COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,477: 10,974 7,716 0 1,778 717 0 0 0 487 1,881 1,551: 748 834
Old : 14,477: 10,974 7,716 0 1,778 717 0 0 0 487 1,881 1,551: 748 834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 53.3 0.0 12.3 5.0 0.0 0.0 0.0 3.4 13.0 10.7: 5.2 5.8
Old : 100.0: 75.8 53.3 0.0 12.3 5.0 0.0 0.0 0.0 3.4 13.0 10.7: 5.2 5.8
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 : 21: 11 9 0 . . 0 0 0 4 . 4:
Old : 21: 11 9 0 . . 0 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 : 56.7 51.1 79.9 74.8 43.5 38.6 54.6 52.9
Old : 56.7 51.1 79.9 74.8 43.5 38.6 54.6 52.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,834: 21,584 26,370 2,119 935 3,264 560 300 793 4,429 1,092 1,080: 5 0
Old : 33,834: 21,584 26,370 2,119 935 3,264 560 300 793 4,429 1,092 1,080: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 538: -832 -763 -732 325 658 32 0 43 1,234 125 150: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 77.9 6.3 2.8 9.6 1.7 0.9 2.3 13.1 3.2 3.2: 0.0 0.0
Old : 100.0: 63.8 77.9 6.3 2.8 9.6 1.7 0.9 2.3 13.1 3.2 3.2: 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 : 40: 20 22 . . . . . . 4 5 5:
Old : 40: 20 22 . . . . . . 4 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 : 38.8 54.7 62.6 73.8 32.9 46.6 48.6 55.9
Old : 38.8 54.7 62.6 73.8 32.9 46.6 48.6 55.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 32,658: 25,672 23,641 0 4,277 1,580 115 0 300 3,165 1,035 1,825: 1 0
Old : 32,658: 25,672 23,641 0 4,277 1,580 115 0 300 3,165 1,035 1,825: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 1,791: 560 1,435 0 101 480 0 0 0 375 -600 375: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 72.4 0.0 13.1 4.8 0.4 0.0 0.9 9.7 3.2 5.6: 0.0 0.0
Old : 100.0: 78.6 72.4 0.0 13.1 4.8 0.4 0.0 0.9 9.7 3.2 5.6: 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 : 34: 18 16 0 . . . 0 . . 5 6:
Old : 34: 18 16 0 . . . 0 . . 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 65.6 71.1 83.7 49.4 55.6 64.2 71.1
Old : 50.5 65.6 71.1 83.7 49.4 55.6 64.2 71.1
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 131,307: 91,705 97,648 2,110 14,339 12,595 16,689 1,455 633 5,544 3,042 1,275: 756 320
Old : 131,307: 91,705 97,648 2,110 14,339 12,595 16,689 1,455 633 5,544 3,042 1,275: 756 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,485: -3,759 -3,392 9 -796 470 -829 -70 -27 66 -7 -513: 98 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 74.4 1.6 10.9 9.6 12.7 1.1 0.5 4.2 2.3 1.0: 0.6 0.2
Old : 100.0: 69.8 74.4 1.6 10.9 9.6 12.7 1.1 0.5 4.2 2.3 1.0: 0.6 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 : 62: 28 32 . 4 5 7 4 . 6 5 6:
Old : 62: 28 32 . 4 5 7 4 . 6 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 39.0 63.8 58.9 35.6 27.0 44.8 41.1
Old : 47.4 39.0 63.8 58.9 35.6 27.0 44.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,272: 43,904 40,187 1,485 10,063 4,008 4,318 300 51 1,361 458 2,145: 0 60
Old : 57,272: 43,904 40,187 1,485 10,063 4,008 4,318 300 51 1,361 458 2,145: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,091: -3,003 -2,788 -250 -93 -382 668 -60 -69 -250 91 195: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 70.2 2.6 17.6 7.0 7.5 0.5 0.1 2.4 0.8 3.7: 0.0 0.1
Old : 100.0: 76.7 70.2 2.6 17.6 7.0 7.5 0.5 0.1 2.4 0.8 3.7: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 21 . . . . . . 6 . 6:
Old : 42: 21 21 . . . . . . 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 : 62.9 75.8 81.6 90.5 61.5 61.0 71.1 72.2
Old : 62.9 75.8 81.6 90.5 61.5 61.0 71.1 72.2
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 32,210: 30,501 24,485 570 4,877 564 0 555 0 375 1,529 200: 0 0
Old : 32,210: 30,501 24,485 570 4,877 564 0 555 0 375 1,529 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,552: -1,548 -1,425 -54 -102 0 0 0 0 0 -75 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 76.0 1.8 15.1 1.8 0.0 1.7 0.0 1.2 4.7 0.6: 0.0 0.0
Old : 100.0: 94.7 76.0 1.8 15.1 1.8 0.0 1.7 0.0 1.2 4.7 0.6: 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 : 24: 12 10 . . . 0 . 0 . 4 .:
Old : 24: 12 10 . . . 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 : 80.5 83.4 95.7 93.7 75.3 70.5 81.0 78.6
Old : 80.5 83.4 95.7 93.7 75.3 70.5 81.0 78.6
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,278: 27,948 18,209 2,878 20,968 2,978 13,686 100 50 418 5,588 988: 332 397
Old : 49,278: 27,948 18,209 2,878 20,968 2,978 13,686 100 50 418 5,588 988: 332 397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,203: -506 -183 341 -561 -293 -200 100 0 -216 234 -309: -20 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 37.0 5.8 42.6 6.0 27.8 0.2 0.1 0.8 11.3 2.0: 0.7 0.8
Old : 100.0: 56.7 37.0 5.8 42.6 6.0 27.8 0.2 0.1 0.8 11.3 2.0: 0.7 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 : 34: 16 18 . 4 5 . . . . . .:
Old : 34: 16 18 . 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 : 50.1 66.1 71.6 81.3 47.2 58.9 63.5 70.0
Old : 50.1 66.1 71.6 81.3 47.2 58.9 63.5 70.0
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,256: 36,781 22,348 1,762 30,005 3,425 18,177 835 50 552 4,697 1,569: 940 327
Old : 63,256: 36,781 22,348 1,762 30,005 3,425 18,177 835 50 552 4,697 1,569: 940 327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,441: -813 -680 -225 -1,560 -156 -668 110 0 -411 389 -339: 171 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 35.3 2.8 47.4 5.4 28.7 1.3 0.1 0.9 7.4 2.5: 1.5 0.5
Old : 100.0: 58.1 35.3 2.8 47.4 5.4 28.7 1.3 0.1 0.9 7.4 2.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 19 . 5 4 4 . . . . .:
Old : 39: 19 19 . 5 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 : 57.4 61.7 74.6 81.1 56.6 54.8 69.7 67.4
Old : 57.4 61.7 74.6 81.1 56.6 54.8 69.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,541: 42,972 32,137 11,034 23,108 4,081 0 25 0 1,264 486 1,704: 486 0
Old : 61,541: 42,972 32,137 11,034 23,108 4,081 0 25 0 1,264 486 1,704: 486 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,070: -3,066 -2,405 -577 -813 -35 0 -25 0 -180 -187 -120: -92 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 52.2 17.9 37.5 6.6 0.0 0.0 0.0 2.1 0.8 2.8: 0.8 0.0
