COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,856: 12,912 9,165 97 2,066 785 0 98 82 429 2,168 1,906: 645 586
Old : 16,856: 12,912 9,165 97 2,066 785 0 98 82 429 2,168 1,906: 645 586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -59: -250 -118 -9 -240 159 0 0 0 15 9 59: -33 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 54.4 0.6 12.3 4.7 0.0 0.6 0.5 2.5 12.9 11.3: 3.8 3.5
Old : 100.0: 76.6 54.4 0.6 12.3 4.7 0.0 0.6 0.5 2.5 12.9 11.3: 3.8 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 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 : 62.0 50.6 82.0 73.0 37.6 31.6 46.5 42.4
Old : 62.0 50.6 82.0 73.0 37.6 31.6 46.5 42.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,876: 21,684 28,859 3,230 505 2,455 927 300 390 4,265 462 905: 20 0
Old : 33,876: 21,684 28,859 3,230 505 2,455 927 300 390 4,265 462 905: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 124: 100 -25 -150 50 74 -70 0 0 90 -60 85: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 85.2 9.5 1.5 7.2 2.7 0.9 1.2 12.6 1.4 2.7: 0.1 0.0
Old : 100.0: 64.0 85.2 9.5 1.5 7.2 2.7 0.9 1.2 12.6 1.4 2.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 23 . . . . . . . 4 5:
Old : 40: 21 23 . . . . . . . 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 : 39.3 55.5 64.5 76.6 36.4 48.7 50.4 57.8
Old : 39.3 55.5 64.5 76.6 36.4 48.7 50.4 57.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,636: 24,848 23,661 0 4,002 1,298 440 0 200 3,940 1,565 910: 0 0
Old : 31,636: 24,848 23,661 0 4,002 1,298 440 0 200 3,940 1,565 910: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 773: 448 992 0 -144 0 0 0 0 125 -275 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 74.8 0.0 12.7 4.1 1.4 0.0 0.6 12.5 4.9 2.9: 0.0 0.0
Old : 100.0: 78.5 74.8 0.0 12.7 4.1 1.4 0.0 0.6 12.5 4.9 2.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 17 0 . . . 0 . . 4 4:
Old : 32: 17 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 : 53.0 65.6 75.4 85.5 53.0 56.5 68.6 73.7
Old : 53.0 65.6 75.4 85.5 53.0 56.5 68.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,343: 95,620 100,597 1,467 14,445 10,606 17,266 1,710 713 5,358 3,058 1,867: 446 347
Old : 133,343: 95,620 100,597 1,467 14,445 10,606 17,266 1,710 713 5,358 3,058 1,867: 446 347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -1,436: 1,084 950 -240 -960 -1,658 -14 30 50 -716 86 -2: 60 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 75.4 1.1 10.8 8.0 12.9 1.3 0.5 4.0 2.3 1.4: 0.3 0.3
Old : 100.0: 71.7 75.4 1.1 10.8 8.0 12.9 1.3 0.5 4.0 2.3 1.4: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 28 32 . 5 6 6 5 5 7 5 9:
Old : 61: 28 32 . 5 6 6 5 5 7 5 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 35.6 65.2 57.0 38.2 25.7 48.2 41.3
Old : 47.3 35.6 65.2 57.0 38.2 25.7 48.2 41.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,943: 46,627 42,933 1,720 10,529 4,004 3,616 320 170 2,010 141 1,796: 0 50
Old : 59,943: 46,627 42,933 1,720 10,529 4,004 3,616 320 170 2,010 141 1,796: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 354: 663 202 0 0 211 -588 -30 -3 71 -26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 71.6 2.9 17.6 6.7 6.0 0.5 0.3 3.4 0.2 3.0: 0.0 0.1
Old : 100.0: 77.8 71.6 2.9 17.6 6.7 6.0 0.5 0.3 3.4 0.2 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 : 44: 21 25 . . . . . . 5 . 5:
Old : 44: 21 25 . . . . . . 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 75.6 82.5 90.7 61.3 62.3 72.8 73.8
Old : 63.2 75.6 82.5 90.7 61.3 62.3 72.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,612: 31,974 25,435 699 5,529 489 0 555 0 300 1,454 150: 0 0
Old : 33,612: 31,974 25,435 699 5,529 489 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 15, 2020 :
: 630: 630 375 0 255 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 75.7 2.1 16.4 1.5 0.0 1.7 0.0 0.9 4.3 0.4: 0.0 0.0
Old : 100.0: 95.1 75.7 2.1 16.4 1.5 0.0 1.7 0.0 0.9 4.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 12 . . . 0 . 0 . 4 .:
Old : 26: 12 12 . . . 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 : 80.6 83.3 96.2 93.1 75.6 70.9 81.3 78.2
Old : 80.6 83.3 96.2 93.1 75.6 70.9 81.3 78.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,154: 28,281 17,315 2,462 22,297 3,490 13,916 0 50 504 5,358 1,293: 158 351
Old : 50,154: 28,281 17,315 2,462 22,297 3,490 13,916 0 50 504 5,358 1,293: 158 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 49: -292 550 465 -356 116 20 0 0 60 20 -155: -165 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 34.5 4.9 44.5 7.0 27.7 0.0 0.1 1.0 10.7 2.6: 0.3 0.7
Old : 100.0: 56.4 34.5 4.9 44.5 7.0 27.7 0.0 0.1 1.0 10.7 2.6: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 20 . 4 6 4 0 . . . .:
Old : 37: 18 20 . 4 6 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 : 50.3 69.8 70.9 82.8 47.4 61.9 62.8 71.8
Old : 50.3 69.8 70.9 82.8 47.4 61.9 62.8 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,502: 37,791 21,727 1,562 32,514 3,856 18,916 775 50 1,046 4,243 1,976: 305 361
Old : 65,502: 37,791 21,727 1,562 32,514 3,856 18,916 775 50 1,046 4,243 1,976: 305 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 239: 127 839 120 -789 130 84 -80 0 -8 372 -229: 15 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 33.2 2.4 49.6 5.9 28.9 1.2 0.1 1.6 6.5 3.0: 0.5 0.6
Old : 100.0: 57.7 33.2 2.4 49.6 5.9 28.9 1.2 0.1 1.6 6.5 3.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 20 . 5 4 4 . . 4 . .:
Old : 43: 21 20 . 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 64.0 74.6 82.9 56.7 56.3 68.4 69.1
