COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 15,849: 12,656 8,463 59 1,347 976 83 0 49 274 2,934 1,110: 642 970
Old : 15,849: 12,656 8,463 59 1,347 976 83 0 49 274 2,934 1,110: 642 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -73: -72 -28 43 69 -43 37 0 0 -20 32 34: -52 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 53.4 0.4 8.5 6.2 0.5 0.0 0.3 1.7 18.5 7.0: 4.0 6.1
Old : 100.0: 79.9 53.4 0.4 8.5 6.2 0.5 0.0 0.3 1.7 18.5 7.0: 4.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . . 0 . . 4 .:
Old : 21: 11 9 . . . . 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 : 62.8 53.6 81.3 77.6 34.4 33.9 45.2 46.2
Old : 62.8 53.6 81.3 77.6 34.4 33.9 45.2 46.2
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, February 23, 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 : 34,709: 23,417 27,312 2,728 1,298 3,154 120 150 982 2,837 222 1,471: 0 120
Old : 34,709: 23,417 27,312 2,728 1,298 3,154 120 150 982 2,837 222 1,471: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -155: -100 0 36 -135 -18 -183 -50 183 -33 -95 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 78.7 7.9 3.7 9.1 0.3 0.4 2.8 8.2 0.6 4.2: 0.0 0.3
Old : 100.0: 67.5 78.7 7.9 3.7 9.1 0.3 0.4 2.8 8.2 0.6 4.2: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 22 . . . . . . 6 . 7:
Old : 41: 22 22 . . . . . . 6 . 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 : 39.7 50.6 64.1 73.9 32.4 41.3 46.1 51.2
Old : 39.7 50.6 64.1 73.9 32.4 41.3 46.1 51.2
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, February 23, 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 : 31,982: 27,096 24,465 0 3,117 1,765 0 90 510 865 290 1,745: 1 0
Old : 31,982: 27,096 24,465 0 3,117 1,765 0 90 510 865 290 1,745: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 13: -137 203 0 -390 75 0 25 0 -50 -25 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 76.5 0.0 9.7 5.5 0.0 0.3 1.6 2.7 0.9 5.5: 0.0 0.0
Old : 100.0: 84.7 76.5 0.0 9.7 5.5 0.0 0.3 1.6 2.7 0.9 5.5: 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 : 34: 20 19 0 . . 0 . . . 4 4:
Old : 34: 20 19 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 : 49.6 63.1 71.9 82.1 47.9 52.5 62.2 68.6
Old : 49.6 63.1 71.9 82.1 47.9 52.5 62.2 68.6
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, February 23, 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 : 133,422: 96,184 95,221 92 18,705 12,236 16,494 1,730 612 5,782 3,284 1,351: 671 283
Old : 133,422: 96,184 95,221 92 18,705 12,236 16,494 1,730 612 5,782 3,284 1,351: 671 283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 2,728: 4,729 1,164 -919 1,236 -88 150 0 -150 -996 563 -13: 15 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 71.4 0.1 14.0 9.2 12.4 1.3 0.5 4.3 2.5 1.0: 0.5 0.2
Old : 100.0: 72.1 71.4 0.1 14.0 9.2 12.4 1.3 0.5 4.3 2.5 1.0: 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 : 63: 29 34 . 5 5 7 . . 6 6 7:
Old : 63: 29 34 . 5 5 7 . . 6 6 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 : 47.8 37.4 64.3 59.6 43.3 28.9 53.1 44.4
Old : 47.8 37.4 64.3 59.6 43.3 28.9 53.1 44.4
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, February 23, 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 : 54,950: 42,074 37,051 1,485 10,948 3,362 5,268 0 131 1,115 1,875 1,485: 30 98
Old : 54,950: 42,074 37,051 1,485 10,948 3,362 5,268 0 131 1,115 1,875 1,485: 30 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -912: -744 -850 0 -49 -249 -122 -100 126 337 452 -275: 15 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 67.4 2.7 19.9 6.1 9.6 0.0 0.2 2.0 3.4 2.7: 0.1 0.2
Old : 100.0: 76.6 67.4 2.7 19.9 6.1 9.6 0.0 0.2 2.0 3.4 2.7: 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 : 43: 22 22 . . . 5 0 . 4 4 6:
Old : 43: 22 22 . . . 5 0 . 4 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 : 63.3 72.5 80.5 87.9 62.5 58.7 70.8 70.1
Old : 63.3 72.5 80.5 87.9 62.5 58.7 70.8 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 31,609: 28,480 24,145 1,144 4,305 1,011 0 583 0 628 1,219 346: 0 0
Old : 31,609: 28,480 24,145 1,144 4,305 1,011 0 583 0 628 1,219 346: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 683: 205 175 585 425 -150 0 3 0 -47 140 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 76.4 3.6 13.6 3.2 0.0 1.8 0.0 2.0 3.9 1.1: 0.0 0.0
Old : 100.0: 90.1 76.4 3.6 13.6 3.2 0.0 1.8 0.0 2.0 3.9 1.1: 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: 14 16 . . . 0 . 0 . . 4:
Old : 29: 14 16 . . . 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 : 76.3 80.2 92.6 89.9 69.4 65.4 77.5 73.9
Old : 76.3 80.2 92.6 89.9 69.4 65.4 77.5 73.9
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 50,237: 29,898 19,273 1,954 20,302 3,467 13,390 162 0 187 5,749 933: 408 351
Old : 50,237: 29,898 19,273 1,954 20,302 3,467 13,390 162 0 187 5,749 933: 408 351
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 918: 850 758 -10 98 27 0 0 0 0 74 -39: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 38.4 3.9 40.4 6.9 26.7 0.3 0.0 0.4 11.4 1.9: 0.8 0.7
Old : 100.0: 59.5 38.4 3.9 40.4 6.9 26.7 0.3 0.0 0.4 11.4 1.9: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 15 19 . 4 5 . . 0 . . .:
Old : 34: 15 19 . 4 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 : 55.9 65.9 75.1 81.7 52.9 58.8 63.8 68.3
Old : 55.9 65.9 75.1 81.7 52.9 58.8 63.8 68.3
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, February 23, 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 : 62,517: 38,306 22,640 1,141 29,103 3,038 17,412 1,147 10 220 4,872 1,439: 951 268
Old : 62,517: 38,306 22,640 1,141 29,103 3,038 17,412 1,147 10 220 4,872 1,439: 951 268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 860: 1,396 352 -10 799 -322 -86 68 -20 0 85 -101: 3 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 36.2 1.8 46.6 4.9 27.9 1.8 0.0 0.4 7.8 2.3: 1.5 0.4
Old : 100.0: 61.3 36.2 1.8 46.6 4.9 27.9 1.8 0.0 0.4 7.8 2.3: 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 : 43: 19 20 . 4 4 . 6 . . 4 .:
Old : 43: 19 20 . 4 4 . 6 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 62.2 76.4 81.8 58.9 55.4 70.5 68.1
Old : 60.4 62.2 76.4 81.8 58.9 55.4 70.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 64,304: 45,672 33,462 12,284 23,575 2,976 0 25 0 1,402 2,880 1,386: 584 0
Old : 64,304: 45,672 33,462 12,284 23,575 2,976 0 25 0 1,402 2,880 1,386: 584 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 571: 538 910 23 -335 -15 0 0 0 13 0 11: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 52.0 19.1 36.7 4.6 0.0 0.0 0.0 2.2 4.5 2.2: 0.9 0.0
Old : 100.0: 71.0 52.0 19.1 36.7 4.6 0.0 0.0 0.0 2.2 4.5 2.2: 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: 20 18 4 . 4 0 . 0 . . .:
Old : 40: 20 18 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 : 44.6 60.1 70.7 82.6 43.9 60.0 63.2 78.6
Old : 44.6 60.1 70.7 82.6 43.9 60.0 63.2 78.6
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, February 23, 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 : 83,080: 58,910 34,375 19,172 42,301 1,290 45 0 5 1,210 3,103 1,966: 482 40
