COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 20,251: 15,137 10,198 825 423 1,104 449 1,015 237 371 5,448 1,402: 726 424
Old : 20,251: 15,137 10,198 825 423 1,104 449 1,015 237 371 5,448 1,402: 726 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 515: 141 135 -62 73 263 0 -15 0 0 -75 134: 39 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 50.4 4.1 2.1 5.5 2.2 5.0 1.2 1.8 26.9 6.9: 3.6 2.1
Old : 100.0: 74.7 50.4 4.1 2.1 5.5 2.2 5.0 1.2 1.8 26.9 6.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 12 . . 5 . . . . 5 4:
Old : 28: 12 12 . . 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 : 52.2 39.8 73.9 69.2 33.7 28.1 43.4 42.7
Old : 52.2 39.8 73.9 69.2 33.7 28.1 43.4 42.7
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, June 16, 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 : 18,636: 11,093 9,669 639 1,517 2,975 830 239 1,536 160 1,303 1,246: 158 151
Old : 18,636: 11,093 9,669 639 1,517 2,975 830 239 1,536 160 1,303 1,246: 158 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 779: 307 507 0 -31 66 3 -182 202 -24 -9 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 51.9 3.4 8.1 16.0 4.5 1.3 8.2 0.9 7.0 6.7: 0.8 0.8
Old : 100.0: 59.5 51.9 3.4 8.1 16.0 4.5 1.3 8.2 0.9 7.0 6.7: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 19 19 . . . . . . . 10 10:
Old : 41: 19 19 . . . . . . . 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 46.1 69.6 65.7 25.1 25.9 35.1 31.9
Old : 45.7 46.1 69.6 65.7 25.1 25.9 35.1 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 37,278: 24,147 32,043 4,242 60 2,419 889 150 139 3,280 425 2,027: 135 15
Old : 37,278: 24,147 32,043 4,242 60 2,419 889 150 139 3,280 425 2,027: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -484: 196 -489 -950 60 143 25 0 0 25 -275 77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 86.0 11.4 0.2 6.5 2.4 0.4 0.4 8.8 1.1 5.4: 0.4 0.0
Old : 100.0: 64.8 86.0 11.4 0.2 6.5 2.4 0.4 0.4 8.8 1.1 5.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 21 . . . . . . . 5 5:
Old : 35: 20 21 . . . . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 55.4 74.8 78.2 44.2 48.8 59.6 63.6
Old : 48.8 55.4 74.8 78.2 44.2 48.8 59.6 63.6
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, June 16, 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 : 33,366: 26,497 28,940 0 2,136 1,118 25 291 331 4,630 25 525: 240 0
Old : 33,366: 26,497 28,940 0 2,136 1,118 25 291 331 4,630 25 525: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 719: 689 379 0 360 30 0 75 -75 125 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 86.7 0.0 6.4 3.4 0.1 0.9 1.0 13.9 0.1 1.6: 0.7 0.0
Old : 100.0: 79.4 86.7 0.0 6.4 3.4 0.1 0.9 1.0 13.9 0.1 1.6: 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 : 32: 18 20 0 . . . . . 5 . .:
Old : 32: 18 20 0 . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 64.4 76.8 86.2 52.7 55.7 68.1 73.2
Old : 56.4 64.4 76.8 86.2 52.7 55.7 68.1 73.2
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, June 16, 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 : 132,301: 104,885 95,136 2,998 13,464 7,668 2,883 1,528 6,750 3,737 4,550 3,140: 240 65
Old : 132,301: 104,885 95,136 2,998 13,464 7,668 2,883 1,528 6,750 3,737 4,550 3,140: 240 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 880: -129 1,607 299 -963 526 35 -25 0 172 -245 -20: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 71.9 2.3 10.2 5.8 2.2 1.2 5.1 2.8 3.4 2.4: 0.2 0.0
Old : 100.0: 79.3 71.9 2.3 10.2 5.8 2.2 1.2 5.1 2.8 3.4 2.4: 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 : 63: 30 29 . . 5 4 6 . 12 . 6:
Old : 63: 30 29 . . 5 4 6 . 12 . 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 : 49.3 34.5 69.5 55.1 43.5 29.9 48.9 40.9
Old : 49.3 34.5 69.5 55.1 43.5 29.9 48.9 40.9
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, June 16, 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 : 68,865: 57,475 49,012 3,440 9,439 4,860 175 1,046 1,591 446 1,977 879: 0 61
Old : 68,865: 57,475 49,012 3,440 9,439 4,860 175 1,046 1,591 446 1,977 879: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 692: 932 328 0 -321 41 0 299 18 -325 302 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 71.2 5.0 13.7 7.1 0.3 1.5 2.3 0.6 2.9 1.3: 0.0 0.1
Old : 100.0: 83.5 71.2 5.0 13.7 7.1 0.3 1.5 2.3 0.6 2.9 1.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 22 . . . . . . . 5 .:
Old : 41: 22 22 . . . . . . . 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 : 60.9 75.9 80.5 88.1 57.1 60.5 67.2 69.0
Old : 60.9 75.9 80.5 88.1 57.1 60.5 67.2 69.0
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, June 16, 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 : 38,781: 36,051 27,915 597 7,630 808 0 1,003 0 1,050 1,150 275: 0 0
Old : 38,781: 36,051 27,915 597 7,630 808 0 1,003 0 1,050 1,150 275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 390: 465 750 -15 -300 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 72.0 1.5 19.7 2.1 0.0 2.6 0.0 2.7 3.0 0.7: 0.0 0.0
Old : 100.0: 93.0 72.0 1.5 19.7 2.1 0.0 2.6 0.0 2.7 3.0 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 : 27: 12 13 . . . 0 . 0 . . .:
Old : 27: 12 13 . . . 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 : 78.3 80.3 91.5 94.3 71.7 66.9 78.6 80.1
Old : 78.3 80.3 91.5 94.3 71.7 66.9 78.6 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 59,781: 34,341 24,097 904 26,659 2,726 15,565 150 50 1,445 1,490 4,520: 230 89
Old : 59,781: 34,341 24,097 904 26,659 2,726 15,565 150 50 1,445 1,490 4,520: 230 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 334: 230 229 -25 65 30 0 0 0 89 0 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 40.3 1.5 44.6 4.6 26.0 0.3 0.1 2.4 2.5 7.6: 0.4 0.1
Old : 100.0: 57.4 40.3 1.5 44.6 4.6 26.0 0.3 0.1 2.4 2.5 7.6: 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 : 38: 19 18 . . 5 4 . . . . .:
Old : 38: 19 18 . . 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 : 49.0 66.2 70.8 82.6 46.0 57.5 60.3 69.8
Old : 49.0 66.2 70.8 82.6 46.0 57.5 60.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 76,215: 43,321 24,004 0 41,656 4,602 22,287 425 195 2,163 2,390 2,881: 766 62
Old : 76,215: 43,321 24,004 0 41,656 4,602 22,287 425 195 2,163 2,390 2,881: 766 62
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 437: 263 159 0 367 -75 45 -40 15 178 0 11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 31.5 0.0 54.7 6.0 29.2 0.6 0.3 2.8 3.1 3.8: 1.0 0.1
Old : 100.0: 56.8 31.5 0.0 54.7 6.0 29.2 0.6 0.3 2.8 3.1 3.8: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 20 20 0 4 4 6 . . . . .:
Old : 42: 20 20 0 4 4 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 70.3 70.3 84.4 50.8 62.8 64.7 74.1
Old : 52.3 70.3 70.3 84.4 50.8 62.8 64.7 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 69,283: 53,866 42,856 8,052 20,723 3,442 0 0 0 1,907 768 1,494: 522 0
