COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 16,613: 12,891 9,136 82 2,638 472 0 98 82 544 1,792 1,889: 653 506 Old : 16,613: 12,891 9,136 82 2,638 472 0 98 82 544 1,792 1,889: 653 506 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -213: -525 182 0 -426 99 0 -185 0 102 174 78: 33 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 55.0 0.5 15.9 2.8 0.0 0.6 0.5 3.3 10.8 11.4: 3.9 3.0 Old : 100.0: 77.6 55.0 0.5 15.9 2.8 0.0 0.6 0.5 3.3 10.8 11.4: 3.9 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 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 : 62.2 50.4 81.9 74.1 37.1 31.7 45.5 43.8 Old : 62.2 50.4 81.9 74.1 37.1 31.7 45.5 43.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 4,745: 2,224 2,839 666 241 895 330 192 0 264 534 0: 366 44 Old : 4,745: 2,224 2,839 666 241 895 330 192 0 264 534 0: 366 44 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,356: -982 -720 -20 -300 0 -120 11 -96 100 -71 -160: -78 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0: 7.7 0.9 Old : 100.0: 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0: 7.7 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 12 9 . . . . . 0 . 4 0: Old : 28: 12 9 . . . . . 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 72.8 74.2 87.6 40.0 57.3 51.3 67.8 Old : 61.7 72.8 74.2 87.6 40.0 57.3 51.3 67.8 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,076: 20,919 28,198 3,644 705 2,151 1,372 225 390 3,845 677 730: 25 0 Old : 33,076: 20,919 28,198 3,644 705 2,151 1,372 225 390 3,845 677 730: 25 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 416: 473 773 0 -575 138 0 0 0 -125 150 -70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 85.3 11.0 2.1 6.5 4.1 0.7 1.2 11.6 2.0 2.2: 0.1 0.0 Old : 100.0: 63.2 85.3 11.0 2.1 6.5 4.1 0.7 1.2 11.6 2.0 2.2: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 21 . . . . . . 4 4 6: Old : 39: 20 21 . . . . . . 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 : 42.0 56.9 65.6 77.8 37.9 50.0 51.8 59.0 Old : 42.0 56.9 65.6 77.8 37.9 50.0 51.8 59.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,221: 23,913 22,887 0 3,911 1,298 490 0 150 3,685 1,290 685: 0 0 Old : 30,221: 23,913 22,887 0 3,911 1,298 490 0 150 3,685 1,290 685: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -40: -90 160 0 -125 0 0 0 0 -250 -375 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 75.7 0.0 12.9 4.3 1.6 0.0 0.5 12.2 4.3 2.3: 0.0 0.0 Old : 100.0: 79.1 75.7 0.0 12.9 4.3 1.6 0.0 0.5 12.2 4.3 2.3: 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: 17 17 0 . . . 0 . . 4 .: Old : 32: 17 17 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 : 54.4 65.4 77.3 85.4 54.4 55.9 70.0 73.9 Old : 54.4 65.4 77.3 85.4 54.4 55.9 70.0 73.9 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 131,796: 93,491 96,432 1,517 16,584 11,309 16,428 1,650 663 5,931 3,070 1,822: 635 266 Old : 131,796: 93,491 96,432 1,517 16,584 11,309 16,428 1,650 663 5,931 3,070 1,822: 635 266 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -5,467: -4,213 -5,597 382 1,864 -564 -379 -244 -426 -129 -298 -176: 38 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 73.2 1.2 12.6 8.6 12.5 1.3 0.5 4.5 2.3 1.4: 0.5 0.2 Old : 100.0: 70.9 73.2 1.2 12.6 8.6 12.5 1.3 0.5 4.5 2.3 1.4: 0.5 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 : 60: 29 31 . 5 6 6 5 5 7 4 5: Old : 60: 29 31 . 5 6 6 5 5 7 4 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 : 48.0 36.4 65.8 57.3 38.1 26.8 47.9 40.1 Old : 48.0 36.4 65.8 57.3 38.1 26.8 47.9 40.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 58,004: 44,302 40,833 1,720 10,532 4,075 4,198 334 125 1,680 156 1,904: 0 45 Old : 58,004: 44,302 40,833 1,720 10,532 4,075 4,198 334 125 1,680 156 1,904: 0 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,352: -1,729 -2,893 -250 1,266 -779 6 129 0 -100 -575 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 70.4 3.0 18.2 7.0 7.2 0.6 0.2 2.9 0.3 3.3: 0.0 0.1 Old : 100.0: 76.4 70.4 3.0 18.2 7.0 7.2 0.6 0.2 2.9 0.3 3.3: 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 : 43: 20 24 . . . . . . 5 . 5: Old : 43: 20 24 . . . . . . 5 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 76.3 82.5 90.2 60.2 61.9 72.1 73.1 Old : 61.6 76.3 82.5 90.2 60.2 61.9 72.1 73.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,403: 31,029 23,260 426 6,354 498 0 537 0 300 1,604 150: 0 0 Old : 32,403: 31,029 23,260 426 6,354 498 0 537 0 300 1,604 150: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,950: -1,598 -1,475 -29 -2 -323 0 0 0 0 -150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 71.8 1.3 19.6 1.5 0.0 1.7 0.0 0.9 5.0 0.5: 0.0 0.0 Old : 100.0: 95.8 71.8 1.3 19.6 1.5 0.0 1.7 0.0 0.9 5.0 0.5: 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: 12 11 . . . 0 . 0 . 4 .: Old : 25: 12 11 . . . 0 . 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.4 84.6 96.0 93.4 76.3 72.2 81.2 79.4 Old : 81.4 84.6 96.0 93.4 76.3 72.2 81.2 79.4 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 50,693: 29,518 16,868 2,007 23,403 3,124 13,770 0 50 460 5,328 1,441: 323 479 Old : 50,693: 29,518 16,868 2,007 23,403 3,124 13,770 0 50 460 5,328 1,441: 323 479 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,018: -1,109 -858 243 -680 128 -150 0 0 -46 229 -235: 151 398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 33.3 4.0 46.2 6.2 27.2 0.0 0.1 0.9 10.5 2.8: 0.6 0.9 Old : 100.0: 58.2 33.3 4.0 46.2 6.2 27.2 0.0 0.1 0.9 10.5 2.8: 0.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 17 19 . 4 5 4 0 . . . .: Old : 36: 17 19 . 4 5 4 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 70.6 70.0 83.6 48.0 63.0 61.8 73.3 Old : 50.9 70.6 70.0 83.6 48.0 63.0 61.8 73.3 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 65,936: 38,555 21,024 1,452 34,034 3,682 18,682 725 50 1,033 3,871 2,184: 298 366 Old : 65,936: 38,555 21,024 1,452 34,034 3,682 18,682 725 50 1,033 3,871 2,184: 298 366 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,229: -2,308 -754 -573 -2,652 154 -175 -48 0 21 282 -242: -106 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 31.9 2.2 51.6 5.6 28.3 1.1 0.1 1.6 5.9 3.3: 0.5 0.6 Old : 100.0: 58.5 31.9 2.2 51.6 5.6 28.3 1.1 0.1 1.6 5.9 3.3: 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 : 42: 21 18 . 5 4 4 . . 4 . .: Old : 42: 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 : 57.9 65.5 75.5 83.8 57.0 57.5 68.9 71.0 Old : 57.9 65.5 75.5 83.8 57.0 57.5 68.9 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 63,429: 45,897 34,777 10,267 22,341 3,824 0 50 0 1,306 673 1,764: 371 0 Old : 63,429: 45,897 34,777 10,267 22,341 3,824 0 50 0 1,306 673 1,764: 371 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,522: -2,157 -2,358 -214 -115 74 0 0 0 -197 -121 -2: -26 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 54.8 16.2 35.2 6.0 0.0 0.1 0.0 2.1 1.1 2.8: 0.6 0.0 Old : 100.0: 72.4 54.8 16.2 35.2 6.0 0.0 0.1 0.0 2.1 1.1 2.8: 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 : 43: 22 22 5 . 