Old : 83,080: 58,910 34,375 19,172 42,301 1,290 45 0 5 1,210 3,103 1,966: 482 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,019: 740 1,356 284 -300 -58 20 0 -20 51 41 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 41.4 23.1 50.9 1.6 0.1 0.0 0.0 1.5 3.7 2.4: 0.6 0.0
Old : 100.0: 70.9 41.4 23.1 50.9 1.6 0.1 0.0 0.0 1.5 3.7 2.4: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 19 4 . 4 . 0 . . 4 .:
Old : 44: 24 19 4 . 4 . 0 . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 65.4 68.0 83.3 41.3 65.4 64.9 81.5
Old : 41.7 65.4 68.0 83.3 41.3 65.4 64.9 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 32,745: 22,511 29,417 7,994 355 1,991 0 0 0 0 227 0: 249 755
Old : 32,745: 22,511 29,417 7,994 355 1,991 0 0 0 0 227 0: 249 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -195: -197 105 0 -300 0 0 0 0 0 0 0: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 89.8 24.4 1.1 6.1 0.0 0.0 0.0 0.0 0.7 0.0: 0.8 2.3
Old : 100.0: 68.7 89.8 24.4 1.1 6.1 0.0 0.0 0.0 0.0 0.7 0.0: 0.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 . . . 0 0 0 0 . 0:
Old : 22: 11 9 . . . 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 : 77.2 80.0 91.0 93.3 70.6 76.2 82.7 82.4
Old : 77.2 80.0 91.0 93.3 70.6 76.2 82.7 82.4
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, February 23, 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 : 30,889: 27,723 15,625 0 13,171 1,465 0 550 0 1,385 68 0: 316 10
Old : 30,889: 27,723 15,625 0 13,171 1,465 0 550 0 1,385 68 0: 316 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 325: 375 25 0 300 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 50.6 0.0 42.6 4.7 0.0 1.8 0.0 4.5 0.2 0.0: 1.0 0.0
Old : 100.0: 89.8 50.6 0.0 42.6 4.7 0.0 1.8 0.0 4.5 0.2 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.2 60.1 79.5 86.2 41.6 48.0 54.0 58.8
Old : 62.2 60.1 79.5 86.2 41.6 48.0 54.0 58.8
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, February 23, 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 : 106,755: 84,588 82,222 200 10,938 7,541 6,776 240 205 3,777 2,310 3,168: 500 130
Old : 106,755: 84,588 82,222 200 10,938 7,541 6,776 240 205 3,777 2,310 3,168: 500 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -291: 1,227 -1,629 0 810 -311 -172 90 124 -1,361 522 257: -56 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 77.0 0.2 10.2 7.1 6.3 0.2 0.2 3.5 2.2 3.0: 0.5 0.1
Old : 100.0: 79.2 77.0 0.2 10.2 7.1 6.3 0.2 0.2 3.5 2.2 3.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 38 36 . 4 . 7 . . 11 4 10:
Old : 71: 38 36 . 4 . 7 . . 11 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 : 45.4 39.3 61.0 64.4 35.2 28.4 43.1 44.8
Old : 45.4 39.3 61.0 64.4 35.2 28.4 43.1 44.8
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, February 23, 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 : 21,154: 13,952 18,263 5,019 1,250 861 0 0 0 375 0 0: 947 780
Old : 21,154: 13,952 18,263 5,019 1,250 861 0 0 0 375 0 0: 947 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 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: 66.0 86.3 23.7 5.9 4.1 0.0 0.0 0.0 1.8 0.0 0.0: 4.5 3.7
Old : 100.0: 66.0 86.3 23.7 5.9 4.1 0.0 0.0 0.0 1.8 0.0 0.0: 4.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.5 68.6 87.2 87.7 63.3 68.6 76.0 77.9
Old : 70.5 68.6 87.2 87.7 63.3 68.6 76.0 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 18,474: 12,059 16,640 4,819 1,250 584 0 0 0 350 0 0: 662 0
Old : 18,474: 12,059 16,640 4,819 1,250 584 0 0 0 350 0 0: 662 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 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: 65.3 90.1 26.1 6.8 3.2 0.0 0.0 0.0 1.9 0.0 0.0: 3.6 0.0
Old : 100.0: 65.3 90.1 26.1 6.8 3.2 0.0 0.0 0.0 1.9 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 . . . 0 0 0 . 0 0:
Old : 21: 11 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 : 62.8 69.0 83.7 89.7 56.5 69.0 72.4 80.7
Old : 62.8 69.0 83.7 89.7 56.5 69.0 72.4 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 30,092: 24,426 23,062 2,124 0 3,422 0 3,608 0 0 0 0: 120 0
Old : 30,092: 24,426 23,062 2,124 0 3,422 0 3,608 0 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 25: 0 25 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 76.6 7.1 0.0 11.4 0.0 12.0 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 81.2 76.6 7.1 0.0 11.4 0.0 12.0 0.0 0.0 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 : 20: 12 13 . 0 . 0 . 0 0 0 0:
Old : 20: 12 13 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 45.6 91.1 76.6 57.4 42.3 66.4 61.6
Old : 74.0 45.6 91.1 76.6 57.4 42.3 66.4 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 29,802: 23,898 22,922 2,512 0 3,272 0 3,608 0 0 0 0: 120 0
Old : 29,802: 23,898 22,922 2,512 0 3,272 0 3,608 0 0 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 25: 0 25 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 76.9 8.4 0.0 11.0 0.0 12.1 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 80.2 76.9 8.4 0.0 11.0 0.0 12.1 0.0 0.0 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 : 20: 12 13 . 0 . 0 . 0 0 0 0:
Old : 20: 12 13 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 45.0 92.7 74.1 57.9 43.0 65.8 59.4
Old : 75.4 45.0 92.7 74.1 57.9 43.0 65.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV Code-0643A7
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 15,438: 13,648 12,105 0 168 0 48 208 0 0 664 216: 1,526 2,077
Old : 15,438: 13,648 12,105 0 168 0 48 208 0 0 664 216: 1,526 2,077
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -2,824: -1,992 -2,608 0 168 0 -96 -168 0 -88 272 -136: -512 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 78.4 0.0 1.1 0.0 0.3 1.3 0.0 0.0 4.3 1.4: 9.9 13.5
Old : 100.0: 88.4 78.4 0.0 1.1 0.0 0.3 1.3 0.0 0.0 4.3 1.4: 9.9 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 : 20: 12 8 0 . 0 . . 0 0 . .:
Old : 20: 12 8 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 : 74.1 72.8 86.7 83.3 72.8 65.4 79.1 74.5
Old : 74.1 72.8 86.7 83.3 72.8 65.4 79.1 74.5
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, February 23, 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 : 64,682: 55,284 48,489 0 9,752 3,544 3,858 0 0 1,150 1,715 400: 446 782
Old : 64,682: 55,284 48,489 0 9,752 3,544 3,858 0 0 1,150 1,715 400: 446 782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 10: 25 -30 0 25 0 0 0 0 0 30 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 75.0 0.0 15.1 5.5 6.0 0.0 0.0 1.8 2.7 0.6: 0.7 1.2
Old : 100.0: 85.5 75.0 0.0 15.1 5.5 6.0 0.0 0.0 1.8 2.7 0.6: 0.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 20 0 4 . . 0 0 . . .:
Old : 36: 19 20 0 4 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 50.9 72.1 74.6 46.3 41.4 60.6 60.4
Old : 52.6 50.9 72.1 74.6 46.3 41.4 60.6 60.4
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, February 23, 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 : 37,220: 28,529 34,663 6,859 50 1,659 0 0 0 150 286 0: 23 562
Old : 37,220: 28,529 34,663 6,859 50 1,659 0 0 0 150 286 0: 23 562
