COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 20,940: 15,576 10,468 912 390 1,228 449 1,015 237 375 5,717 1,449: 714 436
Old : 20,940: 15,576 10,468 912 390 1,228 449 1,015 237 375 5,717 1,449: 714 436
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 689: 439 270 87 -33 124 0 0 0 4 269 47: -12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 50.0 4.4 1.9 5.9 2.1 4.8 1.1 1.8 27.3 6.9: 3.4 2.1
Old : 100.0: 74.4 50.0 4.4 1.9 5.9 2.1 4.8 1.1 1.8 27.3 6.9: 3.4 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 : 51.9 39.3 74.4 68.4 33.2 27.9 42.9 42.5
Old : 51.9 39.3 74.4 68.4 33.2 27.9 42.9 42.5
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 23, 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 : 18,784: 11,321 9,619 642 1,600 2,902 792 316 1,546 206 1,431 1,220: 156 151
Old : 18,784: 11,321 9,619 642 1,600 2,902 792 316 1,546 206 1,431 1,220: 156 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 147: 228 -50 3 82 -73 -39 76 10 47 128 -26: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 51.2 3.4 8.5 15.4 4.2 1.7 8.2 1.1 7.6 6.5: 0.8 0.8
Old : 100.0: 60.3 51.2 3.4 8.5 15.4 4.2 1.7 8.2 1.1 7.6 6.5: 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 : 42: 20 19 . . . . . 4 . 10 11:
Old : 42: 20 19 . . . . . 4 . 10 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.9 70.5 65.7 26.3 26.0 36.2 32.6
Old : 46.7 45.9 70.5 65.7 26.3 26.0 36.2 32.6
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 23, 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 : 37,968: 25,135 32,031 4,167 310 2,398 889 200 139 2,980 750 2,125: 135 15
Old : 37,968: 25,135 32,031 4,167 310 2,398 889 200 139 2,980 750 2,125: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 690: 988 -12 -75 250 -21 0 50 0 -300 325 98: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 84.4 11.0 0.8 6.3 2.3 0.5 0.4 7.8 2.0 5.6: 0.4 0.0
Old : 100.0: 66.2 84.4 11.0 0.8 6.3 2.3 0.5 0.4 7.8 2.0 5.6: 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 : 36: 18 22 . . . . . . . 5 5:
Old : 36: 18 22 . . . . . . . 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 : 49.8 55.0 76.0 76.9 45.4 48.6 61.9 62.9
Old : 49.8 55.0 76.0 76.9 45.4 48.6 61.9 62.9
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 23, 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 : 33,806: 27,417 29,245 0 2,336 953 25 291 331 4,455 25 625: 0 0
Old : 33,806: 27,417 29,245 0 2,336 953 25 291 331 4,455 25 625: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 440: 920 305 0 200 -165 0 0 0 -175 0 100: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 86.5 0.0 6.9 2.8 0.1 0.9 1.0 13.2 0.1 1.8: 0.0 0.0
Old : 100.0: 81.1 86.5 0.0 6.9 2.8 0.1 0.9 1.0 13.2 0.1 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 20 0 . . . . . 5 . .:
Old : 33: 19 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 : 57.6 64.7 77.7 86.5 54.3 56.5 69.5 74.6
Old : 57.6 64.7 77.7 86.5 54.3 56.5 69.5 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 134,065: 104,679 96,038 2,852 15,129 8,134 5,583 1,660 5,700 3,707 4,174 3,165: 245 65
Old : 134,065: 104,679 96,038 2,852 15,129 8,134 5,583 1,660 5,700 3,707 4,174 3,165: 245 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,764: -206 902 -146 1,665 466 2,700 132 -1,050 -30 -376 25: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 71.6 2.1 11.3 6.1 4.2 1.2 4.3 2.8 3.1 2.4: 0.2 0.0
Old : 100.0: 78.1 71.6 2.1 11.3 6.1 4.2 1.2 4.3 2.8 3.1 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 : 62: 30 31 . . 5 4 6 . 9 4 7:
Old : 62: 30 31 . . 5 4 6 . 9 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 : 48.5 35.3 69.2 56.3 40.8 29.9 47.9 40.8
Old : 48.5 35.3 69.2 56.3 40.8 29.9 47.9 40.8
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 23, 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 : 68,986: 57,569 49,289 3,440 8,995 4,845 175 909 1,609 446 2,377 901: 0 61
Old : 68,986: 57,569 49,289 3,440 8,995 4,845 175 909 1,609 446 2,377 901: 0 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 121: 95 277 0 -445 -14 0 -137 18 0 400 22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 71.4 5.0 13.0 7.0 0.3 1.3 2.3 0.6 3.4 1.3: 0.0 0.1
Old : 100.0: 83.5 71.4 5.0 13.0 7.0 0.3 1.3 2.3 0.6 3.4 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 : 40: 22 22 . . . . . . . 5 .:
Old : 40: 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 : 61.2 74.8 81.3 87.2 57.8 59.4 67.8 68.6
Old : 61.2 74.8 81.3 87.2 57.8 59.4 67.8 68.6
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 23, 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 : 40,416: 37,411 29,100 597 7,605 1,058 0 1,228 0 1,050 1,125 300: 0 0
Old : 40,416: 37,411 29,100 597 7,605 1,058 0 1,228 0 1,050 1,125 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,635: 1,360 1,185 0 -25 250 0 225 0 0 -25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 72.0 1.5 18.8 2.6 0.0 3.0 0.0 2.6 2.8 0.7: 0.0 0.0
Old : 100.0: 92.6 72.0 1.5 18.8 2.6 0.0 3.0 0.0 2.6 2.8 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: 13 13 . . . 0 . 0 . . .:
Old : 27: 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 : 78.5 79.8 91.2 94.2 71.8 66.5 78.4 79.6
Old : 78.5 79.8 91.2 94.2 71.8 66.5 78.4 79.6
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 23, 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 : 60,531: 35,114 24,000 904 27,571 2,666 15,565 150 50 1,474 1,480 4,528: 230 86
Old : 60,531: 35,114 24,000 904 27,571 2,666 15,565 150 50 1,474 1,480 4,528: 230 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 750: 773 -97 0 912 -60 0 0 0 29 -10 8: 0 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 39.6 1.5 45.5 4.4 25.7 0.2 0.1 2.4 2.4 7.5: 0.4 0.1
Old : 100.0: 58.0 39.6 1.5 45.5 4.4 25.7 0.2 0.1 2.4 2.4 7.5: 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 : 48.3 66.7 70.5 82.9 46.2 58.3 60.3 70.4
Old : 48.3 66.7 70.5 82.9 46.2 58.3 60.3 70.4
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 23, 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 : 75,992: 43,099 23,930 0 41,547 4,543 22,387 450 195 2,127 2,390 2,880: 761 57
Old : 75,992: 43,099 23,930 0 41,547 4,543 22,387 450 195 2,127 2,390 2,880: 761 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -223: -222 -74 0 -109 -59 100 25 0 -36 0 -1: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 31.5 0.0 54.7 6.0 29.5 0.6 0.3 2.8 3.1 3.8: 1.0 0.1