4 0 . 0 . . .: Old : 43: 22 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 : 41.3 62.8 67.4 82.4 39.5 62.8 59.3 76.5 Old : 41.3 62.8 67.4 82.4 39.5 62.8 59.3 76.5 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 82,493: 59,398 35,527 18,244 42,675 1,173 0 50 0 1,176 907 2,126: 376 35 Old : 82,493: 59,398 35,527 18,244 42,675 1,173 0 50 0 1,176 907 2,126: 376 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,894: -2,067 -3,344 457 1,561 28 -108 -25 0 -176 -113 0: -28 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 43.1 22.1 51.7 1.4 0.0 0.1 0.0 1.4 1.1 2.6: 0.5 0.0 Old : 100.0: 72.0 43.1 22.1 51.7 1.4 0.0 0.1 0.0 1.4 1.1 2.6: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 24 21 4 . . 0 . 0 . . .: Old : 43: 24 21 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 : 40.0 66.6 64.1 83.6 39.4 66.6 60.5 80.2 Old : 40.0 66.6 64.1 83.6 39.4 66.6 60.5 80.2 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,809: 24,418 31,662 8,635 680 2,669 0 0 0 75 195 0: 12 603 Old : 35,809: 24,418 31,662 8,635 680 2,669 0 0 0 75 195 0: 12 603 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,495: -945 -1,455 -475 0 0 -50 0 0 -25 -25 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 88.4 24.1 1.9 7.5 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.7 Old : 100.0: 68.2 88.4 24.1 1.9 7.5 0.0 0.0 0.0 0.2 0.5 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 : 26: 16 13 . . . 0 0 0 . . 0: Old : 26: 16 13 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 76.6 88.1 90.6 66.8 71.2 78.6 80.0 Old : 73.2 76.6 88.1 90.6 66.8 71.2 78.6 80.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,349: 23,893 14,585 0 10,177 545 0 600 0 1,560 150 0: 351 292 Old : 26,349: 23,893 14,585 0 10,177 545 0 600 0 1,560 150 0: 351 292 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -494: -941 -103 0 -261 -135 0 0 0 600 0 0: -18 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 55.4 0.0 38.6 2.1 0.0 2.3 0.0 5.9 0.6 0.0: 1.3 1.1 Old : 100.0: 90.7 55.4 0.0 38.6 2.1 0.0 2.3 0.0 5.9 0.6 0.0: 1.3 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 16 0 . . 0 . 0 . . 0: Old : 26: 18 16 0 . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 60.3 82.7 85.0 44.3 50.5 55.5 58.2 Old : 64.3 60.3 82.7 85.0 44.3 50.5 55.5 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 95,391: 74,384 74,892 285 6,292 8,467 6,076 620 447 3,635 2,882 1,628: 470 164 Old : 95,391: 74,384 74,892 285 6,292 8,467 6,076 620 447 3,635 2,882 1,628: 470 164 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -622: -583 842 -25 -815 339 -321 176 29 62 -1,050 -212: 89 69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 78.5 0.3 6.6 8.9 6.4 0.6 0.5 3.8 3.0 1.7: 0.5 0.2 Old : 100.0: 78.0 78.5 0.3 6.6 8.9 6.4 0.6 0.5 3.8 3.0 1.7: 0.5 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 : 65: 39 32 . . . 4 4 . 8 4 8: Old : 65: 39 32 . . . 4 4 . 8 4 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 : 40.0 39.1 58.7 67.2 28.7 29.6 39.3 45.2 Old : 40.0 39.1 58.7 67.2 28.7 29.6 39.3 45.2 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,412: 20,762 21,172 1,868 50 3,697 25 1,468 0 0 25 0: 60 0 Old : 26,412: 20,762 21,172 1,868 50 3,697 25 1,468 0 0 25 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 1,925: 1,465 825 -415 0 900 -25 225 0 0 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 80.2 7.1 0.2 14.0 0.1 5.6 0.0 0.0 0.1 0.0: 0.2 0.0 Old : 100.0: 78.6 80.2 7.1 0.2 14.0 0.1 5.6 0.0 0.0 0.1 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 : 75.2 46.0 95.1 70.8 51.5 32.5 55.8 50.2 Old : 75.2 46.0 95.1 70.8 51.5 32.5 55.8 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 26,185: 20,315 21,168 2,311 50 3,474 25 1,468 0 0 25 0: 60 0 Old : 26,185: 20,315 21,168 2,311 50 3,474 25 1,468 0 0 25 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 1,977: 1,590 850 -515 0 927 -25 225 0 0 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 80.8 8.8 0.2 13.3 0.1 5.6 0.0 0.0 0.1 0.0: 0.2 0.0 Old : 100.0: 77.6 80.8 8.8 0.2 13.3 0.1 5.6 0.0 0.0 0.1 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 : 76.6 44.8 97.0 70.0 51.9 33.1 54.6 50.8 Old : 76.6 44.8 97.0 70.0 51.9 33.1 54.6 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 59,964: 52,037 47,894 0 5,455 4,357 1,668 0 0 1,460 1,725 150: 292 383 Old : 59,964: 52,037 47,894 0 5,455 4,357 1,668 0 0 1,460 1,725 150: 292 383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -860: -1,349 63 0 -867 374 225 0 0 400 75 -500: -10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 79.9 0.0 9.1 7.3 2.8 0.0 0.0 2.4 2.9 0.3: 0.5 0.6 Old : 100.0: 86.8 79.9 0.0 9.1 7.3 2.8 0.0 0.0 2.4 2.9 0.3: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 19 0 . . . 0 0 . . .: Old : 33: 20 19 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 : 56.3 50.5 73.3 78.5 49.9 38.3 60.3 60.1 Old : 56.3 50.5 73.3 78.5 49.9 38.3 60.3 60.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 38,532: 28,942 33,738 5,489 360 3,679 0 0 0 125 135 0: 297 620 Old : 38,532: 28,942 33,738 5,489 360 3,679 0 0 0 125 135 0: 297 620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,075: -1,875 -2,005 20 335 -360 -100 0 0 -25 -25 0: 265 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 87.6 14.2 0.9 9.5 0.0 0.0 0.0 0.3 0.4 0.0: 0.8 1.6 Old : 100.0: 75.1 87.6 14.2 0.9 9.5 0.0 0.0 0.0 0.3 0.4 0.0: 0.8 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 : 27: 17 15 . . . 0 0 0 . . 0: Old : 27: 17 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 : 61.1 71.8 82.8 90.5 52.7 61.7 66.8 69.5 Old : 61.1 71.8 82.8 90.5 52.7 61.7 66.8 69.5 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 40,884: 38,400 27,440 30 9,943 1,756 250 1,300 0 25 290 5: 418 150 Old : 40,884: 38,400 27,440 30 9,943 1,756 250 1,300 0 25 290 5: 418 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,098: -699 -1,390 -10 336 -364 40 435 0 -40 0 5: -30 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.9 67.1 0.1 24.3 4.3 0.6 3.2 0.0 0.1 0.7 0.0: 1.0 0.4 Old : 100.0: 93.9 67.1 0.1 24.3 4.3 0.6 3.2 0.0 0.1 0.7 0.0: 1.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 20 . . . . 4 0 . 4 .: Old : 35: 20 20 . . . . 