Old : 100.0: 69.8 52.2 17.9 37.5 6.6 0.0 0.0 0.0 2.1 0.8 2.8: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 21 4 . 4 0 . 0 . . .:
Old : 41: 21 21 4 . 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 : 43.7 64.0 68.6 83.1 41.5 63.8 60.5 76.9
Old : 43.7 64.0 68.6 83.1 41.5 63.8 60.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 82,282: 56,939 33,877 20,137 44,143 1,314 0 25 0 1,225 702 2,151: 516 70
Old : 82,282: 56,939 33,877 20,137 44,143 1,314 0 25 0 1,225 702 2,151: 516 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,903: -3,339 -2,516 80 -617 0 0 -25 0 -344 -205 -35: -265 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 41.2 24.5 53.6 1.6 0.0 0.0 0.0 1.5 0.9 2.6: 0.6 0.1
Old : 100.0: 69.2 41.2 24.5 53.6 1.6 0.0 0.0 0.0 1.5 0.9 2.6: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 17 4 . . 0 . 0 . . .:
Old : 42: 23 17 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 : 42.0 67.7 65.4 83.5 41.2 67.5 61.8 80.9
Old : 42.0 67.7 65.4 83.5 41.2 67.5 61.8 80.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,970: 22,721 29,857 8,679 896 2,323 0 0 0 0 0 0: 247 894
Old : 33,970: 22,721 29,857 8,679 896 2,323 0 0 0 0 0 0: 247 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,540: -2,313 -2,540 -36 346 -346 0 0 0 -75 -195 0: 230 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 87.9 25.5 2.6 6.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 2.6
Old : 100.0: 66.9 87.9 25.5 2.6 6.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 . . . 0 0 0 0 0 0:
Old : 22: 13 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 76.9 89.6 91.3 68.6 72.6 80.7 80.7
Old : 75.3 76.9 89.6 91.3 68.6 72.6 80.7 80.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,962: 24,106 14,775 0 10,501 1,945 0 600 0 1,560 100 0: 351 41
Old : 27,962: 24,106 14,775 0 10,501 1,945 0 600 0 1,560 100 0: 351 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -895: -895 -777 0 -36 0 0 0 0 0 -50 0: 0 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 52.8 0.0 37.6 7.0 0.0 2.1 0.0 5.6 0.4 0.0: 1.3 0.1
Old : 100.0: 86.2 52.8 0.0 37.6 7.0 0.0 2.1 0.0 5.6 0.4 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 0 . . 0 . 0 . . 0:
Old : 24: 15 15 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 62.1 80.1 86.2 37.7 44.8 52.6 54.9
Old : 59.0 62.1 80.1 86.2 37.7 44.8 52.6 54.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,011: 76,014 76,821 200 7,904 6,779 7,000 787 80 4,051 2,105 2,420: 467 115
Old : 97,011: 76,014 76,821 200 7,904 6,779 7,000 787 80 4,051 2,105 2,420: 467 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,751: -1,292 -825 -85 -239 -295 -231 25 -4 108 -450 54: -6 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 79.2 0.2 8.1 7.0 7.2 0.8 0.1 4.2 2.2 2.5: 0.5 0.1
Old : 100.0: 78.4 79.2 0.2 8.1 7.0 7.2 0.8 0.1 4.2 2.2 2.5: 0.5 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 : 69: 37 34 . . . 5 5 . 8 6 10:
Old : 69: 37 34 . . . 5 5 . 8 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 40.9 58.3 67.7 30.2 32.5 41.8 49.2
Old : 40.9 40.9 58.3 67.7 30.2 32.5 41.8 49.2
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,111: 12,836 15,964 3,211 650 957 0 0 0 75 0 0: 1,032 540
Old : 18,111: 12,836 15,964 3,211 650 957 0 0 0 75 0 0: 1,032 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 636: 11 724 663 0 -63 0 0 0 25 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 88.1 17.7 3.6 5.3 0.0 0.0 0.0 0.4 0.0 0.0: 5.7 3.0
Old : 100.0: 70.9 88.1 17.7 3.6 5.3 0.0 0.0 0.0 0.4 0.0 0.0: 5.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . 0 0 0 . 0 0:
Old : 20: 10 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 73.7 88.6 91.9 63.6 73.7 80.1 84.1
Old : 70.8 73.7 88.6 91.9 63.6 73.7 80.1 84.1
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,090: 53,520 46,088 0 9,320 2,160 2,368 0 0 1,150 1,600 250: 642 672
Old : 60,090: 53,520 46,088 0 9,320 2,160 2,368 0 0 1,150 1,600 250: 642 672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,622: -1,977 -3,226 0 1,025 -1,385 0 0 0 -510 75 -100: 350 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 76.7 0.0 15.5 3.6 3.9 0.0 0.0 1.9 2.7 0.4: 1.1 1.1
Old : 100.0: 89.1 76.7 0.0 15.5 3.6 3.9 0.0 0.0 1.9 2.7 0.4: 1.1 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 : 30: 19 17 0 . . . 0 0 . . .:
Old : 30: 19 17 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.8 74.8 78.8 50.3 43.0 64.0 62.3
Old : 55.9 51.8 74.8 78.8 50.3 43.0 64.0 62.3
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 38,745: 29,473 33,980 6,204 1,035 2,934 0 0 0 100 0 0: 34 796
Old : 38,745: 29,473 33,980 6,204 1,035 2,934 0 0 0 100 0 0: 34 796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,655: -1,360 -1,600 115 275 -275 0 0 0 -125 -135 0: -10 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 87.7 16.0 2.7 7.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.1 2.1
Old : 100.0: 76.1 87.7 16.0 2.7 7.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.1 2.1
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 : 28: 19 15 . . . 0 0 0 . 0 0:
Old : 28: 19 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 72.2 82.8 89.8 54.9 65.6 67.0 70.5
Old : 62.9 72.2 82.8 89.8 54.9 65.6 67.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,568: 36,891 25,763 0 9,949 3,014 267 1,495 0 0 296 0: 396 51
Old : 40,568: 36,891 25,763 0 9,949 3,014 267 1,495 0 0 296 0: 396 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,110: -704 -1,113 0 416 -304 -50 -25 0 -10 -94 -20: -22 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 63.5 0.0 24.5 7.4 0.7 3.7 0.0 0.0 0.7 0.0: 1.0 0.1
Old : 100.0: 90.9 63.5 0.0 24.5 7.4 0.7 3.7 0.0 0.0 0.7 0.0: 1.0 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 18 0 . . . 4 0 0 . 0:
Old : 32: 18 18 0 . . . 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 : 58.7 69.2 82.2 85.2 47.4 61.5 64.1 68.4
Old : 58.7 69.2 82.2 85.2 47.4 61.5 64.1 68.4
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,948: 41,563 50,678 6,871 470 2,500 0 0 0 2,131 0 60: 823 240
Old : 53,948: 41,563 50,678 6,871 470 2,500 0 0 0 2,131 0 60: 823 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,799: -2,888 -3,694 -545 -50 0 0 0 0 -36 0 -25: -305 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 93.9 12.7 0.9 4.6 0.0 0.0 0.0 4.0 0.0 0.1: 1.5 0.4
