COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,915: 13,162 9,283 106 2,306 626 0 98 82 414 2,159 1,847: 678 514
Old : 16,915: 13,162 9,283 106 2,306 626 0 98 82 414 2,159 1,847: 678 514
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 302: 271 147 24 -332 154 0 0 0 -130 367 -42: 25 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 54.9 0.6 13.6 3.7 0.0 0.6 0.5 2.4 12.8 10.9: 4.0 3.0
Old : 100.0: 77.8 54.9 0.6 13.6 3.7 0.0 0.6 0.5 2.4 12.8 10.9: 4.0 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 10 . . . 0 . . . 4 4:
Old : 23: 11 10 . . . 0 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 50.0 82.7 73.4 38.0 31.8 46.8 43.9
Old : 62.8 50.0 82.7 73.4 38.0 31.8 46.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,752: 21,584 28,884 3,380 455 2,381 997 300 390 4,175 522 820: 25 0
Old : 33,752: 21,584 28,884 3,380 455 2,381 997 300 390 4,175 522 820: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 676: 665 686 -264 -250 230 -375 75 0 330 -155 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 85.6 10.0 1.3 7.1 3.0 0.9 1.2 12.4 1.5 2.4: 0.1 0.0
Old : 100.0: 63.9 85.6 10.0 1.3 7.1 3.0 0.9 1.2 12.4 1.5 2.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 23 . . . . . . 4 . 4:
Old : 40: 21 23 . . . . . . 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 : 40.0 56.4 65.1 76.8 37.2 49.6 50.8 58.1
Old : 40.0 56.4 65.1 76.8 37.2 49.6 50.8 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,863: 24,400 22,669 0 4,146 1,298 440 0 200 3,815 1,840 710: 0 0
Old : 30,863: 24,400 22,669 0 4,146 1,298 440 0 200 3,815 1,840 710: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 642: 487 -218 0 235 0 -50 0 50 130 550 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 73.5 0.0 13.4 4.2 1.4 0.0 0.6 12.4 6.0 2.3: 0.0 0.0
Old : 100.0: 79.1 73.5 0.0 13.4 4.2 1.4 0.0 0.6 12.4 6.0 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 : 33: 18 17 0 . . . 0 . . 4 4:
Old : 33: 18 17 0 . . . 0 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 63.9 76.5 85.0 53.9 54.6 69.6 73.8
Old : 54.0 63.9 76.5 85.0 53.9 54.6 69.6 73.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 134,779: 94,536 99,647 1,707 15,405 12,264 17,280 1,680 663 6,074 2,972 1,869: 386 279
Old : 134,779: 94,536 99,647 1,707 15,405 12,264 17,280 1,680 663 6,074 2,972 1,869: 386 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,983: 1,045 3,215 190 -1,179 955 852 30 0 143 -98 47: -249 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 73.9 1.3 11.4 9.1 12.8 1.2 0.5 4.5 2.2 1.4: 0.3 0.2
Old : 100.0: 70.1 73.9 1.3 11.4 9.1 12.8 1.2 0.5 4.5 2.2 1.4: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 28 32 . 5 6 6 5 5 7 5 7:
Old : 61: 28 32 . 5 6 6 5 5 7 5 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 : 46.9 36.3 65.2 57.8 37.6 26.8 47.5 41.6
Old : 46.9 36.3 65.2 57.8 37.6 26.8 47.5 41.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 59,589: 45,964 42,731 1,720 10,529 3,793 4,204 350 173 1,939 167 1,796: 0 50
Old : 59,589: 45,964 42,731 1,720 10,529 3,793 4,204 350 173 1,939 167 1,796: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,585: 1,662 1,898 0 -3 -282 6 16 48 259 11 -108: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 71.7 2.9 17.7 6.4 7.1 0.6 0.3 3.3 0.3 3.0: 0.0 0.1
Old : 100.0: 77.1 71.7 2.9 17.7 6.4 7.1 0.6 0.3 3.3 0.3 3.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 24 . . . . . . 4 4 5:
Old : 42: 20 24 . . . . . . 4 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 : 62.0 75.6 82.0 90.8 60.9 62.9 73.2 74.6
Old : 62.0 75.6 82.0 90.8 60.9 62.9 73.2 74.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,982: 31,344 25,060 699 5,274 489 0 555 0 300 1,454 150: 0 0
Old : 32,982: 31,344 25,060 699 5,274 489 0 555 0 300 1,454 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 579: 315 1,800 273 -1,080 -9 0 18 0 0 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 76.0 2.1 16.0 1.5 0.0 1.7 0.0 0.9 4.4 0.5: 0.0 0.0
Old : 100.0: 95.0 76.0 2.1 16.0 1.5 0.0 1.7 0.0 0.9 4.4 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 : 80.9 83.7 96.1 93.4 76.0 71.6 81.5 79.0
Old : 80.9 83.7 96.1 93.4 76.0 71.6 81.5 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,105: 28,573 16,765 1,997 22,653 3,374 13,896 0 50 444 5,338 1,448: 323 477
Old : 50,105: 28,573 16,765 1,997 22,653 3,374 13,896 0 50 444 5,338 1,448: 323 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -588: -945 -103 -10 -750 250 126 0 0 -16 10 7: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 33.5 4.0 45.2 6.7 27.7 0.0 0.1 0.9 10.7 2.9: 0.6 1.0
Old : 100.0: 57.0 33.5 4.0 45.2 6.7 27.7 0.0 0.1 0.9 10.7 2.9: 0.6 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 : 36: 18 19 . 4 5 4 0 . . . .:
Old : 36: 18 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 : 50.4 70.4 70.5 83.4 47.6 62.3 62.2 72.2
Old : 50.4 70.4 70.5 83.4 47.6 62.3 62.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,263: 37,664 20,888 1,442 33,303 3,726 18,832 855 50 1,054 3,871 2,205: 290 365
Old : 65,263: 37,664 20,888 1,442 33,303 3,726 18,832 855 50 1,054 3,871 2,205: 290 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -673: -891 -136 -10 -731 44 150 130 0 21 0 21: -8 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 32.0 2.2 51.0 5.7 28.9 1.3 0.1 1.6 5.9 3.4: 0.4 0.6
Old : 100.0: 57.7 32.0 2.2 51.0 5.7 28.9 1.3 0.1 1.6 5.9 3.4: 0.4 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 19 . 5 4 4 . . 4 . .:
Old : 42: 21 19 . 5 4 4 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 65.4 74.9 84.2 56.7 57.2 68.8 70.6
Old : 57.5 65.4 74.9 84.2 56.7 57.2 68.8 70.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,801: 46,293 34,233 9,987 22,941 4,080 0 50 0 1,246 673 1,824: 371 0
Old : 63,801: 46,293 34,233 9,987 22,941 4,080 0 50 0 1,246 673 1,824: 371 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 372: 396 -544 -280 600 256 0 0 0 -60 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 53.7 15.7 36.0 6.4 0.0 0.1 0.0 2.0 1.1 2.9: 0.6 0.0
Old : 100.0: 72.6 53.7 15.7 36.0 6.4 0.0 0.1 0.0 2.0 1.1 2.9: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 22 5 . 4 0 . 0 . . .:
Old : 43: 23 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 : 41.0 63.5 67.3 82.9 39.3 63.3 59.4 75.9
Old : 41.0 63.5 67.3 82.9 39.3 63.3 59.4 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 83,309: 60,253 35,492 18,015 43,275 1,364 0 50 0 1,115 907 2,186: 376 35
Old : 83,309: 60,253 35,492 18,015 43,275 1,364 0 50 0 1,115 907 2,186: 376 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 816: 855 -35 -229 600 191 0 0 0 -61 0 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 42.6 21.6 51.9 1.6 0.0 0.1 0.0 1.3 1.1 2.6: 0.5 0.0
Old : 100.0: 72.3 42.6 21.6 51.9 1.6 0.0 0.1 0.0 1.3 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: 25 21 4 . . 0 . 0 . . .:
Old : 43: 25 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 : 40.1 67.2 63.9 83.7 39.5 67.0 60.2 80.5
Old : 40.1 67.2 63.9 83.7 39.5 67.0 60.2 80.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,399: 25,008 32,227 8,635 705 2,669 0 0 0 75 195 0: 12 603
Old : 36,399: 25,008 32,227 8,635 705 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 8, 2020 :
: 590: 590 565 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 88.5 23.7 1.9 7.3 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.7
Old : 100.0: 68.7 88.5 23.7 1.9 7.3 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 : 27: 16 13 . . . 0 0 0 . . 0:
Old : 27: 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 : 73.1 77.0 87.8 90.8 66.8 71.7 78.5 80.2
Old : 73.1 77.0 87.8 90.8 66.8 71.7 78.5 80.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,639: 25,013 15,865 0 10,257 1,715 0 600 0 1,560 150 0: 351 52
Old : 28,639: 25,013 15,865 0 10,257 1,715 0 600 0 1,560 150 0: 351 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,290: 1,120 1,280 0 80 1,170 0 0 0 0 0 0: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 55.4 0.0 35.8 6.0 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 0.2
Old : 100.0: 87.3 55.4 0.0 35.8 6.0 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 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 : 27: 18 16 0 . . 0 . 0 . . 0:
Old : 27: 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 : 60.0 59.2 80.5 83.2 39.5 42.5 50.8 53.4
Old : 60.0 59.2 80.5 83.2 39.5 42.5 50.8 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,463: 17,651 23,441 4,570 600 1,990 0 0 0 1,875 132 300: 77 0
Old : 26,463: 17,651 23,441 4,570 600 1,990 0 0 0 1,875 132 300: 77 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 88.6 17.3 2.3 7.5 0.0 0.0 0.0 7.1 0.5 1.1: 0.3 0.0
Old : 100.0: 66.7 88.6 17.3 2.3 7.5 0.0 0.0 0.0 7.1 0.5 1.1: 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 : 20: 12 9 . . . 0 0 0 . . .:
Old : 20: 12 9 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 77.6 88.8 93.0 54.0 72.4 71.6 75.3
Old : 64.4 77.6 88.8 93.0 54.0 72.4 71.6 75.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,843: 78,834 77,497 285 8,197 8,211 6,198 730 438 3,678 2,923 1,659: 540 188
Old : 99,843: 78,834 77,497 285 8,197 8,211 6,198 730 438 3,678 2,923 1,659: 540 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 4,452: 4,450 2,605 0 1,906 -256 122 110 -9 43 41 31: 70 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 77.6 0.3 8.2 8.2 6.2 0.7 0.4 3.7 2.9 1.7: 0.5 0.2
Old : 100.0: 79.0 77.6 0.3 8.2 8.2 6.2 0.7 0.4 3.7 2.9 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 : 64: 39 30 . . . 4 4 . 8 . 7:
Old : 64: 39 30 . . . 4 4 . 8 . 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 : 42.1 40.3 59.7 67.2 29.0 30.0 40.4 46.3
Old : 42.1 40.3 59.7 67.2 29.0 30.0 40.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,475: 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0: 1,032 540
Old : 17,475: 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0: 1,032 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0: 5.9 3.1
Old : 100.0: 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0: 5.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . . 0 0 0 . . 0:
Old : 20: 13 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Old : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,932: 10,931 12,841 2,223 650 816 0 0 0 50 25 0: 912 600
Old : 14,932: 10,931 12,841 2,223 650 816 0 0 0 50 25 0: 912 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0: 6.1 4.0
Old : 100.0: 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0: 6.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 . . 0:
Old : 20: 12 9 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
Old : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,397: 19,892 21,437 2,943 50 3,357 25 1,528 0 0 25 0: 180 0
Old : 26,397: 19,892 21,437 2,943 50 3,357 25 1,528 0 0 25 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -15: -870 265 1,075 0 -340 0 60 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 81.2 11.1 0.2 12.7 0.1 5.8 0.0 0.0 0.1 0.0: 0.7 0.0
Old : 100.0: 75.4 81.2 11.1 0.2 12.7 0.1 5.8 0.0 0.0 0.1 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 15 . . . . . 0 0 . 0:
Old : 23: 11 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 : 76.1 45.4 94.3 71.9 48.6 33.8 55.9 51.5
Old : 76.1 45.4 94.3 71.9 48.6 33.8 55.9 51.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,118: 19,359 21,347 3,386 50 3,168 25 1,528 0 0 25 0: 180 0
Old : 26,118: 19,359 21,347 3,386 50 3,168 25 1,528 0 0 25 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -67: -956 179 1,075 0 -306 0 60 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 81.7 13.0 0.2 12.1 0.1 5.9 0.0 0.0 0.1 0.0: 0.7 0.0
Old : 100.0: 74.1 81.7 13.0 0.2 12.1 0.1 5.9 0.0 0.0 0.1 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 15 . . . . . 0 0 . 0:
Old : 23: 11 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 : 77.8 45.2 96.2 71.7 49.9 34.4 56.1 52.3
Old : 77.8 45.2 96.2 71.7 49.9 34.4 56.1 52.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,270: 55,275 48,717 0 7,730 4,265 1,828 0 0 1,460 1,725 150: 292 683
Old : 63,270: 55,275 48,717 0 7,730 4,265 1,828 0 0 1,460 1,725 150: 292 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 3,306: 3,238 823 0 2,275 -92 160 0 0 0 0 0: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 77.0 0.0 12.2 6.7 2.9 0.0 0.0 2.3 2.7 0.2: 0.5 1.1