Old : 57.5 64.0 74.6 82.9 56.7 56.3 68.4 69.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,921: 46,293 34,283 10,037 23,061 4,030 0 50 0 1,366 673 1,824: 371 0
Old : 63,921: 46,293 34,283 10,037 23,061 4,030 0 50 0 1,366 673 1,824: 371 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 120: 0 50 50 120 -50 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 53.6 15.7 36.1 6.3 0.0 0.1 0.0 2.1 1.1 2.9: 0.6 0.0
Old : 100.0: 72.4 53.6 15.7 36.1 6.3 0.0 0.1 0.0 2.1 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 63.6 67.2 83.0 39.2 63.4 59.3 76.1
Old : 41.0 63.6 67.2 83.0 39.2 63.4 59.3 76.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,809: 60,543 35,862 17,895 43,455 1,314 0 50 0 1,495 907 2,186: 376 35
Old : 83,809: 60,543 35,862 17,895 43,455 1,314 0 50 0 1,495 907 2,186: 376 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 500: 290 370 -120 180 -50 0 0 0 380 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 42.8 21.4 51.9 1.6 0.0 0.1 0.0 1.8 1.1 2.6: 0.4 0.0
Old : 100.0: 72.2 42.8 21.4 51.9 1.6 0.0 0.1 0.0 1.8 1.1 2.6: 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 : 44: 25 21 4 . . 0 . 0 . . .:
Old : 44: 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 : 39.8 67.4 63.4 83.8 39.3 67.1 59.7 80.6
Old : 39.8 67.4 63.4 83.8 39.3 67.1 59.7 80.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,160: 24,739 31,892 8,665 705 2,669 0 0 0 75 195 0: 12 699
Old : 36,160: 24,739 31,892 8,665 705 2,669 0 0 0 75 195 0: 12 699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -239: -269 -335 30 0 0 0 0 0 0 0 0: 0 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 88.2 24.0 1.9 7.4 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.9
Old : 100.0: 68.4 88.2 24.0 1.9 7.4 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . . 0 0 0 . . 0:
Old : 28: 16 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 : 72.4 76.4 87.3 90.3 66.1 71.1 77.8 79.6
Old : 72.4 76.4 87.3 90.3 66.1 71.1 77.8 79.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,711: 24,685 15,572 0 10,222 2,115 0 600 0 1,560 150 0: 351 52
Old : 28,711: 24,685 15,572 0 10,222 2,115 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 15, 2020 :
: 72: -328 -293 0 -35 400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 54.2 0.0 35.6 7.4 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 0.2
Old : 100.0: 86.0 54.2 0.0 35.6 7.4 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 : 58.8 60.3 79.3 84.3 37.8 43.0 50.3 53.0
Old : 58.8 60.3 79.3 84.3 37.8 43.0 50.3 53.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,600: 79,029 77,655 285 9,089 7,969 7,162 779 206 3,743 3,015 1,730: 476 156
Old : 100,600: 79,029 77,655 285 9,089 7,969 7,162 779 206 3,743 3,015 1,730: 476 156
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 757: 195 159 0 892 -242 964 49 -232 65 92 71: -64 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 77.2 0.3 9.0 7.9 7.1 0.8 0.2 3.7 3.0 1.7: 0.5 0.2
Old : 100.0: 78.6 77.2 0.3 9.0 7.9 7.1 0.8 0.2 3.7 3.0 1.7: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 39 32 . . . 5 5 . 7 4 8:
Old : 66: 39 32 . . . 5 5 . 7 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 40.3 59.7 66.8 28.7 28.7 39.5 45.7
Old : 41.7 40.3 59.7 66.8 28.7 28.7 39.5 45.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,529: 19,904 21,149 3,183 50 3,237 25 2,068 0 0 25 0: 180 0
Old : 26,529: 19,904 21,149 3,183 50 3,237 25 2,068 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 15, 2020 :
: 132: 12 -288 240 0 -120 0 540 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 79.7 12.0 0.2 12.2 0.1 7.8 0.0 0.0 0.1 0.0: 0.7 0.0
Old : 100.0: 75.0 79.7 12.0 0.2 12.2 0.1 7.8 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 : 76.2 44.7 94.3 72.1 48.4 35.7 56.6 53.3
Old : 76.2 44.7 94.3 72.1 48.4 35.7 56.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,250: 19,371 21,059 3,626 50 3,048 25 2,068 0 0 25 0: 180 0
Old : 26,250: 19,371 21,059 3,626 50 3,048 25 2,068 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 15, 2020 :
: 132: 12 -288 240 0 -120 0 540 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 80.2 13.8 0.2 11.6 0.1 7.9 0.0 0.0 0.1 0.0: 0.7 0.0
Old : 100.0: 73.8 80.2 13.8 0.2 11.6 0.1 7.9 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 : 77.9 44.5 96.2 72.9 50.5 36.3 57.9 54.1
Old : 77.9 44.5 96.2 72.9 50.5 36.3 57.9 54.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,092: 54,977 47,819 0 8,870 3,845 2,368 0 0 1,460 1,725 150: 292 683
Old : 63,092: 54,977 47,819 0 8,870 3,845 2,368 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 15, 2020 :
: -178: -298 -898 0 1,140 -420 540 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 75.8 0.0 14.1 6.1 3.8 0.0 0.0 2.3 2.7 0.2: 0.5 1.1
Old : 100.0: 87.1 75.8 0.0 14.1 6.1 3.8 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 : 56.4 51.4 73.2 78.7 50.3 41.2 61.6 60.9
Old : 56.4 51.4 73.2 78.7 50.3 41.2 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,605: 30,205 34,680 5,659 615 3,459 0 0 0 225 135 0: 57 716
Old : 39,605: 30,205 34,680 5,659 615 3,459 0 0 0 225 135 0: 57 716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 46: 166 -75 70 75 -50 0 0 0 100 0 0: -240 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 87.6 14.3 1.6 8.7 0.0 0.0 0.0 0.6 0.3 0.0: 0.1 1.8
Old : 100.0: 76.3 87.6 14.3 1.6 8.7 0.0 0.0 0.0 0.6 0.3 0.0: 0.1 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 : 30: 18 16 . . . 0 0 0 . . 0:
Old : 30: 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 72.2 80.8 89.4 52.1 64.8 64.9 68.8
Old : 60.0 72.2 80.8 89.4 52.1 64.8 64.9 68.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,368: 37,424 26,980 0 9,207 3,214 282 1,540 0 10 390 20: 418 17