Old : 100.0: 77.0 93.9 12.7 0.9 4.6 0.0 0.0 0.0 4.0 0.0 0.1: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . . . 0 0 0 . 0 .:
Old : 28: 17 11 . . . 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 : 53.7 92.6 77.4 97.9 52.3 89.8 74.3 90.7
Old : 53.7 92.6 77.4 97.9 52.3 89.8 74.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,331: 46,588 51,151 5,993 4,215 2,535 0 0 0 2,415 0 240: 560 190
Old : 58,331: 46,588 51,151 5,993 4,215 2,535 0 0 0 2,415 0 240: 560 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,449: -2,676 -3,268 -294 90 -120 0 -135 0 -63 0 -21: -275 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 87.7 10.3 7.2 4.3 0.0 0.0 0.0 4.1 0.0 0.4: 1.0 0.3
Old : 100.0: 79.9 87.7 10.3 7.2 4.3 0.0 0.0 0.0 4.1 0.0 0.4: 1.0 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: 18 12 . 4 5 0 0 0 4 0 .:
Old : 32: 18 12 . 4 5 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 87.5 73.5 94.8 45.4 84.3 69.6 88.2
Old : 48.6 87.5 73.5 94.8 45.4 84.3 69.6 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,490: 67,336 78,016 12,047 4,526 1,807 0 0 0 3,111 0 1,833: 356 308
Old : 86,490: 67,336 78,016 12,047 4,526 1,807 0 0 0 3,111 0 1,833: 356 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,591: -3,692 -2,866 -62 232 -248 0 -690 0 408 -72 -185: 188 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 90.2 13.9 5.2 2.1 0.0 0.0 0.0 3.6 0.0 2.1: 0.4 0.4
Old : 100.0: 77.9 90.2 13.9 5.2 2.1 0.0 0.0 0.0 3.6 0.0 2.1: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 20 5 . . 0 0 0 4 0 .:
Old : 35: 17 20 5 . . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 61.1 74.6 88.1 56.0 59.7 71.2 83.5
Old : 57.5 61.1 74.6 88.1 56.0 59.7 71.2 83.5
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,558: 78,913 91,426 13,010 4,537 3,042 456 1,021 145 4,304 137 3,046: 642 204
Old : 103,558: 78,913 91,426 13,010 4,537 3,042 456 1,021 145 4,304 137 3,046: 642 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -4,034: -3,924 -3,524 -307 308 -238 2 47 0 679 -311 -424: 178 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 88.3 12.6 4.4 2.9 0.4 1.0 0.1 4.2 0.1 2.9: 0.6 0.2
Old : 100.0: 76.2 88.3 12.6 4.4 2.9 0.4 1.0 0.1 4.2 0.1 2.9: 0.6 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 : 54: 20 25 5 . 4 . 5 . 5 . 7:
Old : 54: 20 25 5 . 4 . 5 . 5 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 52.1 71.0 77.8 53.8 52.1 67.3 73.2
Old : 55.3 52.1 71.0 77.8 53.8 52.1 67.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,979: 36,878 50,023 16,313 398 1,270 0 3,624 0 1,114 205 384: 20 75
Old : 55,979: 36,878 50,023 16,313 398 1,270 0 3,624 0 1,114 205 384: 20 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,052: -2,386 -2,520 -1,012 46 35 0 -799 0 98 -57 213: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 89.4 29.1 0.7 2.3 0.0 6.5 0.0 2.0 0.4 0.7: 0.0 0.1
Old : 100.0: 65.9 89.4 29.1 0.7 2.3 0.0 6.5 0.0 2.0 0.4 0.7: 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 : 30: 16 11 . . . 0 . 0 4 . 4:
Old : 30: 16 11 . . . 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 : 81.1 85.7 91.0 93.4 78.8 83.0 86.0 88.3
Old : 81.1 85.7 91.0 93.4 78.8 83.0 86.0 88.3
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 44,145: 28,876 41,720 14,825 231 69 0 225 0 300 1,825 75: 0 0
Old : 44,145: 28,876 41,720 14,825 231 69 0 225 0 300 1,825 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,850: -1,995 -2,240 285 155 -140 0 0 0 -75 300 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 94.5 33.6 0.5 0.2 0.0 0.5 0.0 0.7 4.1 0.2: 0.0 0.0
Old : 100.0: 65.4 94.5 33.6 0.5 0.2 0.0 0.5 0.0 0.7 4.1 0.2: 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: 11 10 . . . 0 . 0 . 5 .:
Old : 27: 11 10 . . . 0 . 0 . 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 : 86.6 92.9 95.9 97.3 86.6 89.6 94.1 93.9
Old : 86.6 92.9 95.9 97.3 86.6 89.6 94.1 93.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,911: 35,179 43,782 10,452 456 8,501 0 470 0 442 1,570 132: 205 0
Old : 54,911: 35,179 43,782 10,452 456 8,501 0 470 0 442 1,570 132: 205 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -996: 671 -653 -1,229 35 -216 -150 0 -70 -31 54 -66: 95 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 79.7 19.0 0.8 15.5 0.0 0.9 0.0 0.8 2.9 0.2: 0.4 0.0
Old : 100.0: 64.1 79.7 19.0 0.8 15.5 0.0 0.9 0.0 0.8 2.9 0.2: 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: 18 16 5 . 4 0 . 0 . . .:
Old : 32: 18 16 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 : 54.0 75.3 77.9 88.4 45.1 56.1 57.3 60.8
Old : 54.0 75.3 77.9 88.4 45.1 56.1 57.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,234: 44,721 48,169 11,695 5,439 3,402 1,280 3,992 35 946 1,585 133: 1,022 479
Old : 63,234: 44,721 48,169 11,695 5,439 3,402 1,280 3,992 35 946 1,585 133: 1,022 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -193: 566 -326 -662 1,086 -1,103 1,090 -25 0 -15 152 -163: 94 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 76.2 18.5 8.6 5.4 2.0 6.3 0.1 1.5 2.5 0.2: 1.6 0.8
Old : 100.0: 70.7 76.2 18.5 8.6 5.4 2.0 6.3 0.1 1.5 2.5 0.2: 1.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 16 . . 4 . . . . . .:
Old : 36: 18 16 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 76.3 78.5 87.6 58.5 65.8 72.1 74.4
Old : 58.6 76.3 78.5 87.6 58.5 65.8 72.1 74.4
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,355: 10,964 19,767 11,635 307 891 160 2,449 0 50 475 350: 305 116
Old : 24,355: 10,964 19,767 11,635 307 891 160 2,449 0 50 475 350: 305 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,051: -573 -609 -659 0 23 160 -65 0 0 -298 186: -188 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 81.2 47.8 1.3 3.7 0.7 10.1 0.0 0.2 2.0 1.4: 1.3 0.5
Old : 100.0: 45.0 81.2 47.8 1.3 3.7 0.7 10.1 0.0 0.2 2.0 1.4: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . . . . . 0 . . .:
Old : 26: 11 12 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 70.5 89.4 88.6 71.8 69.2 87.0 84.9
Old : 73.3 70.5 89.4 88.6 71.8 69.2 87.0 84.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 21,758: 9,812 19,318 10,784 390 727 0 495 0 50 790 0: 385 38