Old : 100.0: 56.7 31.5 0.0 54.7 6.0 29.5 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 : 43: 20 20 0 4 4 7 . . . . .:
Old : 43: 20 20 0 4 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 : 52.6 70.6 71.1 84.8 51.0 63.6 65.4 74.8
Old : 52.6 70.6 71.1 84.8 51.0 63.6 65.4 74.8
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 23, 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 : 69,773: 50,686 43,356 11,712 20,663 3,442 0 0 0 1,907 808 1,504: 522 0
Old : 69,773: 50,686 43,356 11,712 20,663 3,442 0 0 0 1,907 808 1,504: 522 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 490: -3,180 500 3,660 -60 0 0 0 0 0 40 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 62.1 16.8 29.6 4.9 0.0 0.0 0.0 2.7 1.2 2.2: 0.7 0.0
Old : 100.0: 72.6 62.1 16.8 29.6 4.9 0.0 0.0 0.0 2.7 1.2 2.2: 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 : 38: 24 23 . . . 0 0 0 . . .:
Old : 38: 24 23 . . . 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 64.1 68.2 84.3 41.4 64.1 60.5 75.4
Old : 45.0 64.1 68.2 84.3 41.4 64.1 60.5 75.4
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 23, 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 : 88,263: 61,614 48,107 20,958 35,615 1,355 0 175 0 1,648 845 2,166: 522 0
Old : 88,263: 61,614 48,107 20,958 35,615 1,355 0 175 0 1,648 845 2,166: 522 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 564: -2,921 485 3,310 -206 165 0 100 0 30 40 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 54.5 23.7 40.4 1.5 0.0 0.2 0.0 1.9 1.0 2.5: 0.6 0.0
Old : 100.0: 69.8 54.5 23.7 40.4 1.5 0.0 0.2 0.0 1.9 1.0 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 : 43: 24 23 5 . 4 0 . 0 . . .:
Old : 43: 24 23 5 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 68.2 65.0 83.8 43.1 68.2 62.2 77.0
Old : 43.9 68.2 65.0 83.8 43.1 68.2 62.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 44,522: 29,895 39,762 9,494 0 4,214 0 0 0 280 0 225: 414 321
Old : 44,522: 29,895 39,762 9,494 0 4,214 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 16, 2020 :
: 330: 350 300 -50 0 30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 89.3 21.3 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5: 0.9 0.7
Old : 100.0: 67.1 89.3 21.3 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 : 66.5 81.4 84.7 94.8 54.0 71.4 66.6 73.4
Old : 66.5 81.4 84.7 94.8 54.0 71.4 66.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 28,844: 26,759 17,258 0 9,030 1,251 0 600 0 360 695 0: 474 10
Old : 28,844: 26,759 17,258 0 9,030 1,251 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 16, 2020 :
: -7: -11 39 0 -50 4 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 59.8 0.0 31.3 4.3 0.0 2.1 0.0 1.2 2.4 0.0: 1.6 0.0
Old : 100.0: 92.8 59.8 0.0 31.3 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 65.9 77.2 81.9 48.5 53.6 59.8 62.6
Old : 60.5 65.9 77.2 81.9 48.5 53.6 59.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 16, 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 23, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 85,858: 61,683 63,135 370 9,328 8,563 6,572 1,399 74 6,261 1,296 1,865: 469 197
Old : 85,858: 61,683 63,135 370 9,328 8,563 6,572 1,399 74 6,261 1,296 1,865: 469 197
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 935: 1,087 673 0 -27 57 -19 121 0 -199 83 -3: 12 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 73.5 0.4 10.9 10.0 7.7 1.6 0.1 7.3 1.5 2.2: 0.5 0.2
Old : 100.0: 71.8 73.5 0.4 10.9 10.0 7.7 1.6 0.1 7.3 1.5 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 : 65: 32 33 . . . 6 . . 9 6 7:
Old : 65: 32 33 . . . 6 . . 9 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 41.2 53.9 64.9 19.8 21.7 30.1 31.2
Old : 32.1 41.2 53.9 64.9 19.8 21.7 30.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 12,960: 8,493 12,810 3,717 0 0 750 0 0 0 150 0: 0 0
Old : 12,960: 8,493 12,810 3,717 0 0 750 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 16, 2020 :
: 180: 0 180 0 0 0 180 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 98.8 28.7 0.0 0.0 5.8 0.0 0.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 65.5 98.8 28.7 0.0 0.0 5.8 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 : 59.4 69.4 95.1 95.5 54.5 58.2 73.6 73.6
Old : 59.4 69.4 95.1 95.5 54.5 58.2 73.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 12,900: 8,433 12,750 3,717 0 0 750 0 0 0 150 0: 0 0
Old : 12,900: 8,433 12,750 3,717 0 0 750 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 16, 2020 :
: 180: 0 180 0 0 0 180 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 98.8 28.8 0.0 0.0 5.8 0.0 0.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 65.4 98.8 28.8 0.0 0.0 5.8 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 : 59.7 69.3 95.6 95.4 54.7 58.5 73.5 73.5
Old : 59.7 69.3 95.6 95.4 54.7 58.5 73.5 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 43,851: 34,924 32,684 0 6,401 3,048 0 700 0 5,245 300 310: 324 408
Old : 43,851: 34,924 32,684 0 6,401 3,048 0 700 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 16, 2020 :
: 550: 550 370 0 0 0 0 180 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 74.5 0.0 14.6 7.0 0.0 1.6 0.0 12.0 0.7 0.7: 0.7 0.9
Old : 100.0: 79.6 74.5 0.0 14.6 7.0 0.0 1.6 0.0 12.0 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 : 44.6 54.1 73.4 81.5 43.0 43.1 59.9 56.6
Old : 44.6 54.1 73.4 81.5 43.0 43.1 59.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 10,673: 6,196 10,120 2,784 0 84 45 100 25 1,344 0 0: 195 344
Old : 10,673: 6,196 10,120 2,784 0 84 45 100 25 1,344 0 0: 195 344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 94.8 26.1 0.0 0.8 0.4 0.9 0.2 12.6 0.0 0.0: 1.8 3.2
Old : 100.0: 58.1 94.8 26.1 0.0 0.8 0.4 0.9 0.2 12.6 0.0 0.0: 1.8 3.2
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 : 20: 9 13 . 0 . . . . . 0 0:
Old : 20: 9 13 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 84.0 92.3 91.0 73.2 81.6 88.3 87.2
Old : 75.5 84.0 92.3 91.0 73.2 81.6 88.3 87.2
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 23, 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 : 49,009: 36,299 43,094 6,384 0 5,279 0 0 0 690 100 200: 157 336
