COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 17,494: 13,737 7,766 232 2,694 954 345 375 183 298 3,858 1,124: 621 540
Old : 17,494: 13,737 7,766 232 2,694 954 345 375 183 298 3,858 1,124: 621 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 233: 150 65 0 1,776 -75 0 20 0 96 -1,666 47: 15 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 44.4 1.3 15.4 5.5 2.0 2.1 1.0 1.7 22.1 6.4: 3.5 3.1
Old : 100.0: 78.5 44.4 1.3 15.4 5.5 2.0 2.1 1.0 1.7 22.1 6.4: 3.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 . 4 4 . . . . 4 .:
Old : 27: 12 11 . 4 4 . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 46.7 77.5 69.9 37.8 34.9 51.3 48.9
Old : 53.6 46.7 77.5 69.9 37.8 34.9 51.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 11,108: 6,271 6,517 687 737 1,622 739 0 665 255 717 732: 138 118
Old : 11,108: 6,271 6,517 687 737 1,622 739 0 665 255 717 732: 138 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,361: -1,082 -160 24 -19 -76 128 0 -173 136 -507 -162: -156 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 58.7 6.2 6.6 14.6 6.7 0.0 6.0 2.3 6.5 6.6: 1.2 1.1
Old : 100.0: 56.5 58.7 6.2 6.6 14.6 6.7 0.0 6.0 2.3 6.5 6.6: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 20 . . . . 0 . . 8 8:
Old : 39: 21 20 . . . . 0 . . 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 48.2 67.0 64.7 31.9 32.8 42.9 42.7
Old : 46.7 48.2 67.0 64.7 31.9 32.8 42.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 36,801: 24,194 30,141 4,843 1,073 1,678 677 485 164 3,630 1,420 1,600: 15 240
Old : 36,801: 24,194 30,141 4,843 1,073 1,678 677 485 164 3,630 1,420 1,600: 15 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 317: 90 345 150 -105 -73 0 0 0 25 25 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 81.9 13.2 2.9 4.6 1.8 1.3 0.4 9.9 3.9 4.3: 0.0 0.7
Old : 100.0: 65.7 81.9 13.2 2.9 4.6 1.8 1.3 0.4 9.9 3.9 4.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 17 21 . . . . . . . 4 5:
Old : 38: 17 21 . . . . . . . 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 55.3 81.2 77.0 54.5 48.5 67.7 62.6
Old : 57.5 55.3 81.2 77.0 54.5 48.5 67.7 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 31,938: 26,969 26,656 0 3,982 440 0 206 304 3,875 0 350: 0 0
Old : 31,938: 26,969 26,656 0 3,982 440 0 206 304 3,875 0 350: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -130: -5 -30 0 25 0 0 0 0 -25 -25 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 83.5 0.0 12.5 1.4 0.0 0.6 1.0 12.1 0.0 1.1: 0.0 0.0
Old : 100.0: 84.4 83.5 0.0 12.5 1.4 0.0 0.6 1.0 12.1 0.0 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 17 0 . . 0 . . 5 0 .:
Old : 28: 13 17 0 . . 0 . . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 67.3 82.6 91.0 59.8 59.7 77.3 80.3
Old : 61.2 67.3 82.6 91.0 59.8 59.7 77.3 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 140,110: 105,623 106,291 2,101 13,584 8,273 11,699 587 4,109 4,467 3,844 3,261: 577 161
Old : 140,110: 105,623 106,291 2,101 13,584 8,273 11,699 587 4,109 4,467 3,844 3,261: 577 161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,850: -2,565 -344 -293 -469 -103 382 -578 -268 -334 -118 -79: -590 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 75.9 1.5 9.7 5.9 8.3 0.4 2.9 3.2 2.7 2.3: 0.4 0.1
Old : 100.0: 75.4 75.9 1.5 9.7 5.9 8.3 0.4 2.9 3.2 2.7 2.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 32 33 . . 5 9 4 5 8 5 8:
Old : 66: 32 33 . . 5 9 4 5 8 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 33.8 62.2 56.8 34.8 27.8 44.4 42.0