Old : 21,758: 9,812 19,318 10,784 390 727 0 495 0 50 790 0: 385 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,198: -428 -963 -562 0 0 0 0 0 0 -15 0: -208 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 88.8 49.6 1.8 3.3 0.0 2.3 0.0 0.2 3.6 0.0: 1.8 0.2
Old : 100.0: 45.1 88.8 49.6 1.8 3.3 0.0 2.3 0.0 0.2 3.6 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 : 22: 11 10 4 . . 0 . 0 . . 0:
Old : 22: 11 10 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 : 72.4 78.5 90.1 93.9 70.7 76.6 88.4 90.4
Old : 72.4 78.5 90.1 93.9 70.7 76.6 88.4 90.4
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,683: 21,661 18,166 2,110 5,878 257 436 168 100 1,090 899 606: 423 609
Old : 26,683: 21,661 18,166 2,110 5,878 257 436 168 100 1,090 899 606: 423 609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,540: -1,125 -1,316 -50 111 -131 -40 -65 0 102 -20 -107: -189 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 68.1 7.9 22.0 1.0 1.6 0.6 0.4 4.1 3.4 2.3: 1.6 2.3
Old : 100.0: 81.2 68.1 7.9 22.0 1.0 1.6 0.6 0.4 4.1 3.4 2.3: 1.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 15 . . . . . . . . .:
Old : 28: 13 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 66.4 82.4 84.8 62.4 66.4 78.7 77.9
Old : 64.5 66.4 82.4 84.8 62.4 66.4 78.7 77.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 16,584: 12,974 14,826 1,754 300 63 0 0 0 816 948 162: 815 285
Old : 16,584: 12,974 14,826 1,754 300 63 0 0 0 816 948 162: 815 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,378: -1,205 -982 -112 10 -10 0 -75 -120 155 -46 -155: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 89.4 10.6 1.8 0.4 0.0 0.0 0.0 4.9 5.7 1.0: 4.9 1.7
Old : 100.0: 78.2 89.4 10.6 1.8 0.4 0.0 0.0 0.0 4.9 5.7 1.0: 4.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . . . 0 0 0 . . .:
Old : 21: 12 8 . . . 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 : 63.2 86.9 80.8 96.1 63.2 86.1 80.3 93.8
Old : 63.2 86.9 80.8 96.1 63.2 86.1 80.3 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,531: 38,289 23,421 6,484 18,021 750 2,590 5,028 155 1,667 2,432 1,414: 182 310
Old : 51,531: 38,289 23,421 6,484 18,021 750 2,590 5,028 155 1,667 2,432 1,414: 182 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,055: -1,649 -1,608 -195 -795 0 -30 -263 0 -198 417 -19: 36 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 45.5 12.6 35.0 1.5 5.0 9.8 0.3 3.2 4.7 2.7: 0.4 0.6
Old : 100.0: 74.3 45.5 12.6 35.0 1.5 5.0 9.8 0.3 3.2 4.7 2.7: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 18 18 . . 4 . . . . 4 4:
Old : 40: 18 18 . . 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 : 54.6 71.2 73.2 83.1 47.9 54.8 63.4 64.6
Old : 54.6 71.2 73.2 83.1 47.9 54.8 63.4 64.6
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,682: 25,200 9,227 1,797 15,487 902 700 2,820 0 435 686 1,305: 343 255
Old : 30,682: 25,200 9,227 1,797 15,487 902 700 2,820 0 435 686 1,305: 343 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,369: -1,188 -918 -7 -476 -13 0 -150 0 -75 205 68: -154 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 30.1 5.9 50.5 2.9 2.3 9.2 0.0 1.4 2.2 4.3: 1.1 0.8
Old : 100.0: 82.1 30.1 5.9 50.5 2.9 2.3 9.2 0.0 1.4 2.2 4.3: 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 : 31: 15 15 . . . . . 0 . . .:
Old : 31: 15 15 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 73.7 79.8 85.5 61.9 72.4 73.4 81.4
Old : 67.0 73.7 79.8 85.5 61.9 72.4 73.4 81.4
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,811: 4,357 16,422 10,471 0 120 0 67 0 1,748 75 100: 15 27
Old : 16,811: 4,357 16,422 10,471 0 120 0 67 0 1,748 75 100: 15 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 125: 0 125 50 0 0 0 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 97.7 62.3 0.0 0.7 0.0 0.4 0.0 10.4 0.4 0.6: 0.1 0.2
Old : 100.0: 25.9 97.7 62.3 0.0 0.7 0.0 0.4 0.0 10.4 0.4 0.6: 0.1 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 : 26: 14 14 . 0 . 0 . 0 . . .:
Old : 26: 14 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 86.1 89.8 94.5 70.6 82.6 87.7 89.9
Old : 71.7 86.1 89.8 94.5 70.6 82.6 87.7 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 21,641: 5,772 21,541 13,034 0 0 0 0 0 2,660 0 100: 75 0
Old : 21,641: 5,772 21,541 13,034 0 0 0 0 0 2,660 0 100: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: 25: 100 25 -75 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 99.5 60.2 0.0 0.0 0.0 0.0 0.0 12.3 0.0 0.5: 0.3 0.0
Old : 100.0: 26.7 99.5 60.2 0.0 0.0 0.0 0.0 0.0 12.3 0.0 0.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 . 0 0 0 0 0 5 0 .:
Old : 24: 12 11 . 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 : 69.8 93.5 89.8 98.4 69.6 92.0 89.6 95.7
Old : 69.8 93.5 89.8 98.4 69.6 92.0 89.6 95.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,086: 5,534 6,180 2,133 2,055 1,191 35 50 10 780 400 100: 303 100
Old : 10,086: 5,534 6,180 2,133 2,055 1,191 35 50 10 780 400 100: 303 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -543: -155 -385 -202 180 -18 -40 0 0 80 0 -105: -103 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 61.3 21.1 20.4 11.8 0.3 0.5 0.1 7.7 4.0 1.0: 3.0 1.0
Old : 100.0: 54.9 61.3 21.1 20.4 11.8 0.3 0.5 0.1 7.7 4.0 1.0: 3.0 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 : 24: 10 8 . . 4 . . . . . .:
Old : 24: 10 8 . . 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 : 54.3 59.8 79.2 87.5 42.8 56.7 65.2 77.9
Old : 54.3 59.8 79.2 87.5 42.8 56.7 65.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,419: 5,000 5,425 2,070 2,105 1,234 45 50 0 600 300 205: 265 100
Old : 9,419: 5,000 5,425 2,070 2,105 1,234 45 50 0 600 300 205: 265 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -447: -100 -290 -233 180 -7 -15 0 0 80 0 -105: -67 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 57.6 22.0 22.3 13.1 0.5 0.5 0.0 6.4 3.2 2.2: 2.8 1.1
Old : 100.0: 53.1 57.6 22.0 22.3 13.1 0.5 0.5 0.0 6.4 3.2 2.2: 2.8 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 : 23: 10 7 . . 4 . . 0 . . .:
Old : 23: 10 7 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 66.9 78.4 89.1 42.8 62.9 61.9 74.8
Old : 54.6 66.9 78.4 89.1 42.8 62.9 61.9 74.8
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,944: 17,425 45,319 26,075 180 1,250 0 0 0 1,815 0 2,185: 194 10