Old : 69,283: 53,866 42,856 8,052 20,723 3,442 0 0 0 1,907 768 1,494: 522 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 469: 99 110 200 220 150 0 0 0 31 0 -11: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 61.9 11.6 29.9 5.0 0.0 0.0 0.0 2.8 1.1 2.2: 0.8 0.0
Old : 100.0: 77.7 61.9 11.6 29.9 5.0 0.0 0.0 0.0 2.8 1.1 2.2: 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 : 36: 24 21 . . . 0 0 0 . . .:
Old : 36: 24 21 . . . 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 : 45.0 64.7 70.6 85.1 41.4 64.7 62.8 76.0
Old : 45.0 64.7 70.6 85.1 41.4 64.7 62.8 76.0
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, June 16, 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 : 87,699: 64,535 47,622 17,648 35,821 1,190 0 75 0 1,618 805 2,186: 522 0
Old : 87,699: 64,535 47,622 17,648 35,821 1,190 0 75 0 1,618 805 2,186: 522 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 817: -30 -50 1,105 1,145 -290 0 0 0 32 12 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 54.3 20.1 40.8 1.4 0.0 0.1 0.0 1.8 0.9 2.5: 0.6 0.0
Old : 100.0: 73.6 54.3 20.1 40.8 1.4 0.0 0.1 0.0 1.8 0.9 2.5: 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 : 41: 24 23 4 . 4 0 . 0 . . .:
Old : 41: 24 23 4 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 69.0 67.5 84.6 43.4 68.9 64.5 78.2
Old : 44.1 69.0 67.5 84.6 43.4 68.9 64.5 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, June 16, 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 : 44,192: 29,545 39,462 9,544 0 4,184 0 0 0 280 0 225: 414 321
Old : 44,192: 29,545 39,462 9,544 0 4,184 0 0 0 280 0 225: 414 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -40: -100 -40 60 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 89.3 21.6 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7
Old : 100.0: 66.9 89.3 21.6 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.4 81.9 85.4 94.7 53.6 71.9 66.3 73.6
Old : 66.4 81.9 85.4 94.7 53.6 71.9 66.3 73.6
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, June 16, 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 : 28,851: 26,770 17,219 0 9,080 1,247 0 600 0 360 695 0: 474 10
Old : 28,851: 26,770 17,219 0 9,080 1,247 0 600 0 360 695 0: 474 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 585: 595 -25 0 560 -10 0 0 0 0 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 59.7 0.0 31.5 4.3 0.0 2.1 0.0 1.2 2.4 0.0: 1.6 0.0
Old : 100.0: 92.8 59.7 0.0 31.5 4.3 0.0 2.1 0.0 1.2 2.4 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 : 25: 18 15 0 . . 0 . 0 . . 0:
Old : 25: 18 15 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 67.0 77.1 82.9 48.5 54.8 60.0 63.7
Old : 60.5 67.0 77.1 82.9 48.5 54.8 60.0 63.7
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, June 16, 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 : 18,087: 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90: 107 0
Old : 18,087: 11,105 16,857 5,040 0 1,140 0 0 0 605 0 90: 107 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 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 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5: 0.6 0.0
Old : 100.0: 61.4 93.2 27.9 0.0 6.3 0.0 0.0 0.0 3.3 0.0 0.5: 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 : 21: 11 12 . 0 . 0 0 0 4 0 .:
Old : 21: 11 12 . 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 : 59.6 77.8 81.7 97.0 50.7 68.7 64.0 70.2
Old : 59.6 77.8 81.7 97.0 50.7 68.7 64.0 70.2
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, June 16, 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 : 84,923: 60,596 62,462 370 9,356 8,506 6,591 1,278 74 6,460 1,213 1,869: 457 166
Old : 84,923: 60,596 62,462 370 9,356 8,506 6,591 1,278 74 6,460 1,213 1,869: 457 166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 901: 1,338 890 0 -527 302 -9 121 28 -821 112 15: 49 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 73.6 0.4 11.0 10.0 7.8 1.5 0.1 7.6 1.4 2.2: 0.5 0.2
Old : 100.0: 71.4 73.6 0.4 11.0 10.0 7.8 1.5 0.1 7.6 1.4 2.2: 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 : 62: 31 31 . . . 6 . . 9 5 7:
Old : 62: 31 31 . . . 6 . . 9 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 41.3 53.2 65.4 19.1 21.8 29.6 31.9
Old : 31.4 41.3 53.2 65.4 19.1 21.8 29.6 31.9
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, June 16, 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 : 12,780: 8,493 12,630 3,717 0 0 570 0 0 0 150 0: 0 0
Old : 12,780: 8,493 12,630 3,717 0 0 570 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,332: 1,212 1,332 0 0 0 120 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 98.8 29.1 0.0 0.0 4.5 0.0 0.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 66.5 98.8 29.1 0.0 0.0 4.5 0.0 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 : 20: 8 12 . 0 0 . 0 0 0 . 0:
Old : 20: 8 12 . 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 : 60.2 68.5 95.0 95.4 55.2 59.5 73.2 73.2
Old : 60.2 68.5 95.0 95.4 55.2 59.5 73.2 73.2
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, June 16, 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 : 12,720: 8,433 12,570 3,717 0 0 570 0 0 0 150 0: 0 0
Old : 12,720: 8,433 12,570 3,717 0 0 570 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,332: 1,212 1,332 0 0 0 120 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 98.8 29.2 0.0 0.0 4.5 0.0 0.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 66.3 98.8 29.2 0.0 0.0 4.5 0.0 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 : 20: 8 12 . 0 0 . 0 0 0 . 0:
Old : 20: 8 12 . 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 : 60.5 68.3 95.5 95.4 55.5 59.8 73.1 73.1
Old : 60.5 68.3 95.5 95.4 55.5 59.8 73.1 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 43,301: 34,374 32,314 0 6,401 3,048 0 520 0 5,245 300 310: 324 408
Old : 43,301: 34,374 32,314 0 6,401 3,048 0 520 0 5,245 300 310: 324 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 2,469: 2,469 2,283 0 65 0 0 120 0 0 0 0: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 74.6 0.0 14.8 7.0 0.0 1.2 0.0 12.1 0.7 0.7: 0.7 0.9
Old : 100.0: 79.4 74.6 0.0 14.8 7.0 0.0 1.2 0.0 12.1 0.7 0.7: 0.7 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 : 31: 17 16 0 . . 0 . 0 4 . .:
Old : 31: 17 16 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 : 44.3 54.1 73.0 81.0 42.7 43.7 59.8 57.3
Old : 44.3 54.1 73.0 81.0 42.7 43.7 59.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 48,549: 36,649 42,484 5,424 0 5,429 0 0 0 690 100 200: 157 336
Old : 48,549: 36,649 42,484 5,424 0 5,429 0 0 0 690 100 200: 157 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 290: 110 240 130 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 87.5 11.2 0.0 11.2 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 0.7
Old : 100.0: 75.5 87.5 11.2 0.0 11.2 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 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 : 32: 21 16 . 0 . 0 0 0 . . .:
Old : 32: 21 16 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 77.2 73.7 91.9 38.2 64.0 52.1 66.1
Old : 50.8 77.2 73.7 91.9 38.2 64.0 52.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 40,949: 35,544 29,650 55 5,563 4,399 70 900 50 320 365 10: 501 12
Old : 40,949: 35,544 29,650 55 5,563 4,399 70 900 50 320 365 10: 501 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -522: -167 16 0 -153 -365 20 0 -20 10 -10 10: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 72.4 0.1 13.6 10.7 0.2 2.2 0.1 0.8 0.9 0.0: 1.2 0.0
Old : 100.0: 86.8 72.4 0.1 13.6 10.7 0.2 2.2 0.1 0.8 0.9 0.0: 1.2 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 : 32: 22 20 . . . . . . . . .:
Old : 32: 22 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 : 61.6 60.2 80.5 82.0 49.5 48.4 58.8 60.1
Old : 61.6 60.2 80.5 82.0 49.5 48.4 58.8 60.1
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, June 16, 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 : 68,009: 52,390 65,736 11,513 130 1,630 0 0 0 1,408 200 73: 995 240
Old : 68,009: 52,390 65,736 11,513 130 1,630 0 0 0 1,408 200 73: 995 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 810: 870 750 -120 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 96.7 16.9 0.2 2.4 0.0 0.0 0.0 2.1 0.3 0.1: 1.5 0.4
Old : 100.0: 77.0 96.7 16.9 0.2 2.4 0.0 0.0 0.0 2.1 0.3 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 11 5 . 4 0 0 0 . . .:
Old : 29: 16 11 5 . 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 : 56.2 92.0 78.1 96.5 55.4 87.9 76.2 89.6
Old : 56.2 92.0 78.1 96.5 55.4 87.9 76.2 89.6
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, June 16, 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 : 72,648: 60,786 67,214 5,233 687 4,108 0 150 0 1,917 200 104: 500 185
Old : 72,648: 60,786 67,214 5,233 687 4,108 0 150 0 1,917 200 104: 500 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 425: 457 420 -10 0 0 0 0 0 -27 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 92.5 7.2 0.9 5.7 0.0 0.2 0.0 2.6 0.3 0.1: 0.7 0.3
Old : 100.0: 83.7 92.5 7.2 0.9 5.7 0.0 0.2 0.0 2.6 0.3 0.1: 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 : 33: 20 12 . . 4 0 . 0 . . .:
Old : 33: 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 : 50.7 87.0 74.0 96.5 50.5 83.6 72.7 87.2
Old : 50.7 87.0 74.0 96.5 50.5 83.6 72.7 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 80,792: 66,064 72,877 9,566 3,565 1,488 0 448 80 1,013 123 2,141: 440 70
Old : 80,792: 66,064 72,877 9,566 3,565 1,488 0 448 80 1,013 123 2,141: 440 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,205: 134 1,921 -237 -70 10 0 0 0 598 -1,356 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 90.2 11.8 4.4 1.8 0.0 0.6 0.1 1.3 0.2 2.7: 0.5 0.1
Old : 100.0: 81.8 90.2 11.8 4.4 1.8 0.0 0.6 0.1 1.3 0.2 2.7: 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 : 40: 22 21 6 . 4 0 . . . . .:
Old : 40: 22 21 6 . 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 57.3 71.8 82.6 55.4 55.1 70.2 75.2
Old : 55.6 57.3 71.8 82.6 55.4 55.1 70.2 75.2
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, June 16, 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 : 101,643: 82,178 89,204 11,291 3,193 2,977 379 1,572 316 1,324 1,495 2,851: 327 35
Old : 101,643: 82,178 89,204 11,291 3,193 2,977 379 1,572 316 1,324 1,495 2,851: 327 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -127: -721 1,362 -45 -24 -1 225 25 -220 654 -1,277 4: -23 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 87.8 11.1 3.1 2.9 0.4 1.5 0.3 1.3 1.5 2.8: 0.3 0.0
Old : 100.0: 80.8 87.8 11.1 3.1 2.9 0.4 1.5 0.3 1.3 1.5 2.8: 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 : 54: 25 29 6 . 5 . 6 4 4 . 4:
Old : 54: 25 29 6 . 5 . 6 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 : 50.1 50.1 69.0 73.9 48.7 49.4 62.0 68.3
Old : 50.1 50.1 69.0 73.9 48.7 49.4 62.0 68.3
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, June 16, 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 : 60,572: 42,463 53,714 17,834 1,973 60 0 3,275 0 100 1,450 100: 15 0
Old : 60,572: 42,463 53,714 17,834 1,973 60 0 3,275 0 100 1,450 100: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 253: 403 513 -150 0 0 0 15 0 0 -275 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 88.7 29.4 3.3 0.1 0.0 5.4 0.0 0.2 2.4 0.2: 0.0 0.0
Old : 100.0: 70.1 88.7 29.4 3.3 0.1 0.0 5.4 0.0 0.2 2.4 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 . . . 0 . 0 . . .:
Old : 29: 13 13 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 89.6 95.2 96.6 73.7 86.6 91.0 91.0
Old : 73.8 89.6 95.2 96.6 73.7 86.6 91.0 91.0
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, June 16, 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 : 54,705: 36,175 53,355 16,830 0 225 0 175 0 1,250 725 225: 0 0
Old : 54,705: 36,175 53,355 16,830 0 225 0 175 0 1,250 725 225: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 240: 150 150 0 0 90 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 97.5 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 0.4: 0.0 0.0
Old : 100.0: 66.1 97.5 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 8 . 0 . 0 . 0 . . .:
Old : 24: 11 8 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 95.6 94.9 98.4 80.9 91.7 91.4 93.7
Old : 80.9 95.6 94.9 98.4 80.9 91.7 91.4 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 57,149: 37,452 51,982 14,647 227 2,248 725 35 75 796 1,562 875: 331 145
Old : 57,149: 37,452 51,982 14,647 227 2,248 725 35 75 796 1,562 875: 331 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 295: 163 263 117 0 0 0 35 0 -2 2 0: 17 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 91.0 25.6 0.4 3.9 1.3 0.1 0.1 1.4 2.7 1.5: 0.6 0.3
Old : 100.0: 65.5 91.0 25.6 0.4 3.9 1.3 0.1 0.1 1.4 2.7 1.5: 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 : 31: 17 17 4 . . . . . . . .:
Old : 31: 17 17 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 : 52.6 82.4 73.9 91.6 48.7 76.6 68.9 82.1
Old : 52.6 82.4 73.9 91.6 48.7 76.6 68.9 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 63,626: 44,305 56,147 15,429 415 378 720 3,225 250 1,281 1,927 889: 374 395
Old : 63,626: 44,305 56,147 15,429 415 378 720 3,225 250 1,281 1,927 889: 374 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 548: -878 516 1,196 -6 -10 0 -100 0 17 160 -2: 225 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 88.2 24.2 0.7 0.6 1.1 5.1 0.4 2.0 3.0 1.4: 0.6 0.6
Old : 100.0: 69.6 88.2 24.2 0.7 0.6 1.1 5.1 0.4 2.0 3.0 1.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 18 . . . . . . . 4 .:
Old : 34: 17 18 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 77.0 76.4 88.6 53.5 72.0 72.6 78.6
Old : 54.6 77.0 76.4 88.6 53.5 72.0 72.6 78.6
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, June 16, 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 : 24,054: 13,126 22,736 10,411 0 433 0 805 0 0 0 0: 84 80