Old : 46.2 33.8 62.2 56.8 34.8 27.8 44.4 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 65,042: 55,718 45,833 2,690 13,167 3,226 1,376 845 485 671 583 876: 0 27
Old : 65,042: 55,718 45,833 2,690 13,167 3,226 1,376 845 485 671 583 876: 0 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,974: -3,558 -3,675 -250 1,089 -744 468 -120 -465 -300 -900 -125: 0 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 70.5 4.1 20.2 5.0 2.1 1.3 0.7 1.0 0.9 1.3: 0.0 0.0
Old : 100.0: 85.7 70.5 4.1 20.2 5.0 2.1 1.3 0.7 1.0 0.9 1.3: 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 : 42: 23 22 . . . . 4 . 4 . .:
Old : 42: 23 22 . . . . 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 : 63.3 77.1 80.6 88.9 61.1 63.9 71.1 70.7
Old : 63.3 77.1 80.6 88.9 61.1 63.9 71.1 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 38,495: 35,534 27,815 0 6,567 2,011 0 827 0 825 1,150 125: 0 0
Old : 38,495: 35,534 27,815 0 6,567 2,011 0 827 0 825 1,150 125: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,001: -2,058 -2,900 -156 562 -337 0 -326 0 -425 25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 72.3 0.0 17.1 5.2 0.0 2.1 0.0 2.1 3.0 0.3: 0.0 0.0
Old : 100.0: 92.3 72.3 0.0 17.1 5.2 0.0 2.1 0.0 2.1 3.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 12 0 . . 0 . 0 . . .:
Old : 25: 12 12 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 81.6 93.6 93.5 71.3 66.5 77.5 77.5
Old : 76.0 81.6 93.6 93.5 71.3 66.5 77.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,336: 31,635 21,748 900 24,265 3,037 14,465 175 50 1,363 2,347 3,616: 270 98
Old : 55,336: 31,635 21,748 900 24,265 3,037 14,465 175 50 1,363 2,347 3,616: 270 98
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,897: -1,199 -1,589 -6 -12 -34 -225 -50 0 62 390 -395: -100 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 39.3 1.6 43.9 5.5 26.1 0.3 0.1 2.5 4.2 6.5: 0.5 0.2
Old : 100.0: 57.2 39.3 1.6 43.9 5.5 26.1 0.3 0.1 2.5 4.2 6.5: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 19 . . 5 4 . . . . .:
Old : 36: 18 19 . . 5 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 67.7 70.0 82.7 44.2 58.3 59.5 70.0
Old : 47.6 67.7 70.0 82.7 44.2 58.3 59.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 69,327: 39,974 24,206 0 35,708 3,530 20,650 435 70 1,940 2,791 2,506: 657 81
Old : 69,327: 39,974 24,206 0 35,708 3,530 20,650 435 70 1,940 2,791 2,506: 657 81
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,951: -799 -1,163 0 -677 -17 -317 -65 -75 -240 217 -97: -406 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 34.9 0.0 51.5 5.1 29.8 0.6 0.1 2.8 4.0 3.6: 0.9 0.1
Old : 100.0: 57.7 34.9 0.0 51.5 5.1 29.8 0.6 0.1 2.8 4.0 3.6: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 20 20 0 4 4 6 . . . . 4:
Old : 41: 20 20 0 4 4 6 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 68.1 71.8 82.8 51.8 62.6 64.6 73.4
Old : 53.1 68.1 71.8 82.8 51.8 62.6 64.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,139: 48,824 42,979 11,283 18,993 3,102 0 0 0 2,134 731 1,334: 462 0
Old : 67,139: 48,824 42,979 11,283 18,993 3,102 0 0 0 2,134 731 1,334: 462 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,675: -2,668 -2,249 -375 -676 -55 0 0 0 -256 -27 17: -338 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 64.0 16.8 28.3 4.6 0.0 0.0 0.0 3.2 1.1 2.0: 0.7 0.0
Old : 100.0: 72.7 64.0 16.8 28.3 4.6 0.0 0.0 0.0 3.2 1.1 2.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 24 4 . . 0 0 0 . . .:
Old : 38: 24 24 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 : 43.6 61.9 65.1 85.7 40.2 61.9 61.2 79.8
