COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 17,839: 13,730 7,668 232 2,610 911 345 840 183 316 3,644 1,428: 694 555
Old : 17,839: 13,730 7,668 232 2,610 911 345 840 183 316 3,644 1,428: 694 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 345: -7 -98 0 -84 -43 0 465 0 18 -214 304: 73 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 43.0 1.3 14.6 5.1 1.9 4.7 1.0 1.8 20.4 8.0: 3.9 3.1
Old : 100.0: 77.0 43.0 1.3 14.6 5.1 1.9 4.7 1.0 1.8 20.4 8.0: 3.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . 4 4 . . . . 4 .:
Old : 27: 12 11 . 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 : 52.2 45.6 77.1 68.1 37.7 32.4 52.3 49.4
Old : 52.2 45.6 77.1 68.1 37.7 32.4 52.3 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 11,895: 6,586 7,069 687 679 1,687 791 0 663 329 671 1,020: 132 106
Old : 11,895: 6,586 7,069 687 679 1,687 791 0 663 329 671 1,020: 132 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 787: 316 552 0 -58 65 52 0 -2 75 -46 288: -7 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 59.4 5.8 5.7 14.2 6.7 0.0 5.6 2.8 5.6 8.6: 1.1 0.9
Old : 100.0: 55.4 59.4 5.8 5.7 14.2 6.7 0.0 5.6 2.8 5.6 8.6: 1.1 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 : 40: 21 20 . . . . 0 . 6 6 10:
Old : 40: 21 20 . . . . 0 . 6 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 45.2 65.4 63.6 32.0 31.9 41.4 41.4
Old : 46.3 45.2 65.4 63.6 32.0 31.9 41.4 41.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 37,214: 24,507 31,041 4,818 1,173 1,678 752 335 239 3,730 1,273 1,475: 15 0
Old : 37,214: 24,507 31,041 4,818 1,173 1,678 752 335 239 3,730 1,273 1,475: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 413: 313 900 -25 100 0 75 -150 75 100 -147 -125: 0 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 83.4 12.9 3.2 4.5 2.0 0.9 0.6 10.0 3.4 4.0: 0.0 0.0
Old : 100.0: 65.9 83.4 12.9 3.2 4.5 2.0 0.9 0.6 10.0 3.4 4.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 22 . . . . . . . 4 5:
Old : 39: 18 22 . . . . . . . 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 : 57.6 57.3 80.9 78.5 53.9 50.5 68.4 64.6
Old : 57.6 57.3 80.9 78.5 53.9 50.5 68.4 64.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 31,947: 26,643 26,665 0 3,957 490 0 56 454 4,035 0 325: 0 0
Old : 31,947: 26,643 26,665 0 3,957 490 0 56 454 4,035 0 325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 9: -326 9 0 -25 50 0 -150 150 160 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 83.5 0.0 12.4 1.5 0.0 0.2 1.4 12.6 0.0 1.0: 0.0 0.0
Old : 100.0: 83.4 83.5 0.0 12.4 1.5 0.0 0.2 1.4 12.6 0.0 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 17 0 . . 0 . . 5 0 .:
Old : 28: 14 17 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 : 61.2 67.5 82.6 91.1 59.8 59.9 77.4 80.9
Old : 61.2 67.5 82.6 91.1 59.8 59.9 77.4 80.9
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 143,594: 106,583 109,019 2,101 14,348 8,720 13,890 262 4,160 4,327 3,685 3,237: 576 163
Old : 143,594: 106,583 109,019 2,101 14,348 8,720 13,890 262 4,160 4,327 3,685 3,237: 576 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,484: 960 2,728 0 764 447 2,191 -325 51 -140 -159 -24: -1 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 75.9 1.5 10.0 6.1 9.7 0.2 2.9 3.0 2.6 2.3: 0.4 0.1
Old : 100.0: 74.2 75.9 1.5 10.0 6.1 9.7 0.2 2.9 3.0 2.6 2.3: 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 : 66: 32 33 . . 5 10 . 7 8 5 8:
Old : 66: 32 33 . . 5 10 . 7 8 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 36.0 61.5 58.8 34.7 29.9 44.9 43.7
Old : 45.9 36.0 61.5 58.8 34.7 29.9 44.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 66,621: 54,119 49,391 2,705 10,594 4,268 3,648 310 284 475 590 1,122: 0 62
Old : 66,621: 54,119 49,391 2,705 10,594 4,268 3,648 310 284 475 590 1,122: 0 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,579: -1,599 3,558 15 -2,573 1,042 2,272 -535 -201 -196 7 246: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 74.1 4.1 15.9 6.4 5.5 0.5 0.4 0.7 0.9 1.7: 0.0 0.1
Old : 100.0: 81.2 74.1 4.1 15.9 6.4 5.5 0.5 0.4 0.7 0.9 1.7: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 22 26 . . . . . . . 4 4:
Old : 42: 22 26 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 76.9 80.9 89.7 57.9 62.4 71.3 71.0
Old : 60.1 76.9 80.9 89.7 57.9 62.4 71.3 71.0
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 38,635: 35,574 27,730 0 6,342 2,186 0 802 0 600 1,300 275: 0 0
Old : 38,635: 35,574 27,730 0 6,342 2,186 0 802 0 600 1,300 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 140: 40 -85 0 -225 175 0 -25 0 -225 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 71.8 0.0 16.4 5.7 0.0 2.1 0.0 1.6 3.4 0.7: 0.0 0.0
Old : 100.0: 92.1 71.8 0.0 16.4 5.7 0.0 2.1 0.0 1.6 3.4 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 0 . . 0 . 0 . . .:
Old : 25: 12 12 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 81.3 93.6 93.3 71.1 65.8 77.0 77.0
Old : 75.0 81.3 93.6 93.3 71.1 65.8 77.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,364: 31,823 21,811 901 24,425 2,891 14,455 125 50 1,357 2,347 3,622: 265 93
Old : 55,364: 31,823 21,811 901 24,425 2,891 14,455 125 50 1,357 2,347 3,622: 265 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 28: 188 63 1 160 -146 -10 -50 0 -6 0 6: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 39.4 1.6 44.1 5.2 26.1 0.2 0.1 2.5 4.2 6.5: 0.5 0.2
Old : 100.0: 57.5 39.4 1.6 44.1 5.2 26.1 0.2 0.1 2.5 4.2 6.5: 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 : 37: 19 19 . . 5 4 . . . . .:
Old : 37: 19 19 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 67.5 70.2 82.6 44.5 58.5 59.6 70.1
Old : 47.9 67.5 70.2 82.6 44.5 58.5 59.6 70.1
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 69,762: 40,299 24,456 0 36,029 3,445 20,760 385 70 2,036 2,791 2,505: 647 81
Old : 69,762: 40,299 24,456 0 36,029 3,445 20,760 385 70 2,036 2,791 2,505: 647 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 435: 325 250 0 321 -85 110 -50 0 96 0 -1: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 35.1 0.0 51.6 4.9 29.8 0.6 0.1 2.9 4.0 3.6: 0.9 0.1
Old : 100.0: 57.8 35.1 0.0 51.6 4.9 29.8 0.6 0.1 2.9 4.0 3.6: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 20 0 4 4 6 . . 4 . 4:
Old : 43: 21 20 0 4 4 6 . . 4 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 67.7 72.1 82.5 51.8 62.4 64.3 72.9
Old : 53.4 67.7 72.1 82.5 51.8 62.4 64.3 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,676: 49,829 42,500 10,483 19,593 3,418 0 100 0 2,150 731 1,334: 462 0
