PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 800 MWh) :
: : Positions :
All : 4,745: 2,224 2,707 666 241 895 330 192 0 220 534 0: 410 176
Old : 4,745: 2,224 2,707 666 241 895 330 192 0 220 534 0: 410 176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 -132 0 0 0 0 0 0 -44 0 0: 44 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 57.0 14.0 5.1 18.9 7.0 4.0 0.0 4.6 11.3 0.0: 8.6 3.7
Old : 100.0: 46.9 57.0 14.0 5.1 18.9 7.0 4.0 0.0 4.6 11.3 0.0: 8.6 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 : 27: 12 9 . . . . . 0 . 4 0:
Old : 27: 12 9 . . . . . 0 . 4 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 70.0 74.2 84.8 40.0 54.5 51.3 65.0
Old : 61.7 70.0 74.2 84.8 40.0 54.5 51.3 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 33,296: 22,416 27,133 2,851 610 2,606 528 300 750 3,195 967 930: 20 0
Old : 33,296: 22,416 27,133 2,851 610 2,606 528 300 750 3,195 967 930: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -995: 167 -1,636 -284 -90 116 51 -25 75 -1,120 565 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 81.5 8.6 1.8 7.8 1.6 0.9 2.3 9.6 2.9 2.8: 0.1 0.0
Old : 100.0: 67.3 81.5 8.6 1.8 7.8 1.6 0.9 2.3 9.6 2.9 2.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 . . . . . . . 5 6:
Old : 38: 19 21 . . . . . . . 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 : 40.6 55.4 65.8 75.9 36.2 48.2 51.2 56.8
Old : 40.6 55.4 65.8 75.9 36.2 48.2 51.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 30,867: 25,112 22,206 0 4,176 1,100 115 0 300 2,790 1,635 1,450: 0 0
Old : 30,867: 25,112 22,206 0 4,176 1,100 115 0 300 2,790 1,635 1,450: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -1,364: -416 -1,880 0 29 -138 -175 0 0 -1,050 210 415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 71.9 0.0 13.5 3.6 0.4 0.0 1.0 9.0 5.3 4.7: 0.0 0.0
Old : 100.0: 81.4 71.9 0.0 13.5 3.6 0.4 0.0 1.0 9.0 5.3 4.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 15 0 . . . 0 . . 4 6:
Old : 33: 17 15 0 . . . 0 . . 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 65.6 73.2 85.4 50.1 56.5 66.3 73.5
Old : 51.1 65.6 73.2 85.4 50.1 56.5 66.3 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 135,792: 95,464 101,040 2,101 15,135 12,125 17,518 1,525 660 5,478 3,049 1,788: 658 470
Old : 135,792: 95,464 101,040 2,101 15,135 12,125 17,518 1,525 660 5,478 3,049 1,788: 658 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -143: -914 -426 84 -184 400 -13 -85 17 63 308 -118: 338 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 74.4 1.5 11.1 8.9 12.9 1.1 0.5 4.0 2.2 1.3: 0.5 0.3
Old : 100.0: 70.3 74.4 1.5 11.1 8.9 12.9 1.1 0.5 4.0 2.2 1.3: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 62: 30 32 . 4 6 7 4 4 7 4 7:
Old : 62: 30 32 . 4 6 7 4 4 7 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 36.2 64.1 57.0 36.7 27.0 46.5 41.7
Old : 46.5 36.2 64.1 57.0 36.7 27.0 46.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 60,438: 46,982 43,050 1,735 10,156 4,390 3,650 360 120 1,611 367 1,950: 0 45
Old : 60,438: 46,982 43,050 1,735 10,156 4,390 3,650 360 120 1,611 367 1,950: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 208: -26 60 0 -358 311 -19 80 0 -65 113 7: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 71.2 2.9 16.8 7.3 6.0 0.6 0.2 2.7 0.6 3.2: 0.0 0.1
Old : 100.0: 77.7 71.2 2.9 16.8 7.3 6.0 0.6 0.2 2.7 0.6 3.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 22 24 . . . . . . 5 . 6:
Old : 45: 22 24 . . . . . . 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 : 62.4 75.3 82.2 89.9 60.4 60.8 71.8 72.1
Old : 62.4 75.3 82.2 89.9 60.4 60.8 71.8 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 33,762: 32,049 25,910 624 4,979 564 0 555 0 375 1,604 150: 0 0
Old : 33,762: 32,049 25,910 624 4,979 564 0 555 0 375 1,604 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 75: 75 250 -75 -325 0 0 0 0 75 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 76.7 1.8 14.7 1.7 0.0 1.6 0.0 1.1 4.8 0.4: 0.0 0.0
Old : 100.0: 94.9 76.7 1.8 14.7 1.7 0.0 1.6 0.0 1.1 4.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 12 . . . 0 . 0 . 5 .:
Old : 27: 12 12 . . . 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 : 80.9 82.8 96.0 92.7 76.0 70.2 81.6 78.0
Old : 80.9 82.8 96.0 92.7 76.0 70.2 81.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 50,481: 28,454 18,392 2,537 21,529 3,271 13,886 0 50 634 5,354 1,297: 352 588
Old : 50,481: 28,454 18,392 2,537 21,529 3,271 13,886 0 50 634 5,354 1,297: 352 588
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 223: 285 -41 -25 14 -3 0 0 0 2 -10 10: -46 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 36.4 5.0 42.6 6.5 27.5 0.0 0.1 1.3 10.6 2.6: 0.7 1.2
Old : 100.0: 56.4 36.4 5.0 42.6 6.5 27.5 0.0 0.1 1.3 10.6 2.6: 0.7 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 : 36: 16 19 . 4 5 4 0 . . . .:
Old : 36: 16 19 . 4 5 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 67.0 70.8 82.2 47.5 59.3 62.9 70.9
Old : 50.4 67.0 70.8 82.2 47.5 59.3 62.9 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 65,697: 37,594 23,028 1,987 31,565 3,581 18,845 725 50 963 4,308 1,908: 769 532
Old : 65,697: 37,594 23,028 1,987 31,565 3,581 18,845 725 50 963 4,308 1,908: 769 532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 195: -80 371 -5 -307 -66 -25 -25 0 -3 55 5: 369 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 35.1 3.0 48.0 5.5 28.7 1.1 0.1 1.5 6.6 2.9: 1.2 0.8
Old : 100.0: 57.2 35.1 3.0 48.0 5.5 28.7 1.1 0.1 1.5 6.6 2.9: 1.2 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 : 41: 20 19 . 5 4 4 . . . . .:
Old : 41: 20 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 62.2 74.1 80.8 56.6 55.2 69.0 67.4
Old : 57.4 62.2 74.1 80.8 56.6 55.2 69.0 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 - Options and Futures Combined, January 05, 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 : 65,611: 46,038 34,542 11,611 23,921 4,116 0 50 0 1,444 673 1,824: 578 485
Old : 65,611: 46,038 34,542 11,611 23,921 4,116 0 50 0 1,444 673 1,824: 578 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,053: -766 122 1,446 360 86 0 0 0 80 0 0: 207 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 52.6 17.7 36.5 6.3 0.0 0.1 0.0 2.2 1.0 2.8: 0.9 0.7
Old : 100.0: 70.2 52.6 17.7 36.5 6.3 0.0 0.1 0.0 2.2 1.0 2.8: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 23 22 5 . 4 0 . 0 . . .:
Old : 43: 23 22 5 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 63.3 67.4 81.6 40.4 63.2 59.2 76.3
Old : 42.5 63.3 67.4 81.6 40.4 63.2 59.2 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 86,185: 60,278 36,393 20,057 44,760 1,314 0 50 0 1,569 907 2,186: 781 575