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -155: -585 1,315 580 -1,220 -250 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 93.1 18.4 0.1 4.5 0.0 0.0 0.0 0.4 0.8 0.0: 0.1 1.5
Old : 100.0: 76.6 93.1 18.4 0.1 4.5 0.0 0.0 0.0 0.4 0.8 0.0: 0.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 . . . 0 0 0 . . 0:
Old : 30: 17 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 78.6 82.1 92.7 54.9 72.5 68.5 76.1
Old : 62.1 78.6 82.1 92.7 54.9 72.5 68.5 76.1
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, February 23, 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 : 44,897: 42,455 26,623 0 14,460 1,716 355 1,760 0 0 313 0: 371 25
Old : 44,897: 42,455 26,623 0 14,460 1,716 355 1,760 0 0 313 0: 371 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,885: 1,880 303 0 1,410 0 5 120 0 0 62 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 59.3 0.0 32.2 3.8 0.8 3.9 0.0 0.0 0.7 0.0: 0.8 0.1
Old : 100.0: 94.6 59.3 0.0 32.2 3.8 0.8 3.9 0.0 0.0 0.7 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 19 0 . . . 4 0 0 . 0:
Old : 32: 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 : 64.2 66.0 82.5 83.1 52.5 59.0 64.5 69.5
Old : 64.2 66.0 82.5 83.1 52.5 59.0 64.5 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 53,673: 40,374 50,608 7,750 325 2,470 0 0 0 2,188 0 35: 856 235
Old : 53,673: 40,374 50,608 7,750 325 2,470 0 0 0 2,188 0 35: 856 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 185: 291 185 -240 0 0 0 0 0 94 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 94.3 14.4 0.6 4.6 0.0 0.0 0.0 4.1 0.0 0.1: 1.6 0.4
Old : 100.0: 75.2 94.3 14.4 0.6 4.6 0.0 0.0 0.0 4.1 0.0 0.1: 1.6 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 : 30: 18 12 . . . 0 0 0 . 0 .:
Old : 30: 18 12 . . . 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 : 51.9 93.0 75.5 98.2 50.4 90.1 72.5 90.8
Old : 51.9 93.0 75.5 98.2 50.4 90.1 72.5 90.8
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,808: 45,749 51,750 7,034 4,265 2,420 0 158 0 3,015 0 35: 555 180
Old : 58,808: 45,749 51,750 7,034 4,265 2,420 0 158 0 3,015 0 35: 555 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,516: 312 1,496 920 0 0 0 20 0 269 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 88.0 12.0 7.3 4.1 0.0 0.3 0.0 5.1 0.0 0.1: 0.9 0.3
Old : 100.0: 77.8 88.0 12.0 7.3 4.1 0.0 0.3 0.0 5.1 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 : 34: 17 13 . 4 5 0 . 0 5 0 .:
Old : 34: 17 13 . 4 5 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 : 46.9 87.5 71.1 94.5 43.6 84.5 67.0 88.1
Old : 46.9 87.5 71.1 94.5 43.6 84.5 67.0 88.1
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, February 23, 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 : 88,018: 70,014 78,919 11,847 4,616 1,779 0 433 0 1,980 60 2,029: 369 182
Old : 88,018: 70,014 78,919 11,847 4,616 1,779 0 433 0 1,980 60 2,029: 369 182
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 984: 502 892 125 -315 315 0 70 0 75 60 -28: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 89.7 13.5 5.2 2.0 0.0 0.5 0.0 2.2 0.1 2.3: 0.4 0.2
Old : 100.0: 79.5 89.7 13.5 5.2 2.0 0.0 0.5 0.0 2.2 0.1 2.3: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 19 22 5 . 4 0 . 0 4 . .:
Old : 40: 19 22 5 . 4 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 : 57.8 62.2 74.8 86.2 55.6 60.2 72.1 80.8
Old : 57.8 62.2 74.8 86.2 55.6 60.2 72.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 103,983: 80,947 91,119 13,013 4,692 2,908 0 1,400 226 3,581 537 2,710: 598 391
Old : 103,983: 80,947 91,119 13,013 4,692 2,908 0 1,400 226 3,581 537 2,710: 598 391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,285: 235 1,099 198 -424 422 0 -220 0 426 286 17: -13 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 87.6 12.5 4.5 2.8 0.0 1.3 0.2 3.4 0.5 2.6: 0.6 0.4
Old : 100.0: 77.8 87.6 12.5 4.5 2.8 0.0 1.3 0.2 3.4 0.5 2.6: 0.6 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 : 53: 22 27 5 . 5 0 8 . 4 . 6:
Old : 53: 22 27 5 . 5 0 8 . 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 : 57.4 54.7 72.7 76.6 55.9 54.7 68.9 71.7
Old : 57.4 54.7 72.7 76.6 55.9 54.7 68.9 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 60,110: 41,802 53,064 15,187 334 1,484 0 3,912 12 456 110 1,149: 20 45
Old : 60,110: 41,802 53,064 15,187 334 1,484 0 3,912 12 456 110 1,149: 20 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 342: 780 120 -225 -75 12 0 30 0 -380 110 155: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 88.3 25.3 0.6 2.5 0.0 6.5 0.0 0.8 0.2 1.9: 0.0 0.1
Old : 100.0: 69.5 88.3 25.3 0.6 2.5 0.0 6.5 0.0 0.8 0.2 1.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 13 . . . 0 . . 6 . 5:
Old : 33: 17 13 . . . 0 . . 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 : 79.3 85.4 88.1 92.9 76.8 83.5 83.5 87.6
Old : 79.3 85.4 88.1 92.9 76.8 83.5 83.5 87.6
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, February 23, 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 : 43,077: 28,019 38,705 13,595 39 418 0 450 0 420 2,840 625: 0 0
Old : 43,077: 28,019 38,705 13,595 39 418 0 450 0 420 2,840 625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 485: -225 345 450 -15 -60 0 50 0 120 -35 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 89.9 31.6 0.1 1.0 0.0 1.0 0.0 1.0 6.6 1.5: 0.0 0.0
Old : 100.0: 65.0 89.9 31.6 0.1 1.0 0.0 1.0 0.0 1.0 6.6 1.5: 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 : 28: 14 12 . . . 0 . 0 . 4 .:
Old : 28: 14 12 . . . 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 89.5 93.7 94.4 81.8 88.0 91.3 91.8
Old : 81.8 89.5 93.7 94.4 81.8 88.0 91.3 91.8
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,782: 33,605 44,115 11,447 275 8,498 0 240 0 205 1,416 170: 857 68
Old : 54,782: 33,605 44,115 11,447 275 8,498 0 240 0 205 1,416 170: 857 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 321: -55 214 419 0 0 0 0 0 -30 94 0: -13 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 80.5 20.9 0.5 15.5 0.0 0.4 0.0 0.4 2.6 0.3: 1.6 0.1
Old : 100.0: 61.3 80.5 20.9 0.5 15.5 0.0 0.4 0.0 0.4 2.6 0.3: 1.6 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 : 31: 18 17 5 . . 0 . 0 . . .:
Old : 31: 18 17 5 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 78.5 77.3 90.0 44.5 59.8 58.0 64.2
Old : 54.7 78.5 77.3 90.0 44.5 59.8 58.0 64.2
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 63,536: 44,155 49,488 10,971 2,875 5,472 1,323 3,492 0 45 1,519 120: 1,450 570
Old : 63,536: 44,155 49,488 10,971 2,875 5,472 1,323 3,492 0 45 1,519 120: 1,450 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -477: 325 -524 -575 5 -5 0 -25 0 -161 98 0: -61 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 77.9 17.3 4.5 8.6 2.1 5.5 0.0 0.1 2.4 0.2: 2.3 0.9
Old : 100.0: 69.5 77.9 17.3 4.5 8.6 2.1 5.5 0.0 0.1 2.4 0.2: 2.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 16 . . . . . 0 . . .:
Old : 34: 18 16 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 77.5 79.1 89.5 52.7 64.5 71.9 72.5
