COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 15,573: 11,639 8,246 0 1,684 834 116 0 49 320 1,908 1,816: 799 1,036
Old : 15,573: 11,639 8,246 0 1,684 834 116 0 49 320 1,908 1,816: 799 1,036
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 598: 236 358 0 -69 24 116 0 49 -2 -13 161: 14 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 53.0 0.0 10.8 5.4 0.7 0.0 0.3 2.1 12.3 11.7: 5.1 6.7
Old : 100.0: 74.7 53.0 0.0 10.8 5.4 0.7 0.0 0.3 2.1 12.3 11.7: 5.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 0 . . . 0 . . 4 .:
Old : 21: 11 9 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 : 62.5 51.2 81.7 75.3 35.4 31.8 44.4 42.1
Old : 62.5 51.2 81.7 75.3 35.4 31.8 44.4 42.1
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 26, 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 : 35,016: 24,137 27,804 2,356 1,585 3,112 466 325 778 3,407 657 755: 5 0
Old : 35,016: 24,137 27,804 2,356 1,585 3,112 466 325 778 3,407 657 755: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 956: 799 801 85 525 -75 -37 25 0 324 -175 -140: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 79.4 6.7 4.5 8.9 1.3 0.9 2.2 9.7 1.9 2.2: 0.0 0.0
Old : 100.0: 68.9 79.4 6.7 4.5 8.9 1.3 0.9 2.2 9.7 1.9 2.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 24 . . . . . . 5 . 4:
Old : 41: 22 24 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 55.2 61.9 74.7 31.3 45.6 47.1 56.2
Old : 37.8 55.2 61.9 74.7 31.3 45.6 47.1 56.2
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 26, 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 : 33,381: 29,230 24,644 0 4,552 1,560 0 35 415 830 830 1,345: 1 0
Old : 33,381: 29,230 24,644 0 4,552 1,560 0 35 415 830 830 1,345: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 333: 558 603 0 25 -45 -40 35 40 -35 -180 -145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 73.8 0.0 13.6 4.7 0.0 0.1 1.2 2.5 2.5 4.0: 0.0 0.0
Old : 100.0: 87.6 73.8 0.0 13.6 4.7 0.0 0.1 1.2 2.5 2.5 4.0: 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 : 34: 20 18 0 . . 0 . . . 4 4:
Old : 34: 20 18 0 . . 0 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 66.1 73.3 83.8 50.6 56.1 66.2 71.5
Old : 51.8 66.1 73.3 83.8 50.6 56.1 66.2 71.5
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 26, 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 : 133,079: 92,867 99,730 1,406 12,527 13,812 17,349 1,670 633 5,056 3,202 1,240: 716 265
Old : 133,079: 92,867 99,730 1,406 12,527 13,812 17,349 1,670 633 5,056 3,202 1,240: 716 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 823: 1,133 -116 151 -392 888 0 220 0 -1,213 375 -156: 20 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 74.9 1.1 9.4 10.4 13.0 1.3 0.5 3.8 2.4 0.9: 0.5 0.2
Old : 100.0: 69.8 74.9 1.1 9.4 10.4 13.0 1.3 0.5 3.8 2.4 0.9: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 28 34 . 5 5 7 4 . 8 5 7:
Old : 64: 28 34 . 5 5 7 4 . 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 37.3 64.8 60.8 35.1 27.8 44.3 40.0
Old : 47.1 37.3 64.8 60.8 35.1 27.8 44.3 40.0
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 26, 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 : 59,283: 45,277 41,488 1,485 9,784 4,345 4,838 340 51 784 703 2,503: 0 69
Old : 59,283: 45,277 41,488 1,485 9,784 4,345 4,838 340 51 784 703 2,503: 0 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,178: 974 917 0 154 119 282 145 -24 -130 -88 -43: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 70.0 2.5 16.5 7.3 8.2 0.6 0.1 1.3 1.2 4.2: 0.0 0.1
Old : 100.0: 76.4 70.0 2.5 16.5 7.3 8.2 0.6 0.1 1.3 1.2 4.2: 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 20 . . . . . . 5 5 8:
Old : 45: 22 20 . . . . . . 5 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 : 62.4 73.4 81.7 88.6 61.9 58.5 71.7 70.4
Old : 62.4 73.4 81.7 88.6 61.9 58.5 71.7 70.4
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 32,048: 29,651 24,620 570 4,242 1,071 0 555 0 475 1,279 281: 0 0
Old : 32,048: 29,651 24,620 570 4,242 1,071 0 555 0 475 1,279 281: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -333: -850 35 -75 -675 507 0 0 0 100 -200 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 76.8 1.8 13.2 3.3 0.0 1.7 0.0 1.5 4.0 0.9: 0.0 0.0
Old : 100.0: 92.5 76.8 1.8 13.2 3.3 0.0 1.7 0.0 1.5 4.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 . . . 0 . 0 . . 4:
Old : 28: 14 14 . . . 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 : 78.9 81.1 94.1 92.9 72.4 66.1 78.2 76.1
Old : 78.9 81.1 94.1 92.9 72.4 66.1 78.2 76.1
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 26, 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 : 48,515: 27,981 17,748 2,331 20,499 3,069 13,621 100 50 0 5,607 944: 519 498
Old : 48,515: 27,981 17,748 2,331 20,499 3,069 13,621 100 50 0 5,607 944: 519 498
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -493: -438 92 213 -710 57 -25 0 0 -420 44 -67: 187 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 36.6 4.8 42.3 6.3 28.1 0.2 0.1 0.0 11.6 1.9: 1.1 1.0
Old : 100.0: 57.7 36.6 4.8 42.3 6.3 28.1 0.2 0.1 0.0 11.6 1.9: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 18 . 4 4 . . . 0 . .:
Old : 34: 16 18 . 4 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 : 51.9 67.1 72.0 80.8 48.6 59.8 62.2 69.8
Old : 51.9 67.1 72.0 80.8 48.6 59.8 62.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 62,094: 36,229 21,863 1,454 29,130 3,605 17,982 780 57 0 4,741 1,447: 1,320 471
Old : 62,094: 36,229 21,863 1,454 29,130 3,605 17,982 780 57 0 4,741 1,447: 1,320 471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -931: -366 255 -128 -1,032 -53 -45 -120 7 -519 69 -182: 355 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 35.2 2.3 46.9 5.8 29.0 1.3 0.1 0.0 7.6 2.3: 2.1 0.8
Old : 100.0: 58.3 35.2 2.3 46.9 5.8 29.0 1.3 0.1 0.0 7.6 2.3: 2.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 20 . 4 4 4 . . 0 . .:
Old : 39: 19 20 . 4 4 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 : 56.7 62.9 74.2 82.3 55.9 54.8 68.1 67.9
Old : 56.7 62.9 74.2 82.3 55.9 54.8 68.1 67.9
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 26, 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 : 64,101: 44,572 33,107 12,839 24,653 3,153 0 25 0 1,448 1,680 1,483: 606 0
Old : 64,101: 44,572 33,107 12,839 24,653 3,153 0 25 0 1,448 1,680 1,483: 606 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,047: 865 175 905 2,015 -918 0 0 0 300 0 -225: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 51.6 20.0 38.5 4.9 0.0 0.0 0.0 2.3 2.6 2.3: 0.9 0.0