Old : 48,944: 17,425 45,319 26,075 180 1,250 0 0 0 1,815 0 2,185: 194 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,311: -1,025 -1,971 -790 150 -90 -50 0 0 165 0 -265: -256 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 92.6 53.3 0.4 2.6 0.0 0.0 0.0 3.7 0.0 4.5: 0.4 0.0
Old : 100.0: 35.6 92.6 53.3 0.4 2.6 0.0 0.0 0.0 3.7 0.0 4.5: 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 : 29: 15 11 . . . 0 0 0 4 0 .:
Old : 29: 15 11 . . . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 76.1 88.6 90.9 71.6 74.8 80.5 85.7
Old : 76.9 76.1 88.6 90.9 71.6 74.8 80.5 85.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,329: 18,110 45,707 25,760 180 1,250 25 0 0 1,820 0 2,160: 204 32
Old : 49,329: 18,110 45,707 25,760 180 1,250 25 0 0 1,820 0 2,160: 204 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,316: -985 -2,078 -365 150 -90 -50 0 0 115 0 -215: -726 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 92.7 52.2 0.4 2.5 0.1 0.0 0.0 3.7 0.0 4.4: 0.4 0.1
Old : 100.0: 36.7 92.7 52.2 0.4 2.5 0.1 0.0 0.0 3.7 0.0 4.4: 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 : 30: 14 10 . . . . 0 0 5 0 .:
Old : 30: 14 10 . . . . 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 : 75.0 75.2 86.9 91.1 70.3 74.0 79.8 85.5
Old : 75.0 75.2 86.9 91.1 70.3 74.0 79.8 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,579: 81,574 83,976 20,972 11,442 4,764 101 1,515 880 1,300 7,236 569: 419 197
Old : 110,579: 81,574 83,976 20,972 11,442 4,764 101 1,515 880 1,300 7,236 569: 419 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -5,811: -4,080 -2,656 513 332 -1,604 101 -218 -76 -110 -288 -439: -116 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 75.9 19.0 10.3 4.3 0.1 1.4 0.8 1.2 6.5 0.5: 0.4 0.2
Old : 100.0: 73.8 75.9 19.0 10.3 4.3 0.1 1.4 0.8 1.2 6.5 0.5: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 30 28 5 . 5 . . . . 5 .:
Old : 56: 30 28 5 . 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 : 52.6 50.8 72.5 71.7 50.6 49.2 66.2 65.8
Old : 52.6 50.8 72.5 71.7 50.6 49.2 66.2 65.8
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,814: 84,455 90,674 20,846 8,434 6,788 616 1,803 1,152 1,923 6,993 893: 141 77
Old : 116,814: 84,455 90,674 20,846 8,434 6,788 616 1,803 1,152 1,923 6,993 893: 141 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,202: -6,583 -5,373 733 -55 -1,256 114 297 -627 505 396 -664: -424 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 77.6 17.8 7.2 5.8 0.5 1.5 1.0 1.6 6.0 0.8: 0.1 0.1
Old : 100.0: 72.3 77.6 17.8 7.2 5.8 0.5 1.5 1.0 1.6 6.0 0.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 32 31 6 . 6 . . . 4 6 5:
Old : 63: 32 31 6 . 6 . . . 4 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 50.0 67.0 68.7 41.8 48.6 55.7 62.7
Old : 44.8 50.0 67.0 68.7 41.8 48.6 55.7 62.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 259,912: 164,905 197,881 20,878 13,203 16,883 20,928 5,921 9,334 17,250 6,795 9,380: 354 515
Old : 259,912: 164,905 197,881 20,878 13,203 16,883 20,928 5,921 9,334 17,250 6,795 9,380: 354 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -6,811: -1,573 -4,633 -603 3,897 -2,955 976 -1,274 342 -2,323 -538 -556: -119 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 76.1 8.0 5.1 6.5 8.1 2.3 3.6 6.6 2.6 3.6: 0.1 0.2
Old : 100.0: 63.4 76.1 8.0 5.1 6.5 8.1 2.3 3.6 6.6 2.6 3.6: 0.1 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 : 103: 41 43 4 4 6 13 9 9 15 10 15:
Old : 103: 41 43 4 4 6 13 9 9 15 10 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 43.6 53.2 60.5 24.7 31.1 33.8 40.0
Old : 32.9 43.6 53.2 60.5 24.7 31.1 33.8 40.0
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,605: 9,205 11,435 475 870 1,525 800 550 135 1,850 0 0: 615 90
Old : 14,605: 9,205 11,435 475 870 1,525 800 550 135 1,850 0 0: 615 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -615: -610 -360 -410 75 90 75 -50 40 -230 0 0: 430 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 78.3 3.3 6.0 10.4 5.5 3.8 0.9 12.7 0.0 0.0: 4.2 0.6
Old : 100.0: 63.0 78.3 3.3 6.0 10.4 5.5 3.8 0.9 12.7 0.0 0.0: 4.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 10 . . 4 . . . . 0 0:
Old : 25: 11 10 . . 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 : 55.7 79.8 81.7 92.9 54.4 72.4 73.2 81.0
Old : 55.7 79.8 81.7 92.9 54.4 72.4 73.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,076: 7,181 8,375 445 1,316 1,525 200 550 160 1,850 0 0: 715 150
Old : 12,076: 7,181 8,375 445 1,316 1,525 200 550 160 1,850 0 0: 715 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -730: -609 -305 -175 -44 14 -235 -50 65 -230 0 0: 440 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 69.4 3.7 10.9 12.6 1.7 4.6 1.3 15.3 0.0 0.0: 5.9 1.2
Old : 100.0: 59.5 69.4 3.7 10.9 12.6 1.7 4.6 1.3 15.3 0.0 0.0: 5.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 9 . . 4 . . . . 0 0:
Old : 23: 9 9 . . 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 : 55.2 76.7 83.4 92.4 54.9 67.2 72.6 77.6
Old : 55.2 76.7 83.4 92.4 54.9 67.2 72.6 77.6
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 8,684: 7,027 8,259 480 98 252 0 0 0 860 0 45: 20 30
Old : 8,684: 7,027 8,259 480 98 252 0 0 0 860 0 45: 20 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -866: -850 -861 25 -19 -31 0 0 0 -65 0 45: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 95.1 5.5 1.1 2.9 0.0 0.0 0.0 9.9 0.0 0.5: 0.2 0.3
Old : 100.0: 80.9 95.1 5.5 1.1 2.9 0.0 0.0 0.0 9.9 0.0 0.5: 0.2 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 : 31: 17 17 . . . 0 0 0 5 0 .:
Old : 31: 17 17 . . . 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 : 56.9 69.1 79.7 81.8 41.2 48.6 54.7 59.7
Old : 56.9 69.1 79.7 81.8 41.2 48.6 54.7 59.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,265: 65,180 56,915 11,949 14,191 1,375 0 9,642 0 3,650 0 0: 7,111 7,142
Old : 89,265: 65,180 56,915 11,949 14,191 1,375 0 9,642 0 3,650 0 0: 7,111 7,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,612: -2,701 -2,520 -196 -315 -580 0 -220 0 -100 0 0: -35 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 63.8 13.4 15.9 1.5 0.0 10.8 0.0 4.1 0.0 0.0: 8.0 8.0
Old : 100.0: 73.0 63.8 13.4 15.9 1.5 0.0 10.8 0.0 4.1 0.0 0.0: 8.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 16 . . . 0 . 0 . 0 0:
Old : 25: 16 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 : 72.3 56.6 84.7 82.9 71.5 55.2 81.9 77.7
Old : 72.3 56.6 84.7 82.9 71.5 55.2 81.9 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 76,443: 53,769 46,044 9,743 12,570 1,780 0 8,507 0 3,610 0 0: 7,541 7,542
Old : 76,443: 53,769 46,044 9,743 12,570 1,780 0 8,507 0 3,610 0 0: 7,541 7,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,834: -2,067 -1,301 -241 -210 -525 0 -825 0 0 0 0: -1 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 60.2 12.7 16.4 2.3 0.0 11.1 0.0 4.7 0.0 0.0: 9.9 9.9
Old : 100.0: 70.3 60.2 12.7 16.4 2.3 0.0 11.1 0.0 4.7 0.0 0.0: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 16 . . . 0 . 0 . 0 0:
Old : 23: 16 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 : 71.5 59.5 82.9 82.5 70.7 57.1 78.5 76.8
Old : 71.5 59.5 82.9 82.5 70.7 57.1 78.5 76.8
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,969: 30,682 17,765 2,748 18,491 0 10,725 8,820 2,495 1,575 924 0: 3,744 3,474
Old : 51,969: 30,682 17,765 2,748 18,491 0 10,725 8,820 2,495 1,575 924 0: 3,744 3,474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,172: -674 -1,124 -1,320 -785 0 -50 -170 -15 0 50 -50: -63 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 34.2 5.3 35.6 0.0 20.6 17.0 4.8 3.0 1.8 0.0: 7.2 6.7
Old : 100.0: 59.0 34.2 5.3 35.6 0.0 20.6 17.0 4.8 3.0 1.8 0.0: 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 : 27: 17 15 . . 0 . . . . . 0:
Old : 27: 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 : 49.9 70.6 70.4 82.9 39.8 63.6 56.4 70.5
Old : 49.9 70.6 70.4 82.9 39.8 63.6 56.4 70.5
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,867: 22,684 12,116 4,671 10,090 145 1,625 6,615 2,725 75 324 336: 2,606 2,516
Old : 34,867: 22,684 12,116 4,671 10,090 145 1,625 6,615 2,725 75 324 336: 2,606 2,516
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,403: -129 -1,201 -1,165 -440 0 0 65 -75 0 0 0: -34 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 34.7 13.4 28.9 0.4 4.7 19.0 7.8 0.2 0.9 1.0: 7.5 7.2
Old : 100.0: 65.1 34.7 13.4 28.9 0.4 4.7 19.0 7.8 0.2 0.9 1.0: 7.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 . . . . . . . . .:
Old : 23: 15 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 65.0 77.4 82.2 40.1 59.6 57.3 65.6
Old : 52.5 65.0 77.4 82.2 40.1 59.6 57.3 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,850: 18,340 10,045 6,885 0 550 500 15,560 350 75 0 0: 1,150 1,345
Old : 27,850: 18,340 10,045 6,885 0 550 500 15,560 350 75 0 0: 1,150 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -655: -525 -370 30 0 -175 25 -15 -25 0 0 0: 15 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 36.1 24.7 0.0 2.0 1.8 55.9 1.3 0.3 0.0 0.0: 4.1 4.8
Old : 100.0: 65.9 36.1 24.7 0.0 2.0 1.8 55.9 1.3 0.3 0.0 0.0: 4.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . 0 . . . . . 0 0:
Old : 20: 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 : 66.1 78.9 88.2 89.9 56.7 74.8 75.3 79.3
Old : 66.1 78.9 88.2 89.9 56.7 74.8 75.3 79.3
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 86,189: 50,604 28,829 4,085 36,750 2,925 12,980 1,210 5 75 885 1,070: 14,445 14,515
Old : 86,189: 50,604 28,829 4,085 36,750 2,925 12,980 1,210 5 75 885 1,070: 14,445 14,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,270: -1,575 -1,660 655 -190 -605 -1,030 55 -45 0 -170 0: -670 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 33.4 4.7 42.6 3.4 15.1 1.4 0.0 0.1 1.0 1.2: 16.8 16.8
Old : 100.0: 58.7 33.4 4.7 42.6 3.4 15.1 1.4 0.0 0.1 1.0 1.2: 16.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 17 . . . . . . . . .:
Old : 30: 15 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 55.3 73.3 71.5 50.8 54.6 62.3 62.2
Old : 52.7 55.3 73.3 71.5 50.8 54.6 62.3 62.2
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 82,279: 46,584 28,344 4,025 32,190 3,405 13,680 1,060 40 0 2,695 315: 14,230 14,230
Old : 82,279: 46,584 28,344 4,025 32,190 3,405 13,680 1,060 40 0 2,695 315: 14,230 14,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,270: -1,580 -1,375 605 -380 -580 -1,060 -15 -25 0 -270 0: -630 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 34.4 4.9 39.1 4.1 16.6 1.3 0.0 0.0 3.3 0.4: 17.3 17.3
Old : 100.0: 56.6 34.4 4.9 39.1 4.1 16.6 1.3 0.0 0.0 3.3 0.4: 17.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 16 . . . . . . 0 . .:
Old : 29: 14 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 52.2 72.8 70.6 48.7 52.2 60.5 62.3
Old : 50.7 52.2 72.8 70.6 48.7 52.2 60.5 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,942: 20,205 5,133 1,608 325 712 0 11,460 975 725 5,880 330: 4,387 4,127
Old : 28,942: 20,205 5,133 1,608 325 712 0 11,460 975 725 5,880 330: 4,387 4,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,071: -480 -274 -344 25 75 0 -510 -250 0 -55 0: -72 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 17.7 5.6 1.1 2.5 0.0 39.6 3.4 2.5 20.3 1.1: 15.2 14.3
Old : 100.0: 69.8 17.7 5.6 1.1 2.5 0.0 39.6 3.4 2.5 20.3 1.1: 15.2 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 : 24: 13 9 . . . 0 . . . . .:
Old : 24: 13 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 60.3 67.0 76.3 48.0 55.8 61.4 67.1
Old : 49.9 60.3 67.0 76.3 48.0 55.8 61.4 67.1
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,737: 20,310 5,193 1,048 325 1,124 0 11,460 975 725 5,380 405: 4,150 3,875
Old : 28,737: 20,310 5,193 1,048 325 1,124 0 11,460 975 725 5,380 405: 4,150 3,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,086: -480 -299 -344 25 75 0 -495 -265 0 -30 -15: -57 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 18.1 3.6 1.1 3.9 0.0 39.9 3.4 2.5 18.7 1.4: 14.4 13.5
Old : 100.0: 70.7 18.1 3.6 1.1 3.9 0.0 39.9 3.4 2.5 18.7 1.4: 14.4 13.5
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 : 24: 13 9 . . . 0 . . . . .:
Old : 24: 13 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 59.2 66.8 75.5 48.2 54.4 60.2 65.8
Old : 49.7 59.2 66.8 75.5 48.2 54.4 60.2 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,590: 20,070 55,035 18,550 7,755 130 17,360 0 240 6,995 0 0: 2,245 2,430
Old : 65,590: 20,070 55,035 18,550 7,755 130 17,360 0 240 6,995 0 0: 2,245 2,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -5,060: -660 -4,805 -1,985 -210 -25 -1,915 0 0 -490 0 0: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 83.9 28.3 11.8 0.2 26.5 0.0 0.4 10.7 0.0 0.0: 3.4 3.7