Old : 24,054: 13,126 22,736 10,411 0 433 0 805 0 0 0 0: 84 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,086: 370 915 545 0 171 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 94.5 43.3 0.0 1.8 0.0 3.3 0.0 0.0 0.0 0.0: 0.3 0.3
Old : 100.0: 54.6 94.5 43.3 0.0 1.8 0.0 3.3 0.0 0.0 0.0 0.0: 0.3 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 : 24: 14 14 4 0 . 0 . 0 0 0 0:
Old : 24: 14 14 4 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 : 69.6 79.9 90.0 95.0 67.6 74.6 85.2 89.5
Old : 69.6 79.9 90.0 95.0 67.6 74.6 85.2 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 23,855: 12,644 23,238 10,473 0 372 0 225 0 0 0 0: 366 20
Old : 23,855: 12,644 23,238 10,473 0 372 0 225 0 0 0 0: 366 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,025: 300 905 600 0 120 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 97.4 43.9 0.0 1.6 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 0.1
Old : 100.0: 53.0 97.4 43.9 0.0 1.6 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 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 : 22: 13 13 5 0 . 0 . 0 0 0 0:
Old : 22: 13 13 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 : 68.8 85.7 87.3 96.1 67.0 76.7 82.6 86.9
Old : 68.8 85.7 87.3 96.1 67.0 76.7 82.6 86.9
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, June 16, 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 : 31,033: 25,791 22,117 2,550 4,837 786 0 634 330 1,340 1,507 185: 51 637
Old : 31,033: 25,791 22,117 2,550 4,837 786 0 634 330 1,340 1,507 185: 51 637
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 80: 120 -210 -50 50 0 0 260 0 0 0 0: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 71.3 8.2 15.6 2.5 0.0 2.0 1.1 4.3 4.9 0.6: 0.2 2.1
Old : 100.0: 83.1 71.3 8.2 15.6 2.5 0.0 2.0 1.1 4.3 4.9 0.6: 0.2 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . . . 0 . . . . .:
Old : 29: 15 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 : 73.2 55.8 88.2 76.6 66.2 53.0 80.6 72.7
Old : 73.2 55.8 88.2 76.6 66.2 53.0 80.6 72.7
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, June 16, 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 : 18,890: 15,157 14,943 1,448 997 230 0 1,080 0 675 1,003 182: 1,198 455
Old : 18,890: 15,157 14,943 1,448 997 230 0 1,080 0 675 1,003 182: 1,198 455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -6: 0 -84 0 22 0 0 0 0 0 84 -28: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 79.1 7.7 5.3 1.2 0.0 5.7 0.0 3.6 5.3 1.0: 6.3 2.4
Old : 100.0: 80.2 79.1 7.7 5.3 1.2 0.0 5.7 0.0 3.6 5.3 1.0: 6.3 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 : 20: 9 9 . . . 0 . 0 . . .:
Old : 20: 9 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 : 79.1 67.6 90.5 85.4 79.1 64.2 85.8 79.4
Old : 79.1 67.6 90.5 85.4 79.1 64.2 85.8 79.4
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, June 16, 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 : 57,778: 43,737 28,675 6,948 20,894 523 2,656 5,594 284 1,838 121 1,648: 144 39
Old : 57,778: 43,737 28,675 6,948 20,894 523 2,656 5,594 284 1,838 121 1,648: 144 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,171: 817 538 285 600 -36 96 240 -96 90 -85 0: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 49.6 12.0 36.2 0.9 4.6 9.7 0.5 3.2 0.2 2.9: 0.2 0.1
Old : 100.0: 75.7 49.6 12.0 36.2 0.9 4.6 9.7 0.5 3.2 0.2 2.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 20 5 . 6 . . . . . .:
Old : 41: 24 20 5 . 6 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 71.4 67.4 85.6 45.9 61.6 60.8 71.7
Old : 50.2 71.4 67.4 85.6 45.9 61.6 60.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 35,843: 30,526 14,206 2,067 17,674 1,078 720 1,095 165 561 985 573: 153 67
Old : 35,843: 30,526 14,206 2,067 17,674 1,078 720 1,095 165 561 985 573: 153 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 701: 693 -442 25 960 -17 0 200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 39.6 5.8 49.3 3.0 2.0 3.1 0.5 1.6 2.7 1.6: 0.4 0.2
Old : 100.0: 85.2 39.6 5.8 49.3 3.0 2.0 3.1 0.5 1.6 2.7 1.6: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 16 4 . . . . . . . .:
Old : 35: 21 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 : 59.2 70.1 77.4 83.6 51.9 65.9 62.0 71.7
Old : 59.2 70.1 77.4 83.6 51.9 65.9 62.0 71.7
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, June 16, 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 : 19,590: 10,043 18,031 7,396 0 920 301 264 0 625 175 200: 105 0
Old : 19,590: 10,043 18,031 7,396 0 920 301 264 0 625 175 200: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 245: 320 370 -50 0 25 150 0 -150 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 92.0 37.8 0.0 4.7 1.5 1.3 0.0 3.2 0.9 1.0: 0.5 0.0
Old : 100.0: 51.3 92.0 37.8 0.0 4.7 1.5 1.3 0.0 3.2 0.9 1.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 16 17 . 0 . . . 0 . . .:
Old : 33: 16 17 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 73.6 83.1 85.6 59.4 67.5 73.8 76.6
Old : 64.3 73.6 83.1 85.6 59.4 67.5 73.8 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 19,556: 9,030 17,486 8,040 0 1,920 0 50 0 475 100 0: 91 0
Old : 19,556: 9,030 17,486 8,040 0 1,920 0 50 0 475 100 0: 91 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 495: 375 420 45 0 75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 89.4 41.1 0.0 9.8 0.0 0.3 0.0 2.4 0.5 0.0: 0.5 0.0
Old : 100.0: 46.2 89.4 41.1 0.0 9.8 0.0 0.3 0.0 2.4 0.5 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . 0 . 0 . 0 . . 0:
Old : 21: 11 8 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 94.2 95.9 99.0 64.4 84.5 86.1 87.2
Old : 74.2 94.2 95.9 99.0 64.4 84.5 86.1 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 10,395: 6,733 8,605 2,107 1,000 165 150 0 0 295 100 490: 455 35
Old : 10,395: 6,733 8,605 2,107 1,000 165 150 0 0 295 100 490: 455 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 0: 25 0 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 82.8 20.3 9.6 1.6 1.4 0.0 0.0 2.8 1.0 4.7: 4.4 0.3
Old : 100.0: 64.8 82.8 20.3 9.6 1.6 1.4 0.0 0.0 2.8 1.0 4.7: 4.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 . . . . 0 0 . . .:
Old : 22: 11 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 65.9 79.4 87.0 50.5 58.9 68.9 75.7
Old : 54.4 65.9 79.4 87.0 50.5 58.9 68.9 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 9,436: 5,871 7,650 2,059 1,000 166 150 0 0 265 100 485: 440 35
Old : 9,436: 5,871 7,650 2,059 1,000 166 150 0 0 265 100 485: 440 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 0: 25 0 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 81.1 21.8 10.6 1.8 1.6 0.0 0.0 2.8 1.1 5.1: 4.7 0.4
Old : 100.0: 62.2 81.1 21.8 10.6 1.8 1.6 0.0 0.0 2.8 1.1 5.1: 4.7 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 : 22: 10 8 . . . . 0 0 . . .:
Old : 22: 10 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 : 55.7 67.0 79.6 90.7 49.8 58.9 70.1 79.3