4 0 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 72.1 84.0 85.8 52.7 66.7 67.9 70.9 Old : 62.8 72.1 84.0 85.8 52.7 66.7 67.9 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 55,502: 42,486 52,567 7,745 160 2,420 0 0 0 1,943 0 85: 823 270 Old : 55,502: 42,486 52,567 7,745 160 2,420 0 0 0 1,943 0 85: 823 270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,409: -2,517 -3,360 -780 -25 0 0 0 0 -78 0 -24: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 94.7 14.0 0.3 4.4 0.0 0.0 0.0 3.5 0.0 0.2: 1.5 0.5 Old : 100.0: 76.5 94.7 14.0 0.3 4.4 0.0 0.0 0.0 3.5 0.0 0.2: 1.5 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: 17 13 4 . . 0 0 0 . 0 .: Old : 31: 17 13 4 . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 92.2 75.8 97.5 50.6 88.8 72.7 89.7 Old : 52.0 92.2 75.8 97.5 50.6 88.8 72.7 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 59,235: 47,639 52,100 6,125 4,110 2,454 0 125 0 2,216 0 261: 540 185 Old : 59,235: 47,639 52,100 6,125 4,110 2,454 0 125 0 2,216 0 261: 540 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,314: -2,355 -3,144 -682 120 -120 0 -130 0 -120 0 -22: -15 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 88.0 10.3 6.9 4.1 0.0 0.2 0.0 3.7 0.0 0.4: 0.9 0.3 Old : 100.0: 80.4 88.0 10.3 6.9 4.1 0.0 0.2 0.0 3.7 0.0 0.4: 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 : 45.9 86.2 71.8 94.6 43.2 82.2 67.1 86.2 Old : 45.9 86.2 71.8 94.6 43.2 82.2 67.1 86.2 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 88,487: 69,386 79,149 12,104 3,694 2,311 0 584 0 2,422 543 2,096: 168 110 Old : 88,487: 69,386 79,149 12,104 3,694 2,311 0 584 0 2,422 543 2,096: 168 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,623: -2,734 -3,698 -75 142 -87 0 -10 0 -645 25 -70: -12 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 89.4 13.7 4.2 2.6 0.0 0.7 0.0 2.7 0.6 2.4: 0.2 0.1 Old : 100.0: 78.4 89.4 13.7 4.2 2.6 0.0 0.7 0.0 2.7 0.6 2.4: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 22 5 . . 0 . 0 . . .: Old : 38: 19 22 5 . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 62.0 74.5 86.9 55.4 60.5 71.1 81.6 Old : 57.0 62.0 74.5 86.9 55.4 60.5 71.1 81.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 105,671: 81,800 93,414 13,382 2,778 3,329 324 1,269 50 2,821 1,268 3,531: 433 31 Old : 105,671: 81,800 93,414 13,382 2,778 3,329 324 1,269 50 2,821 1,268 3,531: 433 31 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -4,921: -4,861 -4,914 -34 -350 191 40 -25 -28 -518 -31 300: -12 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 88.4 12.7 2.6 3.2 0.3 1.2 0.0 2.7 1.2 3.3: 0.4 0.0 Old : 100.0: 77.4 88.4 12.7 2.6 3.2 0.3 1.2 0.0 2.7 1.2 3.3: 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 : 57: 24 27 5 . . . 6 . 4 4 7: Old : 57: 24 27 5 . . . 6 . 4 4 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 51.9 70.4 78.5 53.5 50.2 67.8 73.4 Old : 54.9 51.9 70.4 78.5 53.5 50.2 67.8 73.4 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 52,645: 33,690 47,688 17,025 342 945 0 3,480 0 915 50 50: 20 90 Old : 52,645: 33,690 47,688 17,025 342 945 0 3,480 0 915 50 50: 20 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,660: -1,931 -1,870 -787 -148 28 0 -520 0 225 50 -200: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 90.6 32.3 0.6 1.8 0.0 6.6 0.0 1.7 0.1 0.1: 0.0 0.2 Old : 100.0: 64.0 90.6 32.3 0.6 1.8 0.0 6.6 0.0 1.7 0.1 0.1: 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 : 28: 16 12 . . . 0 . 0 . . .: Old : 28: 16 12 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.7 88.0 93.6 95.2 80.3 85.3 87.9 89.9 Old : 82.7 88.0 93.6 95.2 80.3 85.3 87.9 89.9 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 44,410: 29,116 42,085 14,815 346 179 0 225 0 300 1,575 0: 0 0 Old : 44,410: 29,116 42,085 14,815 346 179 0 225 0 300 1,575 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,600: -1,655 -2,350 -865 80 -80 0 0 0 150 -100 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 94.8 33.4 0.8 0.4 0.0 0.5 0.0 0.7 3.5 0.0: 0.0 0.0 Old : 100.0: 65.6 94.8 33.4 0.8 0.4 0.0 0.5 0.0 0.7 3.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 10 . . . 0 . 0 . . 0: Old : 26: 12 10 . . . 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 : 85.8 92.0 95.8 97.9 85.7 88.2 93.3 93.7 Old : 85.8 92.0 95.8 97.9 85.7 88.2 93.3 93.7 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1 MW per Hour for about 386 Hours) : : : Positions : All : 52,977: 32,540 43,516 12,071 421 7,080 250 0 70 538 1,516 189: 239 185 Old : 52,977: 32,540 43,516 12,071 421 7,080 250 0 70 538 1,516 189: 239 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,597: -526 -1,498 -998 -121 0 -50 0 -50 143 148 -175: 59 99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 82.1 22.8 0.8 13.4 0.5 0.0 0.1 1.0 2.9 0.4: 0.5 0.3 Old : 100.0: 61.4 82.1 22.8 0.8 13.4 0.5 0.0 0.1 1.0 2.9 0.4: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 15 5 . . . 0 . . . .: Old : 29: 15 15 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 : 56.0 74.8 78.5 89.3 45.1 58.0 60.9 65.0 Old : 56.0 74.8 78.5 89.3 45.1 58.0 60.9 65.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 59,950: 42,078 47,543 10,497 1,639 5,087 150 3,587 0 1,107 1,475 289: 742 330 Old : 59,950: 42,078 47,543 10,497 1,639 5,087 150 3,587 0 1,107 1,475 289: 742 330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -553: -459 -721 87 441 -353 -100 157 0 474 151 -185: -17 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 79.3 17.5 2.7 8.5 0.3 6.0 0.0 1.8 2.5 0.5: 1.2 0.6 Old : 100.0: 70.2 79.3 17.5 2.7 8.5 0.3 6.0 0.0 1.8 2.5 0.5: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 17 18 . . . . . 0 . . .: Old : 35: 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 : 59.4 74.4 81.0 86.5 58.8 64.1 71.2 71.0 Old : 59.4 74.4 81.0 86.5 58.8 64.1 71.2 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 25,287: 11,522 20,553 12,460 309 866 0 2,510 0 0 773 164: 275 112 Old : 25,287: 11,522 20,553 12,460 309 866 0 2,510 0 0 773 164: 275 112 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,356: -379 -1,023 -902 60 0 0 -70 0 0 -310 0: -75 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.6 81.3 49.3 1.2 3.4 0.0 9.9 0.0 0.0 3.1 0.6: 1.1 0.4 Old : 100.0: 45.6 81.3 49.3 1.2 3.4 0.0 9.9 0.0 0.0 3.1 0.6: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 12 . . . 0 . 0 0 . .: Old : 24: 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 : 73.4 71.7 89.9 90.6 72.0 69.0 87.8 86.2 Old : 73.4 71.7 89.9 90.6 72.0 69.0 87.8 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,685: 10,025 20,230 11,556 390 727 0 495 0 0 805 0: 377 38 Old : 22,685: 10,025 20,230 11,556 390 727 0 495 0 0 805 0: 377 38 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,120: -405 -1,448 -684 60 60 0 -30 0 0 240 0: -91 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 89.2 50.9 1.7 3.2 0.0 2.2 0.0 0.0 3.5 0.0: 1.7 0.2 Old : 100.0: 44.2 89.2 50.9 1.7 3.2 0.0 2.2 0.0 0.0 3.5 0.0: 1.7 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: 11 11 4 . . 