 126,361: 92,892 97,547 18,420 7,897 9,054 510 1,445 1,900 1,520 6,513 1,978: 87 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,270: 1,040 1,326 126 -7 1 -175 15 170 10 -333 98: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 77.2 14.6 6.2 7.2 0.4 1.1 1.5 1.2 5.2 1.6: 0.1 0.0
Old : 100.0: 73.5 77.2 14.6 6.2 7.2 0.4 1.1 1.5 1.2 5.2 1.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 37 30 5 . 7 . . 4 5 6 5:
Old : 65: 37 30 5 . 7 . . 4 5 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 47.5 65.0 65.4 38.3 45.9 53.9 59.0
Old : 42.7 47.5 65.0 65.4 38.3 45.9 53.9 59.0
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 599,396: 364,883 400,167 23,014 7,727 101,076 21,230 14,564 34,825 20,290 6,952 33,741: 338 344
Old : 599,396: 364,883 400,167 23,014 7,727 101,076 21,230 14,564 34,825 20,290 6,952 33,741: 338 344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -7,514: -4,649 -872 862 -289 -4,480 562 -1,555 -92 1,707 1,002 -1,180: -244 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 66.8 3.8 1.3 16.9 3.5 2.4 5.8 3.4 1.2 5.6: 0.1 0.1
Old : 100.0: 60.9 66.8 3.8 1.3 16.9 3.5 2.4 5.8 3.4 1.2 5.6: 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 43 4 . 6 8 14 11 17 12 19:
Old : 104: 42 43 4 . 6 8 14 11 17 12 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 39.2 58.9 58.5 10.2 13.7 14.9 17.2
Old : 39.5 39.2 58.9 58.5 10.2 13.7 14.9 17.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,045: 10,352 12,965 800 702 1,633 805 600 65 2,255 0 0: 135 80
Old : 16,045: 10,352 12,965 800 702 1,633 805 600 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 24, 2020 :
: 10: 0 0 -20 40 -30 60 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 80.8 5.0 4.4 10.2 5.0 3.7 0.4 14.1 0.0 0.0: 0.8 0.5
Old : 100.0: 64.5 80.8 5.0 4.4 10.2 5.0 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 : 54.4 74.9 80.8 91.4 53.1 66.4 69.6 75.9
Old : 54.4 74.9 80.8 91.4 53.1 66.4 69.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,176: 7,690 9,845 775 920 1,666 490 600 65 2,255 0 0: 235 80
Old : 13,176: 7,690 9,845 775 920 1,666 490 600 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 24, 2020 :
: 10: 0 0 -60 0 10 60 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 74.7 5.9 7.0 12.6 3.7 4.6 0.5 17.1 0.0 0.0: 1.8 0.6
Old : 100.0: 58.4 74.7 5.9 7.0 12.6 3.7 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 : 50.7 73.6 80.4 90.4 48.7 59.3 68.1 73.2
Old : 50.7 73.6 80.4 90.4 48.7 59.3 68.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,311: 7,296 8,081 375 117 83 0 0 0 550 0 0: 7 30
Old : 8,311: 7,296 8,081 375 117 83 0 0 0 550 0 0: 7 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 400: 350 400 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 97.2 4.5 1.4 1.0 0.0 0.0 0.0 6.6 0.0 0.0: 0.1 0.4
Old : 100.0: 87.8 97.2 4.5 1.4 1.0 0.0 0.0 0.0 6.6 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 : 29: 18 12 . . . 0 0 0 5 0 0:
Old : 29: 18 12 . . . 0 0 0 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 : 54.0 75.6 75.3 90.4 28.3 45.6 42.7 52.8
Old : 54.0 75.6 75.3 90.4 28.3 45.6 42.7 52.8
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,245: 66,607 61,007 13,231 13,186 1,860 0 9,297 0 3,640 0 0: 6,907 6,895
Old : 92,245: 66,607 61,007 13,231 13,186 1,860 0 9,297 0 3,640 0 0: 6,907 6,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,068: 1,248 -1,802 -230 1,020 0 0 1,800 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 66.1 14.3 14.3 2.0 0.0 10.1 0.0 3.9 0.0 0.0: 7.5 7.5
Old : 100.0: 72.2 66.1 14.3 14.3 2.0 0.0 10.1 0.0 3.9 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 : 72.0 55.4 84.5 82.0 70.9 53.5 80.6 76.9