Old : 41,368: 37,424 26,980 0 9,207 3,214 282 1,540 0 10 390 20: 418 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 133: -317 -117 0 -150 450 0 0 0 0 100 0: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 65.2 0.0 22.3 7.8 0.7 3.7 0.0 0.0 0.9 0.0: 1.0 0.0
Old : 100.0: 90.5 65.2 0.0 22.3 7.8 0.7 3.7 0.0 0.0 0.9 0.0: 1.0 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 : 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 : 58.5 67.8 82.3 83.9 47.1 59.6 63.6 66.0
Old : 58.5 67.8 82.3 83.9 47.1 59.6 63.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,812: 43,716 53,607 7,765 490 2,360 0 0 0 2,063 0 85: 823 270
Old : 56,812: 43,716 53,607 7,765 490 2,360 0 0 0 2,063 0 85: 823 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 660: 480 540 120 180 -60 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 94.4 13.7 0.9 4.2 0.0 0.0 0.0 3.6 0.0 0.1: 1.4 0.5
Old : 100.0: 76.9 94.4 13.7 0.9 4.2 0.0 0.0 0.0 3.6 0.0 0.1: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 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 91.8 76.0 97.0 51.2 88.9 73.0 90.2
Old : 52.6 91.8 76.0 97.0 51.2 88.9 73.0 90.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,460: 48,545 53,229 6,223 4,205 2,455 0 125 0 2,426 0 261: 550 185
Old : 60,460: 48,545 53,229 6,223 4,205 2,455 0 125 0 2,426 0 261: 550 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 660: 391 564 98 95 1 0 0 0 160 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 88.0 10.3 7.0 4.1 0.0 0.2 0.0 4.0 0.0 0.4: 0.9 0.3
Old : 100.0: 80.3 88.0 10.3 7.0 4.1 0.0 0.2 0.0 4.0 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 14 . 4 5 0 . 0 4 0 .:
Old : 37: 19 14 . 4 5 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 : 46.8 86.2 72.3 94.1 44.2 82.5 67.6 86.4
Old : 46.8 86.2 72.3 94.1 44.2 82.5 67.6 86.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 89,565: 71,010 80,437 11,849 4,294 2,036 0 584 0 2,475 77 2,027: 168 110
Old : 89,565: 71,010 80,437 11,849 4,294 2,036 0 584 0 2,475 77 2,027: 168 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 681: 872 1,006 130 420 -245 0 0 0 -32 -456 -44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 89.8 13.2 4.8 2.3 0.0 0.7 0.0 2.8 0.1 2.3: 0.2 0.1
Old : 100.0: 79.3 89.8 13.2 4.8 2.3 0.0 0.7 0.0 2.8 0.1 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 20 5 . . 0 . 0 . . .:
Old : 38: 19 20 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 : 57.2 61.6 74.8 87.7 55.7 60.1 71.3 82.8
Old : 57.2 61.6 74.8 87.7 55.7 60.1 71.3 82.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 81,991 93,737 13,177 3,462 3,117 334 945 208 3,126 873 3,344: 455 66
Old : 105,752: 81,991 93,737 13,177 3,462 3,117 334 945 208 3,126 873 3,344: 455 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: -106 264 260 384 -199 -98 -215 158 240 -64 -326: 71 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 88.6 12.5 3.3 2.9 0.3 0.9 0.2 3.0 0.8 3.2: 0.4 0.1
Old : 100.0: 77.5 88.6 12.5 3.3 2.9 0.3 0.9 0.2 3.0 0.8 3.2: 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 : 59: 24 27 5 . 4 . 4 . 4 6 6:
Old : 59: 24 27 5 . 4 . 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 : 55.8 52.0 71.1 78.6 54.4 51.2 68.2 73.9
Old : 55.8 52.0 71.1 78.6 54.4 51.2 68.2 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 55,282: 35,706 50,038 17,375 317 970 0 3,617 0 1,086 170 125: 20 45
Old : 55,282: 35,706 50,038 17,375 317 970 0 3,617 0 1,086 170 125: 20 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 1,573: 1,473 1,400 -25 -60 75 0 83 0 50 120 0: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 90.5 31.4 0.6 1.8 0.0 6.5 0.0 2.0 0.3 0.2: 0.0 0.1
Old : 100.0: 64.6 90.5 31.4 0.6 1.8 0.0 6.5 0.0 2.0 0.3 0.2: 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 : 32: 18 12 . . . 0 . 0 . . .:
Old : 32: 18 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 : 81.6 87.4 92.6 94.4 79.3 84.7 87.5 89.7
Old : 81.6 87.4 92.6 94.4 79.3 84.7 87.5 89.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,895: 30,646 43,960 14,590 76 209 0 225 0 300 1,275 150: 0 0
Old : 45,895: 30,646 43,960 14,590 76 209 0 225 0 300 1,275 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 300: 375 150 -225 0 0 0 0 0 0 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 95.8 31.8 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.3: 0.0 0.0
Old : 100.0: 66.8 95.8 31.8 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . . . 0 . 0 . . .:
Old : 27: 12 11 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 93.5 94.8 98.0 84.5 89.3 91.9 93.6
Old : 84.6 93.5 94.8 98.0 84.5 89.3 91.9 93.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,503: 34,122 44,112 11,569 421 8,640 250 430 70 538 1,516 204: 110 110
Old : 55,503: 34,122 44,112 11,569 421 8,640 250 430 70 538 1,516 204: 110 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15: -176 -54 266 0 0 0 24 0 -120 0 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 79.5 20.8 0.8 15.6 0.5 0.8 0.1 1.0 2.7 0.4: 0.2 0.2
Old : 100.0: 61.5 79.5 20.8 0.8 15.6 0.5 0.8 0.1 1.0 2.7 0.4: 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 74.8 78.7 88.8 44.2 56.5 56.9 61.1
Old : 54.7 74.8 78.7 88.8 44.2 56.5 56.9 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,691: 43,643 48,261 11,599 3,433 4,907 340 4,017 0 1,006 1,481 289: 907 303
Old : 62,691: 43,643 48,261 11,599 3,433 4,907 340 4,017 0 1,006 1,481 289: 907 303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -6: -152 35 400 270 -270 20 -20 0 -179 6 0: 175 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 77.0 18.5 5.5 7.8 0.5 6.4 0.0 1.6 2.4 0.5: 1.4 0.5