Old : 55.7 67.0 79.6 90.7 49.8 58.9 70.1 79.3
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, June 16, 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 : 35,181: 21,160 29,146 10,495 0 370 150 0 0 1,050 3,740 1,925: 31 0
Old : 35,181: 21,160 29,146 10,495 0 370 150 0 0 1,050 3,740 1,925: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,130: 1,130 1,130 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 82.8 29.8 0.0 1.1 0.4 0.0 0.0 3.0 10.6 5.5: 0.1 0.0
Old : 100.0: 60.1 82.8 29.8 0.0 1.1 0.4 0.0 0.0 3.0 10.6 5.5: 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 : 30: 16 11 . 0 . . 0 0 . 4 .:
Old : 30: 16 11 . 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 : 70.0 65.6 84.6 92.7 65.7 58.6 75.2 77.5
Old : 70.0 65.6 84.6 92.7 65.7 58.6 75.2 77.5
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, June 16, 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 : 35,566: 21,750 29,721 10,265 0 465 150 0 0 1,050 3,525 1,855: 31 0
Old : 35,566: 21,750 29,721 10,265 0 465 150 0 0 1,050 3,525 1,855: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,130: 1,130 1,130 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 83.6 28.9 0.0 1.3 0.4 0.0 0.0 3.0 9.9 5.2: 0.1 0.0
Old : 100.0: 61.2 83.6 28.9 0.0 1.3 0.4 0.0 0.0 3.0 9.9 5.2: 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 : 30: 16 12 . 0 . . 0 0 . 4 .:
Old : 30: 16 12 . 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 : 68.1 67.0 83.0 93.2 64.2 59.2 73.6 77.9
Old : 68.1 67.0 83.0 93.2 64.2 59.2 73.6 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, June 16, 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 : 112,809: 82,406 91,520 22,097 7,976 5,164 125 875 755 540 4,810 1,649: 73 60
Old : 112,809: 82,406 91,520 22,097 7,976 5,164 125 875 755 540 4,810 1,649: 73 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 2,099: 1,916 2,173 -126 -460 295 0 25 0 10 69 0: 4 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 81.1 19.6 7.1 4.6 0.1 0.8 0.7 0.5 4.3 1.5: 0.1 0.1
Old : 100.0: 73.0 81.1 19.6 7.1 4.6 0.1 0.8 0.7 0.5 4.3 1.5: 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 : 55: 33 28 5 . 4 . . . . 7 .:
Old : 55: 33 28 5 . 4 . . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 53.4 59.9 74.3 34.1 49.4 55.2 65.9
Old : 38.6 53.4 59.9 74.3 34.1 49.4 55.2 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 126,599: 92,046 104,532 21,769 4,390 7,717 7 1,280 1,648 759 4,371 2,601: 52 60
Old : 126,599: 92,046 104,532 21,769 4,390 7,717 7 1,280 1,648 759 4,371 2,601: 52 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 3,192: 2,479 1,655 826 1,070 -202 -25 310 25 79 334 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 82.6 17.2 3.5 6.1 0.0 1.0 1.3 0.6 3.5 2.1: 0.0 0.0
Old : 100.0: 72.7 82.6 17.2 3.5 6.1 0.0 1.0 1.3 0.6 3.5 2.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 36 28 6 . 6 . . . 4 7 5:
Old : 60: 36 28 6 . 6 . . . 4 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 56.3 55.1 78.6 32.0 52.5 49.7 69.1
Old : 33.6 56.3 55.1 78.6 32.0 52.5 49.7 69.1
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, June 16, 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 : 540,576: 297,004 357,075 48,898 4,654 103,364 16,308 13,891 31,280 19,848 6,577 23,566: 308 170
Old : 540,576: 297,004 357,075 48,898 4,654 103,364 16,308 13,891 31,280 19,848 6,577 23,566: 308 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 2,938: -1,352 7,036 4,633 174 -3,832 1,446 -1,833 978 1,231 608 -165: -1 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 66.1 9.0 0.9 19.1 3.0 2.6 5.8 3.7 1.2 4.4: 0.1 0.0
Old : 100.0: 54.9 66.1 9.0 0.9 19.1 3.0 2.6 5.8 3.7 1.2 4.4: 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 : 94: 44 35 . . 5 10 8 8 18 7 18:
Old : 94: 44 35 . . 5 10 8 8 18 7 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 39.9 61.7 62.5 14.3 15.0 18.6 21.2
Old : 44.6 39.9 61.7 62.5 14.3 15.0 18.6 21.2
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, June 16, 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 : 16,489: 8,924 14,755 1,688 145 854 820 600 65 3,818 0 0: 320 70
Old : 16,489: 8,924 14,755 1,688 145 854 820 600 65 3,818 0 0: 320 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 25: 120 25 -25 0 0 25 0 0 25 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 89.5 10.2 0.9 5.2 5.0 3.6 0.4 23.2 0.0 0.0: 1.9 0.4
Old : 100.0: 54.1 89.5 10.2 0.9 5.2 5.0 3.6 0.4 23.2 0.0 0.0: 1.9 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 : 25: 12 11 . . . . . . . 0 0:
Old : 25: 12 11 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 80.7 83.9 96.6 64.4 71.3 78.0 82.3
Old : 64.9 80.7 83.9 96.6 64.4 71.3 78.0 82.3
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, June 16, 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 : 13,411: 5,882 11,925 2,265 120 711 125 600 55 4,068 0 0: 305 0
Old : 13,411: 5,882 11,925 2,265 120 711 125 600 55 4,068 0 0: 305 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -25: 70 -25 -25 0 0 25 0 0 25 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 88.9 16.9 0.9 5.3 0.9 4.5 0.4 30.3 0.0 0.0: 2.3 0.0
Old : 100.0: 43.9 88.9 16.9 0.9 5.3 0.9 4.5 0.4 30.3 0.0 0.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . . . . . 0 0:
Old : 24: 11 11 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 79.0 87.1 96.8 66.5 72.7 79.7 84.3
Old : 67.0 79.0 87.1 96.8 66.5 72.7 79.7 84.3
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, June 16, 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 : 4,245: 2,735 2,795 0 590 0 645 185 0 150 285 0: 715 390
Old : 4,245: 2,735 2,795 0 590 0 645 185 0 150 285 0: 715 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -865: -600 -655 0 0 -20 -120 -50 -25 -150 -125 0: 50 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 65.8 0.0 13.9 0.0 15.2 4.4 0.0 3.5 6.7 0.0: 16.8 9.2
Old : 100.0: 64.4 65.8 0.0 13.9 0.0 15.2 4.4 0.0 3.5 6.7 0.0: 16.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 0 . 0 . . 0 . . 0:
Old : 22: 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 : 51.9 54.2 70.6 74.3 49.1 52.9 66.4 72.3
Old : 51.9 54.2 70.6 74.3 49.1 52.9 66.4 72.3
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, June 16, 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 : 15,621: 11,723 14,266 1,155 0 125 350 0 0 2,070 1,050 150: 48 30
Old : 15,621: 11,723 14,266 1,155 0 125 350 0 0 2,070 1,050 150: 48 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 75: 80 75 5 0 0 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 91.3 7.4 0.0 0.8 2.2 0.0 0.0 13.3 6.7 1.0: 0.3 0.2
Old : 100.0: 75.0 91.3 7.4 0.0 0.8 2.2 0.0 0.0 13.3 6.7 1.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 10 22 4 0 . . 0 0 . . .:
Old : 32: 10 22 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 : 79.3 61.5 91.8 79.1 75.9 60.1 87.0 76.8