Old : 72.0 55.4 84.5 82.0 70.9 53.5 80.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,465: 54,238 48,228 11,235 11,275 2,395 0 9,182 0 3,200 0 0: 6,397 6,385
Old : 77,465: 54,238 48,228 11,235 11,275 2,395 0 9,182 0 3,200 0 0: 6,397 6,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,095: 905 -1,835 -220 720 0 0 1,800 0 0 0 0: 410 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 62.3 14.5 14.6 3.1 0.0 11.9 0.0 4.1 0.0 0.0: 8.3 8.2
Old : 100.0: 70.0 62.3 14.5 14.6 3.1 0.0 11.9 0.0 4.1 0.0 0.0: 8.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.1 58.5 83.6 81.2 71.3 55.3 78.3 76.1
Old : 72.1 58.5 83.6 81.2 71.3 55.3 78.3 76.1
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,945: 8,787 14,880 5,853 0 5,785 900 930 0 640 0 0: 3,980 4,350
Old : 25,945: 8,787 14,880 5,853 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 24, 2020 :
: 50: 167 50 -117 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 57.4 22.6 0.0 22.3 3.5 3.6 0.0 2.5 0.0 0.0: 15.3 16.8
Old : 100.0: 33.9 57.4 22.6 0.0 22.3 3.5 3.6 0.0 2.5 0.0 0.0: 15.3 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 : 64.3 51.9 77.5 74.1 41.7 39.7 51.3 50.2
Old : 64.3 51.9 77.5 74.1 41.7 39.7 51.3 50.2
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 32,735 18,469 4,839 20,611 106 10,545 8,565 2,725 0 874 50: 3,304 2,904
Old : 54,304: 32,735 18,469 4,839 20,611 106 10,545 8,565 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 24, 2020 :
: 0: 25 -25 -25 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 34.0 8.9 38.0 0.2 19.4 15.8 5.0 0.0 1.6 0.1: 6.1 5.3
Old : 100.0: 60.3 34.0 8.9 38.0 0.2 19.4 15.8 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 83.5 45.6 65.5 61.2 70.9
Old : 56.4 71.6 76.8 83.5 45.6 65.5 61.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,622: 22,259 12,574 6,559 11,730 0 1,525 6,035 2,995 0 324 336: 1,948 1,628
Old : 35,622: 22,259 12,574 6,559 11,730 0 1,525 6,035 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 24, 2020 :
: -150: -125 -175 -25 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 35.3 18.4 32.9 0.0 4.3 16.9 8.4 0.0 0.9 0.9: 5.5 4.6
Old : 100.0: 62.5 35.3 18.4 32.9 0.0 4.3 16.9 8.4 0.0 0.9 0.9: 5.5 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 : 55.3 70.0 82.9 85.9 43.8 63.7 60.9 68.7
Old : 55.3 70.0 82.9 85.9 43.8 63.7 60.9 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 14,432 5,143 0 1,905 0 3,840 0 0 0 0: 2,294 1,682
Old : 21,859: 12,517 14,432 5,143 0 1,905 0 3,840 0 0 0 0: 2,294 1,682
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: 0 60 0 0 0 0 0 0 0 0 0: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 66.0 23.5 0.0 8.7 0.0 17.6 0.0 0.0 0.0 0.0: 10.5 7.7
Old : 100.0: 57.3 66.0 23.5 0.0 8.7 0.0 17.6 0.0 0.0 0.0 0.0: 10.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 85.9 52.7 70.4 66.4 72.9
Old : 59.6 72.9 79.7 85.9 52.7 70.4 66.4 72.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,955: 19,300 10,745 6,640 0 1,020 535 15,510 365 75 0 0: 1,020 1,315
Old : 28,955: 19,300 10,745 6,640 0 1,020 535 15,510 365 75 0 0: 1,020 1,315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 335: 35 215 300 0 -120 0 120 0 0 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 37.1 22.9 0.0 3.5 1.8 53.6 1.3 0.3 0.0 0.0: 3.5 4.5
Old : 100.0: 66.7 37.1 22.9 0.0 3.5 1.8 53.6 1.3 0.3 0.0 0.0: 3.5 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 : 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 : 63.5 77.0 86.4 90.0 53.0 71.0 70.6 75.7
Old : 63.5 77.0 86.4 90.0 53.0 71.0 70.6 75.7
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,769: 52,024 30,929 2,880 36,555 4,265 14,620 1,075 375 65 990 1,150: 15,390 15,430