Old : 100.0: 87.4 77.0 0.0 12.2 6.7 2.9 0.0 0.0 2.3 2.7 0.2: 0.5 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 : 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 : 56.2 51.5 74.2 78.7 50.1 40.7 61.6 60.9
Old : 56.2 51.5 74.2 78.7 50.1 40.7 61.6 60.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,559: 30,039 34,755 5,589 540 3,509 0 0 0 125 135 0: 297 620
Old : 39,559: 30,039 34,755 5,589 540 3,509 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 8, 2020 :
: 1,027: 1,097 1,017 100 180 -170 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 87.9 14.1 1.4 8.9 0.0 0.0 0.0 0.3 0.3 0.0: 0.8 1.6
Old : 100.0: 75.9 87.9 14.1 1.4 8.9 0.0 0.0 0.0 0.3 0.3 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 : 60.6 72.9 81.3 90.2 52.6 65.5 65.5 69.4
Old : 60.6 72.9 81.3 90.2 52.6 65.5 65.5 69.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 41,235: 37,741 27,097 0 9,357 2,764 282 1,540 0 10 290 20: 418 167
Old : 41,235: 37,741 27,097 0 9,357 2,764 282 1,540 0 10 290 20: 418 167
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 351: -659 -343 -30 -586 1,008 32 240 0 -15 0 15: 0 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 65.7 0.0 22.7 6.7 0.7 3.7 0.0 0.0 0.7 0.0: 1.0 0.4
Old : 100.0: 91.5 65.7 0.0 22.7 6.7 0.7 3.7 0.0 0.0 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 0 . . . 4 0 . 4 .:
Old : 35: 20 20 0 . . . 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 : 59.0 68.2 83.3 83.9 47.9 60.4 65.0 67.5
Old : 59.0 68.2 83.3 83.9 47.9 60.4 65.0 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,152: 43,236 53,067 7,645 310 2,420 0 0 0 1,943 0 85: 823 270
Old : 56,152: 43,236 53,067 7,645 310 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 8, 2020 :
: 650: 750 500 -100 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 94.5 13.6 0.6 4.3 0.0 0.0 0.0 3.5 0.0 0.2: 1.5 0.5
Old : 100.0: 77.0 94.5 13.6 0.6 4.3 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 : 52.6 92.0 76.4 97.2 51.3 89.1 73.3 90.1
Old : 52.6 92.0 76.4 97.2 51.3 89.1 73.3 90.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,800: 48,154 52,665 6,125 4,110 2,454 0 125 0 2,266 0 261: 540 185
Old : 59,800: 48,154 52,665 6,125 4,110 2,454 0 125 0 2,266 0 261: 540 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 565: 515 565 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 88.1 10.2 6.9 4.1 0.0 0.2 0.0 3.8 0.0 0.4: 0.9 0.3
Old : 100.0: 80.5 88.1 10.2 6.9 4.1 0.0 0.2 0.0 3.8 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 : 37: 19 13 4 . 6 0 . 0 4 0 .:
Old : 37: 19 13 4 . 6 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 : 46.4 86.4 72.2 94.4 43.8 82.7 67.7 86.7
Old : 46.4 86.4 72.2 94.4 43.8 82.7 67.7 86.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,884: 70,138 79,431 11,719 3,874 2,281 0 584 0 2,507 533 2,071: 168 110
Old : 88,884: 70,138 79,431 11,719 3,874 2,281 0 584 0 2,507 533 2,071: 168 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 397: 752 282 -385 180 -30 0 0 0 85 -10 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 89.4 13.2 4.4 2.6 0.0 0.7 0.0 2.8 0.6 2.3: 0.2 0.1
Old : 100.0: 78.9 89.4 13.2 4.4 2.6 0.0 0.7 0.0 2.8 0.6 2.3: 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 21 5 . . 0 . 0 . . .:
Old : 38: 19 21 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 61.8 74.4 87.0 55.1 60.3 70.9 81.8
Old : 57.0 61.8 74.4 87.0 55.1 60.3 70.9 81.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 105,752: 82,097 93,473 12,917 3,078 3,316 432 1,160 50 2,886 937 3,670: 384 68
Old : 105,752: 82,097 93,473 12,917 3,078 3,316 432 1,160 50 2,886 937 3,670: 384 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 82: 297 59 -465 300 -13 108 -109 0 65 -331 139: -49 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 88.4 12.2 2.9 3.1 0.4 1.1 0.0 2.7 0.9 3.5: 0.4 0.1
Old : 100.0: 77.6 88.4 12.2 2.9 3.1 0.4 1.1 0.0 2.7 0.9 3.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 25 29 5 . 4 . 5 . 4 5 7:
Old : 60: 25 29 5 . 4 . 5 . 4 5 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 : 54.8 52.1 70.3 78.9 53.4 50.3 67.7 73.9
Old : 54.8 52.1 70.3 78.9 53.4 50.3 67.7 73.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,709: 34,233 48,638 17,400 377 895 0 3,534 0 1,036 50 125: 20 90
Old : 53,709: 34,233 48,638 17,400 377 895 0 3,534 0 1,036 50 125: 20 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,064: 543 950 375 35 -50 0 54 0 121 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 90.6 32.4 0.7 1.7 0.0 6.6 0.0 1.9 0.1 0.2: 0.0 0.2
Old : 100.0: 63.7 90.6 32.4 0.7 1.7 0.0 6.6 0.0 1.9 0.1 0.2: 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 : 29: 16 12 . . . 0 . 0 . . .:
Old : 29: 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 : 83.0 87.4 93.7 94.6 80.7 84.8 88.4 89.9
Old : 83.0 87.4 93.7 94.6 80.7 84.8 88.4 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 45,595: 30,271 43,810 14,815 76 209 0 225 0 300 1,275 0: 0 0
Old : 45,595: 30,271 43,810 14,815 76 209 0 225 0 300 1,275 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,185: 1,155 1,725 0 -270 30 0 0 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 96.1 32.5 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.0: 0.0 0.0
Old : 100.0: 66.4 96.1 32.5 0.2 0.5 0.0 0.5 0.0 0.7 2.8 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 : 27: 12 11 . . . 0 . 0 . . 0:
Old : 27: 12 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 93.5 95.1 98.0 85.3 89.7 92.7 94.1
Old : 85.4 93.5 95.1 98.0 85.3 89.7 92.7 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,518: 34,298 44,166 11,303 421 8,640 250 406 70 658 1,516 189: 110 110
Old : 55,518: 34,298 44,166 11,303 421 8,640 250 406 70 658 1,516 189: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,541: 1,758 650 -768 0 1,560 0 406 0 120 0 0: -129 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 79.6 20.4 0.8 15.6 0.5 0.7 0.1 1.2 2.7 0.3: 0.2 0.2
Old : 100.0: 61.8 79.6 20.4 0.8 15.6 0.5 0.7 0.1 1.2 2.7 0.3: 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 : 32: 17 17 5 . . . . . . . .:
Old : 32: 17 17 5 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 74.9 78.6 88.9 44.1 56.4 56.8 61.1
Old : 54.7 74.9 78.6 88.9 44.1 56.4 56.8 61.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,697: 43,795 48,226 11,199 3,163 5,177 320 4,037 0 1,185 1,475 289: 732 330
Old : 62,697: 43,795 48,226 11,199 3,163 5,177 320 4,037 0 1,185 1,475 289: 732 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,747: 1,717 683 702 1,524 90 170 450 0 78 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 76.9 17.9 5.0 8.3 0.5 6.4 0.0 1.9 2.4 0.5: 1.2 0.5
Old : 100.0: 69.9 76.9 17.9 5.0 8.3 0.5 6.4 0.0 1.9 2.4 0.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 18 . . 4 . . 0 . . .:
Old : 36: 17 18 . . 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 : 57.8 74.7 79.3 86.5 57.1 62.2 69.2 69.5
Old : 57.8 74.7 79.3 86.5 57.1 62.2 69.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,344: 11,647 20,608 12,310 309 866 0 2,512 0 50 773 164: 307 112
Old : 25,344: 11,647 20,608 12,310 309 866 0 2,512 0 50 773 164: 307 112
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 57: 125 55 -150 0 0 0 2 0 50 0 0: 32 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 81.3 48.6 1.2 3.4 0.0 9.9 0.0 0.2 3.1 0.6: 1.2 0.4
Old : 100.0: 46.0 81.3 48.6 1.2 3.4 0.0 9.9 0.0 0.2 3.1 0.6: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . 0 . 0 . . .:
Old : 25: 12 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 71.8 89.6 90.6 71.7 69.0 87.5 86.2
Old : 73.1 71.8 89.6 90.6 71.7 69.0 87.5 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,740: 10,150 20,285 11,406 390 727 0 495 0 50 805 0: 407 38
Old : 22,740: 10,150 20,285 11,406 390 727 0 495 0 50 805 0: 407 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 55: 125 55 -150 0 0 0 0 0 50 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 89.2 50.2 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 1.8 0.2
Old : 100.0: 44.6 89.2 50.2 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 4 . . 0 . 0 . . 0:
Old : 23: 11 11 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 : 71.8 79.1 89.5 94.2 70.2 76.5 87.8 89.7
Old : 71.8 79.1 89.5 94.2 70.2 76.5 87.8 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,886: 22,372 19,255 2,230 5,990 257 496 215 100 993 603 812: 626 654
Old : 27,886: 22,372 19,255 2,230 5,990 257 496 215 100 993 603 812: 626 654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 210: 400 -265 0 20 -20 -60 80 0 -250 260 140: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 69.0 8.0 21.5 0.9 1.8 0.8 0.4 3.6 2.2 2.9: 2.2 2.3
Old : 100.0: 80.2 69.0 8.0 21.5 0.9 1.8 0.8 0.4 3.6 2.2 2.9: 2.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . . . . . . .:
Old : 27: 13 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 65.7 82.0 84.3 62.3 65.5 77.0 76.8
Old : 64.3 65.7 82.0 84.3 62.3 65.5 77.0 76.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,312: 13,638 15,049 1,756 290 123 0 75 120 441 1,004 337: 897 314
Old : 17,312: 13,638 15,049 1,756 290 123 0 75 120 441 1,004 337: 897 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 946: 896 386 0 0 0 0 0 0 -50 530 40: 60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 86.9 10.1 1.7 0.7 0.0 0.4 0.7 2.5 5.8 1.9: 5.2 1.8
Old : 100.0: 78.8 86.9 10.1 1.7 0.7 0.0 0.4 0.7 2.5 5.8 1.9: 5.2 1.8
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 : 22: 11 10 . . . 0 . . . . .:
Old : 22: 11 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 : 65.4 83.8 82.0 92.8 65.3 79.8 80.5 87.5
Old : 65.4 83.8 82.0 92.8 65.3 79.8 80.5 87.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 53,160: 39,826 25,491 6,887 18,150 758 2,635 5,226 155 1,489 2,095 1,269: 141 16
Old : 53,160: 39,826 25,491 6,887 18,150 758 2,635 5,226 155 1,489 2,095 1,269: 141 16
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,186: 1,183 1,186 -102 -40 20 0 140 -5 95 -100 -15: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 48.0 13.0 34.1 1.4 5.0 9.8 0.3 2.8 3.9 2.4: 0.3 0.0
Old : 100.0: 74.9 48.0 13.0 34.1 1.4 5.0 9.8 0.3 2.8 3.9 2.4: 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 : 48: 21 23 4 . 4 . . . 4 4 5:
Old : 48: 21 23 4 . 4 . . . 4 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 : 55.9 69.9 74.5 82.0 46.8 51.2 61.5 61.2
Old : 55.9 69.9 74.5 82.0 46.8 51.2 61.5 61.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,849: 26,134 10,386 1,884 15,656 1,014 700 2,970 0 695 489 1,062: 360 272
Old : 31,849: 26,134 10,386 1,884 15,656 1,014 700 2,970 0 695 489 1,062: 360 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 404: 305 145 -30 -50 39 0 300 0 80 0 0: 10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 32.6 5.9 49.2 3.2 2.2 9.3 0.0 2.2 1.5 3.3: 1.1 0.9
Old : 100.0: 82.1 32.6 5.9 49.2 3.2 2.2 9.3 0.0 2.2 1.5 3.3: 1.1 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 : 35: 16 17 . . 4 . . 0 . . .:
Old : 35: 16 17 . . 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 : 66.7 72.5 79.8 85.2 60.9 71.2 72.1 80.3
Old : 66.7 72.5 79.8 85.2 60.9 71.2 72.1 80.3
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,425: 4,472 16,014 10,173 0 295 61 0 39 1,305 0 50: 30 27
Old : 16,425: 4,472 16,014 10,173 0 295 61 0 39 1,305 0 50: 30 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 108: 80 37 -22 0 0 -21 0 21 0 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 97.5 61.9 0.0 1.8 0.4 0.0 0.2 7.9 0.0 0.3: 0.2 0.2
Old : 100.0: 27.2 97.5 61.9 0.0 1.8 0.4 0.0 0.2 7.9 0.0 0.3: 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 : 29: 16 14 . 0 . . 0 . . 0 .:
Old : 29: 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 : 73.1 87.2 89.6 94.8 71.1 83.8 86.5 90.8
Old : 73.1 87.2 89.6 94.8 71.1 83.8 86.5 90.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,060: 5,997 21,960 13,250 0 0 0 0 0 2,685 0 100: 28 0
Old : 22,060: 5,997 21,960 13,250 0 0 0 0 0 2,685 0 100: 28 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 635: -205 730 240 0 0 0 0 0 560 0 25: 15 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 99.5 60.1 0.0 0.0 0.0 0.0 0.0 12.2 0.0 0.5: 0.1 0.0