0 . 0 0 . 0: Old : 22: 11 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 : 72.1 79.1 89.9 94.2 70.5 76.4 88.1 89.7 Old : 72.1 79.1 89.9 94.2 70.5 76.4 88.1 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 27,676: 21,972 19,520 2,230 5,970 277 556 135 100 1,243 343 672: 626 659 Old : 27,676: 21,972 19,520 2,230 5,970 277 556 135 100 1,243 343 672: 626 659 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -934: -639 -880 -90 137 -137 -160 35 0 149 25 -39: -18 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 70.5 8.1 21.6 1.0 2.0 0.5 0.4 4.5 1.2 2.4: 2.3 2.4 Old : 100.0: 79.4 70.5 8.1 21.6 1.0 2.0 0.5 0.4 4.5 1.2 2.4: 2.3 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 14 . . . . . . . . .: Old : 27: 12 14 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 66.4 81.1 85.8 61.6 66.2 76.8 78.9 Old : 63.7 66.4 81.1 85.8 61.6 66.2 76.8 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 16,366: 12,742 14,663 1,756 290 123 0 75 120 491 474 297: 837 324 Old : 16,366: 12,742 14,663 1,756 290 123 0 75 120 491 474 297: 837 324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -586: -420 -168 25 10 -10 0 -195 0 -2 -26 0: -179 -197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 89.6 10.7 1.8 0.8 0.0 0.5 0.7 3.0 2.9 1.8: 5.1 2.0 Old : 100.0: 77.9 89.6 10.7 1.8 0.8 0.0 0.5 0.7 3.0 2.9 1.8: 5.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 10 . . . 0 . . . . .: Old : 21: 10 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 : 68.0 85.0 83.2 92.6 67.9 80.9 81.1 86.8 Old : 68.0 85.0 83.2 92.6 67.9 80.9 81.1 86.8 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,974: 38,643 24,305 6,989 18,190 738 2,635 5,086 160 1,394 2,195 1,284: 131 16 Old : 51,974: 38,643 24,305 6,989 18,190 738 2,635 5,086 160 1,394 2,195 1,284: 131 16 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,161: -2,243 -496 573 -591 -255 95 -700 -5 -170 43 -136: -20 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 46.8 13.4 35.0 1.4 5.1 9.8 0.3 2.7 4.2 2.5: 0.3 0.0 Old : 100.0: 74.4 46.8 13.4 35.0 1.4 5.1 9.8 0.3 2.7 4.2 2.5: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 20 21 4 . 4 . . . 4 5 4: Old : 47: 20 21 4 . 4 . . . 4 5 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 : 58.3 71.2 77.3 83.7 48.4 51.6 63.0 62.5 Old : 58.3 71.2 77.3 83.7 48.4 51.6 63.0 62.5 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 31,445: 25,829 10,241 1,914 15,706 975 700 2,670 0 615 489 1,062: 350 302 Old : 31,445: 25,829 10,241 1,914 15,706 975 700 2,670 0 615 489 1,062: 350 302 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,605: -1,364 -543 -75 -486 -81 0 -157 -5 -43 -199 -121: 84 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 32.6 6.1 49.9 3.1 2.2 8.5 0.0 2.0 1.6 3.4: 1.1 1.0 Old : 100.0: 82.1 32.6 6.1 49.9 3.1 2.2 8.5 0.0 2.0 1.6 3.4: 1.1 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 : 34: 16 16 . . 4 . . 0 . . .: Old : 34: 16 16 . . 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 : 68.0 72.3 80.7 85.1 62.1 71.0 73.1 80.1 Old : 68.0 72.3 80.7 85.1 62.1 71.0 73.1 80.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 16,317: 4,392 15,977 10,195 0 295 82 0 18 1,305 0 0: 30 27 Old : 16,317: 4,392 15,977 10,195 0 295 82 0 18 1,305 0 0: 30 27 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 300: 100 322 -135 0 -40 -18 0 18 375 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 97.9 62.5 0.0 1.8 0.5 0.0 0.1 8.0 0.0 0.0: 0.2 0.2 Old : 100.0: 26.9 97.9 62.5 0.0 1.8 0.5 0.0 0.1 8.0 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: 15 14 . 0 . . 0 . . 0 0: Old : 28: 15 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 : 73.8 87.8 89.9 95.6 71.9 84.4 86.6 91.0 Old : 73.8 87.8 89.9 95.6 71.9 84.4 86.6 91.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,425: 6,202 21,230 13,010 0 0 0 0 0 2,125 0 75: 13 120 Old : 21,425: 6,202 21,230 13,010 0 0 0 0 0 2,125 0 75: 13 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 120: -750 0 195 0 0 0 0 0 675 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 99.1 60.7 0.0 0.0 0.0 0.0 0.0 9.9 0.0 0.4: 0.1 0.6 Old : 100.0: 28.9 99.1 60.7 0.0 0.0 0.0 0.0 0.0 9.9 0.0 0.4: 0.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 70.7 95.7 90.7 98.7 70.4 94.0 90.5 95.9 Old : 70.7 95.7 90.7 98.7 70.4 94.0 90.5 95.9 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,942: 5,363 6,625 1,865 1,605 1,392 75 0 10 700 0 205: 332 105 Old : 9,942: 5,363 6,625 1,865 1,605 1,392 75 0 10 700 0 205: 332 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -511: -434 -545 229 185 -41 20 0 0 105 0 -105: -285 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 66.6 18.8 16.1 14.0 0.8 0.0 0.1 7.0 0.0 2.1: 3.3 1.1 Old : 100.0: 53.9 66.6 18.8 16.1 14.0 0.8 0.0 0.1 7.0 0.0 2.1: 3.3 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: 10 8 . . 4 . 0 . . 0 .: Old : 23: 10 8 . . 4 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 63.4 78.2 90.9 42.5 60.4 61.9 74.1 Old : 53.1 63.4 78.2 90.9 42.5 60.4 61.9 74.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,292: 4,804 5,775 1,883 1,655 1,437 60 0 0 520 0 310: 278 115 Old : 9,292: 4,804 5,775 1,883 1,655 1,437 60 0 0 520 0 310: 278 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -516: -429 -545 146 135 14 20 0 0 105 0 -105: -267 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 62.2 20.3 17.8 15.5 0.6 0.0 0.0 5.6 0.0 3.3: 3.0 1.2 Old : 100.0: 51.7 62.2 20.3 17.8 15.5 0.6 0.0 0.0 5.6 0.0 3.3: 3.0 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 8 . . 4 . 0 0 . 0 .: Old : 23: 10 8 . . 4 . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 70.5 78.7 89.8 43.6 64.2 57.9 70.4 Old : 55.0 70.5 78.7 89.8 43.6 64.2 57.9 70.4 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,535: 17,435 46,610 27,515 30 435 50 0 0 1,450 0 2,450: 200 10 Old : 49,535: 17,435 46,610 27,515 30 435 50 0 0 1,450 0 2,450: 200 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,561: -1,410 -1,416 25 30 5 -50 0 0 40 0 -165: -6 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 94.1 55.5 0.1 0.9 0.1 0.0 0.0 2.9 0.0 4.9: 0.4 0.0 Old : 100.0: 35.2 94.1 55.5 0.1 0.9 0.1 0.0 0.0 2.9 0.0 4.9: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 12 . . . . 0 0 4 0 .: Old : 31: 16 12 . . . . 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 75.6 89.3 91.8 71.2 75.5 80.5 87.0 Old : 76.9 75.6 89.3 91.8 71.2 75.5 80.5 87.