Old : 49,009: 36,299 43,094 6,384 0 5,279 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 16, 2020 :
: 460: -350 610 960 0 -150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 87.9 13.0 0.0 10.8 0.0 0.0 0.0 1.4 0.2 0.4: 0.3 0.7
Old : 100.0: 74.1 87.9 13.0 0.0 10.8 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 : 33: 21 17 . 0 . 0 0 0 . . .:
Old : 33: 21 17 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 76.2 74.3 91.6 38.1 63.5 52.3 65.5
Old : 51.5 76.2 74.3 91.6 38.1 63.5 52.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 42,107: 36,757 29,583 55 6,908 4,279 115 900 50 340 365 10: 501 12
Old : 42,107: 36,757 29,583 55 6,908 4,279 115 900 50 340 365 10: 501 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,158: 1,213 -67 0 1,345 -120 45 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 70.3 0.1 16.4 10.2 0.3 2.1 0.1 0.8 0.9 0.0: 1.2 0.0
Old : 100.0: 87.3 70.3 0.1 16.4 10.2 0.3 2.1 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 : 33: 22 20 . . . . . . . . .:
Old : 33: 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 : 60.6 61.0 79.7 82.1 48.9 47.4 57.7 58.8
Old : 60.6 61.0 79.7 82.1 48.9 47.4 57.7 58.8
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 23, 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 : 68,750: 53,146 66,457 11,513 230 1,550 0 0 0 1,473 200 73: 995 240
Old : 68,750: 53,146 66,457 11,513 230 1,550 0 0 0 1,473 200 73: 995 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 741: 756 721 0 100 -80 0 0 0 65 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 96.7 16.7 0.3 2.3 0.0 0.0 0.0 2.1 0.3 0.1: 1.4 0.3
Old : 100.0: 77.3 96.7 16.7 0.3 2.3 0.0 0.0 0.0 2.1 0.3 0.1: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.6 92.1 78.3 96.6 55.8 87.8 76.3 89.6
Old : 56.6 92.1 78.3 96.6 55.8 87.8 76.3 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 23, 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 : 73,415: 61,473 67,781 5,233 687 4,108 0 350 0 1,997 200 104: 500 185
Old : 73,415: 61,473 67,781 5,233 687 4,108 0 350 0 1,997 200 104: 500 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 767: 687 567 0 0 0 0 200 0 80 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 92.3 7.1 0.9 5.6 0.0 0.5 0.0 2.7 0.3 0.1: 0.7 0.3
Old : 100.0: 83.7 92.3 7.1 0.9 5.6 0.0 0.5 0.0 2.7 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 : 34: 20 12 . . 4 0 . 0 . . .:
Old : 34: 20 12 . . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 87.0 74.2 96.4 51.2 83.7 73.0 87.2
Old : 51.2 87.0 74.2 96.4 51.2 83.7 73.0 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 23, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 83,317: 68,534 74,367 9,381 4,345 1,379 0 458 75 1,213 328 2,295: 440 70
Old : 83,317: 68,534 74,367 9,381 4,345 1,379 0 458 75 1,213 328 2,295: 440 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,525: 2,470 1,490 -185 780 -109 0 10 -5 200 205 154: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 89.3 11.3 5.2 1.7 0.0 0.5 0.1 1.5 0.4 2.8: 0.5 0.1
Old : 100.0: 82.3 89.3 11.3 5.2 1.7 0.0 0.5 0.1 1.5 0.4 2.8: 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 20 6 . 4 0 . . . . .:
Old : 40: 22 20 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 : 56.1 57.4 72.0 82.8 56.0 55.2 70.3 75.5
Old : 56.1 57.4 72.0 82.8 56.0 55.2 70.3 75.5
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 23, 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 : 103,362: 83,844 90,333 11,021 4,090 2,937 677 1,572 300 1,279 1,118 2,976: 327 35
Old : 103,362: 83,844 90,333 11,021 4,090 2,937 677 1,572 300 1,279 1,118 2,976: 327 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,718: 1,667 1,129 -270 898 -41 299 0 -16 -45 -377 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 87.4 10.7 4.0 2.8 0.7 1.5 0.3 1.2 1.1 2.9: 0.3 0.0
Old : 100.0: 81.1 87.4 10.7 4.0 2.8 0.7 1.5 0.3 1.2 1.1 2.9: 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 : 50.4 50.3 69.3 74.8 49.1 49.9 63.6 69.1
Old : 50.4 50.3 69.3 74.8 49.1 49.9 63.6 69.1
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 23, 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 : 60,677: 42,508 53,869 17,834 1,793 120 0 3,345 0 100 1,450 100: 15 0
Old : 60,677: 42,508 53,869 17,834 1,793 120 0 3,345 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 16, 2020 :
: 105: 45 155 0 -180 60 0 70 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 88.8 29.4 3.0 0.2 0.0 5.5 0.0 0.2 2.4 0.2: 0.0 0.0
Old : 100.0: 70.1 88.8 29.4 3.0 0.2 0.0 5.5 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 : 73.7 89.9 95.0 96.7 73.6 86.6 90.8 91.0
Old : 73.7 89.9 95.0 96.7 73.6 86.6 90.8 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 23, 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 : 54,690: 36,160 53,340 16,830 0 225 0 175 0 1,250 725 225: 0 0
Old : 54,690: 36,160 53,340 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 16, 2020 :
: -15: -15 -15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 97.5 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 23, 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 : 57,938: 35,511 52,871 17,348 127 2,248 725 35 75 825 1,562 875: 331 145
Old : 57,938: 35,511 52,871 17,348 127 2,248 725 35 75 825 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 16, 2020 :
: 789: -1,941 889 2,701 -100 0 0 0 0 29 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 91.3 29.9 0.2 3.9 1.3 0.1 0.1 1.4 2.7 1.5: 0.6 0.3
Old : 100.0: 61.3 91.3 29.9 0.2 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 : 32: 17 17 5 . . . . . . . .:
Old : 32: 17 17 5 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 81.8 71.8 90.8 48.3 76.1 66.7 81.5
Old : 52.4 81.8 71.8 90.8 48.3 76.1 66.7 81.5
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 23, 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 : 64,809: 45,876 57,325 14,989 425 368 895 3,165 335 1,301 1,907 889: 156 395
Old : 64,809: 45,876 57,325 14,989 425 368 895 3,165 335 1,301 1,907 889: 156 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,183: 1,571 1,178 -440 10 -10 175 -60 85 20 -20 0: -218 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 88.5 23.1 0.7 0.6 1.4 4.9 0.5 2.0 2.9 1.4: 0.2 0.6