Old : 100.0: 69.5 51.6 20.0 38.5 4.9 0.0 0.0 0.0 2.3 2.6 2.3: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 20 4 . 4 0 . 0 . . .:
Old : 40: 21 20 4 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 62.6 69.6 82.4 42.6 62.4 62.4 78.1
Old : 43.9 62.6 69.6 82.4 42.6 62.4 62.4 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 85,181: 59,270 34,972 20,652 44,903 1,334 0 25 0 1,453 1,946 1,956: 516 45
Old : 85,181: 59,270 34,972 20,652 44,903 1,334 0 25 0 1,453 1,946 1,956: 516 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,469: 1,181 385 155 1,240 20 0 0 0 308 45 -195: 0 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 41.1 24.2 52.7 1.6 0.0 0.0 0.0 1.7 2.3 2.3: 0.6 0.1
Old : 100.0: 69.6 41.1 24.2 52.7 1.6 0.0 0.0 0.0 1.7 2.3 2.3: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 17 4 . . 0 . 0 . . .:
Old : 43: 24 17 4 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 66.2 66.5 83.0 41.9 66.0 63.5 80.8
Old : 42.3 66.2 66.5 83.0 41.9 66.0 63.5 80.8
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 26, 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 : 34,948: 24,126 30,932 8,404 926 2,171 0 0 0 0 25 0: 247 894
Old : 34,948: 24,126 30,932 8,404 926 2,171 0 0 0 0 25 0: 247 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -160: 140 140 -300 -300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 88.5 24.0 2.6 6.2 0.0 0.0 0.0 0.0 0.1 0.0: 0.7 2.6
Old : 100.0: 69.0 88.5 24.0 2.6 6.2 0.0 0.0 0.0 0.0 0.1 0.0: 0.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 0 0 0 . 0:
Old : 24: 13 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 78.0 89.8 92.5 70.2 73.8 81.9 81.8
Old : 76.4 78.0 89.8 92.5 70.2 73.8 81.9 81.8
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 27,825: 25,184 14,740 0 11,586 745 0 600 0 1,560 118 0: 336 36
Old : 27,825: 25,184 14,740 0 11,586 745 0 600 0 1,560 118 0: 336 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 97: 397 -91 0 480 -300 0 0 0 0 8 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 53.0 0.0 41.6 2.7 0.0 2.2 0.0 5.6 0.4 0.0: 1.2 0.1
Old : 100.0: 90.5 53.0 0.0 41.6 2.7 0.0 2.2 0.0 5.6 0.4 0.0: 1.2 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 : 24: 16 15 0 . . 0 . 0 . . 0:
Old : 24: 16 15 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 64.6 83.0 86.1 39.5 49.8 54.8 57.7
Old : 61.6 64.6 83.0 86.1 39.5 49.8 54.8 57.7
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 26, 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 : 106,591: 86,612 80,745 228 13,108 6,221 5,625 965 216 4,221 2,184 3,017: 452 135
Old : 106,591: 86,612 80,745 228 13,108 6,221 5,625 965 216 4,221 2,184 3,017: 452 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,746: 2,278 1,445 28 824 -505 -796 88 -7 676 -73 98: -25 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 75.8 0.2 12.3 5.8 5.3 0.9 0.2 4.0 2.0 2.8: 0.4 0.1
Old : 100.0: 81.3 75.8 0.2 12.3 5.8 5.3 0.9 0.2 4.0 2.0 2.8: 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 : 70: 40 34 . . . 5 6 . 9 4 10:
Old : 70: 40 34 . . . 5 6 . 9 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 41.5 61.9 66.6 37.1 32.2 46.9 50.6
Old : 47.7 41.5 61.9 66.6 37.1 32.2 46.9 50.6
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 26, 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 : 20,751: 13,832 18,460 4,711 650 861 0 0 0 375 0 0: 972 780
Old : 20,751: 13,832 18,460 4,711 650 861 0 0 0 375 0 0: 972 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 286: 346 46 0 0 0 0 0 0 0 0 0: -60 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 89.0 22.7 3.1 4.1 0.0 0.0 0.0 1.8 0.0 0.0: 4.7 3.8
Old : 100.0: 66.7 89.0 22.7 3.1 4.1 0.0 0.0 0.0 1.8 0.0 0.0: 4.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 . . . 0 0 0 . 0 0:
Old : 21: 10 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 71.8 88.9 90.0 67.3 71.8 80.3 81.1
Old : 73.1 71.8 88.9 90.0 67.3 71.8 80.3 81.1
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 26, 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 : 17,852: 11,787 16,545 4,386 650 657 0 0 0 350 0 0: 672 0
Old : 17,852: 11,787 16,545 4,386 650 657 0 0 0 350 0 0: 672 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 300: 540 900 0 0 0 0 0 0 0 0 0: -240 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 92.7 24.6 3.6 3.7 0.0 0.0 0.0 2.0 0.0 0.0: 3.8 0.0
Old : 100.0: 66.0 92.7 24.6 3.6 3.7 0.0 0.0 0.0 2.0 0.0 0.0: 3.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 . . . 0 0 0 . 0 0:
Old : 21: 10 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 72.6 86.2 91.3 59.4 72.6 76.2 83.0
Old : 64.8 72.6 86.2 91.3 59.4 72.6 76.2 83.0
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 26, 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 : 65,198: 57,964 47,221 0 13,475 1,680 3,058 0 0 1,600 1,720 430: 466 672
Old : 65,198: 57,964 47,221 0 13,475 1,680 3,058 0 0 1,600 1,720 430: 466 672
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 775: 321 585 0 300 0 0 0 0 450 0 0: 4 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 72.4 0.0 20.7 2.6 4.7 0.0 0.0 2.5 2.6 0.7: 0.7 1.0
Old : 100.0: 88.9 72.4 0.0 20.7 2.6 4.7 0.0 0.0 2.5 2.6 0.7: 0.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 19 0 . . . 0 0 . . .:
Old : 36: 21 19 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 51.5 73.9 76.1 47.6 45.8 60.9 61.1
Old : 53.3 51.5 73.9 76.1 47.6 45.8 60.9 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 39,797: 30,865 35,128 6,279 1,335 2,519 0 0 0 100 25 0: 34 790
Old : 39,797: 30,865 35,128 6,279 1,335 2,519 0 0 0 100 25 0: 34 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -168: 112 168 50 0 -330 0 0 0 0 0 0: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 88.3 15.8 3.4 6.3 0.0 0.0 0.0 0.3 0.1 0.0: 0.1 2.0
Old : 100.0: 77.6 88.3 15.8 3.4 6.3 0.0 0.0 0.0 0.3 0.1 0.0: 0.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 . . . 0 0 0 . . 0:
Old : 30: 19 15 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 73.7 82.4 91.3 55.5 67.2 67.5 72.8
Old : 63.0 73.7 82.4 91.3 55.5 67.2 67.5 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 41,338: 39,439 26,003 0 12,344 1,236 267 1,375 0 0 324 0: 396 56
Old : 41,338: 39,439 26,003 0 12,344 1,236 267 1,375 0 0 324 0: 396 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -13: 857 439 0 510 -870 0 -120 0 0 28 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 62.9 0.0 29.9 3.0 0.6 3.3 0.0 0.0 0.8 0.0: 1.0 0.1