Old : 90,769: 52,024 30,929 2,880 36,555 4,265 14,620 1,075 375 65 990 1,150: 15,390 15,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 195: 50 365 500 125 0 0 75 35 0 0 0: -390 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 34.1 3.2 40.3 4.7 16.1 1.2 0.4 0.1 1.1 1.3: 17.0 17.0
Old : 100.0: 57.3 34.1 3.2 40.3 4.7 16.1 1.2 0.4 0.1 1.1 1.3: 17.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 18 . . . . . . . . .:
Old : 31: 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 : 55.9 53.8 74.5 68.9 54.1 52.4 61.2 58.1
Old : 55.9 53.8 74.5 68.9 54.1 52.4 61.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,334: 48,634 30,594 3,275 32,790 4,625 15,605 1,000 580 0 3,130 385: 14,230 14,230
Old : 87,334: 48,634 30,594 3,275 32,790 4,625 15,605 1,000 580 0 3,130 385: 14,230 14,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 35: 0 0 150 150 0 0 0 0 0 0 0: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 35.0 3.7 37.5 5.3 17.9 1.1 0.7 0.0 3.6 0.4: 16.3 16.3
Old : 100.0: 55.7 35.0 3.7 37.5 5.3 17.9 1.1 0.7 0.0 3.6 0.4: 16.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 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 : 53.6 51.0 74.4 69.6 51.6 48.5 59.9 57.7
Old : 53.6 51.0 74.4 69.6 51.6 48.5 59.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,304: 21,271 5,807 2,101 275 614 0 12,270 1,610 750 6,060 330: 4,628 4,338
Old : 31,304: 21,271 5,807 2,101 275 614 0 12,270 1,610 750 6,060 330: 4,628 4,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 15: 0 0 0 0 0 0 -15 0 0 0 0: 15 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 18.6 6.7 0.9 2.0 0.0 39.2 5.1 2.4 19.4 1.1: 14.8 13.9
Old : 100.0: 67.9 18.6 6.7 0.9 2.0 0.0 39.2 5.1 2.4 19.4 1.1: 14.8 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 : 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 : 49.6 62.1 67.9 78.0 48.4 54.3 64.4 68.8
Old : 49.6 62.1 67.9 78.0 48.4 54.3 64.4 68.8
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,964: 21,332 5,738 1,466 275 1,082 0 12,270 1,610 750 5,510 420: 4,304 4,059
Old : 30,964: 21,332 5,738 1,466 275 1,082 0 12,270 1,610 750 5,510 420: 4,304 4,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 15: 0 0 0 0 0 0 -15 0 0 0 0: 15 30
: : :
: : 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 39.6 5.2 2.4 17.8 1.4: 13.9 13.1
Old : 100.0: 68.9 18.5 4.7 0.9 3.5 0.0 39.6 5.2 2.4 17.8 1.4: 13.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 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 78.2 47.2 53.1 62.8 67.8
Old : 49.4 61.3 67.9 78.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,685: 19,503 60,143 19,695 7,015 60 20,365 100 240 7,975 0 0: 1,847 2,127
Old : 69,685: 19,503 60,143 19,695 7,015 60 20,365 100 240 7,975 0 0: 1,847 2,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 675: 665 0 0 675 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 86.3 28.3 10.1 0.1 29.2 0.1 0.3 11.4 0.0 0.0: 2.7 3.1
Old : 100.0: 28.0 86.3 28.3 10.1 0.1 29.2 0.1 0.3 11.4 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 : 76.9 85.9 94.9 92.7 74.9 85.5 91.7 89.9
Old : 76.9 85.9 94.9 92.7 74.9 85.5 91.7 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,355: 20,640 59,205 18,335 6,570 140 20,515 500 240 7,100 0 0: 1,385 1,700
Old : 68,355: 20,640 59,205 18,335 6,570 140 20,515 500 240 7,100 0 0: 1,385 1,700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 775: 650 270 200 600 -25 0 0 0 0 0 0: -50 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 86.6 26.8 9.6 0.2 30.0 0.7 0.4 10.4 0.0 0.0: 2.0 2.5
Old : 100.0: 30.2 86.6 26.8 9.6 0.2 30.0 0.7 0.4 10.4 0.0 0.0: 2.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . . . . . 0 0:
Old : 23: 12 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 88.8 95.3 94.8 73.1 88.4 92.4 91.9