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,915: 18,205 47,065 27,220 30 435 75 0 0 1,405 0 2,375: 200 10 Old : 49,915: 18,205 47,065 27,220 30 435 75 0 0 1,405 0 2,375: 200 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,566: -1,450 -1,471 45 30 5 -25 0 0 -10 0 -115: -16 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 94.3 54.5 0.1 0.9 0.2 0.0 0.0 2.8 0.0 4.8: 0.4 0.0 Old : 100.0: 36.5 94.3 54.5 0.1 0.9 0.2 0.0 0.0 2.8 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 : 31: 16 11 . . . . 0 0 4 0 .: Old : 31: 16 11 . . . . 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 : 75.0 74.8 87.9 92.1 70.0 74.7 80.0 86.9 Old : 75.0 74.8 87.9 92.1 70.0 74.7 80.0 86.9 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 112,821: 83,541 84,565 19,579 11,059 6,344 0 1,784 885 1,290 7,168 979: 203 37 Old : 112,821: 83,541 84,565 19,579 11,059 6,344 0 1,784 885 1,290 7,168 979: 203 37 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -4,137: -2,929 -2,641 672 136 -1,285 0 -425 100 -266 389 -399: -30 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 75.0 17.4 9.8 5.6 0.0 1.6 0.8 1.1 6.4 0.9: 0.2 0.0 Old : 100.0: 74.0 75.0 17.4 9.8 5.6 0.0 1.6 0.8 1.1 6.4 0.9: 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 : 57: 31 26 5 . 5 0 4 . 4 6 4: Old : 57: 31 26 5 . 5 0 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 : 51.2 49.5 70.7 69.5 49.0 46.9 63.9 62.2 Old : 51.2 49.5 70.7 69.5 49.0 46.9 63.9 62.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 120,055: 88,349 92,584 18,420 8,018 8,128 425 1,560 1,695 1,485 6,606 1,424: 129 40 Old : 120,055: 88,349 92,584 18,420 8,018 8,128 425 1,560 1,695 1,485 6,606 1,424: 129 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -6,306: -4,543 -4,963 0 121 -926 -85 115 -205 -35 93 -554: 42 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 77.1 15.3 6.7 6.8 0.4 1.3 1.4 1.2 5.5 1.2: 0.1 0.0 Old : 100.0: 73.6 77.1 15.3 6.7 6.8 0.4 1.3 1.4 1.2 5.5 1.2: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 34 28 5 . 7 . . 4 6 6 5: Old : 63: 34 28 5 . 7 . . 4 6 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 : 44.4 49.2 66.7 67.1 39.9 47.9 55.2 62.1 Old : 44.4 49.2 66.7 67.1 39.9 47.9 55.2 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 603,397: 370,125 402,058 22,608 7,654 103,099 18,924 13,373 35,278 18,568 7,317 34,327: 466 290 Old : 603,397: 370,125 402,058 22,608 7,654 103,099 18,924 13,373 35,278 18,568 7,317 34,327: 466 290 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 4,000: 5,242 1,891 -405 -73 2,023 -2,306 -1,190 454 -1,722 365 586: 128 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 66.6 3.7 1.3 17.1 3.1 2.2 5.8 3.1 1.2 5.7: 0.1 0.0 Old : 100.0: 61.3 66.6 3.7 1.3 17.1 3.1 2.2 5.8 3.1 1.2 5.7: 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 : 104: 45 45 4 . 6 8 14 9 15 13 19: Old : 104: 45 45 4 . 6 8 14 9 15 13 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 : 39.2 38.7 59.0 58.1 9.8 12.8 14.3 15.9 Old : 39.2 38.7 59.0 58.1 9.8 12.8 14.3 15.9 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,305: 9,945 12,270 835 765 1,495 725 600 95 2,080 0 0: 130 80 Old : 15,305: 9,945 12,270 835 765 1,495 725 600 95 2,080 0 0: 130 80 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -740: -407 -695 35 63 -138 -80 0 30 -175 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 80.2 5.5 5.0 9.8 4.7 3.9 0.6 13.6 0.0 0.0: 0.8 0.5 Old : 100.0: 65.0 80.2 5.5 5.0 9.8 4.7 3.9 0.6 13.6 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 : 54.9 77.6 80.7 92.5 52.6 68.1 70.8 79.0 Old : 54.9 77.6 80.7 92.5 52.6 68.1 70.8 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,891: 7,910 9,155 620 1,380 1,521 435 600 95 2,080 0 0: 230 140 Old : 12,891: 7,910 9,155 620 1,380 1,521 435 600 95 2,080 0 0: 230 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -285: 220 -690 -155 460 -145 -55 0 30 -175 0 0: -5 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 71.0 4.8 10.7 11.8 3.4 4.7 0.7 16.1 0.0 0.0: 1.8 1.1 Old : 100.0: 61.4 71.0 4.8 10.7 11.8 3.4 4.7 0.7 16.1 0.0 0.0: 1.8 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: 13 11 . . 4 . . . . 0 0: Old : 26: 13 11 . . 4 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 74.2 82.2 90.5 51.4 61.2 71.7 75.1 Old : 53.8 74.2 82.2 90.5 51.4 61.2 71.7 75.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 8,361: 7,348 8,131 375 117 83 0 0 0 550 0 0: 5 30 Old : 8,361: 7,348 8,131 375 117 83 0 0 0 550 0 0: 5 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : 50: 52 50 0 0 0 0 0 0 0 0 0: -2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 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: 87.9 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 : 30: 18 13 . . . 0 0 0 5 0 0: Old : 30: 18 13 . . . 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 : 55.8 74.0 76.1 88.6 28.3 42.7 43.4 51.8 Old : 55.8 74.0 76.1 88.6 28.3 42.7 43.4 51.8 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 90,330: 65,423 59,747 12,555 13,396 1,800 0 8,657 0 3,810 0 0: 6,742 6,730 Old : 90,330: 65,423 59,747 12,555 13,396 1,800 0 8,657 0 3,810 0 0: 6,742 6,730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,915: -1,184 -1,260 -676 210 -60 0 -640 0 170 0 0: -165 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 66.1 13.9 14.8 2.0 0.0 9.6 0.0 4.2 0.0 0.0: 7.5 7.5 Old : 100.0: 72.4 66.1 13.9 14.8 2.0 0.0 9.6 0.0 4.2 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 : 71.9 55.5 84.5 82.3 71.0 53.6 81.5 76.7 Old : 71.9 55.5 84.5 82.3 71.0 53.6 81.5 76.7 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 76,824: 53,893 48,092 10,374 11,520 2,305 0 8,337 0 3,670 0 0: 6,582 6,570 Old : 76,824: 53,893 48,092 10,374 11,520 2,305 0 8,337 0 3,670 0 0: 6,582 6,570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -641: -345 -136 -861 245 -90 0 -845 0 470 0 0: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 62.6 13.5 15.0 3.0 0.0 10.9 0.0 4.8 0.0 0.0: 8.6 8.6 Old : 100.0: 70.2 62.6 13.5 15.0 3.0 0.0 10.9 0.0 4.8 0.0 0.0: 8.6 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 18 18 . . . 0 . 0 . 0 0: Old : 26: 18 18 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.8 58.3 83.5 81.9 70.9 55.2 78.6 75.6 Old : 71.8 58.3 83.5 81.9 70.9 55.2 78.6 75.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,345: 8,492 14,120 5,528 0 5,820 850 915 0 525 0 0: 4,130 4,490 Old : 25,345: 8,492 14,120 5,528 0 5,820 850 915 0 525 0 0: 4,130 4,490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -600: -295 -760 -325 0 35 -50 -15 0 -115 0 0: 150 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 55.7 21.8 0.0 23.0 3.4 3.6 0.0 2.1 0.0 0.0: 16.3 17.7 Old : 100.0: 33.5 55.7 21.8 0.0 23.0 3.4 3.6 0.0 2.1 0.0 0.0: 16.3 17.