Old : 43.6 61.9 65.1 85.7 40.2 61.9 61.2 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 84,608: 59,627 47,812 19,491 32,952 953 225 75 20 1,809 770 2,021: 462 5
Old : 84,608: 59,627 47,812 19,491 32,952 953 225 75 20 1,809 770 2,021: 462 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,711: -3,120 -2,651 -494 -1,096 -156 50 -25 -50 -386 -63 25: -580 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 56.5 23.0 38.9 1.1 0.3 0.1 0.0 2.1 0.9 2.4: 0.5 0.0
Old : 100.0: 70.5 56.5 23.0 38.9 1.1 0.3 0.1 0.0 2.1 0.9 2.4: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 24 4 . . . . . . . .:
Old : 42: 25 24 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 65.6 63.3 84.0 42.2 65.6 62.2 78.8
Old : 43.1 65.6 63.3 84.0 42.2 65.6 62.2 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,216: 26,869 37,576 10,359 0 3,174 0 0 0 230 0 175: 409 291
Old : 41,216: 26,869 37,576 10,359 0 3,174 0 0 0 230 0 175: 409 291
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,509: -1,059 -1,459 -350 0 -10 0 0 0 -50 0 -25: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 91.2 25.1 0.0 7.7 0.0 0.0 0.0 0.6 0.0 0.4: 1.0 0.7
Old : 100.0: 65.2 91.2 25.1 0.0 7.7 0.0 0.0 0.0 0.6 0.0 0.4: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 . 0 . 0 0 0 . 0 .:
Old : 24: 17 13 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 81.9 84.6 95.2 58.7 76.8 71.8 78.5
Old : 68.6 81.9 84.6 95.2 58.7 76.8 71.8 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 25,643: 23,898 14,637 0 9,107 973 0 600 0 360 326 0: 412 0
Old : 25,643: 23,898 14,637 0 9,107 973 0 600 0 360 326 0: 412 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,333: -1,256 -1,039 0 43 -44 0 0 0 0 -275 0: -33 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 57.1 0.0 35.5 3.8 0.0 2.3 0.0 1.4 1.3 0.0: 1.6 0.0
Old : 100.0: 93.2 57.1 0.0 35.5 3.8 0.0 2.3 0.0 1.4 1.3 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 16 0 . . 0 . 0 . . 0:
Old : 26: 19 16 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 66.7 77.2 84.7 45.3 55.8 59.0 65.2
Old : 59.3 66.7 77.2 84.7 45.3 55.8 59.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 23,683: 14,620 21,341 4,725 0 1,865 0 0 0 2,075 177 300: 98 0
Old : 23,683: 14,620 21,341 4,725 0 1,865 0 0 0 2,075 177 300: 98 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -501: -75 -756 -695 0 300 0 0 0 -25 -45 0: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.7 1.3: 0.4 0.0
Old : 100.0: 61.7 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.7 1.3: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 77.4 84.7 94.5 53.2 70.6 69.2 73.4
Old : 57.5 77.4 84.7 94.5 53.2 70.6 69.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 84,651: 62,171 61,330 210 7,834 8,829 6,155 772 329 3,981 2,546 2,536: 439 474
Old : 84,651: 62,171 61,330 210 7,834 8,829 6,155 772 329 3,981 2,546 2,536: 439 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,744: -2,521 -1,895 -85 -814 -137 225 -121 106 -85 399 -146: -101 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 72.5 0.2 9.3 10.4 7.3 0.9 0.4 4.7 3.0 3.0: 0.5 0.6
Old : 100.0: 73.4 72.5 0.2 9.3 10.4 7.3 0.9 0.4 4.7 3.0 3.0: 0.5 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 : 66: 35 35 . . . 5 . . 9 4 7:
Old : 66: 35 35 . . . 5 . . 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 : 34.0 40.8 57.2 65.9 21.1 25.4 31.7 32.9
Old : 34.0 40.8 57.2 65.9 21.1 25.4 31.7 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,228: 11,142 15,707 3,941 0 396 725 0 0 0 125 0: 24 0