Old : 100.0: 27.2 99.5 60.1 0.0 0.0 0.0 0.0 0.0 12.2 0.0 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . 0 0 0 0 0 5 0 .:
Old : 26: 11 12 . 0 0 0 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 93.5 89.9 98.0 69.7 92.1 89.7 96.0
Old : 69.9 93.5 89.9 98.0 69.7 92.1 89.7 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,162: 5,663 6,625 1,905 1,945 1,272 75 0 10 700 0 205: 332 105
Old : 10,162: 5,663 6,625 1,905 1,945 1,272 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 8, 2020 :
: 220: 300 0 40 340 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 65.2 18.7 19.1 12.5 0.7 0.0 0.1 6.9 0.0 2.0: 3.3 1.0
Old : 100.0: 55.7 65.2 18.7 19.1 12.5 0.7 0.0 0.1 6.9 0.0 2.0: 3.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.4 62.0 77.5 91.1 42.0 59.1 63.8 75.9
Old : 52.4 62.0 77.5 91.1 42.0 59.1 63.8 75.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,512: 5,104 5,775 1,923 1,995 1,317 60 0 0 520 0 310: 278 115
Old : 9,512: 5,104 5,775 1,923 1,995 1,317 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 8, 2020 :
: 220: 300 0 40 340 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 60.7 20.2 21.0 13.8 0.6 0.0 0.0 5.5 0.0 3.3: 2.9 1.2
Old : 100.0: 53.7 60.7 20.2 21.0 13.8 0.6 0.0 0.0 5.5 0.0 3.3: 2.9 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 : 54.1 68.9 78.5 90.0 43.0 62.7 60.1 72.4
Old : 54.1 68.9 78.5 90.0 43.0 62.7 60.1 72.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,935: 18,615 47,210 26,935 30 1,235 50 0 0 1,450 0 2,450: 200 10
Old : 50,935: 18,615 47,210 26,935 30 1,235 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 8, 2020 :
: 1,400: 1,180 600 -580 0 800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 92.7 52.9 0.1 2.4 0.1 0.0 0.0 2.8 0.0 4.8: 0.4 0.0
Old : 100.0: 36.5 92.7 52.9 0.1 2.4 0.1 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 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 : 75.3 74.7 87.6 90.4 69.7 73.4 78.0 84.6
Old : 75.3 74.7 87.6 90.4 69.7 73.4 78.0 84.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,325: 19,385 47,675 26,650 30 1,235 75 0 0 1,405 0 2,375: 200 10
Old : 51,325: 19,385 47,675 26,650 30 1,235 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 8, 2020 :
: 1,410: 1,180 610 -570 0 800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 92.9 51.9 0.1 2.4 0.1 0.0 0.0 2.7 0.0 4.6: 0.4 0.0
Old : 100.0: 37.8 92.9 51.9 0.1 2.4 0.1 0.0 0.0 2.7 0.0 4.6: 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 : 73.4 73.9 86.0 90.7 68.5 72.6 77.5 84.5
Old : 73.4 73.9 86.0 90.7 68.5 72.6 77.5 84.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,461: 85,211 86,755 20,534 11,479 6,179 0 1,804 885 1,365 7,418 904: 383 37
Old : 115,461: 85,211 86,755 20,534 11,479 6,179 0 1,804 885 1,365 7,418 904: 383 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,640: 1,670 2,190 955 420 -165 0 20 0 75 250 -75: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 75.1 17.8 9.9 5.4 0.0 1.6 0.8 1.2 6.4 0.8: 0.3 0.0
Old : 100.0: 73.8 75.1 17.8 9.9 5.4 0.0 1.6 0.8 1.2 6.4 0.8: 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 : 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 : 51.7 49.4 70.8 68.9 49.0 46.7 63.6 61.2
Old : 51.7 49.4 70.8 68.9 49.0 46.7 63.6 61.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 123,728: 91,366 95,708 19,523 8,451 7,920 425 1,695 1,605 1,290 6,849 1,460: 139 40
Old : 123,728: 91,366 95,708 19,523 8,451 7,920 425 1,695 1,605 1,290 6,849 1,460: 139 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 3,673: 3,017 3,124 1,103 433 -208 0 135 -90 -195 243 36: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 77.4 15.8 6.8 6.4 0.3 1.4 1.3 1.0 5.5 1.2: 0.1 0.0
Old : 100.0: 73.8 77.4 15.8 6.8 6.4 0.3 1.4 1.3 1.0 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 : 62: 34 28 5 . 7 . 4 . 4 6 6:
Old : 62: 34 28 5 . 7 . 4 . 4 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 48.7 66.0 66.4 40.0 46.9 53.9 60.2
Old : 43.6 48.7 66.0 66.4 40.0 46.9 53.9 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 589,228: 357,984 397,792 24,046 7,045 96,682 20,397 12,251 33,981 21,902 7,278 33,955: 282 244
Old : 589,228: 357,984 397,792 24,046 7,045 96,682 20,397 12,251 33,981 21,902 7,278 33,955: 282 244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -14,168: -12,141 -4,266 1,437 -609 -6,417 1,473 -1,122 -1,297 3,334 -39 -372: -184 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 67.5 4.1 1.2 16.4 3.5 2.1 5.8 3.7 1.2 5.8: 0.0 0.0
Old : 100.0: 60.8 67.5 4.1 1.2 16.4 3.5 2.1 5.8 3.7 1.2 5.8: 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 : 106: 44 45 5 4 7 6 15 9 18 12 21:
Old : 106: 44 45 5 4 7 6 15 9 18 12 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 38.4 58.6 58.6 10.4 14.1 15.1 17.7
Old : 38.9 38.4 58.6 58.6 10.4 14.1 15.1 17.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,731: 7,473 8,201 200 342 158 0 0 0 900 0 0: 0 30
Old : 8,731: 7,473 8,201 200 342 158 0 0 0 900 0 0: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 370: 125 70 -175 225 75 0 0 0 350 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 93.9 2.3 3.9 1.8 0.0 0.0 0.0 10.3 0.0 0.0: 0.0 0.3
Old : 100.0: 85.6 93.9 2.3 3.9 1.8 0.0 0.0 0.0 10.3 0.0 0.0: 0.0 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 : 32: 19 15 . . . 0 0 0 5 0 0:
Old : 32: 19 15 . . . 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 : 56.3 69.3 79.2 83.9 34.4 39.0 47.7 49.7
Old : 56.3 69.3 79.2 83.9 34.4 39.0 47.7 49.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 91,068: 66,350 59,499 12,455 13,696 1,805 0 9,327 0 3,690 0 0: 6,768 6,741
Old : 91,068: 66,350 59,499 12,455 13,696 1,805 0 9,327 0 3,690 0 0: 6,768 6,741
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 738: 927 -248 -100 300 5 0 670 0 -120 0 0: 26 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 65.3 13.7 15.0 2.0 0.0 10.2 0.0 4.1 0.0 0.0: 7.4 7.4
Old : 100.0: 72.9 65.3 13.7 15.0 2.0 0.0 10.2 0.0 4.1 0.0 0.0: 7.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 18 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 55.8 84.6 82.0 71.6 53.8 81.8 76.6