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 14 . 0 . . . 0 . 0 0: Old : 23: 12 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 : 63.8 51.1 76.5 73.2 40.6 38.3 50.2 48.6 Old : 63.8 51.1 76.5 73.2 40.6 38.3 50.2 48.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 52,977: 31,717 17,995 3,253 19,886 224 10,545 8,590 2,660 1,575 874 50: 2,953 2,698 Old : 52,977: 31,717 17,995 3,253 19,886 224 10,545 8,590 2,660 1,575 874 50: 2,953 2,698 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,327: -1,018 -474 -1,586 -725 118 0 25 -65 1,575 0 0: -351 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 34.0 6.1 37.5 0.4 19.9 16.2 5.0 3.0 1.6 0.1: 5.6 5.1 Old : 100.0: 59.9 34.0 6.1 37.5 0.4 19.9 16.2 5.0 3.0 1.6 0.1: 5.6 5.1 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 : 27: 17 15 . . . . . . . . .: Old : 27: 17 15 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 72.3 73.4 84.7 39.6 64.2 56.6 70.3 Old : 50.4 72.3 73.4 84.7 39.6 64.2 56.6 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,930: 22,098 11,277 4,971 11,290 44 1,525 6,150 2,870 75 324 336: 2,011 1,639 Old : 33,930: 22,098 11,277 4,971 11,290 44 1,525 6,150 2,870 75 324 336: 2,011 1,639 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,692: -161 -1,297 -1,588 -440 44 0 115 -125 75 0 0: 63 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 33.2 14.7 33.3 0.1 4.5 18.1 8.5 0.2 1.0 1.0: 5.9 4.8 Old : 100.0: 65.1 33.2 14.7 33.3 0.1 4.5 18.1 8.5 0.2 1.0 1.0: 5.9 4.8 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 : 25: 15 16 . . . . . . . . .: Old : 25: 15 16 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 69.6 81.2 86.2 42.3 62.7 60.1 67.2 Old : 53.8 69.6 81.2 86.2 42.3 62.7 60.1 67.2 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 28,385: 18,695 10,415 6,885 0 845 535 15,495 365 75 0 0: 985 1,265 Old : 28,385: 18,695 10,415 6,885 0 845 535 15,495 365 75 0 0: 985 1,265 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -570: -605 -330 245 0 -175 0 -15 0 0 0 0: -35 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 36.7 24.3 0.0 3.0 1.9 54.6 1.3 0.3 0.0 0.0: 3.5 4.5 Old : 100.0: 65.9 36.7 24.3 0.0 3.0 1.9 54.6 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 : 64.8 77.9 87.7 90.3 54.6 72.6 73.1 77.5 Old : 64.8 77.9 87.7 90.3 54.6 72.6 73.1 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 86,704: 50,229 29,429 2,635 35,380 3,530 14,010 1,055 50 75 1,030 1,070: 15,105 15,160 Old : 86,704: 50,229 29,429 2,635 35,380 3,530 14,010 1,055 50 75 1,030 1,070: 15,105 15,160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -4,065: -1,795 -1,500 -245 -1,175 -735 -610 -20 -325 10 40 -80: -285 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 33.9 3.0 40.8 4.1 16.2 1.2 0.1 0.1 1.2 1.2: 17.4 17.5 Old : 100.0: 57.9 33.9 3.0 40.8 4.1 16.2 1.2 0.1 0.1 1.2 1.2: 17.4 17.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 18 . . . . . . . . .: Old : 30: 15 18 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 53.9 74.6 69.4 54.5 52.5 62.1 59.3 Old : 56.0 53.9 74.6 69.4 54.5 52.5 62.1 59.3 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 82,889: 46,284 28,399 2,620 31,310 3,985 14,740 975 65 0 2,965 315: 14,880 14,875 Old : 82,889: 46,284 28,399 2,620 31,310 3,985 14,740 975 65 0 2,965 315: 14,880 14,875 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -4,445: -2,350 -2,195 -655 -1,480 -640 -865 -25 -515 0 -165 -70: 650 645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 34.3 3.2 37.8 4.8 17.8 1.2 0.1 0.0 3.6 0.4: 18.0 17.9 Old : 100.0: 55.8 34.3 3.2 37.8 4.8 17.8 1.2 0.1 0.0 3.6 0.4: 18.0 17.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 17 . . . . . . 0 . .: Old : 29: 14 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 : 53.2 50.9 74.5 70.2 52.4 48.8 60.7 59.3 Old : 53.2 50.9 74.5 70.2 52.4 48.8 60.7 59.3 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,953: 20,725 5,477 2,032 300 589 0 12,020 1,225 725 5,935 330: 4,327 4,077 Old : 29,953: 20,725 5,477 2,032 300 589 0 12,020 1,225 725 5,935 330: 4,327 4,077 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,351: -546 -330 -69 25 -25 0 -250 -385 -25 -125 0: -301 -261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 18.3 6.8 1.0 2.0 0.0 40.1 4.1 2.4 19.8 1.1: 14.4 13.6 Old : 100.0: 69.2 18.3 6.8 1.0 2.0 0.0 40.1 4.1 2.4 19.8 1.1: 14.4 13.6 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 : 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 : 51.0 62.7 68.6 78.5 49.7 55.5 66.3 70.6 Old : 51.0 62.7 68.6 78.5 49.7 55.5 66.3 70.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,703: 20,786 5,503 1,472 300 1,051 0 12,020 1,225 725 5,410 420: 4,024 3,774 Old : 29,703: 20,786 5,503 1,472 300 1,051 0 12,020 1,225 725 5,410 420: 4,024 3,774 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,261: -546 -235 6 25 -31 0 -250 -385 -25 -100 0: -280 -285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 18.5 5.0 1.0 3.5 0.0 40.5 4.1 2.4 18.2 1.4: 13.5 12.7 Old : 100.0: 70.0 18.5 5.0 1.0 3.5 0.0 40.5 4.1 2.4 18.2 1.4: 13.5 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 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 : 50.8 61.8 68.6 78.8 48.5 54.2 64.6 69.4 Old : 50.8 61.8 68.6 78.8 48.5 54.2 64.6 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 65,770: 19,525 56,415 18,285 7,005 60 18,375 0 240 7,485 0 0: 1,800 2,050 Old : 65,770: 19,525 56,415 18,285 7,005 60 18,375 0 240 7,485 0 0: 1,800 2,050 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,915: 22 -3,728 -1,410 -10 0 -1,990 -100 0 -490 0 0: -47 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 85.8 27.8 10.7 0.1 27.9 0.0 0.4 11.4 0.0 0.0: 2.7 3.1 Old : 100.0: 29.7 85.8 27.8 10.7 0.1 27.9 0.0 0.4 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 : 23: 11 13 . . . . 0 . . 0 0: Old : 23: 11 13 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 85.8 94.8 93.0 74.4 85.5 91.5 90.1 Old : 75.7 85.8 94.8 93.0 74.4 85.5 91.5 90.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 64,010: 19,935 55,910 17,340 6,075 140 18,375 0 240 6,610 0 0: 1,370 1,645 Old : 64,010: 19,935 55,910 17,340 6,075 140 18,375 0 240 6,610 0 0: 1,370 1,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -4,345: -705 -3,295 -995 -495 0 -2,140 -500 0 -490 0 0: -15 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 87.3 27.1 9.5 0.2 28.7 0.0 0.4 10.3 0.0 0.0: 2.1 2.6 Old : 100.0: 31.1 87.3 27.1 9.5 0.2 28.7 0.0 0.4 10.3 0.0 0.0: 2.1 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 12 . . . . 0 . . 