Old : 54.1 77.5 79.1 89.5 52.7 64.5 71.9 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 23,684: 10,418 19,423 11,451 22 839 262 2,273 0 0 598 410: 304 119
Old : 23,684: 10,418 19,423 11,451 22 839 262 2,273 0 0 598 410: 304 119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 260: 0 260 236 0 0 0 0 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 82.0 48.3 0.1 3.5 1.1 9.6 0.0 0.0 2.5 1.7: 1.3 0.5
Old : 100.0: 44.0 82.0 48.3 0.1 3.5 1.1 9.6 0.0 0.0 2.5 1.7: 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: 13 12 . . . . . 0 0 . .:
Old : 25: 13 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 : 71.4 69.4 87.3 87.2 71.3 66.8 84.0 82.9
Old : 71.4 69.4 87.3 87.2 71.3 66.8 84.0 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 21,013: 9,392 18,608 10,478 260 717 0 480 0 51 910 0: 375 38
Old : 21,013: 9,392 18,608 10,478 260 717 0 480 0 51 910 0: 375 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 260: 0 260 236 0 0 0 0 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 88.6 49.9 1.2 3.4 0.0 2.3 0.0 0.2 4.3 0.0: 1.8 0.2
Old : 100.0: 44.7 88.6 49.9 1.2 3.4 0.0 2.3 0.0 0.2 4.3 0.0: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 4 . . 0 . 0 . . 0:
Old : 23: 11 10 4 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 76.8 90.1 92.8 71.8 74.8 88.6 89.7
Old : 73.2 76.8 90.1 92.8 71.8 74.8 88.6 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 26,763: 21,472 18,381 1,980 5,662 332 217 35 319 1,070 968 673: 700 393
Old : 26,763: 21,472 18,381 1,980 5,662 332 217 35 319 1,070 968 673: 700 393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 409: 394 392 -5 0 0 0 0 0 30 71 4: -14 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 68.7 7.4 21.2 1.2 0.8 0.1 1.2 4.0 3.6 2.5: 2.6 1.5
Old : 100.0: 80.2 68.7 7.4 21.2 1.2 0.8 0.1 1.2 4.0 3.6 2.5: 2.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . . . . . . . . .:
Old : 28: 14 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 68.5 82.0 86.5 63.0 65.7 79.1 80.9
Old : 64.9 68.5 82.0 86.5 63.0 65.7 79.1 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 17,209: 13,411 15,067 2,082 300 46 0 0 0 650 1,283 270: 750 243
Old : 17,209: 13,411 15,067 2,082 300 46 0 0 0 650 1,283 270: 750 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 86: 55 40 65 0 -19 0 0 0 0 75 -10: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 87.6 12.1 1.7 0.3 0.0 0.0 0.0 3.8 7.5 1.6: 4.4 1.4
Old : 100.0: 77.9 87.6 12.1 1.7 0.3 0.0 0.0 0.0 3.8 7.5 1.6: 4.4 1.4
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 : 23: 12 10 . . . 0 0 0 . . .:
Old : 23: 12 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 : 62.6 84.9 81.3 95.0 62.5 83.9 80.8 92.8
Old : 62.6 84.9 81.3 95.0 62.5 83.9 80.8 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, February 23, 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 : 47,712: 34,535 21,041 6,096 17,041 775 2,280 5,387 205 2,070 1,477 1,526: 225 260
Old : 47,712: 34,535 21,041 6,096 17,041 775 2,280 5,387 205 2,070 1,477 1,526: 225 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -1,099: 278 -23 30 -910 -65 29 9 -4 -1,379 -128 12: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 44.1 12.8 35.7 1.6 4.8 11.3 0.4 4.3 3.1 3.2: 0.5 0.5
Old : 100.0: 72.4 44.1 12.8 35.7 1.6 4.8 11.3 0.4 4.3 3.1 3.2: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 21 19 . . 4 . 5 . . . .:
Old : 42: 21 19 . . 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 : 49.1 70.1 67.7 83.2 43.5 55.0 59.9 65.6
Old : 49.1 70.1 67.7 83.2 43.5 55.0 59.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 29,411: 24,025 8,839 1,334 14,720 1,135 700 2,835 0 507 226 1,413: 297 243
Old : 29,411: 24,025 8,839 1,334 14,720 1,135 700 2,835 0 507 226 1,413: 297 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 9: 115 81 -24 -30 -2 0 0 0 -80 -40 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 30.1 4.5 50.0 3.9 2.4 9.6 0.0 1.7 0.8 4.8: 1.0 0.8
Old : 100.0: 81.7 30.1 4.5 50.0 3.9 2.4 9.6 0.0 1.7 0.8 4.8: 1.0 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 : 32: 16 16 . . 4 . . 0 . . .:
Old : 32: 16 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 : 65.8 73.6 78.2 84.1 60.2 71.6 70.6 79.8
Old : 65.8 73.6 78.2 84.1 60.2 71.6 70.6 79.8
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, February 23, 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 : 16,891: 5,256 16,177 9,445 0 110 0 287 0 1,933 150 125: 22 42
Old : 16,891: 5,256 16,177 9,445 0 110 0 287 0 1,933 150 125: 22 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -132: 43 -143 -415 0 15 0 -29 0 200 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 95.8 55.9 0.0 0.7 0.0 1.7 0.0 11.4 0.9 0.7: 0.1 0.2
Old : 100.0: 31.1 95.8 55.9 0.0 0.7 0.0 1.7 0.0 11.4 0.9 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 : 66.7 83.2 88.4 94.7 65.8 78.9 87.4 89.3
Old : 66.7 83.2 88.4 94.7 65.8 78.9 87.4 89.3
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, February 23, 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 : 21,951: 5,762 21,951 12,149 0 0 0 0 0 3,970 0 0: 70 0
Old : 21,951: 5,762 21,951 12,149 0 0 0 0 0 3,970 0 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,555: -475 1,555 270 0 0 0 0 0 1,720 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 100.0 55.3 0.0 0.0 0.0 0.0 0.0 18.1 0.0 0.0: 0.3 0.0
Old : 100.0: 26.2 100.0 55.3 0.0 0.0 0.0 0.0 0.0 18.1 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . 0 0 0 0 0 5 0 0:
Old : 24: 11 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 : 67.5 92.4 90.3 98.9 67.3 91.3 90.1 97.2
Old : 67.5 92.4 90.3 98.9 67.3 91.3 90.1 97.2
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, February 23, 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 : 9,018: 5,171 5,461 1,545 1,725 1,372 0 60 20 740 200 100: 70 80
Old : 9,018: 5,171 5,461 1,545 1,725 1,372 0 60 20 740 200 100: 70 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 39: 248 -36 -25 -25 50 -40 35 15 0 0 0: -209 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 60.6 17.1 19.1 15.2 0.0 0.7 0.2 8.2 2.2 1.1: 0.8 0.9
Old : 100.0: 57.3 60.6 17.1 19.1 15.2 0.0 0.7 0.2 8.2 2.2 1.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 9 . . 4 0 . . . . .:
Old : 25: 12 9 . . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 59.2 79.5 85.2 42.5 53.6 64.1 72.4
Old : 56.2 59.2 79.5 85.2 42.5 53.6 64.1 72.4
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, February 23, 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 : 8,401: 4,641 4,739 1,483 1,725 1,427 0 55 20 560 150 205: 65 80
Old : 8,401: 4,641 4,739 1,483 1,725 1,427 0 55 20 560 150 205: 65 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 114: 300 39 -25 -25 50 -45 30 20 0 0 0: -186 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 56.4 17.7 20.5 17.0 0.0 0.7 0.2 6.7 1.8 2.4: 0.8 1.0
Old : 100.0: 55.2 56.4 17.7 20.5 17.0 0.0 0.7 0.2 6.7 1.8 2.4: 0.8 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 : 25: 11 10 . . 4 0 . . . . .:
Old : 25: 11 10 . . 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 : 55.1 65.8 76.6 88.7 41.9 60.3 60.5 69.9