Old : 100.0: 30.6 83.9 28.3 11.8 0.2 26.5 0.0 0.4 10.7 0.0 0.0: 3.4 3.7
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 : 22: 11 10 . . . . 0 . . 0 0:
Old : 22: 11 10 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 85.3 94.1 92.5 74.5 84.7 91.0 89.4
Old : 74.5 85.3 94.1 92.5 74.5 84.7 91.0 89.4
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,933: 19,920 44,638 4,938 1,615 1,945 5,110 0 0 16,085 100 165: 2,770 2,470
Old : 50,933: 19,920 44,638 4,938 1,615 1,945 5,110 0 0 16,085 100 165: 2,770 2,470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,430: -1,225 -3,140 -1,000 -285 0 -135 0 0 -1,070 -25 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 87.6 9.7 3.2 3.8 10.0 0.0 0.0 31.6 0.2 0.3: 5.4 4.8
Old : 100.0: 39.1 87.6 9.7 3.2 3.8 10.0 0.0 0.0 31.6 0.2 0.3: 5.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . 0 0 . . .:
Old : 26: 15 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 83.9 72.5 93.5 50.8 83.5 68.8 88.9
Old : 54.2 83.9 72.5 93.5 50.8 83.5 68.8 88.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,753: 18,510 37,493 5,408 1,975 1,340 5,110 0 0 10,360 100 515: 2,510 2,330
Old : 43,753: 18,510 37,493 5,408 1,975 1,340 5,110 0 0 10,360 100 515: 2,510 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,840: -1,015 -2,550 -1,000 -285 0 -135 0 0 -695 -25 0: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 85.7 12.4 4.5 3.1 11.7 0.0 0.0 23.7 0.2 1.2: 5.7 5.3
Old : 100.0: 42.3 85.7 12.4 4.5 3.1 11.7 0.0 0.0 23.7 0.2 1.2: 5.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . 0 0 . . .:
Old : 26: 15 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 82.6 71.7 92.4 47.1 81.7 67.8 87.7
Old : 50.7 82.6 71.7 92.4 47.1 81.7 67.8 87.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,830: 30,955 36,125 1,305 550 4,880 4,655 15,075 175 15,005 700 1,225: 5,630 5,100
Old : 63,830: 30,955 36,125 1,305 550 4,880 4,655 15,075 175 15,005 700 1,225: 5,630 5,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,080: -2,165 -2,185 -20 -155 0 45 -235 -65 -510 -100 0: -365 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 56.6 2.0 0.9 7.6 7.3 23.6 0.3 23.5 1.1 1.9: 8.8 8.0
Old : 100.0: 48.5 56.6 2.0 0.9 7.6 7.3 23.6 0.3 23.5 1.1 1.9: 8.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 11 . . . . . . 4 . .:
Old : 30: 16 11 . . . . . . 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 : 56.5 62.2 74.7 80.1 54.6 59.7 68.4 74.9
Old : 56.5 62.2 74.7 80.1 54.6 59.7 68.4 74.9
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,065: 29,195 32,530 1,785 0 5,510 4,320 15,075 175 12,725 700 1,225: 4,130 3,850
Old : 59,065: 29,195 32,530 1,785 0 5,510 4,320 15,075 175 12,725 700 1,225: 4,130 3,850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,875: -2,315 -2,025 175 0 -195 5 -250 -50 -220 -100 0: -275 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 55.1 3.0 0.0 9.3 7.3 25.5 0.3 21.5 1.2 2.1: 7.0 6.5
Old : 100.0: 49.4 55.1 3.0 0.0 9.3 7.3 25.5 0.3 21.5 1.2 2.1: 7.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 12 . 0 . . . . 4 . .:
Old : 30: 16 12 . 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 : 55.0 65.3 76.1 81.9 52.1 62.2 66.5 74.6
Old : 55.0 65.3 76.1 81.9 52.1 62.2 66.5 74.6
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,838: 29,735 21,855 0 16,645 20 18,345 365 3,565 0 9,235 1,355: 2,818 2,798
Old : 55,838: 29,735 21,855 0 16,645 20 18,345 365 3,565 0 9,235 1,355: 2,818 2,798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -3,506: -2,891 -1,045 0 -881 -50 -365 60 -180 0 -1,395 0: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 39.1 0.0 29.8 0.0 32.9 0.7 6.4 0.0 16.5 2.4: 5.0 5.0
Old : 100.0: 53.3 39.1 0.0 29.8 0.0 32.9 0.7 6.4 0.0 16.5 2.4: 5.0 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 : 31: 20 10 0 . . . . . 0 . .:
Old : 31: 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 : 59.3 68.2 79.9 86.1 55.2 61.0 69.3 73.2
Old : 59.3 68.2 79.9 86.1 55.2 61.0 69.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,636: 25,857 19,265 0 14,222 70 13,825 365 3,565 0 5,950 1,490: 2,829 2,709
Old : 47,636: 25,857 19,265 0 14,222 70 13,825 365 3,565 0 5,950 1,490: 2,829 2,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,873: -2,673 -890 0 -643 0 10 35 -155 0 -1,180 0: -55 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.4 0.0 29.9 0.1 29.0 0.8 7.5 0.0 12.5 3.1: 5.9 5.7
Old : 100.0: 54.3 40.4 0.0 29.9 0.1 29.0 0.8 7.5 0.0 12.5 3.1: 5.9 5.7
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 : 30: 20 9 0 . . . . . 0 . .:
Old : 30: 20 9 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 63.5 77.8 84.8 51.7 54.5 66.2 69.3
Old : 59.2 63.5 77.8 84.8 51.7 54.5 66.2 69.3
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 180,031: 95,805 79,185 20,994 1,410 6,053 0 27,595 7,385 700 9,335 3,000: 46,094 46,068
Old : 180,031: 95,805 79,185 20,994 1,410 6,053 0 27,595 7,385 700 9,335 3,000: 46,094 46,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -8,238: -5,610 -2,395 1,577 135 -959 -70 -1,268 -130 -100 -745 30: -2,976 -2,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 44.0 11.7 0.8 3.4 0.0 15.3 4.1 0.4 5.2 1.7: 25.6 25.6
Old : 100.0: 53.2 44.0 11.7 0.8 3.4 0.0 15.3 4.1 0.4 5.2 1.7: 25.6 25.6
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 : 44: 24 25 . . . 0 4 . . 4 .:
Old : 44: 24 25 . . . 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 : 44.9 33.4 59.6 51.8 39.1 29.6 49.5 43.5
Old : 44.9 33.4 59.6 51.8 39.1 29.6 49.5 43.5
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 150,332: 74,811 65,270 19,041 50 5,243 0 22,105 7,105 700 7,178 3,755: 39,677 39,626
Old : 150,332: 74,811 65,270 19,041 50 5,243 0 22,105 7,105 700 7,178 3,755: 39,677 39,626
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -6,932: -4,413 -2,183 1,512 -10 -716 0 -873 -225 -100 -25 -70: -2,920 -2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 43.4 12.7 0.0 3.5 0.0 14.7 4.7 0.5 4.8 2.5: 26.4 26.4
Old : 100.0: 49.8 43.4 12.7 0.0 3.5 0.0 14.7 4.7 0.5 4.8 2.5: 26.4 26.4
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 : 43: 23 26 . . . 0 4 . . 4 .:
Old : 43: 23 26 . . . 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 : 41.0 35.7 55.2 52.3 35.1 31.0 45.6 41.8
Old : 41.0 35.7 55.2 52.3 35.1 31.0 45.6 41.8
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,571: 22,245 33,160 18,176 6,781 7,630 965 0 7,200 0 1,495 0: 4,355 4,305
Old : 60,571: 22,245 33,160 18,176 6,781 7,630 965 0 7,200 0 1,495 0: 4,355 4,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,535: -1,050 -1,885 -380 485 -240 -305 0 -250 0 -345 0: -310 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 54.7 30.0 11.2 12.6 1.6 0.0 11.9 0.0 2.5 0.0: 7.2 7.1
Old : 100.0: 36.7 54.7 30.0 11.2 12.6 1.6 0.0 11.9 0.0 2.5 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . 0 . 0 . 0:
Old : 26: 13 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 : 61.9 45.8 81.2 76.8 45.5 38.0 54.2 53.1
Old : 61.9 45.8 81.2 76.8 45.5 38.0 54.2 53.1
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,215: 21,040 28,305 11,561 4,591 5,454 1,345 0 7,300 0 1,220 0: 5,515 5,345
Old : 52,215: 21,040 28,305 11,561 4,591 5,454 1,345 0 7,300 0 1,220 0: 5,515 5,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -2,030: -1,380 -1,225 280 275 -575 -110 0 -325 0 -270 0: 80 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 54.2 22.1 8.8 10.4 2.6 0.0 14.0 0.0 2.3 0.0: 10.6 10.2
Old : 100.0: 40.3 54.2 22.1 8.8 10.4 2.6 0.0 14.0 0.0 2.3 0.0: 10.6 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . . 0 . 0 . 0:
Old : 26: 16 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 46.1 71.4 75.5 39.8 35.7 49.1 50.7
Old : 54.4 46.1 71.4 75.5 39.8 35.7 49.1 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,665: 23,895 22,055 250 4,760 5,385 4,375 3,655 4,725 1,680 0 0: 4,355 4,085
Old : 44,665: 23,895 22,055 250 4,760 5,385 4,375 3,655 4,725 1,680 0 0: 4,355 4,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,560: -1,640 -170 0 -1,440 470 -75 35 -260 140 0 -140: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 49.4 0.6 10.7 12.1 9.8 8.2 10.6 3.8 0.0 0.0: 9.8 9.1
Old : 100.0: 53.5 49.4 0.6 10.7 12.1 9.8 8.2 10.6 3.8 0.0 0.0: 9.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . . 0 0:
Old : 26: 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 : 58.0 49.4 77.3 71.9 40.6 35.6 50.3 50.4
Old : 58.0 49.4 77.3 71.9 40.6 35.6 50.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,735: 19,140 31,750 0 5,380 5,770 19,400 3,155 3,450 1,680 0 0: 4,295 4,230
Old : 53,735: 19,140 31,750 0 5,380 5,770 19,400 3,155 3,450 1,680 0 0: 4,295 4,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,510: -1,795 -735 0 -1,125 315 -75 -75 -225 140 0 -140: 270 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 59.1 0.0 10.0 10.7 36.1 5.9 6.4 3.1 0.0 0.0: 8.0 7.9
Old : 100.0: 35.6 59.1 0.0 10.0 10.7 36.1 5.9 6.4 3.1 0.0 0.0: 8.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 16 0 . . . . . . 0 0:
Old : 23: 12 16 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 : 71.1 50.4 85.2 73.8 52.2 32.5 55.5 48.7
Old : 71.1 50.4 85.2 73.8 52.2 32.5 55.5 48.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,920: 100,525 123,835 4,332 8,383 19,879 30,105 150 4,515 100 2,927 378: 27,086 26,853
Old : 186,920: 100,525 123,835 4,332 8,383 19,879 30,105 150 4,515 100 2,927 378: 27,086 26,853
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -6,100: -4,005 -1,820 2,770 -397 -2,668 -195 0 -390 0 760 -535: -1,077 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 66.3 2.3 4.5 10.6 16.1 0.1 2.4 0.1 1.6 0.2: 14.5 14.4
Old : 100.0: 53.8 66.3 2.3 4.5 10.6 16.1 0.1 2.4 0.1 1.6 0.2: 14.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 26 . . 4 . . . . 4 .:
Old : 40: 23 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 : 46.7 44.6 65.6 66.4 40.2 38.7 52.8 51.6
Old : 46.7 44.6 65.6 66.4 40.2 38.7 52.8 51.6
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,450: 81,365 103,945 1,272 2,930 21,887 26,245 50 6,025 0 2,244 195: 18,461 18,174
Old : 155,450: 81,365 103,945 1,272 2,930 21,887 26,245 50 6,025 0 2,244 195: 18,461 18,174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,385: 1,053 810 550 -950 -260 -1,120 0 -10 -65 720 -280: -1,253 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 66.9 0.8 1.9 14.1 16.9 0.0 3.9 0.0 1.4 0.1: 11.9 11.7
Old : 100.0: 52.3 66.9 0.8 1.9 14.1 16.9 0.0 3.9 0.0 1.4 0.1: 11.9 11.7
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 : 38: 23 23 . . 4 . . . 0 4 .:
Old : 38: 23 23 . . 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 45.2 67.1 63.2 38.8 36.9 49.4 45.7
Old : 47.7 45.2 67.1 63.2 38.8 36.9 49.4 45.7
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 - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,510: 20,425 15,455 1,010 8,695 1,915 2,420 300 100 595 0 255: 1,790 1,790
Old : 28,510: 20,425 15,455 1,010 8,695 1,915 2,420 300 100 595 0 255: 1,790 1,790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,220: -865 -475 155 -455 -155 -130 0 -60 -75 0 0: -90 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 54.2 3.5 30.5 6.7 8.5 1.1 0.4 2.1 0.0 0.9: 6.3 6.3
Old : 100.0: 71.6 54.2 3.5 30.5 6.7 8.5 1.1 0.4 2.1 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: 10 5 . . . . . . . 0 .:
Old : 20: 10 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 : 63.5 87.7 84.7 92.8 61.6 83.0 77.5 85.2
Old : 63.5 87.7 84.7 92.8 61.6 83.0 77.5 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Futures Only, January 12, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,150: 20,790 14,685 340 8,455 2,280 2,420 300 100 0 110 475: 1,745 1,745
Old : 28,150: 20,790 14,685 340 8,455 2,280 2,420 300 100 0 110 475: 1,745 1,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2021 :
: -1,170: -800 -645 195 -230 -195 -180 0 0 0 75 -75: -115 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 52.2 1.2 30.0 8.1 8.6 1.1 0.4 0.0 0.4 1.7: 6.2 6.2
Old : 100.0: 73.9 52.2 1.2 30.0 8.1 8.6 1.1 0.4 0.0 0.4 1.7: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 5 . . . . . . 0 . .:
Old : 20: 10 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 : 66.5 86.9 87.2 92.9 65.7 80.4 78.8 83.1
Old : 66.5 86.9 87.2 92.9 65.7 80.4 78.8 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2021