Old : 86,185: 60,278 36,393 20,057 44,760 1,314 0 50 0 1,569 907 2,186: 781 575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,782: -138 547 1,431 720 0 0 0 0 84 0 0: 405 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 42.2 23.3 51.9 1.5 0.0 0.1 0.0 1.8 1.1 2.5: 0.9 0.7
Old : 100.0: 69.9 42.2 23.3 51.9 1.5 0.0 0.1 0.0 1.8 1.1 2.5: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 20 4 . . 0 . 0 . . .:
Old : 43: 24 20 4 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 67.1 64.8 82.5 40.7 66.9 61.2 80.0
Old : 41.8 67.1 64.8 82.5 40.7 66.9 61.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 36,510: 25,034 32,397 8,715 550 2,669 0 0 0 75 195 0: 17 699
Old : 36,510: 25,034 32,397 8,715 550 2,669 0 0 0 75 195 0: 17 699
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 25: 20 180 0 -155 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 88.7 23.9 1.5 7.3 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.9
Old : 100.0: 68.6 88.7 23.9 1.5 7.3 0.0 0.0 0.0 0.2 0.5 0.0: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . . . 0 0 0 . . 0:
Old : 28: 16 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 77.0 88.3 90.7 67.5 72.5 79.1 80.5
Old : 73.7 77.0 88.3 90.7 67.5 72.5 79.1 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 28,857: 25,001 15,552 0 10,537 1,945 0 600 0 1,560 150 0: 351 73
Old : 28,857: 25,001 15,552 0 10,537 1,945 0 600 0 1,560 150 0: 351 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 141: 276 -162 0 375 -135 0 0 0 0 0 0: 0 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 53.9 0.0 36.5 6.7 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 0.3
Old : 100.0: 86.6 53.9 0.0 36.5 6.7 0.0 2.1 0.0 5.4 0.5 0.0: 1.2 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 : 27: 18 15 0 . . 0 . 0 . . 0:
Old : 27: 18 15 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 60.5 79.7 84.2 38.1 43.8 50.7 53.6
Old : 59.1 60.5 79.7 84.2 38.1 43.8 50.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 26,188: 18,051 23,241 3,970 600 1,915 0 0 0 1,875 132 300: 77 0
Old : 26,188: 18,051 23,241 3,970 600 1,915 0 0 0 1,875 132 300: 77 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 88.7 15.2 2.3 7.3 0.0 0.0 0.0 7.2 0.5 1.1: 0.3 0.0
Old : 100.0: 68.9 88.7 15.2 2.3 7.3 0.0 0.0 0.0 7.2 0.5 1.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 . . .:
Old : 20: 12 9 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 78.4 89.1 93.7 54.6 73.2 72.8 76.0
Old : 64.4 78.4 89.1 93.7 54.6 73.2 72.8 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 101,917: 79,838 79,861 285 8,424 7,615 7,195 762 202 3,943 2,555 2,366: 473 132
Old : 101,917: 79,838 79,861 285 8,424 7,615 7,195 762 202 3,943 2,555 2,366: 473 132
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 788: 300 764 0 -140 128 49 -40 -14 -4 -240 330: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 78.4 0.3 8.3 7.5 7.1 0.7 0.2 3.9 2.5 2.3: 0.5 0.1
Old : 100.0: 78.3 78.4 0.3 8.3 7.5 7.1 0.7 0.2 3.9 2.5 2.3: 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 : 67: 40 32 . . . 5 5 . 7 4 8:
Old : 67: 40 32 . . . 5 5 . 7 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 39.6 58.3 66.7 28.4 30.3 39.5 46.5
Old : 41.0 39.6 58.3 66.7 28.4 30.3 39.5 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 17,475: 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0: 1,032 540
Old : 17,475: 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0: 1,032 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0: 5.9 3.1
Old : 100.0: 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0: 5.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . . . 0 0 0 . . 0:
Old : 20: 13 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Old : 69.9 71.2 88.5 91.2 61.8 70.3 79.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 14,932: 10,931 12,841 2,223 650 816 0 0 0 50 25 0: 912 600
Old : 14,932: 10,931 12,841 2,223 650 816 0 0 0 50 25 0: 912 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0: 6.1 4.0
Old : 100.0: 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0: 6.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 . . 0:
Old : 20: 12 9 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
Old : 60.4 72.9 85.0 90.3 52.9 72.2 76.3 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 26,448: 20,183 21,393 3,208 50 2,912 25 2,068 0 0 25 0: 120 0
Old : 26,448: 20,183 21,393 3,208 50 2,912 25 2,068 0 0 25 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 195: 255 270 75 0 -75 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 80.9 12.1 0.2 11.0 0.1 7.8 0.0 0.0 0.1 0.0: 0.5 0.0
Old : 100.0: 76.3 80.9 12.1 0.2 11.0 0.1 7.8 0.0 0.0 0.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 . . . . . 0 0 . 0:
Old : 23: 12 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 43.5 94.3 71.3 49.0 36.2 57.1 53.9
Old : 75.3 43.5 94.3 71.3 49.0 36.2 57.1 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 26,135: 19,650 21,303 3,651 50 2,689 25 2,068 0 0 25 0: 120 0
Old : 26,135: 19,650 21,303 3,651 50 2,689 25 2,068 0 0 25 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 195: 255 270 75 0 -75 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 81.5 14.0 0.2 10.3 0.1 7.9 0.0 0.0 0.1 0.0: 0.5 0.0
Old : 100.0: 75.2 81.5 14.0 0.2 10.3 0.1 7.9 0.0 0.0 0.1 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 . . . . . 0 0 . 0:
Old : 23: 12 15 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 43.2 96.2 71.7 51.1 36.7 58.9 54.8
Old : 76.9 43.2 96.2 71.7 51.1 36.7 58.9 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 63,712: 55,497 49,314 0 8,295 3,545 2,368 0 0 1,660 1,525 350: 292 683
Old : 63,712: 55,497 49,314 0 8,295 3,545 2,368 0 0 1,660 1,525 350: 292 683
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 395: -5 320 0 75 0 0 0 0 200 -200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 77.4 0.0 13.0 5.6 3.7 0.0 0.0 2.6 2.4 0.5: 0.5 1.1
Old : 100.0: 87.1 77.4 0.0 13.0 5.6 3.7 0.0 0.0 2.6 2.4 0.5: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 19 0 . . . 0 0 4 . .:
Old : 34: 20 19 0 . . . 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 51.5 72.4 78.3 49.8 41.9 61.3 60.7
Old : 55.8 51.5 72.4 78.3 49.8 41.9 61.3 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 40,400: 30,833 35,580 6,089 760 3,209 0 0 0 225 135 0: 44 716
Old : 40,400: 30,833 35,580 6,089 760 3,209 0 0 0 225 135 0: 44 716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 50: 50 205 180 25 -180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 88.1 15.1 1.9 7.9 0.0 0.0 0.0 0.6 0.3 0.0: 0.1 1.8