Old : 100.0: 70.8 88.5 23.1 0.7 0.6 1.4 4.9 0.5 2.0 2.9 1.4: 0.2 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 : 36: 18 18 . . . 4 . . . 4 .:
Old : 36: 18 18 . . . 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 : 54.0 76.7 76.2 88.7 52.9 70.8 72.7 78.8
Old : 54.0 76.7 76.2 88.7 52.9 70.8 72.7 78.8
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 23, 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 : 25,811: 12,355 24,250 12,928 0 436 0 925 0 0 0 0: 92 200
Old : 25,811: 12,355 24,250 12,928 0 436 0 925 0 0 0 0: 92 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,757: -771 1,514 2,517 0 3 0 120 0 0 0 0: 8 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 94.0 50.1 0.0 1.7 0.0 3.6 0.0 0.0 0.0 0.0: 0.4 0.8
Old : 100.0: 47.9 94.0 50.1 0.0 1.7 0.0 3.6 0.0 0.0 0.0 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 5 0 . 0 . 0 0 0 0:
Old : 25: 14 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 : 72.0 79.6 87.8 94.5 70.1 75.8 84.4 90.5
Old : 72.0 79.6 87.8 94.5 70.1 75.8 84.4 90.5
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 23, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 25,540: 12,139 24,803 12,645 0 372 0 225 0 0 0 0: 384 140
Old : 25,540: 12,139 24,803 12,645 0 372 0 225 0 0 0 0: 384 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,685: -505 1,565 2,172 0 0 0 0 0 0 0 0: 18 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 97.1 49.5 0.0 1.5 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 0.5
Old : 100.0: 47.5 97.1 49.5 0.0 1.5 0.0 0.9 0.0 0.0 0.0 0.0: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 6 0 . 0 . 0 0 0 0:
Old : 23: 13 13 6 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 85.5 86.5 96.1 69.4 78.6 83.3 89.0
Old : 71.0 85.5 86.5 96.1 69.4 78.6 83.3 89.0
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 23, 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 : 31,261: 25,506 22,352 3,050 4,843 783 0 634 330 1,350 1,507 185: 57 627
Old : 31,261: 25,506 22,352 3,050 4,843 783 0 634 330 1,350 1,507 185: 57 627
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 228: -285 235 500 6 -3 0 0 0 10 0 0: 6 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 71.5 9.8 15.5 2.5 0.0 2.0 1.1 4.3 4.8 0.6: 0.2 2.0
Old : 100.0: 81.6 71.5 9.8 15.5 2.5 0.0 2.0 1.1 4.3 4.8 0.6: 0.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 16 . . . 0 . . . . .:
Old : 30: 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 55.4 87.5 76.0 65.6 52.6 80.0 72.2
Old : 72.7 55.4 87.5 76.0 65.6 52.6 80.0 72.2
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 23, 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 : 18,900: 15,167 14,943 1,448 1,007 230 0 1,080 0 675 1,003 182: 1,198 455
Old : 18,900: 15,167 14,943 1,448 1,007 230 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 16, 2020 :
: 10: 10 0 0 10 0 0 0 0 0 0 0: 0 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 90.6 85.4 79.1 64.2 85.8 79.5
Old : 79.1 67.6 90.6 85.4 79.1 64.2 85.8 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 59,115: 44,845 28,549 6,718 22,089 1,011 2,656 5,474 284 1,883 121 1,548: 170 39
Old : 59,115: 44,845 28,549 6,718 22,089 1,011 2,656 5,474 284 1,883 121 1,548: 170 39
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,337: 1,108 -126 -230 1,195 488 0 -120 0 45 0 -100: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 48.3 11.4 37.4 1.7 4.5 9.3 0.5 3.2 0.2 2.6: 0.3 0.1
Old : 100.0: 75.9 48.3 11.4 37.4 1.7 4.5 9.3 0.5 3.2 0.2 2.6: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.1 71.2 68.0 84.9 46.9 61.6 61.3 71.4
Old : 51.1 71.2 68.0 84.9 46.9 61.6 61.3 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 37,486: 31,929 13,994 1,777 19,124 1,488 725 1,095 160 561 865 693: 153 67
Old : 37,486: 31,929 13,994 1,777 19,124 1,488 725 1,095 160 561 865 693: 153 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,643: 1,403 -212 -290 1,450 410 5 0 -5 0 -120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 37.3 4.7 51.0 4.0 1.9 2.9 0.4 1.5 2.3 1.8: 0.4 0.2
Old : 100.0: 85.2 37.3 4.7 51.0 4.0 1.9 2.9 0.4 1.5 2.3 1.8: 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 : 36: 21 16 5 . . . . . . . .:
Old : 36: 21 16 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 : 60.3 70.9 78.0 83.5 54.2 66.8 63.1 72.3
Old : 60.3 70.9 78.0 83.5 54.2 66.8 63.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 19,670: 10,298 18,036 7,246 0 970 301 264 0 550 200 200: 105 0
Old : 19,670: 10,298 18,036 7,246 0 970 301 264 0 550 200 200: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 80: 255 5 -150 0 50 0 0 0 -75 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 91.7 36.8 0.0 4.9 1.5 1.3 0.0 2.8 1.0 1.0: 0.5 0.0
Old : 100.0: 52.4 91.7 36.8 0.0 4.9 1.5 1.3 0.0 2.8 1.0 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: 17 17 . 0 . . . 0 . . .:
Old : 33: 17 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 : 64.0 74.5 82.6 85.8 58.8 66.9 72.7 75.5
Old : 64.0 74.5 82.6 85.8 58.8 66.9 72.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 19,526: 8,900 17,456 8,040 0 1,920 0 50 0 575 100 0: 91 0
Old : 19,526: 8,900 17,456 8,040 0 1,920 0 50 0 575 100 0: 91 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -30: -130 -30 0 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 89.4 41.2 0.0 9.8 0.0 0.3 0.0 2.9 0.5 0.0: 0.5 0.0
Old : 100.0: 45.6 89.4 41.2 0.0 9.8 0.0 0.3 0.0 2.9 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 : 74.3 94.2 95.5 99.0 64.5 84.6 85.7 87.3
Old : 74.3 94.2 95.5 99.0 64.5 84.6 85.7 87.3
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 23, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,145: 6,783 8,655 2,807 1,700 165 150 0 0 295 100 490: 455 35
Old : 11,145: 6,783 8,655 2,807 1,700 165 150 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 16, 2020 :
: 750: 50 50 700 700 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 77.7 25.2 15.3 1.5 1.3 0.0 0.0 2.6 0.9 4.4: 4.1 0.3
Old : 100.0: 60.9 77.7 25.2 15.3 1.5 1.3 0.0 0.0 2.6 0.9 4.4: 4.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . . . 0 0 . . .:
Old : 23: 11 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 67.8 80.4 87.4 53.4 60.8 70.6 76.4
Old : 57.0 67.8 80.4 87.4 53.4 60.8 70.6 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 10,136: 5,871 7,650 2,759 1,700 166 150 0 0 265 100 485: 440 35