Old : 67,676: 49,829 42,500 10,483 19,593 3,418 0 100 0 2,150 731 1,334: 462 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 537: 1,005 -479 -800 600 316 0 100 0 16 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 62.8 15.5 29.0 5.1 0.0 0.1 0.0 3.2 1.1 2.0: 0.7 0.0
Old : 100.0: 73.6 62.8 15.5 29.0 5.1 0.0 0.1 0.0 3.2 1.1 2.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 24 4 . . 0 . 0 . . .:
Old : 39: 24 24 4 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 62.1 64.6 85.5 39.2 62.1 60.0 79.2
Old : 43.0 62.1 64.6 85.5 39.2 62.1 60.0 79.2
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 85,341: 61,297 47,867 18,491 33,477 1,006 225 175 20 1,819 770 2,021: 462 5
Old : 85,341: 61,297 47,867 18,491 33,477 1,006 225 175 20 1,819 770 2,021: 462 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 733: 1,670 55 -1,000 525 53 0 100 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 56.1 21.7 39.2 1.2 0.3 0.2 0.0 2.1 0.9 2.4: 0.5 0.0
Old : 100.0: 71.8 56.1 21.7 39.2 1.2 0.3 0.2 0.0 2.1 0.9 2.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 24 4 . . . . . . . .:
Old : 43: 26 24 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 : 42.3 65.6 62.3 83.9 41.3 65.6 61.1 78.2
Old : 42.3 65.6 62.3 83.9 41.3 65.6 61.1 78.2
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,396: 27,169 37,756 10,359 0 3,174 0 0 0 230 0 175: 289 291
Old : 41,396: 27,169 37,756 10,359 0 3,174 0 0 0 230 0 175: 289 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 180: 300 180 0 0 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 91.2 25.0 0.0 7.7 0.0 0.0 0.0 0.6 0.0 0.4: 0.7 0.7
Old : 100.0: 65.6 91.2 25.0 0.0 7.7 0.0 0.0 0.0 0.6 0.0 0.4: 0.7 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 : 24: 17 13 . 0 . 0 0 0 . 0 .:
Old : 24: 17 13 . 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 : 68.3 82.0 84.2 95.3 58.4 76.9 71.5 78.6
Old : 68.3 82.0 84.2 95.3 58.4 76.9 71.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 25,302: 23,557 14,292 0 9,107 973 0 600 0 360 326 0: 412 4
Old : 25,302: 23,557 14,292 0 9,107 973 0 600 0 360 326 0: 412 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -341: -341 -345 0 0 0 0 0 0 0 0 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 56.5 0.0 36.0 3.8 0.0 2.4 0.0 1.4 1.3 0.0: 1.6 0.0
Old : 100.0: 93.1 56.5 0.0 36.0 3.8 0.0 2.4 0.0 1.4 1.3 0.0: 1.6 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 : 26: 19 17 0 . . 0 . 0 . . 0:
Old : 26: 19 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 : 59.6 66.4 77.3 84.8 45.2 55.1 58.0 64.6
Old : 59.6 66.4 77.3 84.8 45.2 55.1 58.0 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,683: 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345: 98 0
Old : 23,683: 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345: 98 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: -45 0 0 0 0 0 0 0 0 -45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5: 0.4 0.0
Old : 100.0: 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 77.4 84.5 94.5 53.1 70.6 69.0 73.2
Old : 57.3 77.4 84.5 94.5 53.1 70.6 69.0 73.2
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 85,978: 63,421 61,972 210 7,354 8,875 6,516 732 361 3,769 3,895 2,374: 452 415
Old : 85,978: 63,421 61,972 210 7,354 8,875 6,516 732 361 3,769 3,895 2,374: 452 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,328: 1,250 642 0 -480 46 361 -40 32 -212 1,349 -162: 13 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 72.1 0.2 8.6 10.3 7.6 0.9 0.4 4.4 4.5 2.8: 0.5 0.5
Old : 100.0: 73.8 72.1 0.2 8.6 10.3 7.6 0.9 0.4 4.4 4.5 2.8: 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 : 66: 34 34 . . . 5 . . 10 4 8:
Old : 66: 34 34 . . . 5 . . 10 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 40.3 56.9 65.4 21.2 23.2 30.3 31.6
Old : 33.4 40.3 56.9 65.4 21.2 23.2 30.3 31.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,228: 11,142 15,707 3,941 0 396 725 0 0 0 125 0: 24 0
Old : 16,228: 11,142 15,707 3,941 0 396 725 0 0 0 125 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 96.8 24.3 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 68.7 96.8 24.3 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 14 . 0 . . 0 0 0 . 0:
Old : 20: 6 14 . 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 : 66.7 59.8 96.7 83.9 48.2 53.3 64.5 66.3
Old : 66.7 59.8 96.7 83.9 48.2 53.3 64.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,268: 11,182 15,747 3,941 0 396 725 0 0 0 125 0: 24 0
Old : 16,268: 11,182 15,747 3,941 0 396 725 0 0 0 125 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 96.8 24.2 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 68.7 96.8 24.2 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 7 14 . 0 . . 0 0 0 . 0:
Old : 21: 7 14 . 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 : 66.6 59.6 96.5 83.6 48.2 53.2 64.4 66.4
Old : 66.6 59.6 96.5 83.6 48.2 53.2 64.4 66.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,365: 43,055 36,634 0 4,986 3,612 0 600 0 1,070 1,825 2,310: 318 398
Old : 50,365: 43,055 36,634 0 4,986 3,612 0 600 0 1,070 1,825 2,310: 318 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 752: 722 762 0 -40 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 72.7 0.0 9.9 7.2 0.0 1.2 0.0 2.1 3.6 4.6: 0.6 0.8
Old : 100.0: 85.5 72.7 0.0 9.9 7.2 0.0 1.2 0.0 2.1 3.6 4.6: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 0 . . 0 . 0 . . 4:
Old : 32: 18 17 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 : 49.7 47.9 70.7 73.7 46.2 33.5 54.4 47.4
Old : 49.7 47.9 70.7 73.7 46.2 33.5 54.4 47.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,163: 34,850 40,908 6,067 0 4,689 0 0 0 390 100 150: 17 316
Old : 46,163: 34,850 40,908 6,067 0 4,689 0 0 0 390 100 150: 17 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 178: 293 198 15 0 -15 0 0 0 0 0 0: -115 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 88.6 13.1 0.0 10.2 0.0 0.0 0.0 0.8 0.2 0.3: 0.0 0.7
Old : 100.0: 75.5 88.6 13.1 0.0 10.2 0.0 0.0 0.0 0.8 0.2 0.3: 0.0 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 : 33: 21 18 . 0 . 0 0 0 . . .:
Old : 33: 21 18 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 76.9 74.8 92.1 42.1 63.7 56.0 66.2
Old : 54.4 76.9 74.8 92.1 42.1 63.7 56.0 66.2
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,447: 34,532 28,264 0 7,001 3,932 755 850 0 180 100 250: 798 50
Old : 40,447: 34,532 28,264 0 7,001 3,932 755 850 0 180 100 250: 798 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -330: -655 80 0 -425 5 320 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 69.9 0.0 17.3 9.7 1.9 2.1 0.0 0.4 0.2 0.6: 2.0 0.1