Old : 100.0: 69.6 77.0 18.5 5.5 7.8 0.5 6.4 0.0 1.6 2.4 0.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.4 74.4 79.2 86.5 57.7 62.2 69.6 70.0
Old : 58.4 74.4 79.2 86.5 57.7 62.2 69.6 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,384: 11,677 20,638 12,310 309 866 0 2,512 0 50 773 164: 317 122
Old : 25,384: 11,677 20,638 12,310 309 866 0 2,512 0 50 773 164: 317 122
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 40: 30 30 0 0 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 81.3 48.5 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6: 1.2 0.5
Old : 100.0: 46.0 81.3 48.5 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6: 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 : 25: 11 12 . . . 0 . 0 . . .:
Old : 25: 11 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 : 73.2 70.9 89.7 89.7 71.8 68.2 87.5 85.6
Old : 73.2 70.9 89.7 89.7 71.8 68.2 87.5 85.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,790: 10,200 20,335 11,406 390 727 0 495 0 50 805 0: 407 38
Old : 22,790: 10,200 20,335 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 15, 2020 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 89.2 50.0 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 1.8 0.2
Old : 100.0: 44.8 89.2 50.0 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 : 71.9 78.9 89.5 94.0 70.3 76.3 87.8 89.5
Old : 71.9 78.9 89.5 94.0 70.3 76.3 87.8 89.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,018: 22,437 19,395 2,270 5,793 328 476 215 100 993 725 792: 622 670
Old : 28,018: 22,437 19,395 2,270 5,793 328 476 215 100 993 725 792: 622 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 132: 65 140 40 -197 71 -20 0 0 0 122 -20: -4 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 69.2 8.1 20.7 1.2 1.7 0.8 0.4 3.5 2.6 2.8: 2.2 2.4
Old : 100.0: 80.1 69.2 8.1 20.7 1.2 1.7 0.8 0.4 3.5 2.6 2.8: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . . . . . . .:
Old : 28: 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 : 64.2 65.8 82.0 83.8 62.1 65.5 76.8 75.9
Old : 64.2 65.8 82.0 83.8 62.1 65.5 76.8 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,960: 14,166 15,798 1,876 290 73 0 75 120 681 1,004 315: 729 285
Old : 17,960: 14,166 15,798 1,876 290 73 0 75 120 681 1,004 315: 729 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 648: 528 749 120 0 -50 0 0 0 240 0 -22: -168 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.8 5.6 1.8: 4.1 1.6
Old : 100.0: 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.8 5.6 1.8: 4.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . . . . .:
Old : 23: 12 11 . . . 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 : 61.8 84.7 78.5 93.4 61.8 80.9 77.6 88.3
Old : 61.8 84.7 78.5 93.4 61.8 80.9 77.6 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,466: 40,225 25,372 6,798 18,466 740 2,550 5,236 155 1,594 2,165 1,184: 220 148
Old : 53,466: 40,225 25,372 6,798 18,466 740 2,550 5,236 155 1,594 2,165 1,184: 220 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 306: 399 -119 -89 316 -18 -85 10 0 105 70 -85: 79 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 47.5 12.7 34.5 1.4 4.8 9.8 0.3 3.0 4.0 2.2: 0.4 0.3
Old : 100.0: 75.2 47.5 12.7 34.5 1.4 4.8 9.8 0.3 3.0 4.0 2.2: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 21 22 4 . 4 . . . 4 4 5:
Old : 46: 21 22 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 : 55.3 70.2 73.8 82.3 46.5 51.6 61.7 61.7
Old : 55.3 70.2 73.8 82.3 46.5 51.6 61.7 61.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 32,145: 26,554 10,411 1,884 15,931 1,005 700 2,970 0 575 489 1,067: 360 272
Old : 32,145: 26,554 10,411 1,884 15,931 1,005 700 2,970 0 575 489 1,067: 360 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 296: 420 25 0 275 -9 0 0 0 -120 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 32.4 5.9 49.6 3.1 2.2 9.2 0.0 1.8 1.5 3.3: 1.1 0.8
Old : 100.0: 82.6 32.4 5.9 49.6 3.1 2.2 9.2 0.0 1.8 1.5 3.3: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.8 72.5 79.4 85.1 61.0 71.2 72.1 80.2
Old : 66.8 72.5 79.4 85.1 61.0 71.2 72.1 80.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,938: 4,747 16,437 10,306 0 310 36 0 64 1,395 50 50: 30 27
Old : 16,938: 4,747 16,437 10,306 0 310 36 0 64 1,395 50 50: 30 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 513: 275 423 133 0 15 -25 0 25 90 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 97.0 60.8 0.0 1.8 0.2 0.0 0.4 8.2 0.3 0.3: 0.2 0.2
Old : 100.0: 28.0 97.0 60.8 0.0 1.8 0.2 0.0 0.4 8.2 0.3 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 : 31: 17 15 . 0 . . 0 . . . .:
Old : 31: 17 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 : 72.1 85.6 88.7 93.7 70.0 82.1 85.7 89.2
Old : 72.1 85.6 88.7 93.7 70.0 82.1 85.7 89.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,235: 6,147 22,135 13,275 0 0 0 0 0 2,685 0 100: 28 0
Old : 22,235: 6,147 22,135 13,275 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 15, 2020 :
: 175: 150 175 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 99.6 59.7 0.0 0.0 0.0 0.0 0.0 12.1 0.0 0.4: 0.1 0.0
Old : 100.0: 27.6 99.6 59.7 0.0 0.0 0.0 0.0 0.0 12.1 0.0 0.4: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . 0 0 0 0 0 5 0 .:
Old : 27: 12 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 : 69.7 93.5 89.6 98.0 69.5 92.3 89.3 96.3
Old : 69.7 93.5 89.6 98.0 69.5 92.3 89.3 96.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,179: 5,613 6,680 2,035 1,875 1,209 75 0 10 700 100 205: 332 100