Old : 100.0: 95.4 62.9 0.0 29.9 3.0 0.6 3.3 0.0 0.0 0.8 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 : 33: 19 19 0 . . . 4 0 0 . 0:
Old : 33: 19 19 0 . . . 4 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 70.6 84.1 86.1 54.2 66.6 68.5 72.2
Old : 65.3 70.6 84.1 86.1 54.2 66.6 68.5 72.2
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 26, 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 : 55,433: 42,743 52,163 7,166 460 2,510 0 0 0 2,131 0 60: 823 240
Old : 55,433: 42,743 52,163 7,166 460 2,510 0 0 0 2,131 0 60: 823 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 125: 120 125 -5 -10 10 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 94.1 12.9 0.8 4.5 0.0 0.0 0.0 3.8 0.0 0.1: 1.5 0.4
Old : 100.0: 77.1 94.1 12.9 0.8 4.5 0.0 0.0 0.0 3.8 0.0 0.1: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 11 . . . 0 0 0 . 0 .:
Old : 29: 18 11 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 92.8 77.8 98.0 53.3 90.1 74.7 91.0
Old : 54.7 92.8 77.8 98.0 53.3 90.1 74.7 91.0
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 60,062: 47,769 53,032 6,366 4,235 2,535 0 0 0 2,762 0 60: 570 200
Old : 60,062: 47,769 53,032 6,366 4,235 2,535 0 0 0 2,762 0 60: 570 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 231: 71 221 128 0 0 0 0 0 32 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 88.3 10.6 7.1 4.2 0.0 0.0 0.0 4.6 0.0 0.1: 0.9 0.3
Old : 100.0: 79.5 88.3 10.6 7.1 4.2 0.0 0.0 0.0 4.6 0.0 0.1: 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 : 32: 18 13 . 4 5 0 0 0 4 0 .:
Old : 32: 18 13 . 4 5 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 87.7 73.3 94.8 45.5 84.7 69.5 88.4
Old : 48.8 87.7 73.3 94.8 45.5 84.7 69.5 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 89,618: 71,509 80,876 12,071 4,532 1,818 0 171 0 2,287 427 1,567: 366 227
Old : 89,618: 71,509 80,876 12,071 4,532 1,818 0 171 0 2,287 427 1,567: 366 227
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,436: 3,030 2,222 29 6 11 0 0 0 -394 427 -240: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 90.2 13.5 5.1 2.0 0.0 0.2 0.0 2.6 0.5 1.7: 0.4 0.3
Old : 100.0: 79.8 90.2 13.5 5.1 2.0 0.0 0.2 0.0 2.6 0.5 1.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 21 5 . . 0 . 0 . . .:
Old : 37: 18 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 : 58.3 60.6 75.1 87.4 55.8 58.7 72.4 82.3
Old : 58.3 60.6 75.1 87.4 55.8 58.7 72.4 82.3
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 26, 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 : 104,754: 81,844 91,718 13,097 4,680 3,137 484 1,548 120 2,415 297 3,041: 617 213
Old : 104,754: 81,844 91,718 13,097 4,680 3,137 484 1,548 120 2,415 297 3,041: 617 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,085: 2,033 824 -97 223 132 15 55 0 -661 152 -305: -32 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 87.6 12.5 4.5 3.0 0.5 1.5 0.1 2.3 0.3 2.9: 0.6 0.2
Old : 100.0: 78.1 87.6 12.5 4.5 3.0 0.5 1.5 0.1 2.3 0.3 2.9: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 23 28 5 . 4 . 5 . 5 5 8:
Old : 56: 23 28 5 . 4 . 5 . 5 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 : 57.2 54.2 72.7 76.6 55.8 54.2 69.0 71.9
Old : 57.2 54.2 72.7 76.6 55.8 54.2 69.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 60,845: 41,311 53,200 16,191 450 1,470 0 4,459 12 1,007 355 834: 20 65
Old : 60,845: 41,311 53,200 16,191 450 1,470 0 4,459 12 1,007 355 834: 20 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,852: 2,675 1,967 25 -200 200 0 518 12 -195 230 135: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 87.4 26.6 0.7 2.4 0.0 7.3 0.0 1.7 0.6 1.4: 0.0 0.1
Old : 100.0: 67.9 87.4 26.6 0.7 2.4 0.0 7.3 0.0 1.7 0.6 1.4: 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 : 31: 16 14 . . . 0 . . 4 . 6:
Old : 31: 16 14 . . . 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 : 79.7 85.5 88.7 92.5 77.2 83.0 83.7 87.5
Old : 79.7 85.5 88.7 92.5 77.2 83.0 83.7 87.5
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 26, 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 : 45,079: 30,296 40,950 13,675 346 283 0 300 0 600 2,975 225: 0 0
Old : 45,079: 30,296 40,950 13,675 346 283 0 300 0 600 2,975 225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 565: 580 605 -225 -300 210 0 75 0 75 50 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 90.8 30.3 0.8 0.6 0.0 0.7 0.0 1.3 6.6 0.5: 0.0 0.0
Old : 100.0: 67.2 90.8 30.3 0.8 0.6 0.0 0.7 0.0 1.3 6.6 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 12 . . . 0 . 0 . 5 .:
Old : 29: 13 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 : 82.1 91.8 94.2 96.0 82.1 90.4 93.3 93.8
Old : 82.1 91.8 94.2 96.0 82.1 90.4 93.3 93.8
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 26, 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 : 55,956: 35,596 44,864 10,895 456 8,501 0 470 0 529 1,445 220: 215 0
Old : 55,956: 35,596 44,864 10,895 456 8,501 0 470 0 529 1,445 220: 215 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 792: 429 829 183 0 0 0 0 0 87 -125 88: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 80.2 19.5 0.8 15.2 0.0 0.8 0.0 0.9 2.6 0.4: 0.4 0.0
Old : 100.0: 63.6 80.2 19.5 0.8 15.2 0.0 0.8 0.0 0.9 2.6 0.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 16 5 . 4 0 . 0 . . .:
Old : 33: 19 16 5 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 75.4 77.6 88.0 45.4 56.4 57.2 61.0
Old : 53.6 75.4 77.6 88.0 45.4 56.4 57.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 64,443: 44,749 49,374 11,954 4,266 4,607 1,250 3,967 0 196 1,585 120: 1,567 524
Old : 64,443: 44,749 49,374 11,954 4,266 4,607 1,250 3,967 0 196 1,585 120: 1,567 524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 73: 32 53 68 5 5 -10 0 -35 45 0 0: -32 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 76.6 18.5 6.6 7.1 1.9 6.2 0.0 0.3 2.5 0.2: 2.4 0.8
Old : 100.0: 69.4 76.6 18.5 6.6 7.1 1.9 6.2 0.0 0.3 2.5 0.2: 2.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 16 . . 4 . . 0 . . .:
Old : 34: 18 16 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 77.3 79.2 88.6 57.5 65.8 71.4 73.6
Old : 57.6 77.3 79.2 88.6 57.5 65.8 71.4 73.6
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,299: 10,909 19,676 11,764 427 737 235 2,449 0 0 559 335: 319 116
Old : 24,299: 10,909 19,676 11,764 427 737 235 2,449 0 0 559 335: 319 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 19: -80 -10 190 120 -160 -55 0 0 -56 -106 175: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 81.0 48.4 1.8 3.0 1.0 10.1 0.0 0.0 2.3 1.4: 1.3 0.5