Old : 100.0: 85.4 69.9 0.0 17.3 9.7 1.9 2.1 0.0 0.4 0.2 0.6: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 20 0 . . . . 0 . . .:
Old : 30: 20 20 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 : 53.2 63.6 77.4 84.7 40.1 50.9 51.5 57.3
Old : 53.2 63.6 77.4 84.7 40.1 50.9 51.5 57.3
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,551: 48,796 59,344 8,495 220 2,505 0 0 0 1,723 150 92: 940 240
Old : 62,551: 48,796 59,344 8,495 220 2,505 0 0 0 1,723 150 92: 940 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 140: 130 240 0 0 0 0 0 0 0 -100 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 94.9 13.6 0.4 4.0 0.0 0.0 0.0 2.8 0.2 0.1: 1.5 0.4
Old : 100.0: 78.0 94.9 13.6 0.4 4.0 0.0 0.0 0.0 2.8 0.2 0.1: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 10 4 . 4 0 0 0 . . .:
Old : 29: 16 10 4 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 90.3 79.0 96.6 57.3 85.9 75.4 89.0
Old : 58.2 90.3 79.0 96.6 57.3 85.9 75.4 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,014: 56,604 60,639 4,270 2,425 3,150 0 330 0 2,345 100 160: 485 210
Old : 67,014: 56,604 60,639 4,270 2,425 3,150 0 330 0 2,345 100 160: 485 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -65: 90 30 -160 -120 35 0 5 0 -115 -100 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 90.5 6.4 3.6 4.7 0.0 0.5 0.0 3.5 0.1 0.2: 0.7 0.3
Old : 100.0: 84.5 90.5 6.4 3.6 4.7 0.0 0.5 0.0 3.5 0.1 0.2: 0.7 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: 20 12 . . 4 0 . 0 . . .:
Old : 34: 20 12 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 86.6 75.5 96.1 53.5 81.8 74.2 89.1
Old : 53.5 86.6 75.5 96.1 53.5 81.8 74.2 89.1
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 83,380: 67,931 75,043 8,958 4,148 1,268 0 528 25 2,600 96 2,202: 396 70
Old : 83,380: 67,931 75,043 8,958 4,148 1,268 0 528 25 2,600 96 2,202: 396 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 419: 469 354 40 0 -35 0 0 0 -59 96 4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 90.0 10.7 5.0 1.5 0.0 0.6 0.0 3.1 0.1 2.6: 0.5 0.1
Old : 100.0: 81.5 90.0 10.7 5.0 1.5 0.0 0.6 0.0 3.1 0.1 2.6: 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 : 39: 19 20 5 . . 0 . . . . .:
Old : 39: 19 20 5 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 57.8 72.3 84.7 55.4 55.9 70.0 79.3
Old : 56.6 57.8 72.3 84.7 55.4 55.9 70.0 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 101,975: 83,878 89,473 9,945 3,989 2,615 515 861 130 887 1,354 3,543: 462 10
Old : 101,975: 83,878 89,473 9,945 3,989 2,615 515 861 130 887 1,354 3,543: 462 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 503: 538 711 -168 235 33 5 -355 5 -115 -220 92: 113 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 87.7 9.8 3.9 2.6 0.5 0.8 0.1 0.9 1.3 3.5: 0.5 0.0
Old : 100.0: 82.3 87.7 9.8 3.9 2.6 0.5 0.8 0.1 0.9 1.3 3.5: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 23 25 5 . 5 . 5 . . 4 5:
Old : 51: 23 25 5 . 5 . 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 : 52.1 51.6 70.5 78.4 50.0 51.4 66.4 73.6
Old : 52.1 51.6 70.5 78.4 50.0 51.4 66.4 73.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 63,877: 44,826 58,236 18,219 1,055 807 0 2,989 0 25 775 0: 0 15
Old : 63,877: 44,826 58,236 18,219 1,055 807 0 2,989 0 25 775 0: 0 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,660: 4,560 3,285 -1,525 -100 600 0 310 0 25 -450 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 91.2 28.5 1.7 1.3 0.0 4.7 0.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 70.2 91.2 28.5 1.7 1.3 0.0 4.7 0.0 0.0 1.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 13 . . . 0 . 0 . . 0:
Old : 27: 12 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 : 80.4 90.9 95.9 95.8 78.5 87.5 91.0 90.6
Old : 80.4 90.9 95.9 95.8 78.5 87.5 91.0 90.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,490: 36,695 54,315 17,220 0 525 0 150 0 1,050 500 0: 0 0
Old : 55,490: 36,695 54,315 17,220 0 525 0 150 0 1,050 500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 97.9 31.0 0.0 0.9 0.0 0.3 0.0 1.9 0.9 0.0: 0.0 0.0
Old : 100.0: 66.1 97.9 31.0 0.0 0.9 0.0 0.3 0.0 1.9 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 7 . 0 . 0 . 0 . . 0:
Old : 20: 9 7 . 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 : 84.9 96.3 96.0 99.4 84.9 91.7 92.9 93.6
Old : 84.9 96.3 96.0 99.4 84.9 91.7 92.9 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 57,804: 38,164 50,989 12,938 127 4,101 650 35 0 1,120 1,790 677: 154 85
Old : 57,804: 38,164 50,989 12,938 127 4,101 650 35 0 1,120 1,790 677: 154 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 694: 660 100 -567 0 600 0 0 0 1 -20 0: 0 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 88.2 22.4 0.2 7.1 1.1 0.1 0.0 1.9 3.1 1.2: 0.3 0.1
Old : 100.0: 66.0 88.2 22.4 0.2 7.1 1.1 0.1 0.0 1.9 3.1 1.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 19 5 . . . . 0 . . .:
Old : 35: 18 19 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 : 50.0 80.0 72.6 89.7 45.9 73.3 64.5 79.0
Old : 50.0 80.0 72.6 89.7 45.9 73.3 64.5 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 65,280: 48,779 54,831 10,096 1,227 2,946 1,237 3,030 245 1,301 2,180 469: 207 352
Old : 65,280: 48,779 54,831 10,096 1,227 2,946 1,237 3,030 245 1,301 2,180 469: 207 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 394: -845 -210 1,258 626 -18 5 -10 10 -2 0 -4: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 84.0 15.5 1.9 4.5 1.9 4.6 0.4 2.0 3.3 0.7: 0.3 0.5
Old : 100.0: 74.7 84.0 15.5 1.9 4.5 1.9 4.6 0.4 2.0 3.3 0.7: 0.3 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 : 38: 19 20 . . . 5 . 4 . . .:
Old : 38: 19 20 . . . 5 . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 73.9 77.9 87.2 56.3 67.5 73.7 77.6
Old : 57.8 73.9 77.9 87.2 56.3 67.5 73.7 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,365: 11,241 21,549 12,381 0 436 0 1,265 0 0 780 0: 307 335
Old : 24,365: 11,241 21,549 12,381 0 436 0 1,265 0 0 780 0: 307 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -5: -5 -5 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 88.4 50.8 0.0 1.8 0.0 5.2 0.0 0.0 3.2 0.0: 1.3 1.4
Old : 100.0: 46.1 88.4 50.8 0.0 1.8 0.0 5.2 0.0 0.0 3.2 0.0: 1.3 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 12 5 0 . 0 . 0 0 . 0:
Old : 23: 12 12 5 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 : 72.5 74.7 89.3 92.4 70.9 70.6 86.3 88.3
Old : 72.5 74.7 89.3 92.4 70.9 70.6 86.3 88.3