Old : 10,179: 5,613 6,680 2,035 1,875 1,209 75 0 10 700 100 205: 332 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 17: -50 55 130 -70 -63 0 0 0 0 100 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 65.6 20.0 18.4 11.9 0.7 0.0 0.1 6.9 1.0 2.0: 3.3 1.0
Old : 100.0: 55.1 65.6 20.0 18.4 11.9 0.7 0.0 0.1 6.9 1.0 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 : 26: 11 9 . . 4 . 0 . . . .:
Old : 26: 11 9 . . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 61.9 77.4 90.3 41.9 59.0 63.7 76.8
Old : 52.3 61.9 77.4 90.3 41.9 59.0 63.7 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,416: 5,004 5,830 2,003 1,925 1,241 60 0 0 520 0 310: 278 110
Old : 9,416: 5,004 5,830 2,003 1,925 1,241 60 0 0 520 0 310: 278 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -96: -100 55 80 -70 -76 0 0 0 0 0 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 61.9 21.3 20.4 13.2 0.6 0.0 0.0 5.5 0.0 3.3: 3.0 1.2
Old : 100.0: 53.1 61.9 21.3 20.4 13.2 0.6 0.0 0.0 5.5 0.0 3.3: 3.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 9 . . 4 . 0 0 . 0 .:
Old : 24: 10 9 . . 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 : 54.7 69.6 79.3 90.2 43.4 63.3 61.4 72.7
Old : 54.7 69.6 79.3 90.2 43.4 63.3 61.4 72.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,040: 18,615 47,210 26,735 30 1,340 50 0 0 1,650 0 2,450: 200 10
Old : 51,040: 18,615 47,210 26,735 30 1,340 50 0 0 1,650 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 15, 2020 :
: 105: 0 0 -200 0 105 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 92.5 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8: 0.4 0.0
Old : 100.0: 36.5 92.5 52.4 0.1 2.6 0.1 0.0 0.0 3.2 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 : 75.1 74.5 87.2 90.3 69.5 73.2 77.6 84.4
Old : 75.1 74.5 87.2 90.3 69.5 73.2 77.6 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,430: 19,335 47,675 26,400 30 1,340 75 0 0 1,705 0 2,375: 200 10
Old : 51,430: 19,335 47,675 26,400 30 1,340 75 0 0 1,705 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 15, 2020 :
: 105: -50 0 -250 0 105 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 92.7 51.3 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6: 0.4 0.0
Old : 100.0: 37.6 92.7 51.3 0.1 2.6 0.1 0.0 0.0 3.3 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 : 32: 16 12 . . . . 0 0 5 0 .:
Old : 32: 16 12 . . . . 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 : 73.2 73.8 85.6 90.5 68.2 72.5 76.9 84.3
Old : 73.2 73.8 85.6 90.5 68.2 72.5 76.9 84.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,711: 85,616 87,045 20,074 11,129 6,239 0 1,754 935 1,490 7,598 974: 383 37
Old : 115,711: 85,616 87,045 20,074 11,129 6,239 0 1,754 935 1,490 7,598 974: 383 37
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 250: 405 290 -460 -350 60 0 -50 50 125 180 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 75.2 17.3 9.6 5.4 0.0 1.5 0.8 1.3 6.6 0.8: 0.3 0.0
Old : 100.0: 74.0 75.2 17.3 9.6 5.4 0.0 1.5 0.8 1.3 6.6 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 : 51.3 49.0 70.2 68.4 48.7 46.3 63.2 60.7
Old : 51.3 49.0 70.2 68.4 48.7 46.3 63.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,639: 91,409 95,873 19,263 8,211 7,950 425 1,640 1,655 1,285 6,747 1,523: 129 40
Old : 123,639: 91,409 95,873 19,263 8,211 7,950 425 1,640 1,655 1,285 6,747 1,523: 129 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -89: 43 165 -260 -240 30 0 -55 50 -5 -102 63: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 77.5 15.6 6.6 6.4 0.3 1.3 1.3 1.0 5.5 1.2: 0.1 0.0
Old : 100.0: 73.9 77.5 15.6 6.6 6.4 0.3 1.3 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 : 63: 34 28 5 . 7 . 4 . . 8 6:
Old : 63: 34 28 5 . 7 . 4 . . 8 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 48.5 65.7 66.2 39.8 46.6 53.6 59.9
Old : 43.6 48.5 65.7 66.2 39.8 46.6 53.6 59.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 523,951: 316,434 354,100 25,596 6,862 82,291 20,491 12,492 27,035 22,107 6,953 26,107: 3,889 8,110
Old : 523,951: 316,434 354,100 25,596 6,862 82,291 20,491 12,492 27,035 22,107 6,953 26,107: 3,889 8,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -65,277: -41,550 -43,692 1,551 -183 -14,391 95 241 -6,946 205 -325 -7,848: 3,607 7,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 67.6 4.9 1.3 15.7 3.9 2.4 5.2 4.2 1.3 5.0: 0.7 1.5
Old : 100.0: 60.4 67.6 4.9 1.3 15.7 3.9 2.4 5.2 4.2 1.3 5.0: 0.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 108: 44 45 6 . 7 8 13 9 18 13 21:
Old : 108: 44 45 6 . 7 8 13 9 18 13 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 : 38.0 37.0 58.6 58.6 12.1 15.2 18.3 20.4
Old : 38.0 37.0 58.6 58.6 12.1 15.2 18.3 20.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,295: 9,945 12,290 885 795 1,435 725 600 95 2,080 0 0: 130 80
Old : 15,295: 9,945 12,290 885 795 1,435 725 600 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 15, 2020 :
: -10: 0 20 50 30 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 80.4 5.8 5.2 9.4 4.7 3.9 0.6 13.6 0.0 0.0: 0.8 0.5
Old : 100.0: 65.0 80.4 5.8 5.2 9.4 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 : 55.0 77.6 80.8 92.5 52.6 68.2 70.8 79.1
Old : 55.0 77.6 80.8 92.5 52.6 68.2 70.8 79.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,881: 7,910 9,175 620 1,360 1,511 435 600 95 2,080 0 0: 230 140
Old : 12,881: 7,910 9,175 620 1,360 1,511 435 600 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 15, 2020 :
: -10: 0 20 0 -20 -10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 71.2 4.8 10.6 11.7 3.4 4.7 0.7 16.1 0.0 0.0: 1.8 1.1
Old : 100.0: 61.4 71.2 4.8 10.6 11.7 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 : 53.9 74.2 82.3 90.2 51.4 61.3 71.7 74.8