Old : 72.5 55.8 84.6 82.0 71.6 53.8 81.8 76.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 77,289: 54,488 47,837 10,349 11,820 2,305 0 8,757 0 3,550 0 0: 6,597 6,570
Old : 77,289: 54,488 47,837 10,349 11,820 2,305 0 8,757 0 3,550 0 0: 6,597 6,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 465: 595 -255 -25 300 0 0 420 0 -120 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 61.9 13.4 15.3 3.0 0.0 11.3 0.0 4.6 0.0 0.0: 8.5 8.5
Old : 100.0: 70.5 61.9 13.4 15.3 3.0 0.0 11.3 0.0 4.6 0.0 0.0: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.1 58.5 83.7 82.0 71.2 55.4 78.8 76.0
Old : 72.1 58.5 83.7 82.0 71.2 55.4 78.8 76.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,536: 8,317 14,521 6,308 0 5,280 550 915 0 525 0 0: 4,556 4,820
Old : 25,536: 8,317 14,521 6,308 0 5,280 550 915 0 525 0 0: 4,556 4,820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 191: -175 401 780 0 -540 -300 0 0 0 0 0: 426 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 56.9 24.7 0.0 20.7 2.2 3.6 0.0 2.1 0.0 0.0: 17.8 18.9
Old : 100.0: 32.6 56.9 24.7 0.0 20.7 2.2 3.6 0.0 2.1 0.0 0.0: 17.8 18.9
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 : 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 : 63.6 49.5 74.8 71.0 41.8 37.7 50.1 48.9
Old : 63.6 49.5 74.8 71.0 41.8 37.7 50.1 48.9
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,486: 31,531 18,624 3,948 19,816 0 10,695 8,690 2,510 1,575 874 50: 3,177 2,922
Old : 53,486: 31,531 18,624 3,948 19,816 0 10,695 8,690 2,510 1,575 874 50: 3,177 2,922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 509: -186 629 695 -70 -224 150 100 -150 0 0 0: 224 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 34.8 7.4 37.0 0.0 20.0 16.2 4.7 2.9 1.6 0.1: 5.9 5.5
Old : 100.0: 59.0 34.8 7.4 37.0 0.0 20.0 16.2 4.7 2.9 1.6 0.1: 5.9 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 : 28: 16 17 . . 0 . . . . . .:
Old : 28: 16 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 : 50.1 71.1 73.0 83.4 41.5 64.3 58.2 70.9
Old : 50.1 71.1 73.0 83.4 41.5 64.3 58.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,430: 22,798 12,892 5,666 11,070 44 1,625 6,250 2,800 75 324 336: 2,086 1,714
Old : 35,430: 22,798 12,892 5,666 11,070 44 1,625 6,250 2,800 75 324 336: 2,086 1,714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,500: 700 1,615 695 -220 0 100 100 -70 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 36.4 16.0 31.2 0.1 4.6 17.6 7.9 0.2 0.9 0.9: 5.9 4.8
Old : 100.0: 64.3 36.4 16.0 31.2 0.1 4.6 17.6 7.9 0.2 0.9 0.9: 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 : 26: 15 18 . . . . . . . . .:
Old : 26: 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 : 54.6 65.9 80.7 82.6 43.3 60.4 61.5 67.0
Old : 54.6 65.9 80.7 82.6 43.3 60.4 61.5 67.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,275: 18,695 10,265 6,795 0 845 475 15,495 375 75 0 0: 1,015 1,295
Old : 28,275: 18,695 10,265 6,795 0 845 475 15,495 375 75 0 0: 1,015 1,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -110: 0 -150 -90 0 0 -60 0 10 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 36.3 24.0 0.0 3.0 1.7 54.8 1.3 0.3 0.0 0.0: 3.6 4.6
Old : 100.0: 66.1 36.3 24.0 0.0 3.0 1.7 54.8 1.3 0.3 0.0 0.0: 3.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 90.1 54.9 72.8 73.2 77.4
Old : 64.8 77.9 87.7 90.1 54.9 72.8 73.2 77.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,909: 50,349 29,549 2,635 35,380 3,530 14,010 1,055 50 75 1,030 1,070: 15,190 15,245
Old : 86,909: 50,349 29,549 2,635 35,380 3,530 14,010 1,055 50 75 1,030 1,070: 15,190 15,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 205: 120 120 0 0 0 0 0 0 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 34.0 3.0 40.7 4.1 16.1 1.2 0.1 0.1 1.2 1.2: 17.5 17.5
Old : 100.0: 57.9 34.0 3.0 40.7 4.1 16.1 1.2 0.1 0.1 1.2 1.2: 17.5 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 : 55.9 53.8 75.6 69.5 54.4 52.7 61.9 60.5
Old : 55.9 53.8 75.6 69.5 54.4 52.7 61.9 60.5
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 83,184: 46,289 28,484 2,620 31,310 3,985 14,740 975 65 0 2,965 315: 15,170 15,085
Old : 83,184: 46,289 28,484 2,620 31,310 3,985 14,740 975 65 0 2,965 315: 15,170 15,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 295: 5 85 0 0 0 0 0 0 0 0 0: 290 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 34.2 3.1 37.6 4.8 17.7 1.2 0.1 0.0 3.6 0.4: 18.2 18.1
Old : 100.0: 55.6 34.2 3.1 37.6 4.8 17.7 1.2 0.1 0.0 3.6 0.4: 18.2 18.1
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 : 29: 13 17 . . . . . . 0 . .:
Old : 29: 13 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 : 53.0 50.7 74.8 70.3 52.2 50.0 60.3 60.6
Old : 53.0 50.7 74.8 70.3 52.2 50.0 60.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,013: 20,685 5,357 1,952 300 637 0 12,020 1,225 725 5,935 330: 4,459 4,209
Old : 30,013: 20,685 5,357 1,952 300 637 0 12,020 1,225 725 5,935 330: 4,459 4,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 60: -40 -120 -80 0 48 0 0 0 0 0 0: 132 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 17.8 6.5 1.0 2.1 0.0 40.0 4.1 2.4 19.8 1.1: 14.9 14.0
Old : 100.0: 68.9 17.8 6.5 1.0 2.1 0.0 40.0 4.1 2.4 19.8 1.1: 14.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . 0 . . . . .:
Old : 26: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 60.6 67.1 76.3 47.7 55.4 60.8 66.7
Old : 49.3 60.6 67.1 76.3 47.7 55.4 60.8 66.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,803: 20,786 5,423 1,392 300 1,049 0 12,020 1,225 725 5,410 420: 4,206 3,956
Old : 29,803: 20,786 5,423 1,392 300 1,049 0 12,020 1,225 725 5,410 420: 4,206 3,956
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 100: 0 -80 -80 0 -2 0 0 0 0 0 0: 182 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 18.2 4.7 1.0 3.5 0.0 40.3 4.1 2.4 18.2 1.4: 14.1 13.3
Old : 100.0: 69.7 18.2 4.7 1.0 3.5 0.0 40.3 4.1 2.4 18.2 1.4: 14.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . 0 . . . . .:
Old : 26: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.5 66.9 75.5 46.9 54.0 59.6 65.4