Old : 10,136: 5,871 7,650 2,759 1,700 166 150 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 16, 2020 :
: 700: 0 0 700 700 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 75.5 27.2 16.8 1.6 1.5 0.0 0.0 2.6 1.0 4.8: 4.3 0.3
Old : 100.0: 57.9 75.5 27.2 16.8 1.6 1.5 0.0 0.0 2.6 1.0 4.8: 4.3 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 : 23: 10 9 . . . . 0 0 . . .:
Old : 23: 10 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 68.8 81.0 90.8 53.3 61.3 72.2 80.2
Old : 58.8 68.8 81.0 90.8 53.3 61.3 72.2 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 35,706: 21,540 29,686 10,580 0 330 250 0 0 1,050 3,765 1,925: 31 0
Old : 35,706: 21,540 29,686 10,580 0 330 250 0 0 1,050 3,765 1,925: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 525: 380 540 85 0 -40 100 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 83.1 29.6 0.0 0.9 0.7 0.0 0.0 2.9 10.5 5.4: 0.1 0.0
Old : 100.0: 60.3 83.1 29.6 0.0 0.9 0.7 0.0 0.0 2.9 10.5 5.4: 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 : 31: 16 12 . 0 . . 0 0 . 4 .:
Old : 31: 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 : 69.6 64.6 83.9 91.3 65.4 57.8 74.8 76.3
Old : 69.6 64.6 83.9 91.3 65.4 57.8 74.8 76.3
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 23, 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 : 36,111: 22,130 30,261 10,350 0 445 250 0 0 1,050 3,550 1,855: 31 0
Old : 36,111: 22,130 30,261 10,350 0 445 250 0 0 1,050 3,550 1,855: 31 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 545: 380 540 85 0 -20 100 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 83.8 28.7 0.0 1.2 0.7 0.0 0.0 2.9 9.8 5.1: 0.1 0.0
Old : 100.0: 61.3 83.8 28.7 0.0 1.2 0.7 0.0 0.0 2.9 9.8 5.1: 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 : 31: 16 13 . 0 . . 0 0 . 4 .:
Old : 31: 16 13 . 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 : 67.7 66.1 82.4 91.7 64.0 58.2 73.2 76.6
Old : 67.7 66.1 82.4 91.7 64.0 58.2 73.2 76.6
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 23, 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 : 114,726: 82,559 92,517 23,842 8,306 5,178 125 975 755 595 5,316 1,599: 73 80
Old : 114,726: 82,559 92,517 23,842 8,306 5,178 125 975 755 595 5,316 1,599: 73 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,917: 153 997 1,745 330 14 0 100 0 55 506 -50: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 80.6 20.8 7.2 4.5 0.1 0.8 0.7 0.5 4.6 1.4: 0.1 0.1
Old : 100.0: 72.0 80.6 20.8 7.2 4.5 0.1 0.8 0.7 0.5 4.6 1.4: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 34 28 5 . 4 . . . . 7 .:
Old : 57: 34 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 : 39.9 53.2 60.0 74.0 35.4 49.3 55.3 65.2
Old : 39.9 53.2 60.0 74.0 35.4 49.3 55.3 65.2
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 23, 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 : 127,948: 90,962 105,417 23,360 4,290 8,336 0 1,066 1,709 759 4,280 2,770: 52 80
Old : 127,948: 90,962 105,417 23,360 4,290 8,336 0 1,066 1,709 759 4,280 2,770: 52 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,349: -1,084 885 1,591 -100 619 -7 -214 61 0 -91 169: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 82.4 18.3 3.4 6.5 0.0 0.8 1.3 0.6 3.3 2.2: 0.0 0.1
Old : 100.0: 71.1 82.4 18.3 3.4 6.5 0.0 0.8 1.3 0.6 3.3 2.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 36 28 6 . 6 0 4 4 . 7 5:
Old : 59: 36 28 6 . 6 0 4 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 : 33.2 55.8 54.4 78.1 31.4 52.0 49.2 68.5
Old : 33.2 55.8 54.4 78.1 31.4 52.0 49.2 68.5
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 23, 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 : 539,835: 295,575 357,964 53,052 4,224 101,372 16,810 16,414 30,464 19,176 6,148 23,085: 301 164
Old : 539,835: 295,575 357,964 53,052 4,224 101,372 16,810 16,414 30,464 19,176 6,148 23,085: 301 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -741: -1,429 889 4,153 -430 -1,991 502 2,523 -816 -672 -429 -481: -7 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 66.3 9.8 0.8 18.8 3.1 3.0 5.6 3.6 1.1 4.3: 0.1 0.0
Old : 100.0: 54.8 66.3 9.8 0.8 18.8 3.1 3.0 5.6 3.6 1.1 4.3: 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 : 95: 45 35 . . 5 10 8 9 18 8 18:
Old : 95: 45 35 . . 5 10 8 9 18 8 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 : 44.9 39.7 61.7 62.4 14.5 15.1 19.0 22.0
Old : 44.9 39.7 61.7 62.4 14.5 15.1 19.0 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 16,539: 8,924 14,805 1,688 95 904 820 600 65 3,818 0 0: 320 70
Old : 16,539: 8,924 14,805 1,688 95 904 820 600 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 16, 2020 :
: 50: 0 50 0 -50 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 89.5 10.2 0.6 5.5 5.0 3.6 0.4 23.1 0.0 0.0: 1.9 0.4
Old : 100.0: 54.0 89.5 10.2 0.6 5.5 5.0 3.6 0.4 23.1 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 : 64.7 80.7 83.7 96.6 64.2 71.4 77.7 82.0
Old : 64.7 80.7 83.7 96.6 64.2 71.4 77.7 82.0
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 23, 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 : 13,661: 6,132 11,875 1,965 120 1,011 125 600 55 4,068 0 0: 305 0
Old : 13,661: 6,132 11,875 1,965 120 1,011 125 600 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 16, 2020 :
: 250: 250 -50 -300 0 300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 86.9 14.4 0.9 7.4 0.9 4.4 0.4 29.8 0.0 0.0: 2.2 0.0
Old : 100.0: 44.9 86.9 14.4 0.9 7.4 0.9 4.4 0.4 29.8 0.0 0.0: 2.2 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 : 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 : 65.8 77.2 87.1 96.9 65.3 69.2 76.1 80.6
Old : 65.8 77.2 87.1 96.9 65.3 69.2 76.1 80.6
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 23, 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 : 16,156: 12,303 14,801 1,134 0 125 350 0 0 2,070 1,050 150: 24 30
Old : 16,156: 12,303 14,801 1,134 0 125 350 0 0 2,070 1,050 150: 24 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 535: 580 535 -21 0 0 0 0 0 0 0 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 91.6 7.0 0.0 0.8 2.2 0.0 0.0 12.8 6.5 0.9: 0.1 0.2
Old : 100.0: 76.2 91.6 7.0 0.0 0.8 2.2 0.0 0.0 12.8 6.5 0.9: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 10 22 4 0 . . 0 0 . . .:
Old : 33: 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 : 78.6 62.0 92.0 79.0 74.6 61.4 87.3 77.6
Old : 78.6 62.0 92.0 79.0 74.6 61.4 87.3 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 88,820: 62,187 63,863 17,602 11,686 1,440 0 4,240 0 0 0 0: 7,591 7,591
Old : 88,820: 62,187 63,863 17,602 11,686 1,440 0 4,240 0 0 0 0: 7,591 7,591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -182: -167 -767 0 600 -120 0 0 0 0 0 0: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 71.9 19.8 13.2 1.6 0.0 4.8 0.0 0.0 0.0 0.0: 8.5 8.5
Old : 100.0: 70.0 71.9 19.8 13.2 1.6 0.0 4.8 0.0 0.0 0.0 0.0: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 54.1 86.3 79.8 76.4 51.8 80.8 76.2
Old : 79.0 54.1 86.3 79.8 76.4 51.8 80.8 76.2
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 23, 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 : 74,372: 52,967 52,277 14,025 10,035 1,465 0 4,680 0 0 0 0: 5,915 5,915
Old : 74,372: 52,967 52,277 14,025 10,035 1,465 0 4,680 0 0 0 0: 5,915 5,915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -20: 0 -600 0 600 -120 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 70.3 18.9 13.5 2.0 0.0 6.3 0.0 0.0 0.0 0.0: 8.0 8.0
Old : 100.0: 71.2 70.3 18.9 13.5 2.0 0.0 6.3 0.0 0.0 0.0 0.0: 8.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 78.9 58.1 87.0 80.0 76.8 55.9 79.9 75.9
Old : 78.9 58.1 87.0 80.0 76.8 55.9 79.9 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 23, 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 : 25,895: 7,920 16,700 7,845 0 5,230 600 1,005 0 1,640 0 0: 2,660 2,960
Old : 25,895: 7,920 16,700 7,845 0 5,230 600 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 16, 2020 :
: 10: -175 185 360 0 -175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 64.5 30.3 0.0 20.2 2.3 3.9 0.0 6.3 0.0 0.0: 10.3 11.4
Old : 100.0: 30.6 64.5 30.3 0.0 20.2 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 10 . 0 . . . 0 . 0 0:
Old : 22: 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 : 65.6 49.5 81.2 80.0 43.2 47.7 52.2 58.3
Old : 65.6 49.5 81.2 80.0 43.2 47.7 52.2 58.3
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 23, 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 : 59,258: 30,987 20,880 8,954 25,526 360 11,620 4,470 3,970 0 960 0: 3,367 3,092
Old : 59,258: 30,987 20,880 8,954 25,526 360 11,620 4,470 3,970 0 960 0: 3,367 3,092
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -58: -398 -208 690 120 60 0 380 70 0 0 0: -480 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 35.2 15.1 43.1 0.6 19.6 7.5 6.7 0.0 1.6 0.0: 5.7 5.2
Old : 100.0: 52.3 35.2 15.1 43.1 0.6 19.6 7.5 6.7 0.0 1.6 0.0: 5.7 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 : 27: 17 14 . . . . . . 0 . 0:
Old : 27: 17 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 : 63.9 72.6 80.7 86.7 52.5 67.3 68.3 75.0
Old : 63.9 72.6 80.7 86.7 52.5 67.3 68.3 75.0
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 23, 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 : 39,534: 20,479 17,883 10,524 13,425 360 2,565 2,175 3,010 0 360 300: 2,296 2,021
Old : 39,534: 20,479 17,883 10,524 13,425 360 2,565 2,175 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 16, 2020 :
: 927: 177 367 690 0 60 0 500 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 45.2 26.6 34.0 0.9 6.5 5.5 7.6 0.0 0.9 0.8: 5.8 5.1
Old : 100.0: 51.8 45.2 26.6 34.0 0.9 6.5 5.5 7.6 0.0 0.9 0.8: 5.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 73.5 68.1 88.2 85.7 62.1 65.3 74.9 73.9
Old : 73.5 68.1 88.2 85.7 62.1 65.3 74.9 73.9
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 23, 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 : 33,840: 25,185 13,710 5,320 1,065 980 885 16,420 90 0 0 0: 1,380 1,575
Old : 33,840: 25,185 13,710 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 16, 2020 :
: -60: -60 -60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 40.5 15.7 3.1 2.9 2.6 48.5 0.3 0.0 0.0 0.0: 4.1 4.7
Old : 100.0: 74.4 40.5 15.7 3.1 2.9 2.6 48.5 0.3 0.0 0.0 0.0: 4.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.6 68.7 83.7 86.0 58.7 62.2 68.1 69.7
Old : 68.6 68.7 83.7 86.0 58.7 62.2 68.1 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 100,470: 61,000 32,665 890 37,225 5,465 12,825 1,550 880 0 3,205 635: 18,775 18,845
Old : 100,470: 61,000 32,665 890 37,225 5,465 12,825 1,550 880 0 3,205 635: 18,775 18,845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -160: -35 1,065 0 -1,100 0 0 0 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 32.5 0.9 37.1 5.4 12.8 1.5 0.9 0.0 3.2 0.6: 18.7 18.8
Old : 100.0: 60.7 32.5 0.9 37.1 5.4 12.8 1.5 0.9 0.0 3.2 0.6: 18.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 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 50.1 73.3 66.2 52.0 48.5 58.0 56.9
Old : 55.6 50.1 73.3 66.2 52.0 48.5 58.0 56.9
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 23, 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 : 95,415: 57,880 31,220 310 32,790 5,730 13,150 1,550 1,000 0 5,750 70: 17,275 17,305
Old : 95,415: 57,880 31,220 310 32,790 5,730 13,150 1,550 1,000 0 5,750 70: 17,275 17,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 70: 40 10 0 30 0 0 0 0 0 0 0: 30 30
: : :
: : 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 73.0 67.3 50.3 46.6 57.9 55.6
Old : 53.4 47.0 73.0 67.3 50.3 46.6 57.9 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 23, 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 : 25,194: 14,771 4,357 0 879 976 2,605 10,315 505 900 3,635 785: 4,652 3,742
Old : 25,194: 14,771 4,357 0 879 976 2,605 10,315 505 900 3,635 785: 4,652 3,742
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 360: 0 280 0 80 -252 0 0 0 300 0 0: 312 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 17.3 0.0 3.5 3.9 10.3 40.9 2.0 3.6 14.4 3.1: 18.5 14.9
Old : 100.0: 58.6 17.3 0.0 3.5 3.9 10.3 40.9 2.0 3.6 14.4 3.1: 18.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 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 : 39.0 67.9 60.8 77.5 37.6 60.7 58.2 68.8
Old : 39.0 67.9 60.8 77.5 37.6 60.7 58.2 68.8
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 23, 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 : 24,264: 13,807 4,368 55 1,594 733 2,605 9,665 505 900 2,650 1,295: 4,364 3,454