Old : 55.1 65.8 76.6 88.7 41.9 60.3 60.5 69.9
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,093: 16,565 45,658 26,545 145 1,315 600 50 0 1,975 0 1,920: 173 5
Old : 49,093: 16,565 45,658 26,545 145 1,315 600 50 0 1,975 0 1,920: 173 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -175: -30 -350 -320 0 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 93.0 54.1 0.3 2.7 1.2 0.1 0.0 4.0 0.0 3.9: 0.4 0.0
Old : 100.0: 33.7 93.0 54.1 0.3 2.7 1.2 0.1 0.0 4.0 0.0 3.9: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 12 . . . . . 0 4 0 .:
Old : 31: 16 12 . . . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 76.9 88.5 90.7 70.3 75.7 79.8 85.6
Old : 76.5 76.9 88.5 90.7 70.3 75.7 79.8 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,598: 17,320 46,208 26,345 145 1,300 600 25 25 1,935 0 1,890: 183 5
Old : 49,598: 17,320 46,208 26,345 145 1,300 600 25 25 1,935 0 1,890: 183 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -110: -15 -285 -270 0 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 93.2 53.1 0.3 2.6 1.2 0.1 0.1 3.9 0.0 3.8: 0.4 0.0
Old : 100.0: 34.9 93.2 53.1 0.3 2.6 1.2 0.1 0.1 3.9 0.0 3.8: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 11 . . . . . . 5 0 .:
Old : 31: 15 11 . . . . . . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 76.6 87.0 90.9 69.0 75.3 79.3 85.5
Old : 74.5 76.6 87.0 90.9 69.0 75.3 79.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 119,408: 89,043 100,574 20,361 6,359 5,969 260 1,925 605 1,526 2,653 1,224: 420 99
Old : 119,408: 89,043 100,574 20,361 6,359 5,969 260 1,925 605 1,526 2,653 1,224: 420 99
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 4,362: 3,995 6,902 -440 -2,699 550 75 0 -25 -20 -668 227: 0 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 84.2 17.1 5.3 5.0 0.2 1.6 0.5 1.3 2.2 1.0: 0.4 0.1
Old : 100.0: 74.6 84.2 17.1 5.3 5.0 0.2 1.6 0.5 1.3 2.2 1.0: 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 : 57: 31 27 4 . 5 . . . . 6 .:
Old : 57: 31 27 4 . 5 . . . . 6 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 59.1 67.5 76.0 48.3 53.6 62.7 67.4
Old : 50.0 59.1 67.5 76.0 48.3 53.6 62.7 67.4
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, February 23, 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 : 127,349: 92,162 107,706 19,878 2,856 8,907 118 1,817 1,540 2,016 1,927 2,513: 215 83
Old : 127,349: 92,162 107,706 19,878 2,856 8,907 118 1,817 1,540 2,016 1,927 2,513: 215 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 6,469: 4,721 7,867 -783 -2,986 1,409 75 -45 50 69 -707 907: 21 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 84.6 15.6 2.2 7.0 0.1 1.4 1.2 1.6 1.5 2.0: 0.2 0.1
Old : 100.0: 72.4 84.6 15.6 2.2 7.0 0.1 1.4 1.2 1.6 1.5 2.0: 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 : 64: 34 29 5 . 6 . . . 5 7 5:
Old : 64: 34 29 5 . 6 . . . 5 7 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 : 43.1 58.8 63.2 73.5 40.6 55.5 53.8 62.4
Old : 43.1 58.8 63.2 73.5 40.6 55.5 53.8 62.4
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, February 23, 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 : 528,406: 336,746 355,480 12,436 11,462 89,670 19,007 10,180 24,217 20,874 11,893 24,964: 492 540
Old : 528,406: 336,746 355,480 12,436 11,462 89,670 19,007 10,180 24,217 20,874 11,893 24,964: 492 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -1,689: 3,870 -3,744 -6,751 -3,069 5,229 -358 -553 233 -2,632 1,304 -1,176: -103 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 67.3 2.4 2.2 17.0 3.6 1.9 4.6 4.0 2.3 4.7: 0.1 0.1
Old : 100.0: 63.7 67.3 2.4 2.2 17.0 3.6 1.9 4.6 4.0 2.3 4.7: 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: 43 43 4 5 6 11 12 14 14 14 21:
Old : 108: 43 43 4 5 6 11 12 14 14 14 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 35.9 61.0 59.1 12.8 13.5 18.4 18.0
Old : 39.6 35.9 61.0 59.1 12.8 13.5 18.4 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 16,000: 9,060 12,960 2,725 1,595 690 900 550 115 1,760 0 0: 750 90
Old : 16,000: 9,060 12,960 2,725 1,595 690 900 550 115 1,760 0 0: 750 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 425: 50 110 1,300 1,200 -890 0 0 0 0 0 0: -35 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 81.0 17.0 10.0 4.3 5.6 3.4 0.7 11.0 0.0 0.0: 4.7 0.6
Old : 100.0: 56.6 81.0 17.0 10.0 4.3 5.6 3.4 0.7 11.0 0.0 0.0: 4.7 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 . . . . . . . 0 0:
Old : 25: 11 10 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 77.7 79.5 95.8 56.6 70.7 76.3 84.7
Old : 56.7 77.7 79.5 95.8 56.6 70.7 76.3 84.7
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, February 23, 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 : 13,634: 7,139 9,985 2,675 2,044 840 300 550 140 1,760 0 0: 780 75
Old : 13,634: 7,139 9,985 2,675 2,044 840 300 550 140 1,760 0 0: 780 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 485: 40 10 1,200 1,200 -730 0 0 0 0 0 0: -25 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 73.2 19.6 15.0 6.2 2.2 4.0 1.0 12.9 0.0 0.0: 5.7 0.6
Old : 100.0: 52.4 73.2 19.6 15.0 6.2 2.2 4.0 1.0 12.9 0.0 0.0: 5.7 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: 10 10 . . 4 . . . . 0 0:
Old : 25: 10 10 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 73.0 80.0 93.8 54.6 65.8 73.4 80.1
Old : 55.7 73.0 80.0 93.8 54.6 65.8 73.4 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 10,900: 8,795 5,595 175 0 25 325 1,880 50 585 2,595 505: 440 250
Old : 10,900: 8,795 5,595 175 0 25 325 1,880 50 585 2,595 505: 440 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 2,855: 3,160 590 65 0 -215 125 320 -50 -260 2,250 60: -30 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 51.3 1.6 0.0 0.2 3.0 17.2 0.5 5.4 23.8 4.6: 4.0 2.3
Old : 100.0: 80.7 51.3 1.6 0.0 0.2 3.0 17.2 0.5 5.4 23.8 4.6: 4.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 18 20 . 0 . . . . 5 4 5:
Old : 41: 18 20 . 0 . . . . 5 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 : 61.5 58.6 73.8 74.8 60.9 55.2 72.2 70.5
Old : 61.5 58.6 73.8 74.8 60.9 55.2 72.2 70.5
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, February 23, 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 : 10,590: 8,838 9,963 480 98 252 0 0 0 835 100 145: 40 32
Old : 10,590: 8,838 9,963 480 98 252 0 0 0 835 100 145: 40 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 125: 125 125 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 94.1 4.5 0.9 2.4 0.0 0.0 0.0 7.9 0.9 1.4: 0.4 0.3
Old : 100.0: 83.5 94.1 4.5 0.9 2.4 0.0 0.0 0.0 7.9 0.9 1.4: 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 : 33: 20 18 . . . 0 0 0 4 . .:
Old : 33: 20 18 . . . 0 0 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 63.5 73.8 81.1 42.6 53.9 58.6 63.4
Old : 52.3 63.5 73.8 81.1 42.6 53.9 58.6 63.4
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,423: 65,541 56,865 12,400 14,916 935 0 9,626 0 3,495 0 0: 7,052 7,081
Old : 89,423: 65,541 56,865 12,400 14,916 935 0 9,626 0 3,495 0 0: 7,052 7,081