Old : 49.1 59.5 66.9 75.5 46.9 54.0 59.6 65.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,580: 19,345 57,925 19,945 7,005 60 18,375 0 240 7,485 0 0: 2,130 2,350
Old : 67,580: 19,345 57,925 19,945 7,005 60 18,375 0 240 7,485 0 0: 2,130 2,350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,810: -180 1,510 1,660 0 0 0 0 0 0 0 0: 330 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 85.7 29.5 10.4 0.1 27.2 0.0 0.4 11.1 0.0 0.0: 3.2 3.5
Old : 100.0: 28.6 85.7 29.5 10.4 0.1 27.2 0.0 0.4 11.1 0.0 0.0: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 76.1 85.6 94.5 92.6 74.9 85.2 91.2 89.9
Old : 76.1 85.6 94.5 92.6 74.9 85.2 91.2 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,730: 19,755 57,330 18,940 6,075 70 18,375 0 240 6,610 0 0: 1,740 2,015
Old : 65,730: 19,755 57,330 18,940 6,075 70 18,375 0 240 6,610 0 0: 1,740 2,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,720: -180 1,420 1,600 0 -70 0 0 0 0 0 0: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 87.2 28.8 9.2 0.1 28.0 0.0 0.4 10.1 0.0 0.0: 2.6 3.1
Old : 100.0: 30.1 87.2 28.8 9.2 0.1 28.0 0.0 0.4 10.1 0.0 0.0: 2.6 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 : 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 : 75.4 89.3 94.8 95.3 73.0 88.9 91.8 92.0
Old : 75.4 89.3 94.8 95.3 73.0 88.9 91.8 92.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,163: 20,915 47,818 6,108 1,900 1,945 5,195 0 0 17,180 0 190: 2,630 2,310
Old : 54,163: 20,915 47,818 6,108 1,900 1,945 5,195 0 0 17,180 0 190: 2,630 2,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 773: 835 243 -27 600 0 10 0 0 25 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 88.3 11.3 3.5 3.6 9.6 0.0 0.0 31.7 0.0 0.4: 4.9 4.3
Old : 100.0: 38.6 88.3 11.3 3.5 3.6 9.6 0.0 0.0 31.7 0.0 0.4: 4.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.3 84.1 73.5 94.2 52.1 83.7 70.0 89.7
Old : 55.3 84.1 73.5 94.2 52.1 83.7 70.0 89.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,443: 19,415 40,083 6,458 2,260 1,340 5,195 0 0 11,080 0 540: 2,415 2,220
Old : 46,443: 19,415 40,083 6,458 2,260 1,340 5,195 0 0 11,080 0 540: 2,415 2,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 793: 835 243 -27 600 0 10 0 0 25 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 86.3 13.9 4.9 2.9 11.2 0.0 0.0 23.9 0.0 1.2: 5.2 4.8
Old : 100.0: 41.8 86.3 13.9 4.9 2.9 11.2 0.0 0.0 23.9 0.0 1.2: 5.2 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 : 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 : 51.8 82.7 72.4 93.1 48.4 81.9 68.7 88.4
Old : 51.8 82.7 72.4 93.1 48.4 81.9 68.7 88.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,780: 33,120 38,245 1,325 655 4,880 4,590 15,220 190 15,430 900 1,225: 6,020 5,465
Old : 66,780: 33,120 38,245 1,325 655 4,880 4,590 15,220 190 15,430 900 1,225: 6,020 5,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,325: 130 1,635 0 -1,475 625 0 -25 15 0 0 0: 555 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 57.3 2.0 1.0 7.3 6.9 22.8 0.3 23.1 1.3 1.8: 9.0 8.2
Old : 100.0: 49.6 57.3 2.0 1.0 7.3 6.9 22.8 0.3 23.1 1.3 1.8: 9.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.6 61.6 74.0 79.5 54.8 59.6 68.2 73.8
Old : 56.6 61.6 74.0 79.5 54.8 59.6 68.2 73.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,815: 31,495 34,505 1,660 0 5,655 4,315 15,225 175 12,860 900 1,225: 4,430 4,130
Old : 61,815: 31,495 34,505 1,660 0 5,655 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 8, 2020 :
: 1,575: 250 1,750 335 -1,165 990 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 55.8 2.7 0.0 9.1 7.0 24.6 0.3 20.8 1.5 2.0: 7.2 6.7
Old : 100.0: 51.0 55.8 2.7 0.0 9.1 7.0 24.6 0.3 20.8 1.5 2.0: 7.2 6.7
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 : 31: 16 14 . 0 . . . . 4 . .:
Old : 31: 16 14 . 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 : 54.5 64.8 75.0 81.7 52.1 62.2 65.9 74.2
Old : 54.5 64.8 75.0 81.7 52.1 62.2 65.9 74.2
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,549: 32,462 22,291 0 17,526 70 18,065 255 3,745 0 10,500 1,355: 2,852 2,807
Old : 58,549: 32,462 22,291 0 17,526 70 18,065 255 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 8, 2020 :
: 220: 0 170 0 50 0 220 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 38.1 0.0 29.9 0.1 30.9 0.4 6.4 0.0 17.9 2.3: 4.9 4.8
Old : 100.0: 55.4 38.1 0.0 29.9 0.1 30.9 0.4 6.4 0.0 17.9 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 : 57.4 68.0 78.7 87.2 54.8 60.1 67.7 73.2
Old : 57.4 68.0 78.7 87.2 54.8 60.1 67.7 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,824: 28,366 19,546 0 14,865 70 13,170 280 3,720 0 7,000 1,600: 2,898 2,743
Old : 49,824: 28,366 19,546 0 14,865 70 13,170 280 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 8, 2020 :
: 100: 0 100 0 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 39.2 0.0 29.8 0.1 26.4 0.6 7.5 0.0 14.0 3.2: 5.8 5.5
Old : 100.0: 56.9 39.2 0.0 29.8 0.1 26.4 0.6 7.5 0.0 14.0 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 : 56.7 63.4 76.4 86.1 49.5 54.5 63.9 69.0
Old : 56.7 63.4 76.4 86.1 49.5 54.5 63.9 69.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,424: 100,285 80,235 18,747 1,275 7,254 250 28,443 7,740 900 10,325 2,860: 48,388 48,292
Old : 186,424: 100,285 80,235 18,747 1,275 7,254 250 28,443 7,740 900 10,325 2,860: 48,388 48,292
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,515: 2,053 245 -958 360 1,502 -35 420 -90 0 25 0: 43 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 43.0 10.1 0.7 3.9 0.1 15.3 4.2 0.5 5.5 1.5: 26.0 25.9
Old : 100.0: 53.8 43.0 10.1 0.7 3.9 0.1 15.3 4.2 0.5 5.5 1.5: 26.0 25.9
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 : 45: 25 28 . . . . . . . 5 .:
Old : 45: 25 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 : 44.4 33.3 58.9 51.5 38.5 29.2 48.8 43.7
Old : 44.4 33.3 58.9 51.5 38.5 29.2 48.8 43.7
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 156,019: 78,459 66,746 17,029 60 6,034 130 22,473 7,590 900 7,380 3,715: 42,162 42,021
Old : 156,019: 78,459 66,746 17,029 60 6,034 130 22,473 7,590 900 7,380 3,715: 42,162 42,021