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 23,991: 11,375 23,036 11,729 0 545 0 225 0 0 0 0: 342 185
Old : 23,991: 11,375 23,036 11,729 0 545 0 225 0 0 0 0: 342 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 5: 0 5 0 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 96.0 48.9 0.0 2.3 0.0 0.9 0.0 0.0 0.0 0.0: 1.4 0.8
Old : 100.0: 47.4 96.0 48.9 0.0 2.3 0.0 0.9 0.0 0.0 0.0 0.0: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 5 0 . 0 . 0 0 0 0:
Old : 22: 13 12 5 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 : 71.1 87.1 88.0 96.5 70.1 81.0 83.9 89.1
Old : 71.1 87.1 88.0 96.5 70.1 81.0 83.9 89.1
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,546: 22,828 19,395 2,810 5,891 603 0 364 330 1,599 987 280: 96 696
Old : 28,546: 22,828 19,395 2,810 5,891 603 0 364 330 1,599 987 280: 96 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 65: -30 -665 0 960 -230 0 0 0 300 -30 25: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 67.9 9.8 20.6 2.1 0.0 1.3 1.2 5.6 3.5 1.0: 0.3 2.4
Old : 100.0: 80.0 67.9 9.8 20.6 2.1 0.0 1.3 1.2 5.6 3.5 1.0: 0.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 14 . . . 0 . . . . .:
Old : 28: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 58.5 85.6 77.2 62.8 56.4 78.4 73.4
Old : 69.0 58.5 85.6 77.2 62.8 56.4 78.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 16,839: 13,511 12,507 1,418 1,809 180 0 835 0 410 901 162: 1,158 445
Old : 16,839: 13,511 12,507 1,418 1,809 180 0 835 0 410 901 162: 1,158 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -51: 204 -726 0 960 -245 0 0 0 0 -30 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 74.3 8.4 10.7 1.1 0.0 5.0 0.0 2.4 5.4 1.0: 6.9 2.6
Old : 100.0: 80.2 74.3 8.4 10.7 1.1 0.0 5.0 0.0 2.4 5.4 1.0: 6.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 8 . . . 0 . 0 . . .:
Old : 21: 9 8 . . . 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 : 77.3 72.1 88.8 85.6 77.3 68.3 85.4 80.5
Old : 77.3 72.1 88.8 85.6 77.3 68.3 85.4 80.5
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 58,016: 43,923 28,932 7,321 21,411 313 2,566 5,021 284 2,538 1,045 949: 122 61
Old : 58,016: 43,923 28,932 7,321 21,411 313 2,566 5,021 284 2,538 1,045 949: 122 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,199: 1,200 939 149 0 -5 0 15 0 -95 300 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 49.9 12.6 36.9 0.5 4.4 8.7 0.5 4.4 1.8 1.6: 0.2 0.1
Old : 100.0: 75.7 49.9 12.6 36.9 0.5 4.4 8.7 0.5 4.4 1.8 1.6: 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 : 41: 25 19 4 . 4 . . . . . .:
Old : 41: 25 19 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 : 55.3 72.7 71.1 85.1 50.5 61.4 64.7 72.0
Old : 55.3 72.7 71.1 85.1 50.5 61.4 64.7 72.0
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 35,677: 30,483 13,726 2,196 17,752 1,038 755 1,329 60 571 1,273 492: 82 7
Old : 35,677: 30,483 13,726 2,196 17,752 1,038 755 1,329 60 571 1,273 492: 82 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 361: 390 416 0 0 0 0 0 0 0 -80 61: -90 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 38.5 6.2 49.8 2.9 2.1 3.7 0.2 1.6 3.6 1.4: 0.2 0.0
Old : 100.0: 85.4 38.5 6.2 49.8 2.9 2.1 3.7 0.2 1.6 3.6 1.4: 0.2 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 : 36: 22 16 4 . . . . . . . .:
Old : 36: 22 16 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 68.2 80.1 82.4 55.8 65.0 65.8 72.7
Old : 64.2 68.2 80.1 82.4 55.8 65.0 65.8 72.7
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,776: 8,705 16,896 7,391 0 605 425 135 0 500 50 75: 75 15
Old : 17,776: 8,705 16,896 7,391 0 605 425 135 0 500 50 75: 75 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -75: -455 30 425 0 -45 75 -25 0 -25 0 -50: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 95.0 41.6 0.0 3.4 2.4 0.8 0.0 2.8 0.3 0.4: 0.4 0.1
Old : 100.0: 49.0 95.0 41.6 0.0 3.4 2.4 0.8 0.0 2.8 0.3 0.4: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 15 . 0 . . . 0 . . .:
Old : 33: 17 15 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 81.8 83.3 91.8 63.0 77.9 78.2 85.5
Old : 66.7 81.8 83.3 91.8 63.0 77.9 78.2 85.5
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 22,380: 10,116 21,345 10,389 0 985 0 0 0 825 50 0: 65 0
Old : 22,380: 10,116 21,345 10,389 0 985 0 0 0 825 50 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -25: -275 100 75 0 -125 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 95.4 46.4 0.0 4.4 0.0 0.0 0.0 3.7 0.2 0.0: 0.3 0.0
Old : 100.0: 45.2 95.4 46.4 0.0 4.4 0.0 0.0 0.0 3.7 0.2 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 : 23: 10 10 . 0 . 0 0 0 4 . 0:
Old : 23: 10 10 . 0 . 0 0 0 4 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 95.9 93.6 99.0 68.6 91.6 88.8 93.4
Old : 73.0 95.9 93.6 99.0 68.6 91.6 88.8 93.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,343: 6,461 7,705 2,314 1,900 1,008 115 0 0 245 100 470: 730 160
Old : 11,343: 6,461 7,705 2,314 1,900 1,008 115 0 0 245 100 470: 730 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -60: 0 0 0 0 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 67.9 20.4 16.8 8.9 1.0 0.0 0.0 2.2 0.9 4.1: 6.4 1.4
Old : 100.0: 57.0 67.9 20.4 16.8 8.9 1.0 0.0 0.0 2.2 0.9 4.1: 6.4 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 : 22: 12 10 . . . . 0 0 . . .:
Old : 22: 12 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 : 54.2 63.3 78.3 86.0 42.8 58.3 64.4 72.4
Old : 54.2 63.3 78.3 86.0 42.8 58.3 64.4 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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,323: 5,598 6,645 2,241 1,900 1,023 115 0 0 165 100 495: 686 160
Old : 10,323: 5,598 6,645 2,241 1,900 1,023 115 0 0 165 100 495: 686 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -60: 0 0 0 0 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 64.4 21.7 18.4 9.9 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.5
Old : 100.0: 54.2 64.4 21.7 18.4 9.9 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 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 : 22: 10 9 . . . . 0 0 . . .:
Old : 22: 10 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 64.7 79.5 87.5 46.2 58.8 62.6 73.2
Old : 59.0 64.7 79.5 87.5 46.2 58.8 62.6 73.2
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,744: 18,650 28,869 12,635 0 200 150 0 0 855 3,635 2,030: 224 10
Old : 34,744: 18,650 28,869 12,635 0 200 150 0 0 855 3,635 2,030: 224 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 540: 0 0 550 0 -70 0 0 0 0 600 0: 60 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 83.1 36.4 0.0 0.6 0.4 0.0 0.0 2.5 10.5 5.8: 0.6 0.0