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,840: 1,370 1,840 470 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 63.6 13.9 16.7 1.0 0.0 10.8 0.0 3.9 0.0 0.0: 7.9 7.9
Old : 100.0: 73.3 63.6 13.9 16.7 1.0 0.0 10.8 0.0 3.9 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 : 27: 17 16 . . . 0 . 0 . 0 0:
Old : 27: 17 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 57.8 85.7 83.3 72.4 56.6 83.6 78.6
Old : 73.1 57.8 85.7 83.3 72.4 56.6 83.6 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 72,857: 51,451 42,101 9,710 14,090 650 0 8,281 0 3,320 0 0: 7,726 7,735
Old : 72,857: 51,451 42,101 9,710 14,090 650 0 8,281 0 3,320 0 0: 7,726 7,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -750: -1,095 -1,225 290 300 0 0 0 0 -120 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 57.8 13.3 19.3 0.9 0.0 11.4 0.0 4.6 0.0 0.0: 10.6 10.6
Old : 100.0: 70.6 57.8 13.3 19.3 0.9 0.0 11.4 0.0 4.6 0.0 0.0: 10.6 10.6
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: 16 17 . . . 0 . 0 . 0 0:
Old : 24: 16 17 . . . 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 : 73.9 60.6 83.2 81.1 73.0 59.5 79.3 77.0
Old : 73.9 60.6 83.2 81.1 73.0 59.5 79.3 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 27,481: 11,400 16,916 6,615 0 4,660 175 1,175 200 250 0 0: 4,181 4,530
Old : 27,481: 11,400 16,916 6,615 0 4,660 175 1,175 200 250 0 0: 4,181 4,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 475: 350 2,075 1,725 0 -1,165 0 0 0 0 0 0: -435 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 61.6 24.1 0.0 17.0 0.6 4.3 0.7 0.9 0.0 0.0: 15.2 16.5
Old : 100.0: 41.5 61.6 24.1 0.0 17.0 0.6 4.3 0.7 0.9 0.0 0.0: 15.2 16.5
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 : 20: 10 12 . 0 . . . . . 0 0:
Old : 20: 10 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 : 67.9 57.6 80.4 75.4 46.2 46.5 56.3 55.4
Old : 67.9 57.6 80.4 75.4 46.2 46.5 56.3 55.4
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, February 23, 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 : 42,512: 27,145 11,331 4,751 18,421 10 3,275 6,270 2,335 1,440 869 0: 3,556 3,276
Old : 42,512: 27,145 11,331 4,751 18,421 10 3,275 6,270 2,335 1,440 869 0: 3,556 3,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 25: 265 25 720 0 0 -960 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 26.7 11.2 43.3 0.0 7.7 14.7 5.5 3.4 2.0 0.0: 8.4 7.7
Old : 100.0: 63.9 26.7 11.2 43.3 0.0 7.7 14.7 5.5 3.4 2.0 0.0: 8.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 15 . . . . . . . . 0:
Old : 28: 18 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 : 45.3 66.4 67.4 81.1 28.6 60.3 47.0 66.8
Old : 45.3 66.4 67.4 81.1 28.6 60.3 47.0 66.8
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, February 23, 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 : 32,357: 21,214 9,972 6,999 10,215 0 250 8,110 720 50 269 336: 2,788 2,735
Old : 32,357: 21,214 9,972 6,999 10,215 0 250 8,110 720 50 269 336: 2,788 2,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 125: -535 125 660 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 30.8 21.6 31.6 0.0 0.8 25.1 2.2 0.2 0.8 1.0: 8.6 8.5
Old : 100.0: 65.6 30.8 21.6 31.6 0.0 0.8 25.1 2.2 0.2 0.8 1.0: 8.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . . 0 . . . . . .:
Old : 24: 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 : 52.2 65.7 74.4 82.1 44.9 59.1 58.9 63.6
Old : 52.2 65.7 74.4 82.1 44.9 59.1 58.9 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 20,345: 10,810 9,680 7,215 0 60 0 8,045 600 0 25 75: 1,585 1,860
Old : 20,345: 10,810 9,680 7,215 0 60 0 8,045 600 0 25 75: 1,585 1,860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,085: 845 960 240 0 -190 -545 -605 545 -75 25 75: 190 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 47.6 35.5 0.0 0.3 0.0 39.5 2.9 0.0 0.1 0.4: 7.8 9.1
Old : 100.0: 53.1 47.6 35.5 0.0 0.3 0.0 39.5 2.9 0.0 0.1 0.4: 7.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . 0 . 0 . . 0 . .:
Old : 21: 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 : 48.8 68.1 78.6 85.9 47.7 65.4 75.2 77.7
Old : 48.8 68.1 78.6 85.9 47.7 65.4 75.2 77.7
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, February 23, 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 : 84,582: 45,392 29,247 10,750 36,935 2,505 11,825 1,320 0 60 460 1,085: 12,965 13,030
Old : 84,582: 45,392 29,247 10,750 36,935 2,505 11,825 1,320 0 60 460 1,085: 12,965 13,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,480: -375 900 1,755 300 -245 0 180 0 0 0 0: 345 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 34.6 12.7 43.7 3.0 14.0 1.6 0.0 0.1 0.5 1.3: 15.3 15.4
Old : 100.0: 53.7 34.6 12.7 43.7 3.0 14.0 1.6 0.0 0.1 0.5 1.3: 15.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 18 . . . . . 0 . . .:
Old : 30: 16 18 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 57.1 74.2 72.4 49.9 56.3 63.0 63.7
Old : 54.2 57.1 74.2 72.4 49.9 56.3 63.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 81,277: 42,686 29,352 10,186 32,705 2,635 12,450 1,170 5 0 2,085 315: 13,000 13,010
Old : 81,277: 42,686 29,352 10,186 32,705 2,635 12,450 1,170 5 0 2,085 315: 13,000 13,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,415: -328 900 1,778 370 -525 0 180 -30 0 0 0: 520 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 36.1 12.5 40.2 3.2 15.3 1.4 0.0 0.0 2.6 0.4: 16.0 16.0
Old : 100.0: 52.5 36.1 12.5 40.2 3.2 15.3 1.4 0.0 0.0 2.6 0.4: 16.0 16.0
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: 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 : 53.3 53.9 73.9 70.7 49.9 53.9 60.0 63.2
Old : 53.3 53.9 73.9 70.7 49.9 53.9 60.0 63.2
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, February 23, 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 : 27,611: 19,760 4,754 629 185 1,715 0 10,860 700 700 5,525 350: 3,757 3,522
Old : 27,611: 19,760 4,754 629 185 1,715 0 10,860 700 700 5,525 350: 3,757 3,522
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 15: 665 -350 -1,000 0 918 0 0 0 0 0 0: -568 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 17.2 2.3 0.7 6.2 0.0 39.3 2.5 2.5 20.0 1.3: 13.6 12.8
Old : 100.0: 71.6 17.2 2.3 0.7 6.2 0.0 39.3 2.5 2.5 20.0 1.3: 13.6 12.8
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 : 25: 14 9 . . . 0 . . . . .:
Old : 25: 14 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 : 51.0 58.9 66.9 76.9 48.4 54.6 58.8 65.5
Old : 51.0 58.9 66.9 76.9 48.4 54.6 58.8 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 27,361: 19,760 4,794 294 185 2,001 0 10,860 700 700 5,150 425: 3,481 3,246
Old : 27,361: 19,760 4,794 294 185 2,001 0 10,860 700 700 5,150 425: 3,481 3,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 15: 665 -350 -1,000 0 943 0 0 0 0 0 0: -593 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 17.5 1.1 0.7 7.3 0.0 39.7 2.6 2.6 18.8 1.6: 12.7 11.9
Old : 100.0: 72.2 17.5 1.1 0.7 7.3 0.0 39.7 2.6 2.6 18.8 1.6: 12.7 11.9
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: 14 9 . . . 0 . . . . .:
Old : 25: 14 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 : 51.3 59.3 67.3 77.7 48.8 53.8 59.4 64.9
Old : 51.3 59.3 67.3 77.7 48.8 53.8 59.4 64.9
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, February 23, 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 : 62,530: 19,975 52,240 17,825 7,710 130 15,810 0 120 6,515 0 0: 2,155 2,330
Old : 62,530: 19,975 52,240 17,825 7,710 130 15,810 0 120 6,515 0 0: 2,155 2,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 670: 40 1,510 630 -840 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 83.5 28.5 12.3 0.2 25.3 0.0 0.2 10.4 0.0 0.0: 3.4 3.7
Old : 100.0: 31.9 83.5 28.5 12.3 0.2 25.3 0.0 0.2 10.4 0.0 0.0: 3.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 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 : 75.3 85.9 94.4 92.3 73.5 85.4 91.9 90.3
Old : 75.3 85.9 94.4 92.3 73.5 85.4 91.9 90.3
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, February 23, 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 : 64,010: 20,310 55,285 20,105 6,490 165 15,810 0 120 5,690 0 0: 1,810 1,950
Old : 64,010: 20,310 55,285 20,105 6,490 165 15,810 0 120 5,690 0 0: 1,810 1,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 700: 0 1,540 700 -840 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 86.4 31.4 10.1 0.3 24.7 0.0 0.2 8.9 0.0 0.0: 2.8 3.0
Old : 100.0: 31.7 86.4 31.4 10.1 0.3 24.7 0.0 0.2 8.9 0.0 0.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . 0 . . 0 0:
Old : 21: 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 : 75.8 89.6 94.9 95.0 74.1 89.0 92.5 92.3
Old : 75.8 89.6 94.9 95.0 74.1 89.0 92.5 92.3
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, February 23, 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 : 50,693: 19,240 44,088 5,648 1,570 1,945 4,610 0 0 15,890 50 165: 3,195 2,875
Old : 50,693: 19,240 44,088 5,648 1,570 1,945 4,610 0 0 15,890 50 165: 3,195 2,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 150: 160 110 0 0 0 -50 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 87.0 11.1 3.1 3.8 9.1 0.0 0.0 31.3 0.1 0.3: 6.3 5.7
Old : 100.0: 38.0 87.0 11.1 3.1 3.8 9.1 0.0 0.0 31.3 0.1 0.3: 6.3 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 : 26: 15 10 . . . . 0 0 . . .:
Old : 26: 15 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 83.5 72.8 92.4 51.3 83.2 69.1 88.3
Old : 54.7 83.5 72.8 92.4 51.3 83.2 69.1 88.3
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, February 23, 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 : 44,063: 17,960 37,603 6,213 1,900 1,340 4,610 0 0 10,565 50 515: 2,860 2,655
Old : 44,063: 17,960 37,603 6,213 1,900 1,340 4,610 0 0 10,565 50 515: 2,860 2,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 140: 150 100 0 0 0 -50 0 0 0 0 0: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 85.3 14.1 4.3 3.0 10.5 0.0 0.0 24.0 0.1 1.2: 6.5 6.0
Old : 100.0: 40.8 85.3 14.1 4.3 3.0 10.5 0.0 0.0 24.0 0.1 1.2: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . . 0 0 . . .:
Old : 26: 15 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 81.3 72.3 91.1 48.2 81.0 68.4 87.4
Old : 51.8 81.3 72.3 91.1 48.2 81.0 68.4 87.4
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, February 23, 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 : 68,171: 31,190 48,280 9,085 0 2,955 4,575 10,665 713 14,200 625 1,225: 4,228 3,708
Old : 68,171: 31,190 48,280 9,085 0 2,955 4,575 10,665 713 14,200 625 1,225: 4,228 3,708
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 23: 5 23 18 0 -18 0 0 0 0 0 0: 18 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 70.8 13.3 0.0 4.3 6.7 15.6 1.0 20.8 0.9 1.8: 6.2 5.4
Old : 100.0: 45.8 70.8 13.3 0.0 4.3 6.7 15.6 1.0 20.8 0.9 1.8: 6.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 10 . 0 . . . . 4 . .:
Old : 31: 17 10 . 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 : 56.0 67.1 75.8 83.2 51.1 65.7 70.5 79.4
Old : 56.0 67.1 75.8 83.2 51.1 65.7 70.5 79.4
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,906: 30,455 46,325 10,115 0 3,245 4,255 10,665 713 12,510 625 1,225: 3,388 3,108
Old : 65,906: 30,455 46,325 10,115 0 3,245 4,255 10,665 713 12,510 625 1,225: 3,388 3,108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 23: 5 23 18 0 -18 0 0 0 0 0 0: 18 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 70.3 15.3 0.0 4.9 6.5 16.2 1.1 19.0 0.9 1.9: 5.1 4.7
Old : 100.0: 46.2 70.3 15.3 0.0 4.9 6.5 16.2 1.1 19.0 0.9 1.9: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 11 . 0 . . . . 4 . .:
Old : 31: 17 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 : 56.6 68.1 76.5 83.0 51.1 66.5 69.4 77.7
Old : 56.6 68.1 76.5 83.0 51.1 66.5 69.4 77.7
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 63,039: 34,864 30,987 0 13,807 300 17,365 180 2,275 840 8,140 1,300: 6,095 6,050
Old : 63,039: 34,864 30,987 0 13,807 300 17,365 180 2,275 840 8,140 1,300: 6,095 6,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 1,200: 420 860 0 1,100 0 0 0 0 840 -700 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 49.2 0.0 21.9 0.5 27.5 0.3 3.6 1.3 12.9 2.1: 9.7 9.6
Old : 100.0: 55.3 49.2 0.0 21.9 0.5 27.5 0.3 3.6 1.3 12.9 2.1: 9.7 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 : 33: 21 10 0 . . . . . . . .:
Old : 33: 21 10 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 69.4 72.8 83.4 56.1 65.5 69.2 76.7
Old : 56.1 69.4 72.8 83.4 56.1 65.5 69.2 76.7
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, February 23, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,245: 30,534 27,062 0 10,622 385 12,630 205 2,275 0 5,645 1,355: 6,066 5,696
Old : 53,245: 30,534 27,062 0 10,622 385 12,630 205 2,275 0 5,645 1,355: 6,066 5,696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 410: 170 110 0 300 0 0 0 0 0 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 50.8 0.0 19.9 0.7 23.7 0.4 4.3 0.0 10.6 2.5: 11.4 10.7
Old : 100.0: 57.3 50.8 0.0 19.9 0.7 23.7 0.4 4.3 0.0 10.6 2.5: 11.4 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 9 0 . . . . . 0 . .:
Old : 31: 21 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 : 56.8 65.1 71.9 82.4 53.5 60.2 66.8 74.3
Old : 56.8 65.1 71.9 82.4 53.5 60.2 66.8 74.3
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, February 23, 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 : 196,986: 117,718 84,236 17,171 2,035 7,949 0 32,300 970 625 16,888 1,885: 50,668 50,723
Old : 196,986: 117,718 84,236 17,171 2,035 7,949 0 32,300 970 625 16,888 1,885: 50,668 50,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 5,960: 1,823 1,730 4,157 0 -176 0 1,800 -350 -240 2,200 -360: 1,106 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 42.8 8.7 1.0 4.0 0.0 16.4 0.5 0.3 8.6 1.0: 25.7 25.7
Old : 100.0: 59.8 42.8 8.7 1.0 4.0 0.0 16.4 0.5 0.3 8.6 1.0: 25.7 25.7
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 : 44: 25 25 . . . 0 4 . . 4 4:
Old : 44: 25 25 . . . 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 : 47.4 28.8 60.4 48.3 40.7 28.1 48.0 42.6
Old : 47.4 28.8 60.4 48.3 40.7 28.1 48.0 42.6