Old : 100.0: 76.3 88.1 15.1 1.9 7.9 0.0 0.0 0.0 0.6 0.3 0.0: 0.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . . . 0 0 0 . . 0:
Old : 31: 19 16 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 73.0 81.6 89.8 53.2 66.3 65.8 70.5
Old : 60.9 73.0 81.6 89.8 53.2 66.3 65.8 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 - Options and Futures Combined, January 05, 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 : 41,678: 37,595 26,876 0 9,533 3,318 317 1,520 0 10 390 20: 418 21
Old : 41,678: 37,595 26,876 0 9,533 3,318 317 1,520 0 10 390 20: 418 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 331: 257 -53 0 331 49 25 0 0 0 0 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 64.5 0.0 22.9 8.0 0.8 3.6 0.0 0.0 0.9 0.0: 1.0 0.1
Old : 100.0: 90.2 64.5 0.0 22.9 8.0 0.8 3.6 0.0 0.0 0.9 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 : 35: 20 20 0 . . . 4 0 . 4 .:
Old : 35: 20 20 0 . . . 4 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 68.1 81.7 84.0 47.0 59.7 63.1 66.0
Old : 58.3 68.1 81.7 84.0 47.0 59.7 63.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 57,747: 44,451 54,372 7,416 520 2,500 0 0 0 2,167 0 85: 1,128 270
Old : 57,747: 44,451 54,372 7,416 520 2,500 0 0 0 2,167 0 85: 1,128 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 299: 375 299 -385 0 0 0 0 0 4 0 0: 305 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 94.2 12.8 0.9 4.3 0.0 0.0 0.0 3.8 0.0 0.1: 2.0 0.5
Old : 100.0: 77.0 94.2 12.8 0.9 4.3 0.0 0.0 0.0 3.8 0.0 0.1: 2.0 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 : 30: 17 13 . . . 0 0 0 . 0 .:
Old : 30: 17 13 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 92.1 76.3 97.1 51.7 89.0 73.2 90.3
Old : 53.0 92.1 76.3 97.1 51.7 89.0 73.2 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 61,780: 49,264 54,419 6,287 4,125 2,655 0 135 0 2,478 0 261: 835 185
Old : 61,780: 49,264 54,419 6,287 4,125 2,655 0 135 0 2,478 0 261: 835 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 428: 319 418 -176 0 0 0 10 0 0 0 0: 285 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 88.1 10.2 6.7 4.3 0.0 0.2 0.0 4.0 0.0 0.4: 1.4 0.3
Old : 100.0: 79.7 88.1 10.2 6.7 4.3 0.0 0.2 0.0 4.0 0.0 0.4: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 14 . 4 5 0 . 0 4 0 .:
Old : 36: 19 14 . 4 5 0 . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 87.0 72.3 94.4 44.9 83.1 68.3 86.9
Old : 47.6 87.0 72.3 94.4 44.9 83.1 68.3 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 90,081: 71,028 80,882 12,109 4,294 2,055 0 690 0 2,703 72 2,018: 168 70
Old : 90,081: 71,028 80,882 12,109 4,294 2,055 0 690 0 2,703 72 2,018: 168 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 78: -207 338 -25 0 19 0 0 0 575 -5 -284: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 89.8 13.4 4.8 2.3 0.0 0.8 0.0 3.0 0.1 2.2: 0.2 0.1
Old : 100.0: 78.8 89.8 13.4 4.8 2.3 0.0 0.8 0.0 3.0 0.1 2.2: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 21 5 . . 0 . 0 . . .:
Old : 38: 19 21 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 61.5 74.7 87.1 55.9 60.0 71.3 82.4
Old : 57.7 61.5 74.7 87.1 55.9 60.0 71.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 107,593: 82,838 94,950 13,317 4,230 3,280 454 974 145 3,625 448 3,470: 464 96
Old : 107,593: 82,838 94,950 13,317 4,230 3,280 454 974 145 3,625 448 3,470: 464 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 997: -124 1,237 -30 10 55 59 5 -5 930 -377 74: 38 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 88.2 12.4 3.9 3.0 0.4 0.9 0.1 3.4 0.4 3.2: 0.4 0.1
Old : 100.0: 77.0 88.2 12.4 3.9 3.0 0.4 0.9 0.1 3.4 0.4 3.2: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 24 28 5 . 4 . 5 . 4 5 8:
Old : 58: 24 28 5 . 4 . 5 . 4 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.7 71.0 78.5 54.5 50.9 67.9 73.7
Old : 55.9 51.7 71.0 78.5 54.5 50.9 67.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 59,031: 39,264 52,543 17,325 352 1,235 0 4,423 0 1,016 262 171: 20 45
Old : 59,031: 39,264 52,543 17,325 352 1,235 0 4,423 0 1,016 262 171: 20 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 2,409: 2,175 2,100 0 60 240 0 0 0 0 15 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 89.0 29.3 0.6 2.1 0.0 7.5 0.0 1.7 0.4 0.3: 0.0 0.1
Old : 100.0: 66.5 89.0 29.3 0.6 2.1 0.0 7.5 0.0 1.7 0.4 0.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 13 . . . 0 . 0 . . 4:
Old : 33: 18 13 . . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 85.9 90.8 93.5 77.5 83.3 85.5 88.5
Old : 80.0 85.9 90.8 93.5 77.5 83.3 85.5 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 45,995: 30,871 43,960 14,540 76 209 0 225 0 375 1,525 0: 0 0
Old : 45,995: 30,871 43,960 14,540 76 209 0 225 0 375 1,525 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 25: 75 -75 25 0 0 0 0 0 75 250 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 95.6 31.6 0.2 0.5 0.0 0.5 0.0 0.8 3.3 0.0: 0.0 0.0
Old : 100.0: 67.1 95.6 31.6 0.2 0.5 0.0 0.5 0.0 0.8 3.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 11 . . . 0 . 0 . . 0:
Old : 28: 12 11 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 93.5 95.3 98.0 85.1 89.6 92.6 93.7
Old : 85.2 93.5 95.3 98.0 85.1 89.6 92.6 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 55,907: 34,508 44,435 11,681 421 8,717 150 470 70 473 1,516 198: 110 80
Old : 55,907: 34,508 44,435 11,681 421 8,717 150 470 70 473 1,516 198: 110 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 455: -100 464 555 0 0 0 0 0 1 0 -1: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 79.5 20.9 0.8 15.6 0.3 0.8 0.1 0.8 2.7 0.4: 0.2 0.1
Old : 100.0: 61.7 79.5 20.9 0.8 15.6 0.3 0.8 0.1 0.8 2.7 0.4: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 18 6 . 4 . . . . . .:
Old : 33: 17 18 6 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 75.3 78.4 88.6 45.1 56.8 57.1 61.1
Old : 54.8 75.3 78.4 88.6 45.1 56.8 57.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 63,427: 44,155 48,495 12,357 4,353 4,505 190 4,017 35 961 1,433 296: 928 293
Old : 63,427: 44,155 48,495 12,357 4,353 4,505 190 4,017 35 961 1,433 296: 928 293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 798: 202 658 590 120 0 -75 0 35 25 0 0: 21 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 76.5 19.5 6.9 7.1 0.3 6.3 0.1 1.5 2.3 0.5: 1.5 0.5
Old : 100.0: 69.6 76.5 19.5 6.9 7.1 0.3 6.3 0.1 1.5 2.3 0.5: 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 : 36: 17 18 . . 4 . . . . . .:
Old : 36: 17 18 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 74.8 80.2 86.8 58.6 63.0 71.2 70.9
Old : 59.1 74.8 80.2 86.8 58.6 63.0 71.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 25,406: 11,537 20,376 12,294 307 868 0 2,514 0 50 773 164: 493 404