Old : 100.0: 44.9 81.0 48.4 1.8 3.0 1.0 10.1 0.0 0.0 2.3 1.4: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 . . . . . 0 0 . .:
Old : 25: 12 12 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 70.0 88.2 88.6 71.5 67.9 86.2 83.8
Old : 72.0 70.0 88.2 88.6 71.5 67.9 86.2 83.8
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 26, 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 : 21,759: 9,922 19,259 10,734 510 667 0 495 0 51 790 0: 385 38
Old : 21,759: 9,922 19,259 10,734 510 667 0 495 0 51 790 0: 385 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1: 60 -59 0 120 -60 0 0 0 1 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 88.5 49.3 2.3 3.1 0.0 2.3 0.0 0.2 3.6 0.0: 1.8 0.2
Old : 100.0: 45.6 88.5 49.3 2.3 3.1 0.0 2.3 0.0 0.2 3.6 0.0: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 4 . . 0 . 0 . . 0:
Old : 22: 11 9 4 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 78.5 90.4 94.2 71.3 76.6 88.9 90.7
Old : 72.7 78.5 90.4 94.2 71.3 76.6 88.9 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 27,458: 22,207 18,821 2,110 5,865 287 436 168 100 1,070 1,026 665: 583 526
Old : 27,458: 22,207 18,821 2,110 5,865 287 436 168 100 1,070 1,026 665: 583 526
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 620: 615 406 0 5 0 0 0 0 0 310 0: 5 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 68.5 7.7 21.4 1.0 1.6 0.6 0.4 3.9 3.7 2.4: 2.1 1.9
Old : 100.0: 80.9 68.5 7.7 21.4 1.0 1.6 0.6 0.4 3.9 3.7 2.4: 2.1 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: 13 15 . . . . . . . . .:
Old : 28: 13 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 66.8 82.2 85.3 62.9 66.8 78.7 78.4
Old : 64.8 66.8 82.2 85.3 62.9 66.8 78.7 78.4
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 26, 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 : 17,045: 13,235 15,135 1,996 300 63 0 0 0 736 973 294: 721 280
Old : 17,045: 13,235 15,135 1,996 300 63 0 0 0 736 973 294: 721 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 272: 226 142 90 0 0 0 0 0 -80 0 130: -94 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 88.8 11.7 1.8 0.4 0.0 0.0 0.0 4.3 5.7 1.7: 4.2 1.6
Old : 100.0: 77.6 88.8 11.7 1.8 0.4 0.0 0.0 0.0 4.3 5.7 1.7: 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: 13 10 . . . 0 0 0 . . .:
Old : 23: 13 10 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 86.0 79.3 94.9 61.9 85.2 78.8 92.8
Old : 61.9 86.0 79.3 94.9 61.9 85.2 78.8 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 52,125: 38,369 23,468 6,569 18,409 727 2,555 5,246 155 2,256 2,462 1,348: 146 310
Old : 52,125: 38,369 23,468 6,569 18,409 727 2,555 5,246 155 2,256 2,462 1,348: 146 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 354: -247 -194 115 388 -33 10 90 -25 595 220 -71: 10 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 45.0 12.6 35.3 1.4 4.9 10.1 0.3 4.3 4.7 2.6: 0.3 0.6
Old : 100.0: 73.6 45.0 12.6 35.3 1.4 4.9 10.1 0.3 4.3 4.7 2.6: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 20 . . 4 . . . . 4 5:
Old : 42: 20 20 . . 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 : 51.6 70.8 69.7 82.5 45.2 54.9 60.8 64.4
Old : 51.6 70.8 69.7 82.5 45.2 54.9 60.8 64.4
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 26, 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 : 31,303: 25,677 9,584 1,717 15,602 996 700 2,820 0 430 631 1,415: 368 255
Old : 31,303: 25,677 9,584 1,717 15,602 996 700 2,820 0 430 631 1,415: 368 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 444: 257 262 45 55 72 0 0 0 0 5 50: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 30.6 5.5 49.8 3.2 2.2 9.0 0.0 1.4 2.0 4.5: 1.2 0.8
Old : 100.0: 82.0 30.6 5.5 49.8 3.2 2.2 9.0 0.0 1.4 2.0 4.5: 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 : 31: 15 15 . . . . . 0 . . .:
Old : 31: 15 15 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 73.1 78.9 85.4 60.9 71.2 71.6 80.0
Old : 66.7 73.1 78.9 85.4 60.9 71.2 71.6 80.0
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 26, 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 : 16,825: 4,529 16,128 10,190 0 95 0 310 0 1,886 135 115: 10 42
Old : 16,825: 4,529 16,128 10,190 0 95 0 310 0 1,886 135 115: 10 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 189: 122 31 -56 0 -25 0 93 0 138 60 15: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 95.9 60.6 0.0 0.6 0.0 1.8 0.0 11.2 0.8 0.7: 0.1 0.2
Old : 100.0: 26.9 95.9 60.6 0.0 0.6 0.0 1.8 0.0 11.2 0.8 0.7: 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 : 28: 16 14 . 0 . 0 . 0 . . .:
Old : 28: 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 : 70.2 81.8 88.8 93.5 69.4 77.8 87.9 88.6
Old : 70.2 81.8 88.8 93.5 69.4 77.8 87.9 88.6
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 26, 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 : 20,946: 5,967 20,946 12,429 0 0 0 0 0 2,475 0 0: 75 0
Old : 20,946: 5,967 20,946 12,429 0 0 0 0 0 2,475 0 0: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -695: 210 -620 -605 0 0 0 0 0 -225 0 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 100.0 59.3 0.0 0.0 0.0 0.0 0.0 11.8 0.0 0.0: 0.4 0.0
Old : 100.0: 28.5 100.0 59.3 0.0 0.0 0.0 0.0 0.0 11.8 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 . 0 0 0 0 0 5 0 0:
Old : 24: 12 11 . 0 0 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 : 69.4 91.7 88.9 98.5 69.1 89.1 88.6 95.2
Old : 69.4 91.7 88.9 98.5 69.1 89.1 88.6 95.2
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 26, 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 : 10,154: 5,631 6,127 1,983 2,055 1,312 35 50 10 780 400 100: 303 100
Old : 10,154: 5,631 6,127 1,983 2,055 1,312 35 50 10 780 400 100: 303 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 43: 72 -53 -125 0 96 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 60.3 19.5 20.2 12.9 0.3 0.5 0.1 7.7 3.9 1.0: 3.0 1.0
Old : 100.0: 55.5 60.3 19.5 20.2 12.9 0.3 0.5 0.1 7.7 3.9 1.0: 3.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 8 . . 4 . . . . . .:
Old : 24: 11 8 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.0 78.9 85.9 42.2 54.6 64.5 75.7
Old : 54.2 59.0 78.9 85.9 42.2 54.6 64.5 75.7
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 26, 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 : 9,497: 5,075 5,350 1,895 2,080 1,412 45 50 0 600 300 205: 265 100
Old : 9,497: 5,075 5,350 1,895 2,080 1,412 45 50 0 600 300 205: 265 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 53: 50 -75 -150 -25 153 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 56.3 20.0 21.9 14.9 0.5 0.5 0.0 6.3 3.2 2.2: 2.8 1.1