Old : 100.0: 53.7 83.1 36.4 0.0 0.6 0.4 0.0 0.0 2.5 10.5 5.8: 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 : 31: 17 12 . 0 . . 0 0 . . .:
Old : 31: 17 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 : 70.4 63.2 85.1 90.2 68.1 58.4 76.3 77.6
Old : 70.4 63.2 85.1 90.2 68.1 58.4 76.3 77.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,925: 19,376 29,155 12,035 0 260 150 0 0 880 3,500 2,000: 224 10
Old : 34,925: 19,376 29,155 12,035 0 260 150 0 0 880 3,500 2,000: 224 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 505: 0 0 550 0 -105 0 0 0 0 600 0: 60 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 83.5 34.5 0.0 0.7 0.4 0.0 0.0 2.5 10.0 5.7: 0.6 0.0
Old : 100.0: 55.5 83.5 34.5 0.0 0.7 0.4 0.0 0.0 2.5 10.0 5.7: 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 : 31: 17 13 . 0 . . 0 0 . . .:
Old : 31: 17 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 : 68.1 64.5 82.8 91.2 65.8 58.9 74.0 77.9
Old : 68.1 64.5 82.8 91.2 65.8 58.9 74.0 77.9
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 111,147: 77,803 91,388 21,830 3,514 8,200 105 1,373 811 981 4,440 1,341: 76 80
Old : 111,147: 77,803 91,388 21,830 3,514 8,200 105 1,373 811 981 4,440 1,341: 76 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,075: 632 157 -122 300 519 -60 -175 66 6 186 22: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 82.2 19.6 3.2 7.4 0.1 1.2 0.7 0.9 4.0 1.2: 0.1 0.1
Old : 100.0: 70.0 82.2 19.6 3.2 7.4 0.1 1.2 0.7 0.9 4.0 1.2: 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 : 57: 32 29 5 . . . . 4 5 5 4:
Old : 57: 32 29 5 . . . . 4 5 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 53.9 61.8 73.7 38.6 49.8 56.1 62.5
Old : 42.4 53.9 61.8 73.7 38.6 49.8 56.1 62.5
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 122,861: 83,714 103,399 22,809 0 9,692 669 951 2,557 1,037 3,859 2,306: 77 97
Old : 122,861: 83,714 103,399 22,809 0 9,692 669 951 2,557 1,037 3,859 2,306: 77 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 2,270: 1,085 1,181 -436 0 859 574 -220 280 -60 210 -40: 8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 84.2 18.6 0.0 7.9 0.5 0.8 2.1 0.8 3.1 1.9: 0.1 0.1
Old : 100.0: 68.1 84.2 18.6 0.0 7.9 0.5 0.8 2.1 0.8 3.1 1.9: 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 : 61: 37 29 6 0 4 . . 4 4 8 6:
Old : 61: 37 29 6 0 4 . . 4 4 8 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 55.5 55.7 73.9 30.8 51.9 47.7 66.0
Old : 34.3 55.5 55.7 73.9 30.8 51.9 47.7 66.0
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 547,196: 308,787 376,239 42,700 3,329 90,454 21,027 10,677 37,291 23,324 5,609 23,089: 523 506
Old : 547,196: 308,787 376,239 42,700 3,329 90,454 21,027 10,677 37,291 23,324 5,609 23,089: 523 506
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 7,847: 3,877 3,728 -3,032 -437 67 3,171 1,083 2,625 997 471 145: -2 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 68.8 7.8 0.6 16.5 3.8 2.0 6.8 4.3 1.0 4.2: 0.1 0.1
Old : 100.0: 56.4 68.8 7.8 0.6 16.5 3.8 2.0 6.8 4.3 1.0 4.2: 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 : 98: 42 42 4 . 5 11 8 10 16 10 20:
Old : 98: 42 42 4 . 5 11 8 10 16 10 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 38.4 59.5 59.4 12.0 16.5 16.4 21.6
Old : 41.1 38.4 59.5 59.4 12.0 16.5 16.4 21.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,058: 9,354 14,175 1,364 141 977 810 149 516 2,887 0 50: 100 50
Old : 16,058: 9,354 14,175 1,364 141 977 810 149 516 2,887 0 50: 100 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 88.3 8.5 0.9 6.1 5.0 0.9 3.2 18.0 0.0 0.3: 0.6 0.3
Old : 100.0: 58.3 88.3 8.5 0.9 6.1 5.0 0.9 3.2 18.0 0.0 0.3: 0.6 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 : 26: 13 9 . . . . . . . 0 .:
Old : 26: 13 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 77.9 78.8 94.1 57.4 67.4 72.5 77.8
Old : 59.7 77.9 78.8 94.1 57.4 67.4 72.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,746: 6,717 10,945 1,566 145 991 100 450 215 3,057 0 0: 100 0
Old : 12,746: 6,717 10,945 1,566 145 991 100 450 215 3,057 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 85.9 12.3 1.1 7.8 0.8 3.5 1.7 24.0 0.0 0.0: 0.8 0.0
Old : 100.0: 52.7 85.9 12.3 1.1 7.8 0.8 3.5 1.7 24.0 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 9 . . . . . . . 0 0:
Old : 25: 13 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 : 60.2 73.9 84.8 94.2 58.4 63.0 72.3 76.3
Old : 60.2 73.9 84.8 94.2 58.4 63.0 72.3 76.3
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 12,840: 11,590 8,810 335 50 295 50 950 135 150 2,035 80: 205 485
Old : 12,840: 11,590 8,810 335 50 295 50 950 135 150 2,035 80: 205 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -420: -375 -1,035 335 -75 30 -60 730 135 150 360 -145: -490 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 68.6 2.6 0.4 2.3 0.4 7.4 1.1 1.2 15.8 0.6: 1.6 3.8
Old : 100.0: 90.3 68.6 2.6 0.4 2.3 0.4 7.4 1.1 1.2 15.8 0.6: 1.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 27 28 . . . . . . . 7 .:
Old : 49: 27 28 . . . . . . . 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 : 61.9 43.4 77.0 58.6 61.1 40.2 74.2 52.4
Old : 61.9 43.4 77.0 58.6 61.1 40.2 74.2 52.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 10,678: 8,573 9,579 916 107 24 350 0 0 460 572 355: 0 41
Old : 10,678: 8,573 9,579 916 107 24 350 0 0 460 572 355: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -25: 125 -175 100 0 0 0 0 0 -400 0 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 89.7 8.6 1.0 0.2 3.3 0.0 0.0 4.3 5.4 3.3: 0.0 0.4
Old : 100.0: 80.3 89.7 8.6 1.0 0.2 3.3 0.0 0.0 4.3 5.4 3.3: 0.0 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 : 34: 13 20 . . . . 0 0 . . 4:
Old : 34: 13 20 . . . . 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 : 74.0 59.3 88.9 75.5 70.7 58.1 82.1 73.6
Old : 74.0 59.3 88.9 75.5 70.7 58.1 82.1 73.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 86,312: 61,230 63,181 15,892 10,691 1,740 0 3,430 0 0 0 0: 7,450 7,270
Old : 86,312: 61,230 63,181 15,892 10,691 1,740 0 3,430 0 0 0 0: 7,450 7,270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 510: 260 500 60 0 0 0 0 0 0 0 0: 190 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 73.2 18.4 12.4 2.0 0.0 4.0 0.0 0.0 0.0 0.0: 8.6 8.4
Old : 100.0: 70.9 73.2 18.4 12.4 2.0 0.0 4.0 0.0 0.0 0.0 0.0: 8.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 19 . . . 0 . 0 0 0 0:
Old : 28: 16 19 . . . 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 : 75.8 54.8 85.3 78.9 73.7 52.3 80.4 73.9