Old : 25,406: 11,537 20,376 12,294 307 868 0 2,514 0 50 773 164: 493 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 10: -150 -267 10 0 0 0 0 0 0 0 0: 150 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 80.2 48.4 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6: 1.9 1.6
Old : 100.0: 45.4 80.2 48.4 1.2 3.4 0.0 9.9 0.0 0.2 3.0 0.6: 1.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 . . . 0 . 0 . . .:
Old : 25: 11 12 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 70.7 89.0 88.5 71.5 68.0 86.8 84.5
Old : 72.9 70.7 89.0 88.5 71.5 68.0 86.8 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 22,956: 10,240 20,281 11,346 390 727 0 495 0 50 805 0: 593 258
Old : 22,956: 10,240 20,281 11,346 390 727 0 495 0 50 805 0: 593 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 175: 65 -45 -50 0 0 0 0 0 0 0 0: 160 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 88.3 49.4 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 2.6 1.1
Old : 100.0: 44.6 88.3 49.4 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0: 2.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 4 . . 0 . 0 . . 0:
Old : 23: 11 11 4 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 77.4 89.0 92.5 70.2 74.8 87.3 88.6
Old : 71.8 77.4 89.0 92.5 70.2 74.8 87.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 28,223: 22,786 19,482 2,160 5,767 388 476 233 100 988 919 713: 612 621
Old : 28,223: 22,786 19,482 2,160 5,767 388 476 233 100 988 919 713: 612 621
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 105: 219 78 -100 -33 35 0 18 0 0 95 -35: -14 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 69.0 7.7 20.4 1.4 1.7 0.8 0.4 3.5 3.3 2.5: 2.2 2.2
Old : 100.0: 80.7 69.0 7.7 20.4 1.4 1.7 0.8 0.4 3.5 3.3 2.5: 2.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . . . . . . . . .:
Old : 28: 14 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 : 63.4 65.6 81.7 83.6 61.2 65.0 76.1 75.3
Old : 63.4 65.6 81.7 83.6 61.2 65.0 76.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 17,962: 14,179 15,808 1,866 290 73 0 75 120 661 994 317: 746 285
Old : 17,962: 14,179 15,808 1,866 290 73 0 75 120 661 994 317: 746 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 12: 13 10 0 0 0 0 0 0 -10 0 2: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.7 5.5 1.8: 4.2 1.6
Old : 100.0: 78.9 88.0 10.4 1.6 0.4 0.0 0.4 0.7 3.7 5.5 1.8: 4.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . . . . .:
Old : 23: 12 11 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 84.7 78.4 93.4 61.7 80.8 77.6 88.2
Old : 61.8 84.7 78.4 93.4 61.7 80.8 77.6 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 53,586: 39,938 25,029 6,679 18,816 750 2,620 5,291 155 1,865 2,015 1,433: 146 97
Old : 53,586: 39,938 25,029 6,679 18,816 750 2,620 5,291 155 1,865 2,015 1,433: 146 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 337: 104 -396 -140 350 0 5 45 0 74 -40 299: -5 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 46.7 12.5 35.1 1.4 4.9 9.9 0.3 3.5 3.8 2.7: 0.3 0.2
Old : 100.0: 74.5 46.7 12.5 35.1 1.4 4.9 9.9 0.3 3.5 3.8 2.7: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 23 . . 4 . . . 4 4 5:
Old : 46: 22 23 . . 4 . . . 4 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 70.9 72.8 82.9 46.4 53.1 61.4 62.7
Old : 54.9 70.9 72.8 82.9 46.4 53.1 61.4 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 32,051: 26,388 10,145 1,804 15,963 915 700 2,970 0 510 481 1,237: 497 340
Old : 32,051: 26,388 10,145 1,804 15,963 915 700 2,970 0 510 481 1,237: 497 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -126: -86 -326 -170 22 -90 0 0 0 -95 0 200: 115 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 31.7 5.6 49.8 2.9 2.2 9.3 0.0 1.6 1.5 3.9: 1.6 1.1
Old : 100.0: 82.3 31.7 5.6 49.8 2.9 2.2 9.3 0.0 1.6 1.5 3.9: 1.6 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 : 34: 16 17 . . . . . 0 . . .:
Old : 34: 16 17 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 72.4 79.1 85.1 60.6 71.1 71.8 80.3
Old : 66.4 72.4 79.1 85.1 60.6 71.1 71.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 16,686: 4,357 16,297 10,421 0 120 0 67 0 1,673 75 100: 15 27
Old : 16,686: 4,357 16,297 10,421 0 120 0 67 0 1,673 75 100: 15 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -620: -480 -430 190 0 -190 -33 67 -67 -25 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 97.7 62.5 0.0 0.7 0.0 0.4 0.0 10.0 0.4 0.6: 0.1 0.2
Old : 100.0: 26.1 97.7 62.5 0.0 0.7 0.0 0.4 0.0 10.0 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 13 . 0 . 0 . 0 . . .:
Old : 26: 14 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 : 72.4 86.3 90.5 94.8 71.5 82.7 88.5 90.1
Old : 72.4 86.3 90.5 94.8 71.5 82.7 88.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 21,616: 5,672 21,516 13,109 0 0 0 0 0 2,660 0 100: 75 0
Old : 21,616: 5,672 21,516 13,109 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: December 29, 2020 :
: -609: -515 -609 -116 0 0 0 0 0 -25 0 0: 47 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 99.5 60.6 0.0 0.0 0.0 0.0 0.0 12.3 0.0 0.5: 0.3 0.0
Old : 100.0: 26.2 99.5 60.6 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 : 70.0 93.9 89.7 98.4 69.8 92.7 89.4 95.9
Old : 70.0 93.9 89.7 98.4 69.8 92.7 89.4 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 10,629: 5,689 6,565 2,335 1,875 1,209 75 50 10 700 400 205: 406 315
Old : 10,629: 5,689 6,565 2,335 1,875 1,209 75 50 10 700 400 205: 406 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -74 -115 0 -100 0 0 0 0 0 0 0: 74 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 61.8 22.0 17.6 11.4 0.7 0.5 0.1 6.6 3.8 1.9: 3.8 3.0
Old : 100.0: 53.5 61.8 22.0 17.6 11.4 0.7 0.5 0.1 6.6 3.8 1.9: 3.8 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 : 27: 11 9 . . 4 . . . . . .:
Old : 27: 11 9 . . 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 : 52.2 58.2 77.7 85.4 42.2 55.4 63.1 75.3
Old : 52.2 58.2 77.7 85.4 42.2 55.4 63.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 9,866: 5,100 5,715 2,303 1,925 1,241 60 50 0 520 300 310: 332 325
Old : 9,866: 5,100 5,715 2,303 1,925 1,241 60 50 0 520 300 310: 332 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -54 -115 0 -100 0 0 0 0 0 0 0: 54 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 57.9 23.3 19.5 12.6 0.6 0.5 0.0 5.3 3.0 3.1: 3.4 3.3
Old : 100.0: 51.7 57.9 23.3 19.5 12.6 0.6 0.5 0.0 5.3 3.0 3.1: 3.4 3.3
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: 10 9 . . 4 . . 0 . . .:
Old : 26: 10 9 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 65.3 79.7 84.9 43.9 59.3 62.0 71.0