Old : 53.9 74.2 82.3 90.2 51.4 61.3 71.7 74.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,445: 7,807 9,015 455 117 283 0 0 0 900 0 0: 0 30
Old : 9,445: 7,807 9,015 455 117 283 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 15, 2020 :
: 714: 334 814 255 -225 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 95.4 4.8 1.2 3.0 0.0 0.0 0.0 9.5 0.0 0.0: 0.0 0.3
Old : 100.0: 82.7 95.4 4.8 1.2 3.0 0.0 0.0 0.0 9.5 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: 20 15 . . . 0 0 0 5 0 0:
Old : 32: 20 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 : 54.1 72.5 76.5 85.2 32.7 43.5 45.1 51.7
Old : 54.1 72.5 76.5 85.2 32.7 43.5 45.1 51.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,448: 66,730 59,399 12,155 13,876 1,805 0 9,327 0 3,690 0 0: 7,068 7,041
Old : 91,448: 66,730 59,399 12,155 13,876 1,805 0 9,327 0 3,690 0 0: 7,068 7,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 380: 380 -100 -300 180 0 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 65.0 13.3 15.2 2.0 0.0 10.2 0.0 4.0 0.0 0.0: 7.7 7.7
Old : 100.0: 73.0 65.0 13.3 15.2 2.0 0.0 10.2 0.0 4.0 0.0 0.0: 7.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 18 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 55.4 84.2 81.9 71.0 53.5 81.4 76.5
Old : 71.8 55.4 84.2 81.9 71.0 53.5 81.4 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,469: 54,668 47,537 10,049 12,000 2,305 0 8,757 0 3,550 0 0: 6,897 6,870
Old : 77,469: 54,668 47,537 10,049 12,000 2,305 0 8,757 0 3,550 0 0: 6,897 6,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 180: 180 -300 -300 180 0 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 61.4 13.0 15.5 3.0 0.0 11.3 0.0 4.6 0.0 0.0: 8.9 8.9
Old : 100.0: 70.6 61.4 13.0 15.5 3.0 0.0 11.3 0.0 4.6 0.0 0.0: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 . . . 0 . 0 . 0 0:
Old : 26: 18 18 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 58.2 83.1 81.7 70.7 55.1 78.3 75.6
Old : 71.5 58.2 83.1 81.7 70.7 55.1 78.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,986: 8,317 14,571 6,358 0 5,555 550 915 0 525 0 0: 4,681 4,945
Old : 25,986: 8,317 14,571 6,358 0 5,555 550 915 0 525 0 0: 4,681 4,945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 450: 0 50 50 0 275 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 56.1 24.5 0.0 21.4 2.1 3.5 0.0 2.0 0.0 0.0: 18.0 19.0
Old : 100.0: 32.0 56.1 24.5 0.0 21.4 2.1 3.5 0.0 2.0 0.0 0.0: 18.0 19.0
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: 12 15 . 0 . . . 0 . 0 0:
Old : 23: 12 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 : 63.7 48.3 74.8 70.8 41.2 37.1 49.4 48.1
Old : 63.7 48.3 74.8 70.8 41.2 37.1 49.4 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,562: 31,527 18,400 3,948 19,816 0 10,775 8,990 2,510 1,575 874 50: 3,177 2,922
Old : 53,562: 31,527 18,400 3,948 19,816 0 10,775 8,990 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 15, 2020 :
: 76: -4 -224 0 0 0 80 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 34.4 7.4 37.0 0.0 20.1 16.8 4.7 2.9 1.6 0.1: 5.9 5.5
Old : 100.0: 58.9 34.4 7.4 37.0 0.0 20.1 16.8 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 : 50.2 70.9 73.1 83.2 41.6 64.1 58.3 70.7
Old : 50.2 70.9 73.1 83.2 41.6 64.1 58.3 70.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 22,738 12,532 5,666 11,070 44 1,625 6,550 2,800 75 324 336: 2,146 1,774
Old : 35,430: 22,738 12,532 5,666 11,070 44 1,625 6,550 2,800 75 324 336: 2,146 1,774
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: -60 -360 0 0 0 0 300 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 35.4 16.0 31.2 0.1 4.6 18.5 7.9 0.2 0.9 0.9: 6.1 5.0
Old : 100.0: 64.2 35.4 16.0 31.2 0.1 4.6 18.5 7.9 0.2 0.9 0.9: 6.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 65.6 80.7 82.2 43.3 60.1 61.5 66.9
Old : 54.6 65.6 80.7 82.2 43.3 60.1 61.5 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,385: 18,805 10,295 6,795 0 845 475 15,575 375 75 0 0: 1,015 1,295
Old : 28,385: 18,805 10,295 6,795 0 845 475 15,575 375 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 15, 2020 :
: 110: 110 30 0 0 0 0 80 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 36.3 23.9 0.0 3.0 1.7 54.9 1.3 0.3 0.0 0.0: 3.6 4.6
Old : 100.0: 66.2 36.3 23.9 0.0 3.0 1.7 54.9 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: 13 13 . 0 . . . . . 0 0:
Old : 20: 13 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 : 64.9 77.6 87.7 89.7 54.9 72.8 73.0 77.2
Old : 64.9 77.6 87.7 89.7 54.9 72.8 73.0 77.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 87,034: 50,424 29,634 3,005 35,740 3,530 14,010 1,055 50 75 1,030 1,070: 14,870 14,925
Old : 87,034: 50,424 29,634 3,005 35,740 3,530 14,010 1,055 50 75 1,030 1,070: 14,870 14,925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 125: 75 85 370 360 0 0 0 0 0 0 0: -320 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 34.0 3.5 41.1 4.1 16.1 1.2 0.1 0.1 1.2 1.2: 17.1 17.1
Old : 100.0: 57.9 34.0 3.5 41.1 4.1 16.1 1.2 0.1 0.1 1.2 1.2: 17.1 17.1
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 : 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 : 55.8 54.1 75.9 69.8 54.3 53.0 62.1 60.9
Old : 55.8 54.1 75.9 69.8 54.3 53.0 62.1 60.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,244: 46,349 28,584 3,020 31,670 3,985 14,740 975 65 0 2,965 315: 14,770 14,685
Old : 83,244: 46,349 28,584 3,020 31,670 3,985 14,740 975 65 0 2,965 315: 14,770 14,685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 60: 60 100 400 360 0 0 0 0 0 0 0: -400 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 34.3 3.6 38.0 4.8 17.7 1.2 0.1 0.0 3.6 0.4: 17.7 17.6