Old : 100.0: 53.4 56.3 20.0 21.9 14.9 0.5 0.5 0.0 6.3 3.2 2.2: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 8 . . 4 . . 0 . . .:
Old : 24: 10 8 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 65.9 78.0 87.7 42.8 61.5 61.7 72.4
Old : 54.4 65.9 78.0 87.7 42.8 61.5 61.7 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 50,744: 17,725 47,169 27,675 230 1,150 0 0 0 1,815 0 2,185: 194 10
Old : 50,744: 17,725 47,169 27,675 230 1,150 0 0 0 1,815 0 2,185: 194 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,800: 300 1,850 1,550 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 93.0 54.5 0.5 2.3 0.0 0.0 0.0 3.6 0.0 4.3: 0.4 0.0
Old : 100.0: 34.9 93.0 54.5 0.5 2.3 0.0 0.0 0.0 3.6 0.0 4.3: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . . . 0 0 0 4 0 .:
Old : 29: 15 12 . . . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 76.7 89.1 91.1 71.8 75.5 81.0 86.0
Old : 77.3 76.7 89.1 91.1 71.8 75.5 81.0 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 51,254: 18,485 47,682 27,410 230 1,150 25 0 0 1,820 0 2,160: 204 32
Old : 51,254: 18,485 47,682 27,410 230 1,150 25 0 0 1,820 0 2,160: 204 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,925: 375 1,975 1,600 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 93.0 53.5 0.4 2.2 0.0 0.0 0.0 3.6 0.0 4.2: 0.4 0.1
Old : 100.0: 36.1 93.0 53.5 0.4 2.2 0.0 0.0 0.0 3.6 0.0 4.2: 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 : 30: 14 11 . . . . 0 0 5 0 .:
Old : 30: 14 11 . . . . 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 75.9 87.5 91.3 70.4 74.8 80.3 85.8
Old : 75.2 75.9 87.5 91.3 70.4 74.8 80.3 85.8
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 26, 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 : 114,748: 84,659 87,855 21,502 12,076 5,275 101 1,615 880 1,359 6,541 501: 471 5
Old : 114,748: 84,659 87,855 21,502 12,076 5,275 101 1,615 880 1,359 6,541 501: 471 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,619: 2,820 3,708 425 709 236 0 100 0 74 -1,134 12: 52 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 76.6 18.7 10.5 4.6 0.1 1.4 0.8 1.2 5.7 0.4: 0.4 0.0
Old : 100.0: 73.8 76.6 18.7 10.5 4.6 0.1 1.4 0.8 1.2 5.7 0.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 27 5 . 5 . . . . 6 .:
Old : 57: 32 27 5 . 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 : 51.3 52.4 70.5 72.2 49.3 50.3 65.0 65.9
Old : 51.3 52.4 70.5 72.2 49.3 50.3 65.0 65.9
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 26, 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 : 121,783: 87,166 95,273 21,841 9,624 7,018 578 1,591 1,494 2,324 5,554 1,152: 210 77
Old : 121,783: 87,166 95,273 21,841 9,624 7,018 578 1,591 1,494 2,324 5,554 1,152: 210 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 4,166: 2,570 3,998 530 1,265 50 -7 -42 172 626 -1,433 161: 64 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 78.2 17.9 7.9 5.8 0.5 1.3 1.2 1.9 4.6 0.9: 0.2 0.1
Old : 100.0: 71.6 78.2 17.9 7.9 5.8 0.5 1.3 1.2 1.9 4.6 0.9: 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 : 66: 34 31 6 . 6 . . . 5 6 5:
Old : 66: 34 31 6 . 6 . . . 5 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 51.3 65.1 68.3 40.5 49.8 54.3 62.6
Old : 43.6 51.3 65.1 68.3 40.5 49.8 54.3 62.6
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 26, 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 : 531,978: 328,346 359,958 23,466 12,136 86,228 19,527 12,194 25,348 21,648 8,729 26,802: 612 582
Old : 531,978: 328,346 359,958 23,466 12,136 86,228 19,527 12,194 25,348 21,648 8,729 26,802: 612 582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 12,943: 4,011 1,443 -550 714 6,503 -462 1,145 17 1,197 1,113 1,943: 284 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 67.7 4.4 2.3 16.2 3.7 2.3 4.8 4.1 1.6 5.0: 0.1 0.1
Old : 100.0: 61.7 67.7 4.4 2.3 16.2 3.7 2.3 4.8 4.1 1.6 5.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 108: 42 43 4 5 6 11 10 12 16 15 22:
Old : 108: 42 43 4 5 6 11 10 12 16 15 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 : 39.6 37.6 60.1 60.6 13.2 16.8 18.8 20.9
Old : 39.6 37.6 60.1 60.6 13.2 16.8 18.8 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 14,800: 9,355 11,610 445 875 1,540 800 550 135 1,850 0 0: 675 90
Old : 14,800: 9,355 11,610 445 875 1,540 800 550 135 1,850 0 0: 675 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 45: 0 25 -30 5 15 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 78.4 3.0 5.9 10.4 5.4 3.7 0.9 12.5 0.0 0.0: 4.6 0.6
Old : 100.0: 63.2 78.4 3.0 5.9 10.4 5.4 3.7 0.9 12.5 0.0 0.0: 4.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 10 . . 4 . . . . 0 0:
Old : 25: 11 10 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 78.9 81.6 93.0 53.7 71.6 72.2 80.1
Old : 55.9 78.9 81.6 93.0 53.7 71.6 72.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 12,226: 7,331 8,550 445 1,291 1,525 200 550 160 1,850 0 0: 715 150
Old : 12,226: 7,331 8,550 445 1,291 1,525 200 550 160 1,850 0 0: 715 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 0: 0 25 0 -25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 69.9 3.6 10.6 12.5 1.6 4.5 1.3 15.1 0.0 0.0: 5.8 1.2
Old : 100.0: 60.0 69.9 3.6 10.6 12.5 1.6 4.5 1.3 15.1 0.0 0.0: 5.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 9 . . 4 . . . . 0 0:
Old : 23: 9 9 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 75.8 83.6 91.5 54.2 66.5 71.7 76.9
Old : 55.7 75.8 83.6 91.5 54.2 66.5 71.7 76.9
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 26, 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 : 9,115: 7,403 8,685 480 98 252 0 0 0 885 0 45: 50 35
Old : 9,115: 7,403 8,685 480 98 252 0 0 0 885 0 45: 50 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 411: 356 406 0 0 0 0 0 0 25 0 0: 30 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 95.3 5.3 1.1 2.8 0.0 0.0 0.0 9.7 0.0 0.5: 0.5 0.4
Old : 100.0: 81.2 95.3 5.3 1.1 2.8 0.0 0.0 0.0 9.7 0.0 0.5: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . 0 0 0 5 0 .:
Old : 31: 18 17 . . . 0 0 0 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 67.6 79.3 81.9 47.0 51.7 60.4 63.3
Old : 56.7 67.6 79.3 81.9 47.0 51.7 60.4 63.3
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 26, 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 : 90,572: 66,382 57,062 12,449 14,971 1,020 0 10,377 0 3,610 0 0: 7,111 7,142