Old : 56.2 65.3 79.7 84.9 43.9 59.3 62.0 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 51,255: 18,450 47,290 26,865 30 1,340 50 0 0 1,650 0 2,450: 450 145
Old : 51,255: 18,450 47,290 26,865 30 1,340 50 0 0 1,650 0 2,450: 450 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -250 -135 0 0 0 0 0 0 0 0 0: 250 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 92.3 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8: 0.9 0.3
Old : 100.0: 36.0 92.3 52.4 0.1 2.6 0.1 0.0 0.0 3.2 0.0 4.8: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . . . . 0 0 4 0 .:
Old : 31: 16 12 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 74.6 87.2 90.3 69.8 73.4 77.8 84.7
Old : 75.4 74.6 87.2 90.3 69.8 73.4 77.8 84.7
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 - Options and Futures Combined, January 05, 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 : 51,645: 19,095 47,785 26,125 30 1,340 75 0 0 1,705 0 2,375: 930 115
Old : 51,645: 19,095 47,785 26,125 30 1,340 75 0 0 1,705 0 2,375: 930 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -325 -105 -405 0 0 0 0 0 0 0 0: 730 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 92.5 50.6 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6: 1.8 0.2
Old : 100.0: 37.0 92.5 50.6 0.1 2.6 0.1 0.0 0.0 3.3 0.0 4.6: 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 : 32: 16 12 . . . . 0 0 5 0 .:
Old : 32: 16 12 . . . . 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 73.9 84.8 90.6 67.8 72.7 76.4 84.8
Old : 72.7 73.9 84.8 90.6 67.8 72.7 76.4 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 116,390: 85,654 86,632 20,459 11,110 6,368 0 1,733 956 1,410 7,524 1,008: 535 1,059
Old : 116,390: 85,654 86,632 20,459 11,110 6,368 0 1,733 956 1,410 7,524 1,008: 535 1,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 15: -392 -927 95 -169 129 0 -21 21 40 0 -40: 162 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 74.4 17.6 9.5 5.5 0.0 1.5 0.8 1.2 6.5 0.9: 0.5 0.9
Old : 100.0: 73.6 74.4 17.6 9.5 5.5 0.0 1.5 0.8 1.2 6.5 0.9: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 31 27 5 . 5 0 4 . 4 6 4:
Old : 57: 31 27 5 . 5 0 4 . 4 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 48.9 70.3 68.0 49.1 46.1 63.5 60.0
Old : 51.3 48.9 70.3 68.0 49.1 46.1 63.5 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 125,016: 91,038 96,047 20,113 8,489 8,044 502 1,506 1,779 1,418 6,597 1,557: 565 997
Old : 125,016: 91,038 96,047 20,113 8,489 8,044 502 1,506 1,779 1,418 6,597 1,557: 565 997
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 421: -705 -637 495 143 79 77 -4 4 35 -102 0: 436 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 76.8 16.1 6.8 6.4 0.4 1.2 1.4 1.1 5.3 1.2: 0.5 0.8
Old : 100.0: 72.8 76.8 16.1 6.8 6.4 0.4 1.2 1.4 1.1 5.3 1.2: 0.5 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 : 66: 35 32 5 . 6 . . 4 5 7 6:
Old : 66: 35 32 5 . 6 . . 4 5 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 48.1 65.2 65.7 39.5 46.3 52.5 59.3
Old : 43.1 48.1 65.2 65.7 39.5 46.3 52.5 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 520,312: 321,400 359,558 27,009 6,466 81,026 16,219 12,544 26,410 22,648 7,580 25,119: 483 1,609
Old : 520,312: 321,400 359,558 27,009 6,466 81,026 16,219 12,544 26,410 22,648 7,580 25,119: 483 1,609
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -4,667: -3,054 -257 3,187 -1,049 -2,895 -462 1,218 -1,408 1,762 369 -1,900: 102 1,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 69.1 5.2 1.2 15.6 3.1 2.4 5.1 4.4 1.5 4.8: 0.1 0.3
Old : 100.0: 61.8 69.1 5.2 1.2 15.6 3.1 2.4 5.1 4.4 1.5 4.8: 0.1 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 : 107: 43 46 4 4 6 10 11 11 19 12 22:
Old : 107: 43 46 4 4 6 10 11 11 19 12 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 36.4 59.4 58.9 13.2 17.6 19.1 22.5
Old : 38.1 36.4 59.4 58.9 13.2 17.6 19.1 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 15,220: 9,815 11,795 885 795 1,435 725 600 95 2,080 0 0: 185 500
Old : 15,220: 9,815 11,795 885 795 1,435 725 600 95 2,080 0 0: 185 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -55 -420 0 0 0 0 0 0 0 0 0: 55 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 77.5 5.8 5.2 9.4 4.8 3.9 0.6 13.7 0.0 0.0: 1.2 3.3
Old : 100.0: 64.5 77.5 5.8 5.2 9.4 4.8 3.9 0.6 13.7 0.0 0.0: 1.2 3.3
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 12 . . 4 . . . . 0 0:
Old : 28: 13 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 76.3 80.7 89.9 52.5 68.6 71.7 77.8
Old : 54.8 76.3 80.7 89.9 52.5 68.6 71.7 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 12,806: 7,790 8,680 620 1,360 1,511 435 600 95 2,080 0 0: 275 560
Old : 12,806: 7,790 8,680 620 1,360 1,511 435 600 95 2,080 0 0: 275 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -45 -420 0 0 0 0 0 0 0 0 0: 45 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 67.8 4.8 10.6 11.8 3.4 4.7 0.7 16.2 0.0 0.0: 2.1 4.4
Old : 100.0: 60.8 67.8 4.8 10.6 11.8 3.4 4.7 0.7 16.2 0.0 0.0: 2.1 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 11 . . 4 . . . . 0 0:
Old : 26: 12 11 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 72.2 82.2 87.7 52.4 62.0 72.8 73.2
Old : 53.6 72.2 82.2 87.7 52.4 62.0 72.8 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 9,550: 7,877 9,120 455 117 283 0 0 0 925 0 0: 10 30
Old : 9,550: 7,877 9,120 455 117 283 0 0 0 925 0 0: 10 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 70: 70 70 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 95.5 4.8 1.2 3.0 0.0 0.0 0.0 9.7 0.0 0.0: 0.1 0.3
Old : 100.0: 82.5 95.5 4.8 1.2 3.0 0.0 0.0 0.0 9.7 0.0 0.0: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 16 . . . 0 0 0 5 0 0:
Old : 32: 20 16 . . . 0 0 0 5 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 71.8 76.5 84.3 32.6 43.1 44.8 50.9
Old : 53.8 71.8 76.5 84.3 32.6 43.1 44.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 92,877: 67,881 59,435 12,145 14,506 1,955 0 9,862 0 3,750 0 0: 7,146 7,119
Old : 92,877: 67,881 59,435 12,145 14,506 1,955 0 9,862 0 3,750 0 0: 7,146 7,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,405: 1,276 256 0 1,080 0 0 0 0 60 0 0: 69 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 64.0 13.1 15.6 2.1 0.0 10.6 0.0 4.0 0.0 0.0: 7.7 7.7
Old : 100.0: 73.1 64.0 13.1 15.6 2.1 0.0 10.6 0.0 4.0 0.0 0.0: 7.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 18 19 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 56.9 84.3 82.9 70.5 54.8 80.9 76.8
Old : 71.4 56.9 84.3 82.9 70.5 54.8 80.9 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 79,277: 55,836 47,345 9,984 12,780 2,305 0 9,332 0 3,610 0 0: 7,542 7,515