Old : 100.0: 55.7 34.3 3.6 38.0 4.8 17.7 1.2 0.1 0.0 3.6 0.4: 17.7 17.6
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 : 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 : 53.5 51.1 75.2 70.7 52.1 50.4 60.7 61.0
Old : 53.5 51.1 75.2 70.7 52.1 50.4 60.7 61.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330: 4,459 4,209
Old : 30,013: 20,685 5,407 1,952 300 637 0 11,970 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 15, 2020 :
: 0: 0 50 0 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1: 14.9 14.0
Old : 100.0: 68.9 18.0 6.5 1.0 2.1 0.0 39.9 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 60.4 67.1 76.1 47.7 55.2 60.8 66.5
Old : 49.3 60.4 67.1 76.1 47.7 55.2 60.8 66.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 20,785 5,472 1,392 300 1,049 0 11,970 1,225 725 5,410 420: 4,207 3,957
Old : 29,803: 20,785 5,472 1,392 300 1,049 0 11,970 1,225 725 5,410 420: 4,207 3,957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 0: -1 49 0 0 0 0 -50 0 0 0 0: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 18.4 4.7 1.0 3.5 0.0 40.2 4.1 2.4 18.2 1.4: 14.1 13.3
Old : 100.0: 69.7 18.4 4.7 1.0 3.5 0.0 40.2 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 59.4 66.9 75.3 46.9 53.8 59.6 65.2
Old : 49.1 59.4 66.9 75.3 46.9 53.8 59.6 65.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,610: 19,345 57,955 19,975 7,005 60 18,375 0 240 7,485 0 0: 2,130 2,350
Old : 67,610: 19,345 57,955 19,975 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 15, 2020 :
: 30: 0 30 30 0 0 0 0 0 0 0 0: 0 0
: : :
: : 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 92.5 74.9 85.2 91.2 89.9
Old : 76.1 85.6 94.5 92.5 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,363: 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165: 2,770 2,450
Old : 54,363: 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165: 2,770 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 200: 230 -40 -170 0 0 50 0 0 -25 125 -25: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3: 5.1 4.5
Old : 100.0: 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3: 5.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 0 . . .:
Old : 27: 15 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 : 54.8 83.6 73.1 93.7 51.6 83.2 69.7 89.2
Old : 54.8 83.6 73.1 93.7 51.6 83.2 69.7 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,593: 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515: 2,505 2,310
Old : 46,593: 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515: 2,505 2,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 150: 110 -40 -50 0 0 50 0 0 -25 125 -25: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1: 5.4 5.0
Old : 100.0: 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 0 . . .:
Old : 27: 15 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 : 51.5 82.2 72.2 92.6 48.1 81.4 68.5 87.9
Old : 51.5 82.2 72.2 92.6 48.1 81.4 68.5 87.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,900: 33,120 38,325 1,325 655 4,880 4,590 15,340 210 15,530 800 1,225: 6,020 5,465
Old : 66,900: 33,120 38,325 1,325 655 4,880 4,590 15,340 210 15,530 800 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 15, 2020 :
: 120: 0 80 0 0 0 0 120 20 100 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 57.3 2.0 1.0 7.3 6.9 22.9 0.3 23.2 1.2 1.8: 9.0 8.2
Old : 100.0: 49.5 57.3 2.0 1.0 7.3 6.9 22.9 0.3 23.2 1.2 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 61.7 73.9 79.7 54.7 59.8 68.1 73.9
Old : 56.6 61.7 73.9 79.7 54.7 59.8 68.1 73.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,915: 31,495 34,555 1,660 0 5,655 4,315 15,375 175 12,960 800 1,225: 4,430 4,130
Old : 61,915: 31,495 34,555 1,660 0 5,655 4,315 15,375 175 12,960 800 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 15, 2020 :
: 100: 0 50 0 0 0 0 150 0 100 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 55.8 2.7 0.0 9.1 7.0 24.8 0.3 20.9 1.3 2.0: 7.2 6.7
Old : 100.0: 50.9 55.8 2.7 0.0 9.1 7.0 24.8 0.3 20.9 1.3 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 64.9 75.0 81.8 52.1 62.3 65.9 74.3
Old : 54.5 64.9 75.0 81.8 52.1 62.3 65.9 74.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,129: 32,592 22,691 0 17,526 70 18,535 305 3,745 0 10,630 1,355: 2,832 2,807
Old : 59,129: 32,592 22,691 0 17,526 70 18,535 305 3,745 0 10,630 1,355: 2,832 2,807
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 580: 130 400 0 0 0 470 50 0 0 130 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 38.4 0.0 29.6 0.1 31.3 0.5 6.3 0.0 18.0 2.3: 4.8 4.7
Old : 100.0: 55.1 38.4 0.0 29.6 0.1 31.3 0.5 6.3 0.0 18.0 2.3: 4.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 11 0 . . . . . 0 . .:
Old : 31: 20 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 : 57.7 67.5 78.8 86.5 54.3 59.7 67.9 73.4
Old : 57.7 67.5 78.8 86.5 54.3 59.7 67.9 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,294: 28,496 19,946 0 14,865 70 13,640 330 3,720 0 7,130 1,490: 2,878 2,743
Old : 50,294: 28,496 19,946 0 14,865 70 13,640 330 3,720 0 7,130 1,490: 2,878 2,743
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 470: 130 400 0 0 0 470 50 0 0 130 -110: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 39.7 0.0 29.6 0.1 27.1 0.7 7.4 0.0 14.2 3.0: 5.7 5.5
Old : 100.0: 56.7 39.7 0.0 29.6 0.1 27.1 0.7 7.4 0.0 14.2 3.0: 5.7 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 : 30: 20 10 0 . . . . . 0 . .:
Old : 30: 20 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 : 57.1 62.9 76.6 85.3 49.8 54.2 64.2 69.4