Old : 90,572: 66,382 57,062 12,449 14,971 1,020 0 10,377 0 3,610 0 0: 7,111 7,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,087: 902 -48 550 780 -355 0 710 0 -10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 63.0 13.7 16.5 1.1 0.0 11.5 0.0 4.0 0.0 0.0: 7.9 7.9
Old : 100.0: 73.3 63.0 13.7 16.5 1.1 0.0 11.5 0.0 4.0 0.0 0.0: 7.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 16 . . . 0 . 0 . 0 0:
Old : 25: 16 16 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 56.6 85.4 82.6 72.3 55.5 82.6 77.9
Old : 73.1 56.6 85.4 82.6 72.3 55.5 82.6 77.9
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 76,460: 54,376 45,536 9,753 13,245 1,130 0 8,957 0 3,610 0 0: 7,591 7,592
Old : 76,460: 54,376 45,536 9,753 13,245 1,130 0 8,957 0 3,610 0 0: 7,591 7,592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -178: 412 -703 10 675 -650 0 450 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 59.6 12.8 17.3 1.5 0.0 11.7 0.0 4.7 0.0 0.0: 9.9 9.9
Old : 100.0: 71.1 59.6 12.8 17.3 1.5 0.0 11.7 0.0 4.7 0.0 0.0: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 16 . . . 0 . 0 . 0 0:
Old : 23: 16 16 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 59.8 83.5 82.4 71.5 58.3 79.3 77.5
Old : 72.4 59.8 83.5 82.4 71.5 58.3 79.3 77.5
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 26, 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 : 50,320: 28,238 18,516 3,468 18,431 0 10,725 6,420 2,495 1,590 924 0: 3,804 3,534
Old : 50,320: 28,238 18,516 3,468 18,431 0 10,725 6,420 2,495 1,590 924 0: 3,804 3,534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,649: -2,429 751 720 -60 0 0 -2,400 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 36.8 6.9 36.6 0.0 21.3 12.8 5.0 3.2 1.8 0.0: 7.6 7.0
Old : 100.0: 56.1 36.8 6.9 36.6 0.0 21.3 12.8 5.0 3.2 1.8 0.0: 7.6 7.0
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: 17 15 . . 0 . . . . . 0:
Old : 27: 17 15 . . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 69.3 69.7 81.9 39.1 62.0 55.4 69.2
Old : 49.3 69.3 69.7 81.9 39.1 62.0 55.4 69.2
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 34,382: 21,624 11,531 5,146 10,090 0 1,625 6,615 2,725 75 324 336: 2,851 2,761
Old : 34,382: 21,624 11,531 5,146 10,090 0 1,625 6,615 2,725 75 324 336: 2,851 2,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -485: -1,060 -585 475 0 -145 0 0 0 0 0 0: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 33.5 15.0 29.3 0.0 4.7 19.2 7.9 0.2 0.9 1.0: 8.3 8.0
Old : 100.0: 62.9 33.5 15.0 29.3 0.0 4.7 19.2 7.9 0.2 0.9 1.0: 8.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 . . 0 . . . . . .:
Old : 23: 15 13 . . 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 64.0 76.0 81.7 38.6 58.8 56.5 65.0
Old : 50.7 64.0 76.0 81.7 38.6 58.8 56.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,850: 18,040 10,045 7,185 0 250 500 15,560 350 75 0 0: 1,450 1,645
Old : 27,850: 18,040 10,045 7,185 0 250 500 15,560 350 75 0 0: 1,450 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 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: 64.8 36.1 25.8 0.0 0.9 1.8 55.9 1.3 0.3 0.0 0.0: 5.2 5.9
Old : 100.0: 64.8 36.1 25.8 0.0 0.9 1.8 55.9 1.3 0.3 0.0 0.0: 5.2 5.9
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 : 20: 12 12 . 0 . . . . . 0 0:
Old : 20: 12 12 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 78.9 87.1 89.9 54.8 74.8 75.3 79.3
Old : 63.9 78.9 87.1 89.9 54.8 74.8 75.3 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 87,904: 48,944 30,319 8,555 38,045 2,750 12,980 1,235 5 75 885 1,070: 13,525 13,595
Old : 87,904: 48,944 30,319 8,555 38,045 2,750 12,980 1,235 5 75 885 1,070: 13,525 13,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,260: 60 600 1,800 1,260 -175 0 0 0 0 0 0: -425 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 34.5 9.7 43.3 3.1 14.8 1.4 0.0 0.1 1.0 1.2: 15.4 15.5
Old : 100.0: 55.7 34.5 9.7 43.3 3.1 14.8 1.4 0.0 0.1 1.0 1.2: 15.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 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 : 53.4 56.2 73.7 71.8 48.9 55.3 62.1 62.8
Old : 53.4 56.2 73.7 71.8 48.9 55.3 62.1 62.8
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 26, 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 : 84,554: 45,479 30,424 8,495 33,450 3,160 13,680 1,085 40 0 2,695 315: 13,385 13,385
Old : 84,554: 45,479 30,424 8,495 33,450 3,160 13,680 1,085 40 0 2,695 315: 13,385 13,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,100: 100 640 1,800 1,260 -175 0 0 0 0 0 0: -625 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 36.0 10.0 39.6 3.7 16.2 1.3 0.0 0.0 3.2 0.4: 15.8 15.8
Old : 100.0: 53.8 36.0 10.0 39.6 3.7 16.2 1.3 0.0 0.0 3.2 0.4: 15.8 15.8
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 : 29: 14 17 . . . . . . 0 . .:
Old : 29: 14 17 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 52.7 73.2 70.4 47.9 52.7 59.5 62.6
Old : 51.8 52.7 73.2 70.4 47.9 52.7 59.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 29,042: 20,305 5,133 1,523 325 747 0 11,460 975 725 5,880 330: 4,437 4,192
Old : 29,042: 20,305 5,133 1,523 325 747 0 11,460 975 725 5,880 330: 4,437 4,192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 100: 100 0 -85 0 35 0 0 0 0 0 0: 50 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 17.7 5.2 1.1 2.6 0.0 39.5 3.4 2.5 20.2 1.1: 15.3 14.4
Old : 100.0: 69.9 17.7 5.2 1.1 2.6 0.0 39.5 3.4 2.5 20.2 1.1: 15.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . 0 . . . . .:
Old : 24: 13 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 60.1 66.6 76.0 47.7 55.6 61.0 66.9
Old : 49.5 60.1 66.6 76.0 47.7 55.6 61.0 66.9
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 26, 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 : 28,787: 20,360 5,193 1,013 325 1,159 0 11,460 975 725 5,380 405: 4,150 3,890
Old : 28,787: 20,360 5,193 1,013 325 1,159 0 11,460 975 725 5,380 405: 4,150 3,890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 50: 50 0 -35 0 35 0 0 0 0 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 18.0 3.5 1.1 4.0 0.0 39.8 3.4 2.5 18.7 1.4: 14.4 13.5
Old : 100.0: 70.7 18.0 3.5 1.1 4.0 0.0 39.8 3.4 2.5 18.7 1.4: 14.4 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . 0 . . . . .:
Old : 24: 13 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 59.1 66.9 75.3 48.2 54.3 60.1 65.7
Old : 49.6 59.1 66.9 75.3 48.2 54.3 60.1 65.7
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 26, 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 : 67,085: 21,270 55,330 18,545 8,955 130 17,660 0 240 6,995 0 0: 2,245 2,430