Old : 79,277: 55,836 47,345 9,984 12,780 2,305 0 9,332 0 3,610 0 0: 7,542 7,515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,705: 1,370 325 -25 1,080 0 0 0 0 60 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 59.7 12.6 16.1 2.9 0.0 11.8 0.0 4.6 0.0 0.0: 9.5 9.5
Old : 100.0: 70.4 59.7 12.6 16.1 2.9 0.0 11.8 0.0 4.6 0.0 0.0: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 . . . 0 . 0 . 0 0:
Old : 26: 18 18 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 59.6 82.8 82.4 69.9 56.6 77.1 76.2
Old : 70.7 59.6 82.8 82.4 69.9 56.6 77.1 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 26,686: 9,137 15,691 6,358 0 5,555 550 615 0 525 0 0: 4,561 4,825
Old : 26,686: 9,137 15,691 6,358 0 5,555 550 615 0 525 0 0: 4,561 4,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 700: 820 1,120 0 0 0 0 -300 0 0 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 58.8 23.8 0.0 20.8 2.1 2.3 0.0 2.0 0.0 0.0: 17.1 18.1
Old : 100.0: 34.2 58.8 23.8 0.0 20.8 2.1 2.3 0.0 2.0 0.0 0.0: 17.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 . 0 . . . 0 . 0 0:
Old : 23: 12 15 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 51.1 75.9 73.1 40.2 40.2 48.2 47.8
Old : 62.2 51.1 75.9 73.1 40.2 40.2 48.2 47.8
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 - Options and Futures Combined, January 05, 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 : 54,141: 31,356 18,889 4,068 19,276 0 10,775 8,990 2,510 1,575 874 50: 3,807 3,552
Old : 54,141: 31,356 18,889 4,068 19,276 0 10,775 8,990 2,510 1,575 874 50: 3,807 3,552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -321: -201 759 -120 -1,080 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 34.9 7.5 35.6 0.0 19.9 16.6 4.6 2.9 1.6 0.1: 7.0 6.6
Old : 100.0: 57.9 34.9 7.5 35.6 0.0 19.9 16.6 4.6 2.9 1.6 0.1: 7.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . . 0 . . . . . .:
Old : 28: 17 17 . . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 70.3 71.2 82.4 41.2 63.5 57.1 70.4
Old : 49.4 70.3 71.2 82.4 41.2 63.5 57.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 36,270: 22,813 13,317 5,836 10,530 145 1,625 6,550 2,800 75 324 336: 2,640 2,268
Old : 36,270: 22,813 13,317 5,836 10,530 145 1,625 6,550 2,800 75 324 336: 2,640 2,268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: -505: -385 575 -120 -1,080 101 0 0 0 0 0 0: -101 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 36.7 16.1 29.0 0.4 4.5 18.1 7.7 0.2 0.9 0.9: 7.3 6.3
Old : 100.0: 62.9 36.7 16.1 29.0 0.4 4.5 18.1 7.7 0.2 0.9 0.9: 7.3 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 : 26: 15 18 . . . . . . . . .:
Old : 26: 15 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 64.3 78.5 81.0 42.3 58.8 58.4 64.4
Old : 54.2 64.3 78.5 81.0 42.3 58.8 58.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 28,505: 18,865 10,415 6,855 0 725 475 15,575 375 75 0 0: 1,135 1,415
Old : 28,505: 18,865 10,415 6,855 0 725 475 15,575 375 75 0 0: 1,135 1,415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 120: 60 120 60 0 -120 0 0 0 0 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 36.5 24.0 0.0 2.5 1.7 54.6 1.3 0.3 0.0 0.0: 4.0 5.0
Old : 100.0: 66.2 36.5 24.0 0.0 2.5 1.7 54.6 1.3 0.3 0.0 0.0: 4.0 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 : 20: 13 13 . 0 . . . . . 0 0:
Old : 20: 13 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 77.7 87.1 89.3 54.7 72.9 73.0 77.1
Old : 64.6 77.7 87.1 89.3 54.7 72.9 73.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 89,459: 52,179 30,489 3,430 36,940 3,530 14,010 1,155 50 75 1,055 1,070: 15,115 15,170
Old : 89,459: 52,179 30,489 3,430 36,940 3,530 14,010 1,155 50 75 1,055 1,070: 15,115 15,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 2,555: 1,885 985 425 1,200 0 0 100 0 0 25 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 34.1 3.8 41.3 3.9 15.7 1.3 0.1 0.1 1.2 1.2: 16.9 17.0
Old : 100.0: 58.3 34.1 3.8 41.3 3.9 15.7 1.3 0.1 0.1 1.2 1.2: 16.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 18 . . . . . . . . .:
Old : 30: 16 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 54.2 73.2 70.5 52.1 52.9 60.8 60.7
Old : 53.8 54.2 73.2 70.5 52.1 52.9 60.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 85,549: 48,164 29,719 3,420 32,570 3,985 14,740 1,075 65 0 2,965 315: 14,860 14,855
Old : 85,549: 48,164 29,719 3,420 32,570 3,985 14,740 1,075 65 0 2,965 315: 14,860 14,855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 2,435: 1,945 1,265 400 900 0 0 100 0 0 0 0: 90 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 34.7 4.0 38.1 4.7 17.2 1.3 0.1 0.0 3.5 0.4: 17.4 17.4
Old : 100.0: 56.3 34.7 4.0 38.1 4.7 17.2 1.3 0.1 0.0 3.5 0.4: 17.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 17 . . . . . . 0 . .:
Old : 29: 15 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 51.3 72.7 70.3 49.9 50.1 59.1 60.5
Old : 51.7 51.3 72.7 70.3 49.9 50.1 59.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 30,013: 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330: 4,459 4,209
Old : 30,013: 20,685 5,407 1,952 300 637 0 11,970 1,225 725 5,935 330: 4,459 4,209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1: 14.9 14.0
Old : 100.0: 68.9 18.0 6.5 1.0 2.1 0.0 39.9 4.1 2.4 19.8 1.1: 14.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . 0 . . . . .:
Old : 26: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 60.4 67.1 76.1 47.7 55.2 60.8 66.5
Old : 49.3 60.4 67.1 76.1 47.7 55.2 60.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 29,823: 20,790 5,492 1,392 300 1,049 0 11,955 1,240 725 5,410 420: 4,207 3,957
Old : 29,823: 20,790 5,492 1,392 300 1,049 0 11,955 1,240 725 5,410 420: 4,207 3,957
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 20: 5 20 0 0 0 0 -15 15 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 18.4 4.7 1.0 3.5 0.0 40.1 4.2 2.4 18.1 1.4: 14.1 13.3
Old : 100.0: 69.7 18.4 4.7 1.0 3.5 0.0 40.1 4.2 2.4 18.1 1.4: 14.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . 0 . . . . .:
Old : 26: 15 10 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 59.3 66.8 75.2 46.8 53.8 59.6 65.2
Old : 49.1 59.3 66.8 75.2 46.8 53.8 59.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 70,650: 20,730 59,840 20,535 7,965 155 19,275 0 240 7,485 0 0: 2,230 2,450
Old : 70,650: 20,730 59,840 20,535 7,965 155 19,275 0 240 7,485 0 0: 2,230 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 525: 610 550 120 -120 95 -300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 84.7 29.1 11.3 0.2 27.3 0.0 0.3 10.6 0.0 0.0: 3.2 3.5