Old : 24,264: 13,807 4,368 55 1,594 733 2,605 9,665 505 900 2,650 1,295: 4,364 3,454
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 360: 0 280 55 135 -235 0 0 0 300 0 0: 240 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 18.0 0.2 6.6 3.0 10.7 39.8 2.1 3.7 10.9 5.3: 18.0 14.2
Old : 100.0: 56.9 18.0 0.2 6.6 3.0 10.7 39.8 2.1 3.7 10.9 5.3: 18.0 14.2
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: 15 9 . . . . . . . . .:
Old : 25: 15 9 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 68.6 60.8 79.3 35.7 59.9 56.8 68.9
Old : 37.2 68.6 60.8 79.3 35.7 59.9 56.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 64,040: 19,810 53,160 13,700 8,265 60 19,315 0 25 9,240 0 0: 1,890 2,530
Old : 64,040: 19,810 53,160 13,700 8,265 60 19,315 0 25 9,240 0 0: 1,890 2,530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 175: 300 300 0 0 0 0 0 0 0 0 0: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 83.0 21.4 12.9 0.1 30.2 0.0 0.0 14.4 0.0 0.0: 3.0 4.0
Old : 100.0: 30.9 83.0 21.4 12.9 0.1 30.2 0.0 0.0 14.4 0.0 0.0: 3.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.9 87.5 92.1 95.2 70.9 85.7 90.3 90.9
Old : 70.9 87.5 92.1 95.2 70.9 85.7 90.3 90.9
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 23, 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 : 63,730: 22,380 57,185 9,250 1,830 1,875 5,750 65 100 21,400 0 140: 2,835 2,535
Old : 63,730: 22,380 57,185 9,250 1,830 1,875 5,750 65 100 21,400 0 140: 2,835 2,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 805: 615 650 -665 50 15 150 -150 65 300 0 0: 325 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 89.7 14.5 2.9 2.9 9.0 0.1 0.2 33.6 0.0 0.2: 4.4 4.0
Old : 100.0: 35.1 89.7 14.5 2.9 2.9 9.0 0.1 0.2 33.6 0.0 0.2: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 10 . . . . . . . 0 .:
Old : 28: 15 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 83.9 79.2 94.7 57.0 83.5 77.0 90.7
Old : 59.3 83.9 79.2 94.7 57.0 83.5 77.0 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 53,780: 21,385 47,525 9,685 2,190 1,110 5,750 65 100 12,810 0 490: 2,450 2,300
Old : 53,780: 21,385 47,525 9,685 2,190 1,110 5,750 65 100 12,810 0 490: 2,450 2,300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 675: 600 650 -500 50 0 150 -150 65 300 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 88.4 18.0 4.1 2.1 10.7 0.1 0.2 23.8 0.0 0.9: 4.6 4.3
Old : 100.0: 39.8 88.4 18.0 4.1 2.1 10.7 0.1 0.2 23.8 0.0 0.9: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . . . . . 0 .:
Old : 28: 16 10 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 81.2 77.9 93.6 52.4 80.7 75.8 90.5
Old : 54.6 81.2 77.9 93.6 52.4 80.7 75.8 90.5
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 23, 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 16, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 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 23, 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 : 73,505: 39,790 42,185 5,365 0 2,140 2,195 19,950 1,000 15,795 1,350 1,270: 5,950 5,610
Old : 73,505: 39,790 42,185 5,365 0 2,140 2,195 19,950 1,000 15,795 1,350 1,270: 5,950 5,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 370: 230 550 -30 0 25 100 0 0 0 -150 0: 45 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 57.4 7.3 0.0 2.9 3.0 27.1 1.4 21.5 1.8 1.7: 8.1 7.6
Old : 100.0: 54.1 57.4 7.3 0.0 2.9 3.0 27.1 1.4 21.5 1.8 1.7: 8.1 7.6
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 : 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 69.8 74.6 83.8 58.5 68.1 70.5 80.6
Old : 62.4 69.8 74.6 83.8 58.5 68.1 70.5 80.6
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 23, 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 : 67,425: 39,250 36,910 4,760 0 2,350 2,070 19,950 1,000 12,090 1,350 1,270: 4,635 4,595
Old : 67,425: 39,250 36,910 4,760 0 2,350 2,070 19,950 1,000 12,090 1,350 1,270: 4,635 4,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 370: 230 350 -130 0 100 100 0 0 0 -150 0: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 54.7 7.1 0.0 3.5 3.1 29.6 1.5 17.9 2.0 1.9: 6.9 6.8
Old : 100.0: 58.2 54.7 7.1 0.0 3.5 3.1 29.6 1.5 17.9 2.0 1.9: 6.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.8 72.0 74.4 83.7 56.2 70.6 68.2 79.2
Old : 60.8 72.0 74.4 83.7 56.2 70.6 68.2 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 63,577: 36,966 19,896 0 19,955 300 17,315 0 3,015 50 14,560 2,005: 3,926 3,846
Old : 63,577: 36,966 19,896 0 19,955 300 17,315 0 3,015 50 14,560 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 16, 2020 :
: 1,550: 400 800 0 100 300 800 0 50 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 31.3 0.0 31.4 0.5 27.2 0.0 4.7 0.1 22.9 3.2: 6.2 6.0
Old : 100.0: 58.1 31.3 0.0 31.4 0.5 27.2 0.0 4.7 0.1 22.9 3.2: 6.2 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 : 28: 17 11 0 . . . 0 . . . .:
Old : 28: 17 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 : 55.3 71.5 74.7 88.7 50.6 66.4 69.9 79.1
Old : 55.3 71.5 74.7 88.7 50.6 66.4 69.9 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 52,265: 34,887 16,585 0 17,127 300 8,665 0 3,065 50 10,160 2,250: 3,048 2,778
Old : 52,265: 34,887 16,585 0 17,127 300 8,665 0 3,065 50 10,160 2,250: 3,048 2,778
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,935: 980 1,380 0 100 300 800 0 -20 0 300 -175: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 31.7 0.0 32.8 0.6 16.6 0.0 5.9 0.1 19.4 4.3: 5.8 5.3
Old : 100.0: 66.8 31.7 0.0 32.8 0.6 16.6 0.0 5.9 0.1 19.4 4.3: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 12 0 . . . 0 . . . .:
Old : 28: 17 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 66.3 75.8 89.0 43.2 61.8 61.3 71.7
Old : 53.2 66.3 75.8 89.0 43.2 61.8 61.3 71.7
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 23, 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 : 187,314: 99,142 90,544 18,958 210 5,971 7,684 20,315 5,371 1,350 15,900 2,040: 46,798 46,963
Old : 187,314: 99,142 90,544 18,958 210 5,971 7,684 20,315 5,371 1,350 15,900 2,040: 46,798 46,963
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,675: 1,550 520 960 100 -331 0 1,520 0 -150 150 125: 521 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 48.3 10.1 0.1 3.2 4.1 10.8 2.9 0.7 8.5 1.1: 25.0 25.1