Old : 67,085: 21,270 55,330 18,545 8,955 130 17,660 0 240 6,995 0 0: 2,245 2,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -5: 0 -5 -5 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 82.5 27.6 13.3 0.2 26.3 0.0 0.4 10.4 0.0 0.0: 3.3 3.6
Old : 100.0: 31.7 82.5 27.6 13.3 0.2 26.3 0.0 0.4 10.4 0.0 0.0: 3.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . . . . 0 . . 0 0:
Old : 22: 11 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 : 74.9 85.0 94.2 92.1 72.8 84.5 90.8 89.1
Old : 74.9 85.0 94.2 92.1 72.8 84.5 90.8 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 68,025: 21,310 57,770 20,630 7,740 165 17,660 0 240 6,120 0 0: 1,900 2,110
Old : 68,025: 21,310 57,770 20,630 7,740 165 17,660 0 240 6,120 0 0: 1,900 2,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -5: 0 -55 -5 0 0 0 0 0 0 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 84.9 30.3 11.4 0.2 26.0 0.0 0.4 9.0 0.0 0.0: 2.8 3.1
Old : 100.0: 31.3 84.9 30.3 11.4 0.2 26.0 0.0 0.4 9.0 0.0 0.0: 2.8 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: 12 11 . . . . 0 . . 0 0:
Old : 20: 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 : 75.7 89.0 94.9 94.9 73.3 88.5 91.9 91.6
Old : 75.7 89.0 94.9 94.9 73.3 88.5 91.9 91.6
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,533: 20,500 44,618 4,338 1,615 1,985 5,110 0 0 16,085 100 165: 3,350 3,050
Old : 51,533: 20,500 44,618 4,338 1,615 1,985 5,110 0 0 16,085 100 165: 3,350 3,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 86.6 8.4 3.1 3.9 9.9 0.0 0.0 31.2 0.2 0.3: 6.5 5.9
Old : 100.0: 39.8 86.6 8.4 3.1 3.9 9.9 0.0 0.0 31.2 0.2 0.3: 6.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . 0 0 . . .:
Old : 26: 15 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 82.8 71.0 92.4 49.0 82.5 67.3 87.7
Old : 52.5 82.8 71.0 92.4 49.0 82.5 67.3 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,403: 19,140 37,523 4,808 1,975 1,340 5,110 0 0 10,360 100 515: 3,130 2,950
Old : 44,403: 19,140 37,523 4,808 1,975 1,340 5,110 0 0 10,360 100 515: 3,130 2,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 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: 43.1 84.5 10.8 4.4 3.0 11.5 0.0 0.0 23.3 0.2 1.2: 7.0 6.6
Old : 100.0: 43.1 84.5 10.8 4.4 3.0 11.5 0.0 0.0 23.3 0.2 1.2: 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 : 26: 15 9 . . . . 0 0 . . .:
Old : 26: 15 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 81.4 69.3 91.0 45.1 80.5 65.4 86.4
Old : 48.6 81.4 69.3 91.0 45.1 80.5 65.4 86.4
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 26, 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 : 67,260: 31,150 40,270 4,655 0 4,105 4,655 15,275 175 15,255 700 1,225: 6,040 5,510
Old : 67,260: 31,150 40,270 4,655 0 4,105 4,655 15,275 175 15,255 700 1,225: 6,040 5,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 85: -215 -65 0 0 50 0 150 0 300 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 59.9 6.9 0.0 6.1 6.9 22.7 0.3 22.7 1.0 1.8: 9.0 8.2
Old : 100.0: 46.3 59.9 6.9 0.0 6.1 6.9 22.7 0.3 22.7 1.0 1.8: 9.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 11 . 0 . . . . 4 . .:
Old : 30: 16 11 . 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 : 54.7 60.6 75.5 80.1 52.1 60.1 67.8 77.3
Old : 54.7 60.6 75.5 80.1 52.1 60.1 67.8 77.3
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 26, 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 : 64,050: 30,065 37,825 5,635 0 4,305 4,320 15,275 175 13,500 700 1,225: 4,825 4,545
Old : 64,050: 30,065 37,825 5,635 0 4,305 4,320 15,275 175 13,500 700 1,225: 4,825 4,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 1,235: 410 1,035 -50 0 50 0 150 0 825 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 59.1 8.8 0.0 6.7 6.7 23.8 0.3 21.1 1.1 1.9: 7.5 7.1
Old : 100.0: 46.9 59.1 8.8 0.0 6.7 6.7 23.8 0.3 21.1 1.1 1.9: 7.5 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 12 . 0 . . . . 4 . .:
Old : 30: 16 12 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 63.4 76.4 80.1 49.6 62.9 67.3 76.2
Old : 55.4 63.4 76.4 80.1 49.6 62.9 67.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 55,898: 29,760 21,855 0 16,645 20 18,395 365 3,540 0 9,310 1,355: 2,828 2,808
Old : 55,898: 29,760 21,855 0 16,645 20 18,395 365 3,540 0 9,310 1,355: 2,828 2,808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 39.1 0.0 29.8 0.0 32.9 0.7 6.3 0.0 16.7 2.4: 5.1 5.0
Old : 100.0: 53.2 39.1 0.0 29.8 0.0 32.9 0.7 6.3 0.0 16.7 2.4: 5.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 10 0 . . . . . 0 . .:
Old : 31: 20 10 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 68.3 79.9 86.1 55.3 61.0 69.3 73.3
Old : 59.3 68.3 79.9 86.1 55.3 61.0 69.3 73.3
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 47,661: 25,882 19,265 0 14,222 70 13,825 365 3,565 0 5,975 1,490: 2,829 2,709
Old : 47,661: 25,882 19,265 0 14,222 70 13,825 365 3,565 0 5,975 1,490: 2,829 2,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 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: 54.3 40.4 0.0 29.8 0.1 29.0 0.8 7.5 0.0 12.5 3.1: 5.9 5.7
Old : 100.0: 54.3 40.4 0.0 29.8 0.1 29.0 0.8 7.5 0.0 12.5 3.1: 5.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 9 0 . . . . . 0 . .:
Old : 30: 20 9 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 63.5 77.9 84.8 51.7 54.5 66.3 69.3
Old : 59.1 63.5 77.9 84.8 51.7 54.5 66.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 185,856: 104,397 82,232 16,734 1,975 8,571 0 27,445 7,535 900 10,420 2,860: 44,859 44,818
Old : 185,856: 104,397 82,232 16,734 1,975 8,571 0 27,445 7,535 900 10,420 2,860: 44,859 44,818
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 3,118: 5,915 2,850 -2,750 0 1,137 0 -100 50 0 430 -240: -994 -1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 44.2 9.0 1.1 4.6 0.0 14.8 4.1 0.5 5.6 1.5: 24.1 24.1
Old : 100.0: 56.2 44.2 9.0 1.1 4.6 0.0 14.8 4.1 0.5 5.6 1.5: 24.1 24.1
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: 25 24 . . . 0 4 . . 4 4:
Old : 45: 25 24 . . . 0 4 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 30.0 59.6 49.7 38.9 25.6 46.7 40.0
Old : 45.9 30.0 59.6 49.7 38.9 25.6 46.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 157,422: 85,595 69,809 13,606 365 7,238 0 21,905 7,255 900 8,088 3,800: 39,028 38,962
Old : 157,422: 85,595 69,809 13,606 365 7,238 0 21,905 7,255 900 8,088 3,800: 39,028 38,962
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,793: 6,362 2,632 -2,890 0 220 0 -100 50 0 955 -225: -724 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 44.3 8.6 0.2 4.6 0.0 13.9 4.6 0.6 5.1 2.4: 24.8 24.8