Old : 75.5 88.8 95.3 94.8 73.1 88.4 92.4 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 24, 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: 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,825: 34,995 38,910 1,195 2,280 4,385 4,655 15,440 195 16,225 1,000 1,225: 5,950 5,390
Old : 68,825: 34,995 38,910 1,195 2,280 4,385 4,655 15,440 195 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 24, 2020 :
: 50: 50 0 0 0 0 0 50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 56.5 1.7 3.3 6.4 6.8 22.4 0.3 23.6 1.5 1.8: 8.6 7.8
Old : 100.0: 50.8 56.5 1.7 3.3 6.4 6.8 22.4 0.3 23.6 1.5 1.8: 8.6 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 73.8 78.9 55.9 57.6 69.2 72.5
Old : 57.7 61.2 73.8 78.9 55.9 57.6 69.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,215: 33,250 34,705 1,195 1,310 4,795 4,405 15,420 195 13,265 1,000 1,225: 4,885 4,565
Old : 63,215: 33,250 34,705 1,195 1,310 4,795 4,405 15,420 195 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 24, 2020 :
: 50: 50 0 0 0 0 0 50 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 24.4 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 24.4 0.3 21.0 1.6 1.9: 7.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 14 . . . . . . 4 . .:
Old : 32: 16 14 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 63.9 73.5 80.8 53.5 60.8 67.2 73.5
Old : 55.5 63.9 73.5 80.8 53.5 60.8 67.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,989: 34,070 23,046 0 18,184 95 18,505 215 3,925 0 11,185 1,355: 3,039 2,984
Old : 60,989: 34,070 23,046 0 18,184 95 18,505 215 3,925 0 11,185 1,355: 3,039 2,984
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 20: 0 0 0 20 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 37.8 0.0 29.8 0.2 30.3 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 30.3 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 67.2 78.6 87.0 54.6 59.3 67.5 73.2
Old : 56.9 67.2 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,899: 30,013 20,301 0 15,277 80 13,205 265 3,875 0 7,570 1,600: 3,126 2,931
Old : 51,899: 30,013 20,301 0 15,277 80 13,205 265 3,875 0 7,570 1,600: 3,126 2,931
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 20: 0 0 0 20 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 39.1 0.0 29.4 0.2 25.4 0.5 7.5 0.0 14.6 3.1: 6.0 5.6
Old : 100.0: 57.8 39.1 0.0 29.4 0.2 25.4 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 192,653: 103,554 83,118 19,709 760 6,161 445 29,871 7,895 1,000 11,070 3,110: 50,779 50,668
Old : 192,653: 103,554 83,118 19,709 760 6,161 445 29,871 7,895 1,000 11,070 3,110: 50,779 50,668
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,084: 520 1,895 -530 0 -101 85 -50 -100 0 -1,775 725: 485 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 43.1 10.2 0.4 3.2 0.2 15.5 4.1 0.5 5.7 1.6: 26.4 26.3
Old : 100.0: 53.8 43.1 10.2 0.4 3.2 0.2 15.5 4.1 0.5 5.7 1.6: 26.4 26.3
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: 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 : 44.3 32.8 57.8 50.6 38.3 29.2 48.5 44.0
Old : 44.3 32.8 57.8 50.6 38.3 29.2 48.5 44.0
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 160,670: 80,362 70,049 19,222 70 4,229 325 23,321 7,695 1,220 7,800 3,695: 43,922 43,811
Old : 160,670: 80,362 70,049 19,222 70 4,229 325 23,321 7,695 1,220 7,800 3,695: 43,922 43,811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 790: 470 820 -180 0 0 -15 -50 0 0 -500 300: 215 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 43.6 12.0 0.0 2.6 0.2 14.5 4.8 0.8 4.9 2.3: 27.3 27.3
Old : 100.0: 50.0 43.6 12.0 0.0 2.6 0.2 14.5 4.8 0.8 4.9 2.3: 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 : 40.2 35.2 52.8 50.2 35.3 30.6 43.4 40.9
Old : 40.2 35.2 52.8 50.2 35.3 30.6 43.4 40.9