Old : 79.3 61.5 91.8 79.1 75.9 60.1 87.0 76.8
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, June 16, 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 : 89,002: 62,354 64,630 17,602 11,086 1,560 0 4,240 0 0 0 0: 7,486 7,486
Old : 89,002: 62,354 64,630 17,602 11,086 1,560 0 4,240 0 0 0 0: 7,486 7,486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 75: -275 75 350 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 72.6 19.8 12.5 1.8 0.0 4.8 0.0 0.0 0.0 0.0: 8.4 8.4
Old : 100.0: 70.1 72.6 19.8 12.5 1.8 0.0 4.8 0.0 0.0 0.0 0.0: 8.4 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 : 79.0 54.4 86.4 79.9 76.4 51.8 80.8 76.1
Old : 79.0 54.4 86.4 79.9 76.4 51.8 80.8 76.1
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, June 16, 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 : 74,392: 52,967 52,877 14,025 9,435 1,585 0 4,680 0 0 0 0: 5,815 5,815
Old : 74,392: 52,967 52,877 14,025 9,435 1,585 0 4,680 0 0 0 0: 5,815 5,815
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 161: 161 161 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 71.1 18.9 12.7 2.1 0.0 6.3 0.0 0.0 0.0 0.0: 7.8 7.8
Old : 100.0: 71.2 71.1 18.9 12.7 2.1 0.0 6.3 0.0 0.0 0.0 0.0: 7.8 7.8
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 : 28: 17 19 . . . 0 . 0 0 0 0:
Old : 28: 17 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 : 79.1 57.9 87.3 80.5 76.9 55.4 80.0 75.9
Old : 79.1 57.9 87.3 80.5 76.9 55.4 80.0 75.9
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, June 16, 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 : 25,885: 8,095 16,515 7,485 0 5,405 600 1,005 0 1,640 0 0: 2,660 2,960
Old : 25,885: 8,095 16,515 7,485 0 5,405 600 1,005 0 1,640 0 0: 2,660 2,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 680: 600 780 -830 -1,010 610 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 63.8 28.9 0.0 20.9 2.3 3.9 0.0 6.3 0.0 0.0: 10.3 11.4
Old : 100.0: 31.3 63.8 28.9 0.0 20.9 2.3 3.9 0.0 6.3 0.0 0.0: 10.3 11.4
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: 10 9 . 0 . . . 0 . 0 0:
Old : 22: 10 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 : 64.9 50.2 81.2 80.5 43.2 47.5 52.0 58.0
Old : 64.9 50.2 81.2 80.5 43.2 47.5 52.0 58.0
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, June 16, 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 : 59,316: 31,385 21,088 8,264 25,406 300 11,620 4,090 3,900 0 960 0: 3,847 3,572
Old : 59,316: 31,385 21,088 8,264 25,406 300 11,620 4,090 3,900 0 960 0: 3,847 3,572
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 220: -450 120 720 -150 0 0 300 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 35.6 13.9 42.8 0.5 19.6 6.9 6.6 0.0 1.6 0.0: 6.5 6.0
Old : 100.0: 52.9 35.6 13.9 42.8 0.5 19.6 6.9 6.6 0.0 1.6 0.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 14 . . . . . . 0 . 0:
Old : 27: 16 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 71.1 79.3 85.4 50.8 65.9 66.6 74.0
Old : 62.6 71.1 79.3 85.4 50.8 65.9 66.6 74.0
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, June 16, 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 : 38,607: 20,302 17,516 9,834 13,425 300 2,565 1,675 3,010 0 360 300: 2,296 2,021
Old : 38,607: 20,302 17,516 9,834 13,425 300 2,565 1,675 3,010 0 360 300: 2,296 2,021
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 670: -400 320 1,020 0 0 0 300 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 45.4 25.5 34.8 0.8 6.6 4.3 7.8 0.0 0.9 0.8: 5.9 5.2
Old : 100.0: 52.6 45.4 25.5 34.8 0.8 6.6 4.3 7.8 0.0 0.9 0.8: 5.9 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 : 24: 15 16 . . . . . . 0 . .:
Old : 24: 15 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 : 72.7 69.8 87.6 85.8 61.0 65.6 74.0 73.7
Old : 72.7 69.8 87.6 85.8 61.0 65.6 74.0 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 33,900: 25,245 13,770 5,320 1,065 980 885 16,420 90 0 0 0: 1,380 1,575
Old : 33,900: 25,245 13,770 5,320 1,065 980 885 16,420 90 0 0 0: 1,380 1,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 40: 40 -60 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 40.6 15.7 3.1 2.9 2.6 48.4 0.3 0.0 0.0 0.0: 4.1 4.6
Old : 100.0: 74.5 40.6 15.7 3.1 2.9 2.6 48.4 0.3 0.0 0.0 0.0: 4.1 4.6
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 : 20: 12 12 . . . . . . 0 0 0:
Old : 20: 12 12 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 68.6 83.7 85.9 58.9 62.1 67.9 69.6
Old : 68.8 68.6 83.7 85.9 58.9 62.1 67.9 69.6
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, June 16, 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 : 100,630: 61,035 31,600 890 38,325 5,465 12,825 1,550 880 0 3,205 635: 18,900 18,970
Old : 100,630: 61,035 31,600 890 38,325 5,465 12,825 1,550 880 0 3,205 635: 18,900 18,970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 450: 185 -165 -200 150 -100 0 0 0 0 0 0: 565 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 31.4 0.9 38.1 5.4 12.7 1.5 0.9 0.0 3.2 0.6: 18.8 18.9
Old : 100.0: 60.7 31.4 0.9 38.1 5.4 12.7 1.5 0.9 0.0 3.2 0.6: 18.8 18.9
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 : 29: 17 20 . . . . . . 0 . .:
Old : 29: 17 20 . . . . . . 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 : 55.6 51.2 73.1 66.7 51.9 49.5 58.4 57.5
Old : 55.6 51.2 73.1 66.7 51.9 49.5 58.4 57.5
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, June 16, 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 : 95,345: 57,840 31,210 310 32,760 5,730 13,150 1,550 1,000 0 5,750 70: 17,245 17,275
Old : 95,345: 57,840 31,210 310 32,760 5,730 13,150 1,550 1,000 0 5,750 70: 17,245 17,275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 285: 300 0 -300 0 175 0 0 0 0 0 0: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 32.7 0.3 34.4 6.0 13.8 1.6 1.0 0.0 6.0 0.1: 18.1 18.1
Old : 100.0: 60.7 32.7 0.3 34.4 6.0 13.8 1.6 1.0 0.0 6.0 0.1: 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: 17 18 . . . . . . 0 . .:
Old : 28: 17 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 47.0 73.1 67.4 50.3 46.6 58.0 55.6
Old : 53.4 47.0 73.1 67.4 50.3 46.6 58.0 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 24,834: 14,771 4,077 0 799 1,228 2,605 10,315 505 600 3,635 785: 4,340 3,490
Old : 24,834: 14,771 4,077 0 799 1,228 2,605 10,315 505 600 3,635 785: 4,340 3,490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 50: 150 -60 0 0 0 0 50 0 0 160 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 16.4 0.0 3.2 4.9 10.5 41.5 2.0 2.4 14.6 3.2: 17.5 14.1
Old : 100.0: 59.5 16.4 0.0 3.2 4.9 10.5 41.5 2.0 2.4 14.6 3.2: 17.5 14.1
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 : 25: 15 9 0 . . . . . . . .:
Old : 25: 15 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 : 39.6 68.4 61.7 78.1 38.1 60.4 59.1 67.4
Old : 39.6 68.4 61.7 78.1 38.1 60.4 59.1 67.4