Old : 100.0: 29.3 84.7 29.1 11.3 0.2 27.3 0.0 0.3 10.6 0.0 0.0: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . . . . 0 . . 0 0:
Old : 23: 11 12 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 85.9 94.1 92.7 75.1 85.4 91.2 89.8
Old : 75.2 85.9 94.1 92.7 75.1 85.4 91.2 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 68,630: 20,890 59,075 19,610 7,035 165 19,275 0 240 6,610 0 0: 1,840 2,115
Old : 68,630: 20,890 59,075 19,610 7,035 165 19,275 0 240 6,610 0 0: 1,840 2,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 275: 360 300 120 -120 95 -300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 86.1 28.6 10.3 0.2 28.1 0.0 0.3 9.6 0.0 0.0: 2.7 3.1
Old : 100.0: 30.4 86.1 28.6 10.3 0.2 28.1 0.0 0.3 9.6 0.0 0.0: 2.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . . . . 0 . . 0 0:
Old : 22: 12 11 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 89.4 94.7 95.3 73.2 88.9 92.1 92.1
Old : 74.5 89.4 94.7 95.3 73.2 88.9 92.1 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 54,363: 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165: 2,770 2,450
Old : 54,363: 21,145 47,778 5,938 1,900 1,945 5,245 0 0 17,155 125 165: 2,770 2,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3: 5.1 4.5
Old : 100.0: 38.9 87.9 10.9 3.5 3.6 9.6 0.0 0.0 31.6 0.2 0.3: 5.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 0 . . .:
Old : 27: 15 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 83.5 73.1 93.5 51.6 83.0 69.7 89.0
Old : 54.8 83.5 73.1 93.5 51.6 83.0 69.7 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 46,593: 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515: 2,505 2,310
Old : 46,593: 19,525 40,043 6,408 2,260 1,340 5,245 0 0 11,055 125 515: 2,505 2,310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1: 5.4 5.0
Old : 100.0: 41.9 85.9 13.8 4.9 2.9 11.3 0.0 0.0 23.7 0.3 1.1: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 10 . . . . 0 0 . . .:
Old : 27: 15 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 82.0 72.2 92.4 48.1 81.2 68.5 87.8
Old : 51.5 82.0 72.2 92.4 48.1 81.2 68.5 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 16,150: 8,580 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280: 2,800 2,595
Old : 16,150: 8,580 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280: 2,800 2,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -65 0 0 0 0 0 0 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7: 17.3 16.1
Old : 100.0: 53.1 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7: 17.3 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 5 . . . 0 . 0 . . .:
Old : 20: 11 5 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 68.3 78.4 81.9 48.1 64.7 66.5 70.9
Old : 55.9 68.3 78.4 81.9 48.1 64.7 66.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 15,790: 8,000 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120: 2,245 2,260
Old : 15,790: 8,000 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120: 2,245 2,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: -65 0 0 0 0 0 0 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8: 14.2 14.3
Old : 100.0: 50.7 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8: 14.2 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 : 20: 11 4 . . . 0 . 0 . . .:
Old : 20: 11 4 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 70.7 81.4 84.2 50.3 66.1 69.5 72.6
Old : 62.0 70.7 81.4 84.2 50.3 66.1 69.5 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 66,910: 33,120 38,310 1,325 705 4,880 4,610 15,310 240 15,515 800 1,225: 5,995 5,440
Old : 66,910: 33,120 38,310 1,325 705 4,880 4,610 15,310 240 15,515 800 1,225: 5,995 5,440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 57.3 2.0 1.1 7.3 6.9 22.9 0.4 23.2 1.2 1.8: 9.0 8.1
Old : 100.0: 49.5 57.3 2.0 1.1 7.3 6.9 22.9 0.4 23.2 1.2 1.8: 9.0 8.1
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 : 31: 16 13 . . . . . . 4 . .:
Old : 31: 16 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 61.8 73.9 79.7 54.7 59.8 68.1 73.9
Old : 56.5 61.8 73.9 79.7 54.7 59.8 68.1 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 61,940: 31,510 34,555 1,610 0 5,705 4,315 15,325 225 12,945 800 1,225: 4,405 4,105
Old : 61,940: 31,510 34,555 1,610 0 5,705 4,315 15,325 225 12,945 800 1,225: 4,405 4,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 55.8 2.6 0.0 9.2 7.0 24.7 0.4 20.9 1.3 2.0: 7.1 6.6
Old : 100.0: 50.9 55.8 2.6 0.0 9.2 7.0 24.7 0.4 20.9 1.3 2.0: 7.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 14 . 0 . . . . 4 . .:
Old : 31: 16 14 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 65.0 74.9 81.8 52.1 62.3 65.8 74.3
Old : 54.5 65.0 74.9 81.8 52.1 62.3 65.8 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 59,344: 32,626 22,900 0 17,526 70 18,710 305 3,745 0 10,630 1,355: 2,838 2,813
Old : 59,344: 32,626 22,900 0 17,526 70 18,710 305 3,745 0 10,630 1,355: 2,838 2,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 38.6 0.0 29.5 0.1 31.5 0.5 6.3 0.0 17.9 2.3: 4.8 4.7
Old : 100.0: 55.0 38.6 0.0 29.5 0.1 31.5 0.5 6.3 0.0 17.9 2.3: 4.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 11 0 . . . . . 0 . .:
Old : 31: 20 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 67.2 78.8 86.2 54.4 59.4 67.9 73.1
Old : 57.7 67.2 78.8 86.2 54.4 59.4 67.9 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 50,509: 28,530 20,155 0 14,865 70 13,815 330 3,720 0 7,130 1,490: 2,884 2,749
Old : 50,509: 28,530 20,155 0 14,865 70 13,815 330 3,720 0 7,130 1,490: 2,884 2,749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 39.9 0.0 29.4 0.1 27.4 0.7 7.4 0.0 14.1 2.9: 5.7 5.4
Old : 100.0: 56.5 39.9 0.0 29.4 0.1 27.4 0.7 7.4 0.0 14.1 2.9: 5.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 10 0 . . . . . 0 . .:
Old : 30: 20 10 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 62.6 76.6 85.0 49.9 54.0 64.3 69.1
Old : 57.2 62.6 76.6 85.0 49.9 54.0 64.3 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 188,269: 101,415 81,580 19,417 1,275 7,012 70 28,863 7,515 800 10,080 2,970: 49,070 48,974
Old : 188,269: 101,415 81,580 19,417 1,275 7,012 70 28,863 7,515 800 10,080 2,970: 49,070 48,974
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 990: -5 845 600 0 -172 0 -125 125 0 -125 125: 317 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 43.3 10.3 0.7 3.7 0.0 15.3 4.0 0.4 5.4 1.6: 26.1 26.0
Old : 100.0: 53.9 43.3 10.3 0.7 3.7 0.0 15.3 4.0 0.4 5.4 1.6: 26.1 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 28 . . . . . . . 4 .:
Old : 44: 25 28 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 33.5 57.9 51.6 37.9 29.5 47.8 43.9