0 0: Old : 22: 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 : 75.1 89.5 95.2 95.6 72.5 89.1 92.1 92.3 Old : 75.1 89.5 95.2 95.6 72.5 89.1 92.1 92.3 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,390: 20,080 47,575 6,135 1,300 1,945 5,185 0 0 17,155 0 190: 2,700 2,380 Old : 53,390: 20,080 47,575 6,135 1,300 1,945 5,185 0 0 17,155 0 190: 2,700 2,380 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,150: -1,205 -2,690 -895 -210 0 -25 0 -75 -785 0 -105: -60 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 89.1 11.5 2.4 3.6 9.7 0.0 0.0 32.1 0.0 0.4: 5.1 4.5 Old : 100.0: 37.6 89.1 11.5 2.4 3.6 9.7 0.0 0.0 32.1 0.0 0.4: 5.1 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 : 27: 15 10 . . . . 0 0 . 0 .: Old : 27: 15 10 . . . . 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 : 56.1 85.0 74.6 94.1 52.8 84.5 70.8 89.4 Old : 56.1 85.0 74.6 94.1 52.8 84.5 70.8 89.4 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 45,650: 18,580 39,840 6,485 1,660 1,340 5,185 0 0 11,055 0 540: 2,465 2,270 Old : 45,650: 18,580 39,840 6,485 1,660 1,340 5,185 0 0 11,055 0 540: 2,465 2,270 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,510: -945 -2,200 -1,045 -210 0 -25 0 -75 -410 0 -105: 95 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 87.3 14.2 3.6 2.9 11.4 0.0 0.0 24.2 0.0 1.2: 5.4 5.0 Old : 100.0: 40.7 87.3 14.2 3.6 2.9 11.4 0.0 0.0 24.2 0.0 1.2: 5.4 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 10 . . . . 0 0 . 0 .: Old : 27: 15 10 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 82.6 73.2 93.0 49.2 82.0 69.5 88.1 Old : 52.7 82.6 73.2 93.0 49.2 82.0 69.5 88.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 16,150: 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280: 2,735 2,595 Old : 16,150: 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280: 2,735 2,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,105: -625 -485 -40 30 -110 0 -325 -25 -225 -95 0: -80 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7: 16.9 16.1 Old : 100.0: 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7: 16.9 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 55.4 68.3 78.0 81.9 47.7 64.7 66.0 70.9 Old : 55.4 68.3 78.0 81.9 47.7 64.7 66.0 70.9 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,790: 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120: 2,180 2,260 Old : 15,790: 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120: 2,180 2,260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,100: -610 -485 -45 30 -105 0 -325 -25 -235 -95 0: -80 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8: 13.8 14.3 Old : 100.0: 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8: 13.8 14.3 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 : 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 : 61.6 70.7 81.0 84.2 49.9 66.1 69.1 72.6 Old : 61.6 70.7 81.0 84.2 49.9 66.1 69.1 72.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 65,455: 32,990 36,610 1,325 2,130 4,255 4,590 15,245 175 15,430 900 1,225: 5,465 4,915 Old : 65,455: 32,990 36,610 1,325 2,130 4,255 4,590 15,245 175 15,430 900 1,225: 5,465 4,915 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -3,370: -2,005 -2,300 130 -150 -130 -65 -195 -20 -795 -100 0: -485 -475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 55.9 2.0 3.3 6.5 7.0 23.3 0.3 23.6 1.4 1.9: 8.3 7.5 Old : 100.0: 50.4 55.9 2.0 3.3 6.5 7.0 23.3 0.3 23.6 1.4 1.9: 8.3 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 13 . . . . . . 4 . .: Old : 31: 16 13 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 61.9 74.3 79.8 55.6 58.3 69.3 73.1 Old : 57.5 61.9 74.3 79.8 55.6 58.3 69.3 73.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 60,240: 31,245 32,755 1,325 1,165 4,665 4,315 15,225 175 12,860 900 1,225: 4,430 4,130 Old : 60,240: 31,245 32,755 1,325 1,165 4,665 4,315 15,225 175 12,860 900 1,225: 4,430 4,130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,975: -2,005 -1,950 130 -145 -130 -90 -195 -20 -405 -100 0: -455 -435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 54.4 2.2 1.9 7.7 7.2 25.3 0.3 21.3 1.5 2.0: 7.4 6.9 Old : 100.0: 51.9 54.4 2.2 1.9 7.7 7.2 25.3 0.3 21.3 1.5 2.0: 7.4 6.9 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 : 31: 16 13 . . . . . . 4 . .: Old : 31: 16 13 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 64.3 74.4 81.6 53.5 61.3 67.6 74.1 Old : 55.5 64.3 74.4 81.6 53.5 61.3 67.6 74.1 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 58,329: 32,462 22,121 0 17,476 70 17,845 255 3,745 0 10,500 1,355: 2,852 2,807 Old : 58,329: 32,462 22,121 0 17,476 70 17,845 255 3,745 0 10,500 1,355: 2,852 2,807 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,660: -1,608 -925 0 -708 -25 -660 40 -180 0 -685 0: -187 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 37.9 0.0 30.0 0.1 30.6 0.4 6.4 0.0 18.0 2.3: 4.9 4.8 Old : 100.0: 55.7 37.9 0.0 30.0 0.1 30.6 0.4 6.4 0.0 18.0 2.3: 4.9 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 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 : 57.3 68.1 78.7 87.4 54.7 60.2 67.6 73.4 Old : 57.3 68.1 78.7 87.4 54.7 60.2 67.6 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 49,724: 28,366 19,446 0 14,865 70 13,070 280 3,720 0 7,000 1,600: 2,898 2,743 Old : 49,724: 28,366 19,446 0 14,865 70 13,070 280 3,720 0 7,000 1,600: 2,898 2,743 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,175: -1,647 -855 0 -412 -10 -135 15 -155 0 -570 0: -228 -188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 39.1 0.0 29.9 0.1 26.3 0.6 7.5 0.0 14.1 3.2: 5.8 5.5 Old : 100.0: 57.0 39.1 0.0 29.9 0.1 26.3 0.6 7.5 0.0 14.1 3.2: 5.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 19 10 0 . . . . . 0 . .: Old : 29: 19 10 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 63.6 76.3 86.3 49.5 54.6 63.8 69.2 Old : 56.6 63.6 76.3 86.3 49.5 54.6 63.8 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 183,909: 98,232 79,990 19,705 915 5,752 285 28,023 7,830 900 10,300 2,860: 48,345 48,239 Old : 183,909: 98,232 79,990 19,705 915 5,752 285 28,023 7,830 900 10,300 2,860: 48,345 48,239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -8,744: -5,322 -3,128 -4 155 -409 -160 -1,848 -65 -100 -770 -250: -2,434 -2,429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 43.5 10.7 0.5 3.1 0.2 15.2 4.3 0.5 5.6 1.6: 26.3 26.2 Old : 100.0: 53.4 43.5 10.7 0.5 3.1 0.2 15.2 4.3 0.5 5.6 1.6: 26.3 26.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 25 27 . . . . . . . 5 .: Old : 44: 25 27 . . . . . . . 