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, June 16, 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 : 23,904: 13,807 4,088 0 1,459 968 2,605 9,665 505 600 2,650 1,295: 4,124 3,274
Old : 23,904: 13,807 4,088 0 1,459 968 2,605 9,665 505 600 2,650 1,295: 4,124 3,274
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -15: -15 -75 0 0 0 0 0 0 0 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 17.1 0.0 6.1 4.0 10.9 40.4 2.1 2.5 11.1 5.4: 17.3 13.7
Old : 100.0: 57.8 17.1 0.0 6.1 4.0 10.9 40.4 2.1 2.5 11.1 5.4: 17.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 9 0 . . . . . . . .:
Old : 25: 15 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 : 37.8 68.8 61.7 79.4 36.3 59.2 57.6 67.1
Old : 37.8 68.8 61.7 79.4 36.3 59.2 57.6 67.1
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, June 16, 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 : 63,865: 19,510 52,860 13,700 8,265 60 19,315 0 25 9,240 0 0: 2,015 2,655
Old : 63,865: 19,510 52,860 13,700 8,265 60 19,315 0 25 9,240 0 0: 2,015 2,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 490: 190 90 200 300 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 82.8 21.5 12.9 0.1 30.2 0.0 0.0 14.5 0.0 0.0: 3.2 4.2
Old : 100.0: 30.5 82.8 21.5 12.9 0.1 30.2 0.0 0.0 14.5 0.0 0.0: 3.2 4.2
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 : 21: 11 7 . . . . 0 . . 0 0:
Old : 21: 11 7 . . . . 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 87.3 91.8 95.0 71.0 85.5 90.1 90.7
Old : 71.1 87.3 91.8 95.0 71.0 85.5 90.1 90.7
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, June 16, 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 : 62,925: 21,765 56,535 9,915 1,780 1,860 5,600 215 35 21,100 0 140: 2,510 2,360
Old : 62,925: 21,765 56,535 9,915 1,780 1,860 5,600 215 35 21,100 0 140: 2,510 2,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 475: 115 765 -600 -600 125 0 -25 25 625 0 0: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 89.8 15.8 2.8 3.0 8.9 0.3 0.1 33.5 0.0 0.2: 4.0 3.8
Old : 100.0: 34.6 89.8 15.8 2.8 3.0 8.9 0.3 0.1 33.5 0.0 0.2: 4.0 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: 15 9 . . . . . . . 0 .:
Old : 27: 15 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 : 60.3 83.8 79.7 94.7 58.1 83.6 77.5 90.8
Old : 60.3 83.8 79.7 94.7 58.1 83.6 77.5 90.8
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, June 16, 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 : 53,105: 20,785 46,875 10,185 2,140 1,110 5,600 215 35 12,510 0 490: 2,390 2,240
Old : 53,105: 20,785 46,875 10,185 2,140 1,110 5,600 215 35 12,510 0 490: 2,390 2,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 405: 100 750 -600 -600 125 0 -25 25 625 0 -45: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 88.3 19.2 4.0 2.1 10.5 0.4 0.1 23.6 0.0 0.9: 4.5 4.2
Old : 100.0: 39.1 88.3 19.2 4.0 2.1 10.5 0.4 0.1 23.6 0.0 0.9: 4.5 4.2
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 : 27: 16 9 . . . . . . . 0 .:
Old : 27: 16 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 : 55.4 80.9 78.1 93.3 53.1 80.5 75.9 90.4
Old : 55.4 80.9 78.1 93.3 53.1 80.5 75.9 90.4
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, June 16, 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 : 19,810: 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530: 3,380 2,935
Old : 19,810: 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530: 3,380 2,935
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 30 0: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7: 17.1 14.8
Old : 100.0: 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7: 17.1 14.8
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: 9 7 . 0 . . . 0 . . .:
Old : 20: 9 7 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7
Old : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 73,135: 39,560 41,635 5,395 0 2,115 2,095 19,950 1,000 15,795 1,500 1,270: 5,905 5,665
Old : 73,135: 39,560 41,635 5,395 0 2,115 2,095 19,950 1,000 15,795 1,500 1,270: 5,905 5,665
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -330: -375 775 150 0 -75 0 -1,000 0 0 0 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 56.9 7.4 0.0 2.9 2.9 27.3 1.4 21.6 2.1 1.7: 8.1 7.7
Old : 100.0: 54.1 56.9 7.4 0.0 2.9 2.9 27.3 1.4 21.6 2.1 1.7: 8.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 11 . 0 . . . . . . .:
Old : 29: 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 : 62.4 69.5 74.7 83.5 58.6 67.8 70.7 80.5
Old : 62.4 69.5 74.7 83.5 58.6 67.8 70.7 80.5
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, June 16, 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 : 67,055: 39,020 36,560 4,890 0 2,250 1,970 19,950 1,000 12,090 1,500 1,270: 4,565 4,525
Old : 67,055: 39,020 36,560 4,890 0 2,250 1,970 19,950 1,000 12,090 1,500 1,270: 4,565 4,525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -200: -300 850 150 0 -75 0 -1,000 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 54.5 7.3 0.0 3.4 2.9 29.8 1.5 18.0 2.2 1.9: 6.8 6.7
Old : 100.0: 58.2 54.5 7.3 0.0 3.4 2.9 29.8 1.5 18.0 2.2 1.9: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 12 . 0 . . . . . . .:
Old : 29: 15 12 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 71.8 74.6 83.2 56.6 70.3 68.4 79.3
Old : 60.9 71.8 74.6 83.2 56.6 70.3 68.4 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 62,027: 36,566 19,096 0 19,855 0 16,515 0 2,965 50 14,260 2,005: 3,926 3,846
Old : 62,027: 36,566 19,096 0 19,855 0 16,515 0 2,965 50 14,260 2,005: 3,926 3,846
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -150: 75 -425 0 25 0 -450 0 175 50 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 30.8 0.0 32.0 0.0 26.6 0.0 4.8 0.1 23.0 3.2: 6.3 6.2
Old : 100.0: 59.0 30.8 0.0 32.0 0.0 26.6 0.0 4.8 0.1 23.0 3.2: 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 : 28: 17 11 0 . 0 . 0 . . . .:
Old : 28: 17 11 0 . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 71.1 75.2 88.8 50.5 67.0 70.3 80.5
Old : 55.3 71.1 75.2 88.8 50.5 67.0 70.3 80.5
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, June 16, 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 : 50,330: 33,907 15,205 0 17,027 0 7,865 0 3,085 50 9,860 2,425: 2,998 2,728
Old : 50,330: 33,907 15,205 0 17,027 0 7,865 0 3,085 50 9,860 2,425: 2,998 2,728
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -205: 100 -450 0 75 0 -500 0 135 50 25 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 30.2 0.0 33.8 0.0 15.6 0.0 6.1 0.1 19.6 4.8: 6.0 5.4
Old : 100.0: 67.4 30.2 0.0 33.8 0.0 15.6 0.0 6.1 0.1 19.6 4.8: 6.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 0 . 0 . 0 . . . .:
Old : 28: 17 11 0 . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 67.0 75.2 89.6 44.2 62.2 62.0 72.9
Old : 53.6 67.0 75.2 89.6 44.2 62.2 62.0 72.9
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, June 16, 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 : 184,639: 97,592 90,024 17,998 110 6,302 7,684 18,795 5,371 1,500 15,750 1,915: 46,277 46,372