Old : 43.9 33.5 57.9 51.6 37.9 29.5 47.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 157,264: 79,224 67,453 17,529 60 5,959 0 22,978 7,330 800 7,203 3,825: 42,597 42,456
Old : 157,264: 79,224 67,453 17,529 60 5,959 0 22,978 7,330 800 7,203 3,825: 42,597 42,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,100: 220 987 600 0 -75 0 -110 110 0 -57 125: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 42.9 11.1 0.0 3.8 0.0 14.6 4.7 0.5 4.6 2.4: 27.1 27.0
Old : 100.0: 50.4 42.9 11.1 0.0 3.8 0.0 14.6 4.7 0.5 4.6 2.4: 27.1 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 29 . . . 0 4 . . 4 .:
Old : 44: 24 29 . . . 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 : 39.8 35.1 53.3 51.5 33.8 30.7 43.3 41.5
Old : 39.8 35.1 53.3 51.5 33.8 30.7 43.3 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 63,106: 23,295 35,045 18,556 6,296 7,870 1,270 0 7,450 0 1,840 0: 4,665 4,605
Old : 63,106: 23,295 35,045 18,556 6,296 7,870 1,270 0 7,450 0 1,840 0: 4,665 4,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 295: -15 285 350 75 -75 0 0 0 0 -25 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 55.5 29.4 10.0 12.5 2.0 0.0 11.8 0.0 2.9 0.0: 7.4 7.3
Old : 100.0: 36.9 55.5 29.4 10.0 12.5 2.0 0.0 11.8 0.0 2.9 0.0: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . . 0 . 0 . 0:
Old : 27: 13 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 45.8 80.5 75.9 45.0 37.5 54.1 52.7
Old : 61.4 45.8 80.5 75.9 45.0 37.5 54.1 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 54,245: 22,420 29,530 11,281 4,316 6,029 1,455 0 7,625 0 1,490 0: 5,435 5,255
Old : 54,245: 22,420 29,530 11,281 4,316 6,029 1,455 0 7,625 0 1,490 0: 5,435 5,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 54.4 20.8 8.0 11.1 2.7 0.0 14.1 0.0 2.7 0.0: 10.0 9.7
Old : 100.0: 41.3 54.4 20.8 8.0 11.1 2.7 0.0 14.1 0.0 2.7 0.0: 10.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . . . . 0 . 0 . 0:
Old : 26: 16 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 45.5 71.4 76.0 38.6 35.2 47.8 49.7
Old : 53.6 45.5 71.4 76.0 38.6 35.2 47.8 49.7
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 - Options and Futures Combined, January 05, 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 : 46,225: 25,535 22,225 250 6,200 4,915 4,450 3,620 4,985 1,540 0 140: 4,410 4,140
Old : 46,225: 25,535 22,225 250 6,200 4,915 4,450 3,620 4,985 1,540 0 140: 4,410 4,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 480: 250 370 0 -120 200 0 0 0 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 48.1 0.5 13.4 10.6 9.6 7.8 10.8 3.3 0.0 0.3: 9.5 9.0
Old : 100.0: 55.2 48.1 0.5 13.4 10.6 9.6 7.8 10.8 3.3 0.0 0.3: 9.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . . . . . 0 .:
Old : 26: 14 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 : 59.9 48.3 77.8 72.2 42.9 34.4 52.2 50.1
Old : 59.9 48.3 77.8 72.2 42.9 34.4 52.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 55,245: 20,935 32,485 0 6,505 5,455 19,475 3,230 3,675 1,540 0 140: 4,025 3,755
Old : 55,245: 20,935 32,485 0 6,505 5,455 19,475 3,230 3,675 1,540 0 140: 4,025 3,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 20: -100 120 0 -220 35 0 0 0 0 0 0: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 58.8 0.0 11.8 9.9 35.3 5.8 6.7 2.8 0.0 0.3: 7.3 6.8
Old : 100.0: 37.9 58.8 0.0 11.8 9.9 35.3 5.8 6.7 2.8 0.0 0.3: 7.3 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 16 0 . . . . . . 0 .:
Old : 23: 14 16 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 49.9 86.4 73.7 50.8 31.3 54.0 47.0
Old : 72.5 49.9 86.4 73.7 50.8 31.3 54.0 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 205,956: 111,324 135,742 4,855 8,780 25,396 30,300 150 4,905 100 2,167 913: 28,163 27,903
Old : 205,956: 111,324 135,742 4,855 8,780 25,396 30,300 150 4,905 100 2,167 913: 28,163 27,903
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 1,350: 738 2,161 953 -230 -501 0 0 0 0 0 0: 160 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 65.9 2.4 4.3 12.3 14.7 0.1 2.4 0.0 1.1 0.4: 13.7 13.5
Old : 100.0: 54.1 65.9 2.4 4.3 12.3 14.7 0.1 2.4 0.0 1.1 0.4: 13.7 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 : 43: 27 26 . . 4 . . . . 4 .:
Old : 43: 27 26 . . 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 46.7 63.4 67.0 36.1 35.4 48.4 47.4
Old : 45.2 46.7 63.4 67.0 36.1 35.4 48.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 156,835: 80,312 103,135 722 3,880 22,147 27,365 50 6,035 65 1,524 475: 19,714 19,589
Old : 156,835: 80,312 103,135 722 3,880 22,147 27,365 50 6,035 65 1,524 475: 19,714 19,589
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 690: 897 855 0 550 -450 0 0 0 65 -203 0: 178 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 65.8 0.5 2.5 14.1 17.4 0.0 3.8 0.0 1.0 0.3: 12.6 12.5
Old : 100.0: 51.2 65.8 0.5 2.5 14.1 17.4 0.0 3.8 0.0 1.0 0.3: 12.6 12.5
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 : 41: 25 26 . . 4 . . . . . .:
Old : 41: 25 26 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 42.6 65.7 61.0 38.0 34.1 47.5 43.7
Old : 47.6 42.6 65.7 61.0 38.0 34.1 47.5 43.7
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 - Options and Futures Combined, January 05, 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 : 29,730: 21,290 15,930 855 9,150 2,070 2,550 300 160 670 0 255: 1,880 1,865
Old : 29,730: 21,290 15,930 855 9,150 2,070 2,550 300 160 670 0 255: 1,880 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 505: 780 480 -300 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 53.6 2.9 30.8 7.0 8.6 1.0 0.5 2.3 0.0 0.9: 6.3 6.3
Old : 100.0: 71.6 53.6 2.9 30.8 7.0 8.6 1.0 0.5 2.3 0.0 0.9: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . . . . . . . 0 .:
Old : 20: 11 6 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 87.4 84.2 92.5 61.2 82.5 76.7 84.6
Old : 62.6 87.4 84.2 92.5 61.2 82.5 76.7 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, January 05, 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 : 29,320: 21,590 15,330 145 8,685 2,475 2,600 300 100 0 35 550: 1,860 1,845
Old : 29,320: 21,590 15,330 145 8,685 2,475 2,600 300 100 0 35 550: 1,860 1,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2020 :
: 505: 780 480 -300 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 52.3 0.5 29.6 8.4 8.9 1.0 0.3 0.0 0.1 1.9: 6.3 6.3
Old : 100.0: 73.6 52.3 0.5 29.6 8.4 8.9 1.0 0.3 0.0 0.1 1.9: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 5 . . . . . . 0 . .:
Old : 20: 11 5 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 86.8 86.4 92.7 65.5 80.1 78.4 82.4
Old : 65.9 86.8 86.4 92.7 65.5 80.1 78.4 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 08, 2021