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 : 44.7 33.1 58.7 51.1 38.9 29.5 49.4 44.0 Old : 44.7 33.1 58.7 51.1 38.9 29.5 49.4 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 153,594: 76,666 66,761 18,522 60 4,229 140 22,173 7,680 900 7,355 3,735: 41,722 41,601 Old : 153,594: 76,666 66,761 18,522 60 4,229 140 22,173 7,680 900 7,355 3,735: 41,722 41,601 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -7,076: -3,696 -3,288 -700 -10 0 -185 -1,148 -15 -320 -445 40: -2,200 -2,210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 43.5 12.1 0.0 2.8 0.1 14.4 5.0 0.6 4.8 2.4: 27.2 27.1 Old : 100.0: 49.9 43.5 12.1 0.0 2.8 0.1 14.4 5.0 0.6 4.8 2.4: 27.2 27.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 24 28 . . . . . . . 5 .: Old : 44: 24 28 . . . . . . . 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 : 40.6 35.8 54.0 51.0 35.7 31.0 44.7 41.3 Old : 40.6 35.8 54.0 51.0 35.7 31.0 44.7 41.3 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 63,151: 23,225 35,010 17,606 6,046 8,720 2,030 0 7,040 0 1,865 0: 4,530 4,470 Old : 63,151: 23,225 35,010 17,606 6,046 8,720 2,030 0 7,040 0 1,865 0: 4,530 4,470 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,700: -1,335 -1,770 -470 -150 -95 -450 0 -130 0 -345 0: -220 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 55.4 27.9 9.6 13.8 3.2 0.0 11.1 0.0 3.0 0.0: 7.2 7.1 Old : 100.0: 36.8 55.4 27.9 9.6 13.8 3.2 0.0 11.1 0.0 3.0 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 14 . . . . 0 . 0 . 0: Old : 26: 13 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 : 61.6 46.0 81.0 76.1 43.8 38.5 53.9 52.0 Old : 61.6 46.0 81.0 76.1 43.8 38.5 53.9 52.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 54,460: 22,260 29,530 10,681 4,216 6,594 2,115 0 7,415 0 1,490 0: 5,395 5,215 Old : 54,460: 22,260 29,530 10,681 4,216 6,594 2,115 0 7,415 0 1,490 0: 5,395 5,215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -2,310: -1,265 -1,275 -325 -340 40 -405 0 -205 0 -270 0: -150 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 54.2 19.6 7.7 12.1 3.9 0.0 13.6 0.0 2.7 0.0: 9.9 9.6 Old : 100.0: 40.9 54.2 19.6 7.7 12.1 3.9 0.0 13.6 0.0 2.7 0.0: 9.9 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 14 . . . . 0 . 0 . 0: Old : 25: 16 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 : 54.0 45.5 72.2 75.1 37.2 36.0 47.5 49.0 Old : 54.0 45.5 72.2 75.1 37.2 36.0 47.5 49.0 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 44,355: 22,560 21,330 250 5,400 4,870 5,850 3,770 4,785 1,540 0 140: 4,360 4,060 Old : 44,355: 22,560 21,330 250 5,400 4,870 5,850 3,770 4,785 1,540 0 140: 4,360 4,060 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,300: -945 25 0 -940 35 -75 35 -260 140 0 -140: -55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 48.1 0.6 12.2 11.0 13.2 8.5 10.8 3.5 0.0 0.3: 9.8 9.2 Old : 100.0: 50.9 48.1 0.6 12.2 11.0 13.2 8.5 10.8 3.5 0.0 0.3: 9.8 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 14 . . . . . . . 0 .: Old : 26: 14 14 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 48.4 78.2 72.7 44.5 35.2 53.7 50.6 Old : 60.3 48.4 78.2 72.7 44.5 35.2 53.7 50.6 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 53,770: 18,765 32,045 0 5,645 5,070 20,495 3,380 3,675 1,540 0 140: 4,085 3,815 Old : 53,770: 18,765 32,045 0 5,645 5,070 20,495 3,380 3,675 1,540 0 140: 4,085 3,815 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -1,280: -675 -380 0 -135 0 -75 -125 -225 140 0 -140: -305 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 59.6 0.0 10.5 9.4 38.1 6.3 6.8 2.9 0.0 0.3: 7.6 7.1 Old : 100.0: 34.9 59.6 0.0 10.5 9.4 38.1 6.3 6.8 2.9 0.0 0.3: 7.6 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 : 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 : 73.3 48.2 86.6 72.9 54.1 32.6 56.3 48.8 Old : 73.3 48.2 86.6 72.9 54.1 32.6 56.3 48.8 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 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 195,220: 114,283 115,529 1,335 19,551 23,895 19,915 100 5,995 100 2,142 1,088: 28,609 26,920 Old : 195,220: 114,283 115,529 1,335 19,551 23,895 19,915 100 5,995 100 2,142 1,088: 28,609 26,920 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -8,169: -2,870 -8,837 -150 6,937 -4,262 -270 0 -365 0 305 -280: 27 -1,667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 59.2 0.7 10.0 12.2 10.2 0.1 3.1 0.1 1.1 0.6: 14.7 13.8 Old : 100.0: 58.5 59.2 0.7 10.0 12.2 10.2 0.1 3.1 0.1 1.1 0.6: 14.7 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 27 27 . . 4 . . . . 4 .: Old : 43: 27 27 . . 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 : 39.1 48.5 58.6 67.8 31.0 30.0 43.2 43.5 Old : 39.1 48.5 58.6 67.8 31.0 30.0 43.2 43.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 138,325: 73,910 85,455 1,222 5,300 19,222 17,480 0 7,120 0 1,742 525: 18,846 18,961 Old : 138,325: 73,910 85,455 1,222 5,300 19,222 17,480 0 7,120 0 1,742 525: 18,846 18,961 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : -6,050: -3,136 -3,321 185 -975 -110 -825 0 -25 -65 470 -195: -1,879 -1,894 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 61.8 0.9 3.8 13.9 12.6 0.0 5.1 0.0 1.3 0.4: 13.6 13.7 Old : 100.0: 53.4 61.8 0.9 3.8 13.9 12.6 0.0 5.1 0.0 1.3 0.4: 13.6 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 25 26 . . 4 . 0 . 0 4 .: Old : 40: 25 26 . . 4 . 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 : 42.6 41.0 62.8 61.1 32.6 31.4 43.6 42.3 Old : 42.6 41.0 62.8 61.1 32.6 31.4 43.6 42.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,850: 19,135 14,075 1,155 9,150 2,070 2,550 300 160 670 0 255: 1,855 1,840 Old : 27,850: 19,135 14,075 1,155 9,150 2,070 2,550 300 160 670 0 255: 1,855 1,840 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 50.5 4.1 32.9 7.4 9.2 1.1 0.6 2.4 0.0 0.9: 6.7 6.6 Old : 100.0: 68.7 50.5 4.1 32.9 7.4 9.2 1.1 0.6 2.4 0.0 0.9: 6.7 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 6 . . . . . . . 0 .: Old : 20: 11 6 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 86.2 84.9 91.8 60.0 80.9 76.9 83.2 Old : 62.5 86.2 84.9 91.8 60.0 80.9 76.9 83.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Disaggregated Commitments of Traders - Options and Futures Combined, December 08, 2020 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,440: 19,435 13,475 445 8,685 2,475 2,600 300 100 0 35 550: 1,835 1,820 Old : 27,440: 19,435 13,475 445 8,685 2,475 2,600 300 100 0 35 550: 1,835 1,820 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2020 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 49.1 1.6 31.7 9.0 9.5 1.1 0.4 0.0 0.1 2.0: 6.7 6.6 Old : 100.0: 70.8 49.1 1.6 31.7 9.0 9.5 1.1 0.4 0.0 0.1 2.0: 6.7 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 5 . . . . . . 0 . .: Old : 20: 11 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 : 65.8 85.6 86.1 91.9 64.6 78.4 76.8 80.8 Old : 65.8 85.6 86.1 91.9 64.6 78.4 76.8 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020