Old : 75.8 54.8 85.3 78.9 73.7 52.3 80.4 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 73,203: 52,240 52,458 12,608 8,540 2,365 0 3,850 0 0 0 0: 5,990 5,990
Old : 73,203: 52,240 52,458 12,608 8,540 2,365 0 3,850 0 0 0 0: 5,990 5,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 450: 270 450 180 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 71.7 17.2 11.7 3.2 0.0 5.3 0.0 0.0 0.0 0.0: 8.2 8.2
Old : 100.0: 71.4 71.7 17.2 11.7 3.2 0.0 5.3 0.0 0.0 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 . . . 0 . 0 0 0 0:
Old : 28: 18 19 . . . 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 : 75.0 56.8 86.2 78.9 73.5 53.1 78.7 73.1
Old : 75.0 56.8 86.2 78.9 73.5 53.1 78.7 73.1
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,680: 6,525 15,725 9,145 0 4,425 300 975 0 1,010 0 0: 3,275 3,555
Old : 24,680: 6,525 15,725 9,145 0 4,425 300 975 0 1,010 0 0: 3,275 3,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 300 0 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 63.7 37.1 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0: 13.3 14.4
Old : 100.0: 26.4 63.7 37.1 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0: 13.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 11 . 0 . . . 0 . 0 0:
Old : 21: 10 11 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 48.1 80.2 74.6 43.4 46.0 51.9 55.1
Old : 66.8 48.1 80.2 74.6 43.4 46.0 51.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,832: 34,898 22,065 7,418 23,641 0 11,620 7,535 3,480 0 960 0: 3,416 3,151
Old : 60,832: 34,898 22,065 7,418 23,641 0 11,620 7,535 3,480 0 960 0: 3,416 3,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,650: 860 210 1,540 600 -480 0 1,590 -270 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 36.3 12.2 38.9 0.0 19.1 12.4 5.7 0.0 1.6 0.0: 5.6 5.2
Old : 100.0: 57.4 36.3 12.2 38.9 0.0 19.1 12.4 5.7 0.0 1.6 0.0: 5.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . 0 . . . 0 . 0:
Old : 26: 17 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 : 59.3 73.3 79.8 86.2 47.7 66.7 64.8 73.3
Old : 59.3 73.3 79.8 86.2 47.7 66.7 64.8 73.3
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,736: 22,512 16,975 10,493 13,285 0 2,215 4,875 3,015 0 360 300: 2,201 1,926
Old : 40,736: 22,512 16,975 10,493 13,285 0 2,215 4,875 3,015 0 360 300: 2,201 1,926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,255: 65 -225 1,540 600 -360 0 1,240 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.7 25.8 32.6 0.0 5.4 12.0 7.4 0.0 0.9 0.7: 5.4 4.7
Old : 100.0: 55.3 41.7 25.8 32.6 0.0 5.4 12.0 7.4 0.0 0.9 0.7: 5.4 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 : 24: 15 16 . . 0 . . . 0 . .:
Old : 24: 15 16 . . 0 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 70.5 86.9 86.3 57.5 66.8 70.2 71.9
Old : 67.6 70.5 86.9 86.3 57.5 66.8 70.2 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,806: 13,010 12,816 4,780 1,999 555 0 3,155 1,800 0 0 0: 1,661 1,481
Old : 21,806: 13,010 12,816 4,780 1,999 555 0 3,155 1,800 0 0 0: 1,661 1,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 58.8 21.9 9.2 2.5 0.0 14.5 8.3 0.0 0.0 0.0: 7.6 6.8
Old : 100.0: 59.7 58.8 21.9 9.2 2.5 0.0 14.5 8.3 0.0 0.0 0.0: 7.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 . . 0 0 0:
Old : 21: 15 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 : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8
Old : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 93,419: 57,574 33,134 0 34,055 4,245 12,075 1,350 1,315 0 1,095 1,325: 16,885 16,900
Old : 93,419: 57,574 33,134 0 34,055 4,245 12,075 1,350 1,315 0 1,095 1,325: 16,885 16,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 85: -1,015 1,505 0 -1,200 505 1,200 0 0 0 -120 70: -675 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 35.5 0.0 36.5 4.5 12.9 1.4 1.4 0.0 1.2 1.4: 18.1 18.1
Old : 100.0: 61.6 35.5 0.0 36.5 4.5 12.9 1.4 1.4 0.0 1.2 1.4: 18.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 0 . . . . . 0 . .:
Old : 28: 18 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 48.7 72.2 65.3 52.3 46.7 58.4 53.4
Old : 56.4 48.7 72.2 65.3 52.3 46.7 58.4 53.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,754: 55,484 32,534 0 31,150 4,025 13,200 1,350 1,205 0 3,610 525: 15,315 15,355
Old : 89,754: 55,484 32,534 0 31,150 4,025 13,200 1,350 1,205 0 3,610 525: 15,315 15,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 120: -710 1,395 0 -900 265 1,200 0 0 0 0 0: -635 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 36.2 0.0 34.7 4.5 14.7 1.5 1.3 0.0 4.0 0.6: 17.1 17.1
Old : 100.0: 61.8 36.2 0.0 34.7 4.5 14.7 1.5 1.3 0.0 4.0 0.6: 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 : 29: 17 19 0 . . . . . 0 . .:
Old : 29: 17 19 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 : 53.5 45.8 73.4 65.5 50.3 42.4 57.5 53.4
Old : 53.5 45.8 73.4 65.5 50.3 42.4 57.5 53.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,837: 13,371 3,899 0 1,042 727 2,105 7,895 505 850 3,920 455: 3,824 3,394
Old : 21,837: 13,371 3,899 0 1,042 727 2,105 7,895 505 850 3,920 455: 3,824 3,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 17.9 0.0 4.8 3.3 9.6 36.2 2.3 3.9 18.0 2.1: 17.5 15.5
Old : 100.0: 61.2 17.9 0.0 4.8 3.3 9.6 36.2 2.3 3.9 18.0 2.1: 17.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 0 . . . . . . . .:
Old : 25: 16 8 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 : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5
Old : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,457: 13,171 3,999 0 1,712 608 2,105 7,645 520 850 3,200 700: 3,503 3,073
Old : 21,457: 13,171 3,999 0 1,712 608 2,105 7,645 520 850 3,200 700: 3,503 3,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 18.6 0.0 8.0 2.8 9.8 35.6 2.4 4.0 14.9 3.3: 16.3 14.3
Old : 100.0: 61.4 18.6 0.0 8.0 2.8 9.8 35.6 2.4 4.0 14.9 3.3: 16.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 0 . . . . . . . .:
Old : 25: 16 8 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 : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8
Old : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,198: 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995: 1,812 1,077
Old : 29,198: 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995: 1,812 1,077
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4: 6.2 3.7
Old : 100.0: 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4: 6.2 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 : 20: 12 6 . . . . . 0 0 . .:
Old : 20: 12 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 : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
Old : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,512: 19,918 61,285 15,307 8,705 140 26,410 0 0 8,765 0 0: 1,972 2,382
Old : 72,512: 19,918 61,285 15,307 8,705 140 26,410 0 0 8,765 0 0: 1,972 2,382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 995: 735 1,205 -200 -1,000 105 0 0 0 0 0 0: 355 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 84.5 21.1 12.0 0.2 36.4 0.0 0.0 12.1 0.0 0.0: 2.7 3.3
Old : 100.0: 27.5 84.5 21.1 12.0 0.2 36.4 0.0 0.0 12.1 0.0 0.0: 2.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . . . . 0 0 . 0 0:
Old : 23: 13 11 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 88.3 92.8 94.4 74.7 85.2 91.6 90.5
Old : 74.9 88.3 92.8 94.4 74.7 85.2 91.6 90.5
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,915: 20,015 60,370 15,805 9,205 340 26,010 0 0 8,065 0 0: 1,680 2,000
Old : 71,915: 20,015 60,370 15,805 9,205 340 26,010 0 0 8,065 0 0: 1,680 2,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,030: 240 390 300 200 270 0 0 0 0 0 0: 220 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 83.9 22.0 12.8 0.5 36.2 0.0 0.0 11.2 0.0 0.0: 2.3 2.8
Old : 100.0: 27.8 83.9 22.0 12.8 0.5 36.2 0.0 0.0 11.2 0.0 0.0: 2.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . . 0 0 . 0 0:
Old : 20: 12 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 91.9 93.8 96.2 74.4 90.3 93.2 93.5
Old : 74.9 91.9 93.8 96.2 74.4 90.3 93.2 93.5
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,185: 20,075 51,975 8,570 1,630 1,875 5,450 295 35 19,500 0 140: 2,540 2,235
Old : 58,185: 20,075 51,975 8,570 1,630 1,875 5,450 295 35 19,500 0 140: 2,540 2,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 50: 275 45 -80 0 0 0 150 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 89.3 14.7 2.8 3.2 9.4 0.5 0.1 33.5 0.0 0.2: 4.4 3.8
Old : 100.0: 34.5 89.3 14.7 2.8 3.2 9.4 0.5 0.1 33.5 0.0 0.2: 4.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 11 . . . . . . . 0 .:
Old : 27: 14 11 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 83.7 78.0 94.5 57.4 83.3 75.1 89.4
Old : 59.9 83.7 78.0 94.5 57.4 83.3 75.1 89.4
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,260: 19,235 43,370 8,960 1,990 1,110 5,450 245 35 11,800 0 490: 2,180 2,020
Old : 49,260: 19,235 43,370 8,960 1,990 1,110 5,450 245 35 11,800 0 490: 2,180 2,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 50: 275 45 -80 0 0 0 150 0 0 0 0: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 88.0 18.2 4.0 2.3 11.1 0.5 0.1 24.0 0.0 1.0: 4.4 4.1
Old : 100.0: 39.0 88.0 18.2 4.0 2.3 11.1 0.5 0.1 24.0 0.0 1.0: 4.4 4.1
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 : 27: 15 11 . . . . . . . 0 .:
Old : 27: 15 11 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 81.2 76.5 93.4 53.0 80.5 73.9 88.4
Old : 55.4 81.2 76.5 93.4 53.0 80.5 73.9 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,130: 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530: 3,370 2,900
Old : 17,130: 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530: 3,370 2,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1: 19.7 16.9
Old : 100.0: 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1: 19.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . 0 . . . 0 . . .:
Old : 20: 9 8 . 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 : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
Old : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,860: 34,900 39,390 4,290 0 2,540 2,370 16,250 900 14,965 1,225 1,270: 5,625 5,285
Old : 66,860: 34,900 39,390 4,290 0 2,540 2,370 16,250 900 14,965 1,225 1,270: 5,625 5,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 815: -160 4,430 725 0 -370 0 -3,600 300 265 0 0: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 58.9 6.4 0.0 3.8 3.5 24.3 1.3 22.4 1.8 1.9: 8.4 7.9
Old : 100.0: 52.2 58.9 6.4 0.0 3.8 3.5 24.3 1.3 22.4 1.8 1.9: 8.4 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 : 31: 14 13 . 0 . . . . . . .:
Old : 31: 14 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 : 61.9 68.1 74.6 81.9 57.0 67.2 69.3 77.7
Old : 61.9 68.1 74.6 81.9 57.0 67.2 69.3 77.7
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,275: 34,620 34,550 3,925 0 2,660 2,145 16,250 900 11,250 1,225 1,270: 4,505 4,420
Old : 61,275: 34,620 34,550 3,925 0 2,660 2,145 16,250 900 11,250 1,225 1,270: 4,505 4,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 590: -210 4,280 725 0 -400 0 -3,600 300 165 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 56.4 6.4 0.0 4.3 3.5 26.5 1.5 18.4 2.0 2.1: 7.4 7.2
Old : 100.0: 56.5 56.4 6.4 0.0 4.3 3.5 26.5 1.5 18.4 2.0 2.1: 7.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 13 . 0 . . . . . . .:
Old : 31: 14 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 : 60.0 71.0 72.9 81.9 54.5 70.0 66.4 76.9
Old : 60.0 71.0 72.9 81.9 54.5 70.0 66.4 76.9
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,112: 37,744 23,771 0 18,768 90 18,605 110 3,755 25 13,780 1,655: 3,238 3,183
Old : 65,112: 37,744 23,771 0 18,768 90 18,605 110 3,755 25 13,780 1,655: 3,238 3,183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,500: 300 350 0 950 -25 1,550 -50 0 0 600 -350: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 36.5 0.0 28.8 0.1 28.6 0.2 5.8 0.0 21.2 2.5: 5.0 4.9
Old : 100.0: 58.0 36.5 0.0 28.8 0.1 28.6 0.2 5.8 0.0 21.2 2.5: 5.0 4.9
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 : 30: 19 11 0 . . . . . . . .:
Old : 30: 19 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 69.8 77.2 87.3 54.5 64.1 69.8 76.9
Old : 56.0 69.8 77.2 87.3 54.5 64.1 69.8 76.9
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,206: 34,903 20,316 0 15,792 90 10,730 185 3,790 25 9,590 1,900: 2,768 2,543
Old : 54,206: 34,903 20,316 0 15,792 90 10,730 185 3,790 25 9,590 1,900: 2,768 2,543
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,150: 0 0 0 950 -250 1,500 -50 0 0 600 -350: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 37.5 0.0 29.1 0.2 19.8 0.3 7.0 0.0 17.7 3.5: 5.1 4.7
Old : 100.0: 64.4 37.5 0.0 29.1 0.2 19.8 0.3 7.0 0.0 17.7 3.5: 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 : 30: 19 11 0 . . . . . . . .:
Old : 30: 19 11 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 65.0 76.7 87.5 45.2 57.6 62.6 68.9
Old : 51.4 65.0 76.7 87.5 45.2 57.6 62.6 68.9
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 189,052: 104,013 79,491 17,818 460 8,797 400 29,080 9,745 1,270 14,340 2,575: 44,434 44,564