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 24,560 36,780 18,076 6,196 8,815 2,480 0 7,170 0 2,210 0: 4,750 4,680
Old : 65,851: 24,560 36,780 18,076 6,196 8,815 2,480 0 7,170 0 2,210 0: 4,750 4,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 0: -10 -10 0 0 0 0 0 0 0 0 0: 10 10
: : :
: : 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 42.8 39.1 53.9 51.9
Old : 61.2 46.7 80.8 75.9 42.8 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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 11,006 4,556 6,554 2,520 0 7,620 0 1,760 0: 5,545 5,475
Old : 56,770: 23,525 30,805 11,006 4,556 6,554 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 24, 2020 :
: 0: 0 0 -75 -75 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 54.3 19.4 8.0 11.5 4.4 0.0 13.4 0.0 3.1 0.0: 9.8 9.6
Old : 100.0: 41.4 54.3 19.4 8.0 11.5 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 75.1 36.5 37.3 47.4 49.6
Old : 53.5 45.9 71.5 75.1 36.5 37.3 47.4 49.6
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,655: 23,505 21,305 250 6,340 4,835 5,925 3,735 5,045 1,400 0 280: 4,415 4,115
Old : 45,655: 23,505 21,305 250 6,340 4,835 5,925 3,735 5,045 1,400 0 280: 4,415 4,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -120: -300 0 0 -300 190 0 0 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 46.7 0.5 13.9 10.6 13.0 8.2 11.1 3.1 0.0 0.6: 9.7 9.0
Old : 100.0: 51.5 46.7 0.5 13.9 10.6 13.0 8.2 11.1 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 : 60.4 46.8 77.7 72.1 44.6 33.4 53.2 49.9
Old : 60.4 46.8 77.7 72.1 44.6 33.4 53.2 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,050: 19,440 32,425 0 5,780 5,070 20,570 3,505 3,900 1,400 0 280: 4,390 4,090
Old : 55,050: 19,440 32,425 0 5,780 5,070 20,570 3,505 3,900 1,400 0 280: 4,390 4,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 280: 150 250 0 -100 0 0 0 0 0 0 0: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 58.9 0.0 10.5 9.2 37.4 6.4 7.1 2.5 0.0 0.5: 8.0 7.4
Old : 100.0: 35.3 58.9 0.0 10.5 9.2 37.4 6.4 7.1 2.5 0.0 0.5: 8.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.5 47.2 86.1 72.1 53.3 31.5 55.6 48.2
Old : 72.5 47.2 86.1 72.1 53.3 31.5 55.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 203,389: 117,153 124,366 1,485 12,614 28,156 20,185 100 6,360 100 1,837 1,368: 28,582 28,588
Old : 203,389: 117,153 124,366 1,485 12,614 28,156 20,185 100 6,360 100 1,837 1,368: 28,582 28,588
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 830: -349 -451 0 -2,011 833 125 0 -100 -110 1,665 110: 321 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 61.1 0.7 6.2 13.8 9.9 0.0 3.1 0.0 0.9 0.7: 14.1 14.1
Old : 100.0: 57.6 61.1 0.7 6.2 13.8 9.9 0.0 3.1 0.0 0.9 0.7: 14.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 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 : 39.5 47.8 57.5 66.8 29.1 30.1 40.6 40.8
Old : 39.5 47.8 57.5 66.8 29.1 30.1 40.6 40.8
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, December 01, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,375: 77,046 88,776 1,037 6,275 19,332 18,305 0 7,145 65 1,272 720: 20,725 20,855
Old : 144,375: 77,046 88,776 1,037 6,275 19,332 18,305 0 7,145 65 1,272 720: 20,725 20,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,165: 1,025 800 195 -240 45 -175 0 -100 55 500 -20: 140 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 61.5 0.7 4.3 13.4 12.7 0.0 4.9 0.0 0.9 0.5: 14.4 14.4
Old : 100.0: 53.4 61.5 0.7 4.3 13.4 12.7 0.0 4.9 0.0 0.9 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 : 39: 25 26 . . 4 . 0 . . . .:
Old : 39: 25 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 : 41.1 41.6 60.6 60.8 29.7 31.4 40.6 39.9
Old : 41.1 41.6 60.6 60.8 29.7 31.4 40.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020