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,425: 1,793 -15 -1,493 0 1,805 -10 300 -90 0 25 -20: 440 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 42.8 10.9 0.0 3.9 0.1 14.4 4.9 0.6 4.7 2.4: 27.0 26.9
Old : 100.0: 50.3 42.8 10.9 0.0 3.9 0.1 14.4 4.9 0.6 4.7 2.4: 27.0 26.9
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 : 45: 24 29 . . . . . . . 5 .:
Old : 45: 24 29 . . . . . . . 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 : 40.2 35.3 53.7 51.3 34.2 30.6 44.1 40.9
Old : 40.2 35.3 53.7 51.3 34.2 30.6 44.1 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,111: 23,485 34,560 17,606 6,046 8,720 1,320 0 7,450 0 1,865 0: 4,530 4,470
Old : 63,111: 23,485 34,560 17,606 6,046 8,720 1,320 0 7,450 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 8, 2020 :
: -40: 260 -450 0 0 0 -710 0 410 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 54.8 27.9 9.6 13.8 2.1 0.0 11.8 0.0 3.0 0.0: 7.2 7.1
Old : 100.0: 37.2 54.8 27.9 9.6 13.8 2.1 0.0 11.8 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 : 27: 13 14 . . . . 0 . 0 . 0:
Old : 27: 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 : 61.1 46.3 80.7 76.4 44.2 38.0 53.2 51.6
Old : 61.1 46.3 80.7 76.4 44.2 38.0 53.2 51.6
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,450: 22,650 29,310 10,681 4,216 6,594 1,505 0 7,625 0 1,490 0: 5,395 5,215
Old : 54,450: 22,650 29,310 10,681 4,216 6,594 1,505 0 7,625 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 8, 2020 :
: -10: 390 -220 0 0 0 -610 0 210 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 53.8 19.6 7.7 12.1 2.8 0.0 14.0 0.0 2.7 0.0: 9.9 9.6
Old : 100.0: 41.6 53.8 19.6 7.7 12.1 2.8 0.0 14.0 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 : 26: 16 14 . . . . 0 . 0 . 0:
Old : 26: 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 : 53.3 45.9 71.6 75.1 37.5 35.6 46.7 48.6
Old : 53.3 45.9 71.6 75.1 37.5 35.6 46.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,580: 23,740 21,030 250 6,650 4,715 5,650 3,770 4,985 1,540 0 140: 4,560 4,290
Old : 45,580: 23,740 21,030 250 6,650 4,715 5,650 3,770 4,985 1,540 0 140: 4,560 4,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,225: 1,180 -300 0 1,250 -155 -200 0 200 0 0 0: 200 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 46.1 0.5 14.6 10.3 12.4 8.3 10.9 3.4 0.0 0.3: 10.0 9.4
Old : 100.0: 52.1 46.1 0.5 14.6 10.3 12.4 8.3 10.9 3.4 0.0 0.3: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 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 : 59.9 49.5 77.7 73.6 44.1 36.2 54.4 52.0
Old : 59.9 49.5 77.7 73.6 44.1 36.2 54.4 52.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,845: 19,965 31,995 0 6,895 5,070 20,495 3,380 3,675 1,540 0 140: 3,960 3,690
Old : 54,845: 19,965 31,995 0 6,895 5,070 20,495 3,380 3,675 1,540 0 140: 3,960 3,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,075: 1,200 -50 0 1,250 0 0 0 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 58.3 0.0 12.6 9.2 37.4 6.2 6.7 2.8 0.0 0.3: 7.2 6.7
Old : 100.0: 36.4 58.3 0.0 12.6 9.2 37.4 6.2 6.7 2.8 0.0 0.3: 7.2 6.7
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: 13 15 0 . . . . . . 0 .:
Old : 23: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 49.5 86.5 73.8 53.0 32.0 56.3 49.1
Old : 72.5 49.5 86.5 73.8 53.0 32.0 56.3 49.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 195,994: 110,771 124,159 1,550 7,315 28,742 21,425 200 5,755 275 2,067 913: 26,562 26,843
Old : 195,994: 110,771 124,159 1,550 7,315 28,742 21,425 200 5,755 275 2,067 913: 26,562 26,843
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 774: -3,512 8,630 215 -12,236 4,848 1,510 100 -240 175 -75 -175: -2,046 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 63.3 0.8 3.7 14.7 10.9 0.1 2.9 0.1 1.1 0.5: 13.6 13.7
Old : 100.0: 56.5 63.3 0.8 3.7 14.7 10.9 0.1 2.9 0.1 1.1 0.5: 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 : 43: 27 26 . . 4 . . . . . .:
Old : 43: 27 26 . . 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 : 41.4 47.4 60.2 66.9 31.5 32.4 43.2 43.1
Old : 41.4 47.4 60.2 66.9 31.5 32.4 43.2 43.1
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 143,315: 76,045 91,975 1,742 2,220 20,682 18,390 100 6,870 0 1,767 500: 19,086 19,201
Old : 143,315: 76,045 91,975 1,742 2,220 20,682 18,390 100 6,870 0 1,767 500: 19,086 19,201
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 4,990: 2,135 6,520 520 -3,080 1,460 910 100 -250 0 25 -25: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 64.2 1.2 1.5 14.4 12.8 0.1 4.8 0.0 1.2 0.3: 13.3 13.4
Old : 100.0: 53.1 64.2 1.2 1.5 14.4 12.8 0.1 4.8 0.0 1.2 0.3: 13.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 26 . . 4 . . . 0 4 .:
Old : 41: 25 26 . . 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 : 43.4 40.4 62.9 60.1 33.2 32.3 43.6 40.8
Old : 43.4 40.4 62.9 60.1 33.2 32.3 43.6 40.8
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,225: 20,510 15,450 1,155 9,150 2,070 2,550 300 160 670 0 255: 1,855 1,840
Old : 29,225: 20,510 15,450 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 8, 2020 :
: 1,375: 1,375 1,375 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 0.0 0.9: 6.3 6.3
Old : 100.0: 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 0.0 0.9: 6.3 6.3
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 : 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 : 63.6 87.3 85.0 92.4 61.2 82.3 77.4 84.4
Old : 63.6 87.3 85.0 92.4 61.2 82.3 77.4 84.4
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 15, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,815: 20,810 14,850 445 8,685 2,475 2,600 300 100 0 35 550: 1,835 1,820
Old : 28,815: 20,810 14,850 445 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 8, 2020 :
: 1,375: 1,375 1,375 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9: 6.4 6.3
Old : 100.0: 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9: 6.4 6.3
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 : 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 : 66.8 86.7 86.3 92.7 65.6 79.8 77.3 82.1
Old : 66.8 86.7 86.3 92.7 65.6 79.8 77.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020