Old : 184,639: 97,592 90,024 17,998 110 6,302 7,684 18,795 5,371 1,500 15,750 1,915: 46,277 46,372
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 420: 490 50 835 60 -480 -400 305 -425 0 510 -210: 610 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 48.8 9.7 0.1 3.4 4.2 10.2 2.9 0.8 8.5 1.0: 25.1 25.1
Old : 100.0: 52.9 48.8 9.7 0.1 3.4 4.2 10.2 2.9 0.8 8.5 1.0: 25.1 25.1
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: 26 27 . . . . . . . 4 .:
Old : 41: 26 27 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 38.0 61.5 51.5 38.3 36.6 50.3 46.2
Old : 43.9 38.0 61.5 51.5 38.3 36.6 50.3 46.2
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, June 16, 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 : 148,631: 71,150 81,854 21,000 0 3,444 6,224 8,520 5,776 1,645 9,550 2,235: 37,157 37,252
Old : 148,631: 71,150 81,854 21,000 0 3,444 6,224 8,520 5,776 1,645 9,550 2,235: 37,157 37,252
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,580: 1,480 1,080 1,035 0 -832 -400 305 -425 40 770 -215: 897 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 55.1 14.1 0.0 2.3 4.2 5.7 3.9 1.1 6.4 1.5: 25.0 25.1
Old : 100.0: 47.9 55.1 14.1 0.0 2.3 4.2 5.7 3.9 1.1 6.4 1.5: 25.0 25.1
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 : 40: 23 26 . 0 . . . . . . .:
Old : 40: 23 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 : 47.4 30.7 60.2 45.8 38.6 26.5 44.7 36.3
Old : 47.4 30.7 60.2 45.8 38.6 26.5 44.7 36.3
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, June 16, 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 : 22,695: 9,215 18,480 10,295 980 1,650 600 350 0 0 0 0: 935 1,235
Old : 22,695: 9,215 18,480 10,295 980 1,650 600 350 0 0 0 0: 935 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 81.4 45.4 4.3 7.3 2.6 1.5 0.0 0.0 0.0 0.0: 4.1 5.4
Old : 100.0: 40.6 81.4 45.4 4.3 7.3 2.6 1.5 0.0 0.0 0.0 0.0: 4.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . . . 0 0 0 0:
Old : 20: 10 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 : 70.3 83.3 88.4 91.8 64.4 80.2 82.1 84.7
Old : 70.3 83.3 88.4 91.8 64.4 80.2 82.1 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 73,156: 31,262 40,265 15,839 5,116 10,505 1,985 0 8,965 0 3,935 0: 4,600 4,370
Old : 73,156: 31,262 40,265 15,839 5,116 10,505 1,985 0 8,965 0 3,935 0: 4,600 4,370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 930: -150 1,080 60 30 -75 660 -540 540 0 0 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 55.0 21.7 7.0 14.4 2.7 0.0 12.3 0.0 5.4 0.0: 6.3 6.0
Old : 100.0: 42.7 55.0 21.7 7.0 14.4 2.7 0.0 12.3 0.0 5.4 0.0: 6.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . . . . 0 . 0 . 0:
Old : 25: 13 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 50.8 81.0 73.7 40.4 39.0 51.6 49.6
Old : 60.5 50.8 81.0 73.7 40.4 39.0 51.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, June 16, 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 : 61,579: 28,115 31,010 8,571 3,561 8,443 1,150 0 9,490 0 3,385 0: 5,810 5,690
Old : 61,579: 28,115 31,010 8,571 3,561 8,443 1,150 0 9,490 0 3,385 0: 5,810 5,690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,085: -300 1,080 240 60 70 60 -1,140 1,140 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 50.4 13.9 5.8 13.7 1.9 0.0 15.4 0.0 5.5 0.0: 9.4 9.2
Old : 100.0: 45.7 50.4 13.9 5.8 13.7 1.9 0.0 15.4 0.0 5.5 0.0: 9.4 9.2
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 : 25: 16 17 . . . . 0 . 0 . 0:
Old : 25: 16 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 53.1 73.0 74.2 33.3 36.7 43.9 45.5
Old : 53.0 53.1 73.0 74.2 33.3 36.7 43.9 45.5
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, June 16, 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 : 41,475: 14,965 23,325 320 8,280 2,810 15,750 650 2,250 700 0 980: 3,700 3,180
Old : 41,475: 14,965 23,325 320 8,280 2,810 15,750 650 2,250 700 0 980: 3,700 3,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -165: -60 -560 0 -120 90 0 600 -175 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 56.2 0.8 20.0 6.8 38.0 1.6 5.4 1.7 0.0 2.4: 8.9 7.7
Old : 100.0: 36.1 56.2 0.8 20.0 6.8 38.0 1.6 5.4 1.7 0.0 2.4: 8.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . . . . . . . 0 .:
Old : 25: 13 15 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 54.3 76.3 72.3 52.2 43.4 56.1 55.2
Old : 62.6 54.3 76.3 72.3 52.2 43.4 56.1 55.2
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, June 16, 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 : 50,945: 11,500 35,820 0 8,055 2,360 32,345 880 1,050 700 0 980: 2,010 1,800
Old : 50,945: 11,500 35,820 0 8,055 2,360 32,345 880 1,050 700 0 980: 2,010 1,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -75: 100 -380 0 -120 50 0 600 -245 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 70.3 0.0 15.8 4.6 63.5 1.7 2.1 1.4 0.0 1.9: 3.9 3.5
Old : 100.0: 22.6 70.3 0.0 15.8 4.6 63.5 1.7 2.1 1.4 0.0 1.9: 3.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 0 . . . . . . 0 .:
Old : 23: 12 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 : 82.0 60.8 90.0 80.7 74.2 50.5 76.2 68.5
Old : 82.0 60.8 90.0 80.7 74.2 50.5 76.2 68.5
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, June 16, 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 : 176,848: 98,462 99,045 4,011 2,113 30,983 5,675 11,535 6,600 3,365 0 0: 27,752 26,571
Old : 176,848: 98,462 99,045 4,011 2,113 30,983 5,675 11,535 6,600 3,365 0 0: 27,752 26,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,719: 1,996 51 965 1,608 -793 0 1,200 0 0 0 0: -449 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 56.0 2.3 1.2 17.5 3.2 6.5 3.7 1.9 0.0 0.0: 15.7 15.0
Old : 100.0: 55.7 56.0 2.3 1.2 17.5 3.2 6.5 3.7 1.9 0.0 0.0: 15.7 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 26 . . . . . . . 0 0:
Old : 35: 25 26 . . . . . . . 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 : 43.2 50.7 58.7 68.9 25.0 32.2 33.2 37.3
Old : 43.2 50.7 58.7 68.9 25.0 32.2 33.2 37.3
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, June 16, 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 : 117,860: 72,240 58,130 3,585 14,145 14,030 925 7,185 9,140 2,755 0 0: 15,185 15,230
Old : 117,860: 72,240 58,130 3,585 14,145 14,030 925 7,185 9,140 2,755 0 0: 15,185 15,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 2,345: 1,805 655 -1,020 -900 2,000 0 1,200 0 0 0 0: -440 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 49.3 3.0 12.0 11.9 0.8 6.1 7.8 2.3 0.0 0.0: 12.9 12.9
Old : 100.0: 61.3 49.3 3.0 12.0 11.9 0.8 6.1 7.8 2.3 0.0 0.0: 12.9 12.9
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: 22 23 . . . . . . . 0 0:
Old : 31: 22 23 . . . . . . . 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 : 39.5 46.5 62.7 67.8 26.8 31.2 37.2 40.3
Old : 39.5 46.5 62.7 67.8 26.8 31.2 37.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020