Old : 57.1 62.9 76.6 85.3 49.8 54.2 64.2 69.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,169: 100,360 80,035 18,917 1,275 7,184 120 28,763 7,390 800 10,220 2,830: 48,568 48,472
Old : 186,169: 100,360 80,035 18,917 1,275 7,184 120 28,763 7,390 800 10,220 2,830: 48,568 48,472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -255: 75 -200 170 0 -70 -130 320 -350 -100 -105 -30: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 43.0 10.2 0.7 3.9 0.1 15.4 4.0 0.4 5.5 1.5: 26.1 26.0
Old : 100.0: 53.9 43.0 10.2 0.7 3.9 0.1 15.4 4.0 0.4 5.5 1.5: 26.1 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 28 . . . . . . . 4 .:
Old : 44: 25 28 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 33.3 58.7 51.6 38.3 29.2 48.7 43.8
Old : 44.5 33.3 58.7 51.6 38.3 29.2 48.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,109: 77,924 65,746 17,079 60 6,034 30 22,893 7,240 800 7,275 3,685: 42,317 42,176
Old : 155,109: 77,924 65,746 17,079 60 6,034 30 22,893 7,240 800 7,275 3,685: 42,317 42,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -910: -535 -1,000 50 0 0 -100 420 -350 -100 -105 -30: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 42.4 11.0 0.0 3.9 0.0 14.8 4.7 0.5 4.7 2.4: 27.3 27.2
Old : 100.0: 50.2 42.4 11.0 0.0 3.9 0.0 14.8 4.7 0.5 4.7 2.4: 27.3 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 29 . . . . . . . 4 .:
Old : 44: 24 29 . . . . . . . 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 : 40.4 35.5 53.6 51.5 34.3 31.1 44.3 41.3
Old : 40.4 35.5 53.6 51.5 34.3 31.1 44.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,096: 23,485 35,060 18,206 6,146 8,020 1,320 0 7,450 0 1,865 0: 4,615 4,555
Old : 63,096: 23,485 35,060 18,206 6,146 8,020 1,320 0 7,450 0 1,865 0: 4,615 4,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -15: 0 500 600 100 -700 0 0 0 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 55.6 28.9 9.7 12.7 2.1 0.0 11.8 0.0 3.0 0.0: 7.3 7.2
Old : 100.0: 37.2 55.6 28.9 9.7 12.7 2.1 0.0 11.8 0.0 3.0 0.0: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 80.6 76.4 45.1 38.0 54.2 52.7
Old : 61.1 46.3 80.6 76.4 45.1 38.0 54.2 52.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,525: 22,650 29,810 11,281 4,316 6,029 1,505 0 7,625 0 1,490 0: 5,435 5,255
Old : 54,525: 22,650 29,810 11,281 4,316 6,029 1,505 0 7,625 0 1,490 0: 5,435 5,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 75: 0 500 600 100 -565 0 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 54.7 20.7 7.9 11.1 2.8 0.0 14.0 0.0 2.7 0.0: 10.0 9.6
Old : 100.0: 41.5 54.7 20.7 7.9 11.1 2.8 0.0 14.0 0.0 2.7 0.0: 10.0 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 45.8 71.6 76.2 38.6 35.6 47.7 49.6
Old : 53.3 45.8 71.6 76.2 38.6 35.6 47.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,450: 23,790 21,180 250 6,650 4,715 5,650 3,670 4,985 1,540 0 140: 4,380 4,110
Old : 45,450: 23,790 21,180 250 6,650 4,715 5,650 3,670 4,985 1,540 0 140: 4,380 4,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: -130: 50 150 0 0 0 0 -100 0 0 0 0: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 46.6 0.6 14.6 10.4 12.4 8.1 11.0 3.4 0.0 0.3: 9.6 9.0
Old : 100.0: 52.3 46.6 0.6 14.6 10.4 12.4 8.1 11.0 3.4 0.0 0.3: 9.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 59.8 48.7 78.0 72.7 42.7 34.8 53.0 50.6
Old : 59.8 48.7 78.0 72.7 42.7 34.8 53.0 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, December 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,925: 19,865 32,175 0 6,895 5,070 20,675 3,280 3,675 1,540 0 140: 3,960 3,690
Old : 54,925: 19,865 32,175 0 6,895 5,070 20,675 3,280 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 15, 2020 :
: 80: -100 180 0 0 0 180 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 58.6 0.0 12.6 9.2 37.6 6.0 6.7 2.8 0.0 0.3: 7.2 6.7
Old : 100.0: 36.2 58.6 0.0 12.6 9.2 37.6 6.0 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 : 72.6 49.8 86.5 73.8 53.3 32.4 56.6 49.3
Old : 72.6 49.8 86.5 73.8 53.3 32.4 56.6 49.3
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 199,660: 109,201 130,397 5,368 8,415 25,775 26,625 200 5,755 100 2,092 958: 25,878 26,068
Old : 199,660: 109,201 130,397 5,368 8,415 25,775 26,625 200 5,755 100 2,092 958: 25,878 26,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 3,665: -1,570 6,238 3,817 1,100 -2,967 5,200 0 0 -175 25 45: -684 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 65.3 2.7 4.2 12.9 13.3 0.1 2.9 0.0 1.0 0.5: 13.0 13.1
Old : 100.0: 54.7 65.3 2.7 4.2 12.9 13.3 0.1 2.9 0.0 1.0 0.5: 13.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 27 26 . . 4 . . . . 4 .:
Old : 43: 27 26 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 45.9 63.8 66.0 35.7 34.0 47.1 46.1
Old : 45.9 45.9 63.8 66.0 35.7 34.0 47.1 46.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,415: 79,535 100,090 422 1,700 23,647 23,690 100 6,870 0 1,642 475: 19,776 19,891
Old : 154,415: 79,535 100,090 422 1,700 23,647 23,690 100 6,870 0 1,642 475: 19,776 19,891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2020 :
: 11,100: 3,490 8,115 -1,320 -520 2,965 5,300 0 0 0 -125 -25: 690 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 64.8 0.3 1.1 15.3 15.3 0.1 4.4 0.0 1.1 0.3: 12.8 12.9
Old : 100.0: 51.5 64.8 0.3 1.1 15.3 15.3 0.1 4.4 0.0 1.1 0.3: 12.8 12.9
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 : 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 : 47.7 41.9 65.8 61.2 36.7 34.0 46.3 42.9
Old : 47.7 41.9 65.8 61.2 36.7 34.0 46.3 42.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 15, 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: 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 28, 2020