Old : 189,052: 104,013 79,491 17,818 460 8,797 400 29,080 9,745 1,270 14,340 2,575: 44,434 44,564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,045: 1,562 -3,568 1,125 0 35 200 6,700 0 45 -255 395: -317 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 42.0 9.4 0.2 4.7 0.2 15.4 5.2 0.7 7.6 1.4: 23.5 23.6
Old : 100.0: 55.0 42.0 9.4 0.2 4.7 0.2 15.4 5.2 0.7 7.6 1.4: 23.5 23.6
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 : 41: 25 27 . . . . . . . . .:
Old : 41: 25 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 37.4 62.3 55.2 39.3 35.1 49.6 46.8
Old : 46.6 37.4 62.3 55.2 39.3 35.1 49.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 151,170: 77,528 69,089 18,861 0 4,165 230 20,385 9,265 1,780 8,800 2,525: 36,816 36,941
Old : 151,170: 77,528 69,089 18,861 0 4,165 230 20,385 9,265 1,780 8,800 2,525: 36,816 36,941
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 2,810: 1,710 -3,565 825 0 -170 200 6,650 -25 505 105 20: -255 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 45.7 12.5 0.0 2.8 0.2 13.5 6.1 1.2 5.8 1.7: 24.4 24.4
Old : 100.0: 51.3 45.7 12.5 0.0 2.8 0.2 13.5 6.1 1.2 5.8 1.7: 24.4 24.4
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 : 41: 24 26 . 0 . . . . . . .:
Old : 41: 24 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 34.1 57.8 50.2 36.5 25.9 43.6 40.9
Old : 43.2 34.1 57.8 50.2 36.5 25.9 43.6 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,850: 8,080 18,255 9,445 880 2,200 2,100 250 0 0 0 0: 1,025 1,265
Old : 22,850: 8,080 18,255 9,445 880 2,200 2,100 250 0 0 0 0: 1,025 1,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 79.9 41.3 3.9 9.6 9.2 1.1 0.0 0.0 0.0 0.0: 4.5 5.5
Old : 100.0: 35.4 79.9 41.3 3.9 9.6 9.2 1.1 0.0 0.0 0.0 0.0: 4.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . . . . 0 0 0 0:
Old : 21: 11 11 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 81.0 87.8 91.4 61.6 77.9 79.6 82.1
Old : 69.7 81.0 87.8 91.4 61.6 77.9 79.6 82.1
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,216: 26,975 37,230 17,821 5,251 9,425 1,115 235 8,150 0 3,295 0: 4,730 4,630
Old : 68,216: 26,975 37,230 17,821 5,251 9,425 1,115 235 8,150 0 3,295 0: 4,730 4,630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -770: -115 -800 50 -15 0 -515 235 -235 0 0 0: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 54.6 26.1 7.7 13.8 1.6 0.3 11.9 0.0 4.8 0.0: 6.9 6.8
Old : 100.0: 39.5 54.6 26.1 7.7 13.8 1.6 0.3 11.9 0.0 4.8 0.0: 6.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 . . . . . . 0 . 0:
Old : 26: 12 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 51.2 81.2 75.8 42.8 40.3 52.9 51.3
Old : 60.7 51.2 81.2 75.8 42.8 40.3 52.9 51.3
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,787: 24,932 29,725 10,821 4,278 6,654 1,150 435 8,325 0 2,720 0: 6,905 6,650
Old : 58,787: 24,932 29,725 10,821 4,278 6,654 1,150 435 8,325 0 2,720 0: 6,905 6,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 50: 820 60 0 60 -160 -265 435 -435 0 0 0: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 50.6 18.4 7.3 11.3 2.0 0.7 14.2 0.0 4.6 0.0: 11.7 11.3
Old : 100.0: 42.4 50.6 18.4 7.3 11.3 2.0 0.7 14.2 0.0 4.6 0.0: 11.7 11.3
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 : 25: 14 16 . . . . . . 0 . 0:
Old : 25: 14 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 51.4 70.3 74.0 35.4 35.8 45.2 47.7
Old : 51.4 51.4 70.3 74.0 35.4 35.8 45.2 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,447: 21,282 19,815 160 6,482 5,330 5,625 2,220 6,255 980 0 700: 4,115 3,645
Old : 44,447: 21,282 19,815 160 6,482 5,330 5,625 2,220 6,255 980 0 700: 4,115 3,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -720: -1,200 -900 0 -300 245 0 0 0 0 0 0: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 44.6 0.4 14.6 12.0 12.7 5.0 14.1 2.2 0.0 1.6: 9.3 8.2
Old : 100.0: 47.9 44.6 0.4 14.6 12.0 12.7 5.0 14.1 2.2 0.0 1.6: 9.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 16 . . . . . . . 0 .:
Old : 26: 14 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 51.0 73.8 71.2 36.4 33.2 45.1 46.0
Old : 54.6 51.0 73.8 71.2 36.4 33.2 45.1 46.0
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,425: 15,335 29,555 0 5,640 4,485 21,345 2,480 4,425 980 0 700: 3,155 3,140
Old : 50,425: 15,335 29,555 0 5,640 4,485 21,345 2,480 4,425 980 0 700: 3,155 3,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -300: -285 -470 0 0 0 0 50 0 0 0 0: -15 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 58.6 0.0 11.2 8.9 42.3 4.9 8.8 1.9 0.0 1.4: 6.3 6.2
Old : 100.0: 30.4 58.6 0.0 11.2 8.9 42.3 4.9 8.8 1.9 0.0 1.4: 6.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 15 0 . . . . . . 0 .:
Old : 24: 14 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 45.0 87.0 71.4 54.6 30.2 58.1 48.9
Old : 75.2 45.0 87.0 71.4 54.6 30.2 58.1 48.9
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 183,940: 96,291 115,306 13,950 4,443 22,958 7,725 1,510 7,725 2,760 10 640: 31,891 31,347
Old : 183,940: 96,291 115,306 13,950 4,443 22,958 7,725 1,510 7,725 2,760 10 640: 31,891 31,347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 5,526: 3,847 3,999 430 1,063 -948 640 -200 -40 0 -40 40: 1,557 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 62.7 7.6 2.4 12.5 4.2 0.8 4.2 1.5 0.0 0.3: 17.3 17.0
Old : 100.0: 52.3 62.7 7.6 2.4 12.5 4.2 0.8 4.2 1.5 0.0 0.3: 17.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 27 . . . . . . . . .:
Old : 38: 26 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 47.7 59.2 64.6 27.6 29.2 34.3 34.7
Old : 42.9 47.7 59.2 64.6 27.6 29.2 34.3 34.7
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, August 18, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 125,150: 72,305 71,637 2,180 11,018 14,120 6,790 770 7,935 2,165 0 0: 19,655 19,670
Old : 125,150: 72,305 71,637 2,180 11,018 14,120 6,790 770 7,935 2,165 0 0: 19,655 19,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 3,205: 4,620 4,760 -1,750 -850 -2,590 1,040 0 0 0 0 0: 1,885 1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 57.2 1.7 8.8 11.3 5.4 0.6 6.3 1.7 0.0 0.0: 15.7 15.7
Old : 100.0: 57.8 57.2 1.7 8.8 11.3 5.4 0.6 6.3 1.7 0.0 0.0: 15.7 15.7
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 : 33: 23 25 . . . . . . . 0 0:
Old : 33: 23 25 . . . . . . . 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 : 37.2 39.0 59.6 59.5 21.3 28.0 31.0 33.4
Old : 37.2 39.0 59.6 59.5 21.3 28.0 31.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020