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, February 23, 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 : 170,595: 103,992 75,458 9,774 595 7,944 0 26,445 908 945 12,218 3,085: 43,947 43,942
Old : 170,595: 103,992 75,458 9,774 595 7,944 0 26,445 908 945 12,218 3,085: 43,947 43,942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 5,577: 2,190 2,092 2,757 -70 -842 0 1,800 -350 120 1,200 140: 1,562 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 44.2 5.7 0.3 4.7 0.0 15.5 0.5 0.6 7.2 1.8: 25.8 25.8
Old : 100.0: 61.0 44.2 5.7 0.3 4.7 0.0 15.5 0.5 0.6 7.2 1.8: 25.8 25.8
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 27 . . . 0 4 . . . 4:
Old : 44: 24 27 . . . 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 : 45.7 33.1 58.0 49.3 38.3 32.3 47.0 43.2
Old : 45.7 33.1 58.0 49.3 38.3 32.3 47.0 43.2
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, February 23, 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 : 52,161: 21,375 28,980 16,671 9,131 4,925 1,400 0 3,000 0 1,410 0: 4,790 4,715
Old : 52,161: 21,375 28,980 16,671 9,131 4,925 1,400 0 3,000 0 1,410 0: 4,790 4,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -2,055: 100 -2,160 -1,860 400 -235 0 0 0 0 0 0: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 55.6 32.0 17.5 9.4 2.7 0.0 5.8 0.0 2.7 0.0: 9.2 9.0
Old : 100.0: 41.0 55.6 32.0 17.5 9.4 2.7 0.0 5.8 0.0 2.7 0.0: 9.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 12 . . . . 0 . 0 . 0:
Old : 26: 14 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 : 58.4 47.1 75.6 73.1 48.1 41.5 57.2 58.6
Old : 58.4 47.1 75.6 73.1 48.1 41.5 57.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 45,782: 19,710 25,724 13,021 7,722 3,086 1,665 0 2,750 0 1,135 0: 5,550 5,365
Old : 45,782: 19,710 25,724 13,021 7,722 3,086 1,665 0 2,750 0 1,135 0: 5,550 5,365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -48: -80 -853 0 773 -435 0 0 0 0 0 0: 467 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 56.2 28.4 16.9 6.7 3.6 0.0 6.0 0.0 2.5 0.0: 12.1 11.7
Old : 100.0: 43.1 56.2 28.4 16.9 6.7 3.6 0.0 6.0 0.0 2.5 0.0: 12.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.0 50.7 69.0 73.3 46.3 44.6 54.9 57.4
Old : 53.0 50.7 69.0 73.3 46.3 44.6 54.9 57.4
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, February 23, 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 : 38,240: 20,275 23,635 1,600 670 6,335 4,075 3,480 0 1,565 0 0: 4,390 4,120
Old : 38,240: 20,275 23,635 1,600 670 6,335 4,075 3,480 0 1,565 0 0: 4,390 4,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 370: 330 120 -210 0 290 0 0 0 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 61.8 4.2 1.8 16.6 10.7 9.1 0.0 4.1 0.0 0.0: 11.5 10.8
Old : 100.0: 53.0 61.8 4.2 1.8 16.6 10.7 9.1 0.0 4.1 0.0 0.0: 11.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 14 . . . . . 0 . 0 0:
Old : 27: 15 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 : 44.7 47.9 71.9 74.1 33.4 36.1 44.6 48.3
Old : 44.7 47.9 71.9 74.1 33.4 36.1 44.6 48.3
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, February 23, 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 : 47,295: 15,845 30,565 0 3,380 5,595 19,245 3,130 75 1,565 0 0: 4,970 4,550
Old : 47,295: 15,845 30,565 0 3,380 5,595 19,245 3,130 75 1,565 0 0: 4,970 4,550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 10: 175 -225 0 400 -175 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 64.6 0.0 7.1 11.8 40.7 6.6 0.2 3.3 0.0 0.0: 10.5 9.6
Old : 100.0: 33.5 64.6 0.0 7.1 11.8 40.7 6.6 0.2 3.3 0.0 0.0: 10.5 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 : 22: 12 16 0 . . . . . . 0 0:
Old : 22: 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 : 67.8 54.9 82.2 75.9 56.2 39.4 59.9 54.8
Old : 67.8 54.9 82.2 75.9 56.2 39.4 59.9 54.8
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, February 23, 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 : 207,800: 117,556 127,807 1,693 14,786 23,403 26,115 75 2,355 50 2,762 1,070: 35,558 35,542
Old : 207,800: 117,556 127,807 1,693 14,786 23,403 26,115 75 2,355 50 2,762 1,070: 35,558 35,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 5,003: 3,266 -3,554 50 6,275 -3,424 -200 0 75 0 420 -68: 5,304 5,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 61.5 0.8 7.1 11.3 12.6 0.0 1.1 0.0 1.3 0.5: 17.1 17.1
Old : 100.0: 56.6 61.5 0.8 7.1 11.3 12.6 0.0 1.1 0.0 1.3 0.5: 17.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 25 . . 4 . . . . 5 .:
Old : 43: 25 25 . . 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 : 42.0 45.6 61.2 65.3 35.8 34.8 47.1 45.8
Old : 42.0 45.6 61.2 65.3 35.8 34.8 47.1 45.8
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, February 23, 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 : 173,736: 101,486 116,836 732 4,265 19,577 20,975 0 3,970 0 2,163 905: 26,091 26,020
Old : 173,736: 101,486 116,836 732 4,265 19,577 20,975 0 3,970 0 2,163 905: 26,091 26,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: -4,239: -3,664 -8,154 -2,935 1,325 -1,876 0 0 0 0 230 -50: 4,286 4,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 67.2 0.4 2.5 11.3 12.1 0.0 2.3 0.0 1.2 0.5: 15.0 15.0
Old : 100.0: 58.4 67.2 0.4 2.5 11.3 12.1 0.0 2.3 0.0 1.2 0.5: 15.0 15.0
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 : 37: 23 23 . . 4 . 0 . 0 5 .:
Old : 37: 23 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 : 46.9 41.9 64.8 61.1 36.2 34.9 46.0 43.6
Old : 46.9 41.9 64.8 61.1 36.2 34.9 46.0 43.6
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, February 23, 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 : 29,505: 21,830 16,755 790 8,480 1,935 2,295 300 0 625 0 225: 1,805 1,810
Old : 29,505: 21,830 16,755 790 8,480 1,935 2,295 300 0 625 0 225: 1,805 1,810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 300: 300 0 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 56.8 2.7 28.7 6.6 7.8 1.0 0.0 2.1 0.0 0.8: 6.1 6.1
Old : 100.0: 74.0 56.8 2.7 28.7 6.6 7.8 1.0 0.0 2.1 0.0 0.8: 6.1 6.1
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: 10 6 . . . . . 0 . 0 .:
Old : 20: 10 6 . . . . . 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 : 65.0 88.6 85.7 93.4 63.3 83.8 78.6 86.0
Old : 65.0 88.6 85.7 93.4 63.3 83.8 78.6 86.0
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, February 23, 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 : 28,985: 22,030 15,960 285 8,265 2,160 2,295 300 0 0 80 475: 1,740 1,745
Old : 28,985: 22,030 15,960 285 8,265 2,160 2,295 300 0 0 80 475: 1,740 1,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2021 :
: 300: 300 0 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 55.1 1.0 28.5 7.5 7.9 1.0 0.0 0.0 0.3 1.6: 6.0 6.0
Old : 100.0: 76.0 55.1 1.0 28.5 7.5 7.9 1.0 0.0 0.0 0.3 1.6: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 5 . . . . . 0 0 . .:
Old : 20: 10 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 : 67.9 87.9 88.1 93.5 67.3 81.9 80.7 84.5
Old : 67.9 87.9 88.1 93.5 67.3 81.9 80.7 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2021