Old : 100.0: 52.9 48.3 10.1 0.1 3.2 4.1 10.8 2.9 0.7 8.5 1.1: 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 : 42: 27 27 . . . . . . . 4 .:
Old : 42: 27 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 : 44.4 37.9 61.6 51.6 39.2 36.2 50.6 45.9
Old : 44.4 37.9 61.6 51.6 39.2 36.2 50.6 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 151,106: 72,995 82,644 21,830 0 3,029 6,224 10,040 5,706 1,495 9,700 2,255: 37,572 37,732
Old : 151,106: 72,995 82,644 21,830 0 3,029 6,224 10,040 5,706 1,495 9,700 2,255: 37,572 37,732
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,475: 1,845 790 830 0 -415 0 1,520 -70 -150 150 20: 415 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 54.7 14.4 0.0 2.0 4.1 6.6 3.8 1.0 6.4 1.5: 24.9 25.0
Old : 100.0: 48.3 54.7 14.4 0.0 2.0 4.1 6.6 3.8 1.0 6.4 1.5: 24.9 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 25 . 0 . . . . . . .:
Old : 40: 23 25 . 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 30.0 60.1 45.4 39.0 25.6 44.9 36.6
Old : 47.4 30.0 60.1 45.4 39.0 25.6 44.9 36.6
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 23, 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 9,995 980 1,650 900 350 0 0 0 0: 935 1,235
Old : 22,695: 9,215 18,480 9,995 980 1,650 900 350 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 16, 2020 :
: 0: 0 0 -300 0 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 81.4 44.0 4.3 7.3 4.0 1.5 0.0 0.0 0.0 0.0: 4.1 5.4
Old : 100.0: 40.6 81.4 44.0 4.3 7.3 4.0 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 : 69.0 83.3 87.8 91.8 63.1 80.2 81.9 84.7
Old : 69.0 83.3 87.8 91.8 63.1 80.2 81.9 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 23, 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 : 73,171: 31,317 40,260 15,769 5,376 10,430 2,255 0 8,845 0 3,935 0: 4,555 4,325
Old : 73,171: 31,317 40,260 15,769 5,376 10,430 2,255 0 8,845 0 3,935 0: 4,555 4,325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 15: 55 -5 -70 260 -75 270 0 -120 0 0 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 55.0 21.6 7.3 14.3 3.1 0.0 12.1 0.0 5.4 0.0: 6.2 5.9
Old : 100.0: 42.8 55.0 21.6 7.3 14.3 3.1 0.0 12.1 0.0 5.4 0.0: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 60.6 50.9 81.0 73.7 40.4 39.3 51.5 49.9
Old : 60.6 50.9 81.0 73.7 40.4 39.3 51.5 49.9
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 23, 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 : 61,754: 28,175 31,010 8,501 3,971 8,298 1,570 0 9,370 0 3,385 0: 5,840 5,720
Old : 61,754: 28,175 31,010 8,501 3,971 8,298 1,570 0 9,370 0 3,385 0: 5,840 5,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 175: 60 0 -70 410 -145 420 0 -120 0 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 50.2 13.8 6.4 13.4 2.5 0.0 15.2 0.0 5.5 0.0: 9.5 9.3
Old : 100.0: 45.6 50.2 13.8 6.4 13.4 2.5 0.0 15.2 0.0 5.5 0.0: 9.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 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 : 53.1 53.1 72.7 74.1 33.1 36.6 44.0 46.0
Old : 53.1 53.1 72.7 74.1 33.1 36.6 44.0 46.0
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 23, 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 : 42,085: 15,140 22,900 520 8,930 2,860 15,900 950 2,250 700 0 980: 3,735 3,215
Old : 42,085: 15,140 22,900 520 8,930 2,860 15,900 950 2,250 700 0 980: 3,735 3,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 610: 175 -425 200 650 50 150 300 0 0 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 54.4 1.2 21.2 6.8 37.8 2.3 5.3 1.7 0.0 2.3: 8.9 7.6
Old : 100.0: 36.0 54.4 1.2 21.2 6.8 37.8 2.3 5.3 1.7 0.0 2.3: 8.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . . 0 .:
Old : 26: 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 : 62.5 55.1 76.0 72.6 51.8 44.4 56.8 56.7
Old : 62.5 55.1 76.0 72.6 51.8 44.4 56.8 56.7
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 23, 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 : 51,385: 11,500 35,820 0 7,605 2,360 32,345 1,330 1,050 700 0 980: 2,450 2,240
Old : 51,385: 11,500 35,820 0 7,605 2,360 32,345 1,330 1,050 700 0 980: 2,450 2,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 440: 0 0 0 -450 0 0 450 0 0 0 0: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 69.7 0.0 14.8 4.6 62.9 2.6 2.0 1.4 0.0 1.9: 4.8 4.4
Old : 100.0: 22.4 69.7 0.0 14.8 4.6 62.9 2.6 2.0 1.4 0.0 1.9: 4.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.1 59.4 89.2 79.2 73.6 49.2 75.6 67.0
Old : 81.1 59.4 89.2 79.2 73.6 49.2 75.6 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, June 23, 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 : 178,415: 99,061 100,077 5,344 3,386 30,287 6,475 11,955 6,500 3,365 0 0: 27,384 26,210
Old : 178,415: 99,061 100,077 5,344 3,386 30,287 6,475 11,955 6,500 3,365 0 0: 27,384 26,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,568: 599 1,032 1,333 1,273 -696 800 420 -100 0 0 0: -368 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 56.1 3.0 1.9 17.0 3.6 6.7 3.6 1.9 0.0 0.0: 15.3 14.7
Old : 100.0: 55.5 56.1 3.0 1.9 17.0 3.6 6.7 3.6 1.9 0.0 0.0: 15.3 14.7
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 : 36: 25 26 . . . . . . . 0 0:
Old : 36: 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 : 44.1 50.3 59.8 69.2 25.8 32.1 33.8 37.9
Old : 44.1 50.3 59.8 69.2 25.8 32.1 33.8 37.9
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 23, 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 : 120,175: 71,740 59,110 4,585 14,195 14,930 1,725 7,455 9,020 2,755 0 0: 15,420 15,465
Old : 120,175: 71,740 59,110 4,585 14,195 14,930 1,725 7,455 9,020 2,755 0 0: 15,420 15,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 2,315: -500 980 1,000 50 900 800 270 -120 0 0 0: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 49.2 3.8 11.8 12.4 1.4 6.2 7.5 2.3 0.0 0.0: 12.8 12.9
Old : 100.0: 59.7 49.2 3.8 11.8 12.4 1.4 6.2 7.5 2.3 0.0 0.0: 12.8 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 22 . . . . . . . 0 0:
Old : 31: 22 22 . . . . . . . 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 : 39.7 46.0 62.7 67.7 25.7 30.8 36.2 39.5
Old : 39.7 46.0 62.7 67.7 25.7 30.8 36.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020