Old : 100.0: 54.4 44.3 8.6 0.2 4.6 0.0 13.9 4.6 0.6 5.1 2.4: 24.8 24.8
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 : 44: 24 26 . . . 0 4 . . 4 4:
Old : 44: 24 26 . . . 0 4 . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 33.9 55.7 49.4 34.4 29.0 42.3 38.7
Old : 41.0 33.9 55.7 49.4 34.4 29.0 42.3 38.7
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 26, 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 : 59,526: 22,210 32,880 19,376 8,226 5,600 965 0 7,200 0 1,495 0: 4,175 4,125
Old : 59,526: 22,210 32,880 19,376 8,226 5,600 965 0 7,200 0 1,495 0: 4,175 4,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -1,005: 0 -205 1,200 1,405 -2,045 0 0 0 0 0 0: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 55.2 32.6 13.8 9.4 1.6 0.0 12.1 0.0 2.5 0.0: 7.0 6.9
Old : 100.0: 37.3 55.2 32.6 13.8 9.4 1.6 0.0 12.1 0.0 2.5 0.0: 7.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . 0 . 0 . 0:
Old : 26: 13 12 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 49.4 79.1 77.1 47.8 41.3 55.4 56.5
Old : 62.3 49.4 79.1 77.1 47.8 41.3 55.4 56.5
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,025: 20,435 27,320 12,761 6,121 4,179 1,295 0 7,300 0 1,220 0: 5,055 4,885
Old : 51,025: 20,435 27,320 12,761 6,121 4,179 1,295 0 7,300 0 1,220 0: 5,055 4,885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -350: 70 -135 1,200 1,405 -1,150 0 0 0 0 0 0: -470 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 53.5 25.0 12.0 8.2 2.5 0.0 14.3 0.0 2.4 0.0: 9.9 9.6
Old : 100.0: 40.0 53.5 25.0 12.0 8.2 2.5 0.0 14.3 0.0 2.4 0.0: 9.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . . . 0 . 0 . 0:
Old : 25: 16 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 48.9 71.8 76.6 41.9 39.7 50.2 52.7
Old : 56.2 48.9 71.8 76.6 41.9 39.7 50.2 52.7
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 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,130: 22,850 22,110 250 3,655 5,585 4,375 3,655 4,725 1,680 0 0: 4,665 4,400
Old : 44,130: 22,850 22,110 250 3,655 5,585 4,375 3,655 4,725 1,680 0 0: 4,665 4,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 295: 155 155 0 -5 0 0 0 0 0 0 0: 140 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 50.1 0.6 8.3 12.7 9.9 8.3 10.7 3.8 0.0 0.0: 10.6 10.0
Old : 100.0: 51.8 50.1 0.6 8.3 12.7 9.9 8.3 10.7 3.8 0.0 0.0: 10.6 10.0
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 0:
Old : 26: 14 15 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 47.9 75.4 71.4 37.8 34.0 47.7 49.4
Old : 55.4 47.9 75.4 71.4 37.8 34.0 47.7 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,655: 17,570 31,805 0 4,125 5,945 19,400 3,155 3,450 1,680 0 0: 4,610 4,175
Old : 52,655: 17,570 31,805 0 4,125 5,945 19,400 3,155 3,450 1,680 0 0: 4,610 4,175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -180: -370 55 0 -55 0 0 0 0 0 0 0: 190 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 60.4 0.0 7.8 11.3 36.8 6.0 6.6 3.2 0.0 0.0: 8.8 7.9
Old : 100.0: 33.4 60.4 0.0 7.8 11.3 36.8 6.0 6.6 3.2 0.0 0.0: 8.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 16 0 . . . . . . 0 0:
Old : 23: 12 16 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 49.8 84.6 73.5 51.0 32.8 54.2 49.0
Old : 70.3 49.8 84.6 73.5 51.0 32.8 54.2 49.0
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 26, 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 : 200,371: 106,487 133,973 8,358 8,188 20,775 30,455 150 4,515 100 3,082 453: 29,228 29,235
Old : 200,371: 106,487 133,973 8,358 8,188 20,775 30,455 150 4,515 100 3,082 453: 29,228 29,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -379: -1,246 317 1,509 250 -2,353 350 0 0 0 -195 75: 1,287 1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 66.9 4.2 4.1 10.4 15.2 0.1 2.3 0.0 1.5 0.2: 14.6 14.6
Old : 100.0: 53.1 66.9 4.2 4.1 10.4 15.2 0.1 2.3 0.0 1.5 0.2: 14.6 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 26 . . 4 . . . . 5 .:
Old : 43: 25 26 . . 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 : 45.4 47.6 63.8 67.5 36.5 38.7 50.7 50.5
Old : 45.4 47.6 63.8 67.5 36.5 38.7 50.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 26, 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 : 158,552: 82,245 108,080 2,422 180 21,517 26,245 0 6,025 0 2,699 195: 19,903 19,856
Old : 158,552: 82,245 108,080 2,422 180 21,517 26,245 0 6,025 0 2,699 195: 19,903 19,856
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: 2,367: 805 3,825 835 -2,590 -355 0 0 0 0 165 15: 1,067 1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 68.2 1.5 0.1 13.6 16.6 0.0 3.8 0.0 1.7 0.1: 12.6 12.5
Old : 100.0: 51.9 68.2 1.5 0.1 13.6 16.6 0.0 3.8 0.0 1.7 0.1: 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 : 39: 25 23 . . 4 . 0 . 0 5 .:
Old : 39: 25 23 . . 4 . 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 : 46.6 43.6 65.9 60.7 36.5 36.5 47.0 45.0
Old : 46.6 43.6 65.9 60.7 36.5 36.5 47.0 45.0
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 26, 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 : 30,430: 22,365 17,405 960 8,635 1,940 2,420 300 100 595 0 255: 1,795 1,795
Old : 30,430: 22,365 17,405 960 8,635 1,940 2,420 300 100 595 0 255: 1,795 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -35: -35 25 0 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 57.2 3.2 28.4 6.4 8.0 1.0 0.3 2.0 0.0 0.8: 5.9 5.9
Old : 100.0: 73.5 57.2 3.2 28.4 6.4 8.0 1.0 0.3 2.0 0.0 0.8: 5.9 5.9
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 : 20: 10 6 . . . . . . . 0 .:
Old : 20: 10 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 : 65.7 88.4 85.8 93.3 64.0 83.9 78.7 86.1
Old : 65.7 88.4 85.8 93.3 64.0 83.9 78.7 86.1
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 26, 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 : 30,030: 22,705 16,610 290 8,395 2,330 2,420 300 100 0 110 475: 1,710 1,710
Old : 30,030: 22,705 16,610 290 8,395 2,330 2,420 300 100 0 110 475: 1,710 1,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2021 :
: -60: -60 0 0 -60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 55.3 1.0 28.0 7.8 8.1 1.0 0.3 0.0 0.4 1.6: 5.7 5.7
Old : 100.0: 75.6 55.3 1.0 28.0 7.8 8.1 1.0 0.3 0.0 0.4 1.6: 5.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 5 . . . . . . 0 . .:
Old : 20: 10 5 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 87.9 88.2 93.6 67.9 81.7 80.3 84.2
Old : 68.7 87.9 88.2 93.6 67.9 81.7 80.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2021