Old : 16,228: 11,142 15,707 3,941 0 396 725 0 0 0 125 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 100: 188 125 -63 0 0 -25 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 96.8 24.3 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 68.7 96.8 24.3 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 14 . 0 . . 0 0 0 . 0:
Old : 20: 6 14 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 59.8 96.7 83.9 48.2 53.3 64.5 66.3
Old : 66.7 59.8 96.7 83.9 48.2 53.3 64.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,268: 11,182 15,747 3,941 0 396 725 0 0 0 125 0: 24 0
Old : 16,268: 11,182 15,747 3,941 0 396 725 0 0 0 125 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 100: 188 125 -63 0 0 -25 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 96.8 24.2 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Old : 100.0: 68.7 96.8 24.2 0.0 2.4 4.5 0.0 0.0 0.0 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 7 14 . 0 . . 0 0 0 . 0:
Old : 21: 7 14 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 59.6 96.5 83.6 48.2 53.2 64.4 66.4
Old : 66.6 59.6 96.5 83.6 48.2 53.2 64.4 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 49,613: 42,333 35,872 0 5,026 3,582 0 600 0 1,070 1,825 2,310: 318 398
Old : 49,613: 42,333 35,872 0 5,026 3,582 0 600 0 1,070 1,825 2,310: 318 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,030: -873 -3,270 0 -385 -120 0 0 0 -3,050 -275 2,025: -12 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 72.3 0.0 10.1 7.2 0.0 1.2 0.0 2.2 3.7 4.7: 0.6 0.8
Old : 100.0: 85.3 72.3 0.0 10.1 7.2 0.0 1.2 0.0 2.2 3.7 4.7: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 17 0 . . 0 . 0 . . 4:
Old : 32: 18 17 0 . . 0 . 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 47.1 70.9 73.4 45.6 32.9 54.0 46.4
Old : 49.2 47.1 70.9 73.4 45.6 32.9 54.0 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 45,985: 34,557 40,710 6,052 0 4,704 0 0 0 390 100 150: 132 321
Old : 45,985: 34,557 40,710 6,052 0 4,704 0 0 0 390 100 150: 132 321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,608: -953 -1,353 -255 0 -215 0 0 0 -150 0 -25: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 88.5 13.2 0.0 10.2 0.0 0.0 0.0 0.8 0.2 0.3: 0.3 0.7
Old : 100.0: 75.1 88.5 13.2 0.0 10.2 0.0 0.0 0.0 0.8 0.2 0.3: 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 : 54.6 76.8 75.1 92.1 42.3 63.5 56.1 66.1
Old : 54.6 76.8 75.1 92.1 42.3 63.5 56.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 40,777: 35,187 28,184 0 7,426 3,927 435 850 0 180 100 250: 798 40
Old : 40,777: 35,187 28,184 0 7,426 3,927 435 850 0 180 100 250: 798 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,577: -1,281 -1,434 0 366 -366 315 -25 0 -95 -100 0: -150 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 69.1 0.0 18.2 9.6 1.1 2.1 0.0 0.4 0.2 0.6: 2.0 0.1
Old : 100.0: 86.3 69.1 0.0 18.2 9.6 1.1 2.1 0.0 0.4 0.2 0.6: 2.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 21 0 . . . . 0 . . .:
Old : 30: 20 21 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 64.8 78.2 85.0 40.6 52.3 53.1 58.6
Old : 52.9 64.8 78.2 85.0 40.6 52.3 53.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,411: 48,666 59,104 8,495 220 2,505 0 0 0 1,723 250 92: 930 240
Old : 62,411: 48,666 59,104 8,495 220 2,505 0 0 0 1,723 250 92: 930 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,229: -1,869 -3,501 -1,384 -10 300 0 0 0 -2 0 -18: -256 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 94.7 13.6 0.4 4.0 0.0 0.0 0.0 2.8 0.4 0.1: 1.5 0.4
Old : 100.0: 78.0 94.7 13.6 0.4 4.0 0.0 0.0 0.0 2.8 0.4 0.1: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 10 4 . 4 0 0 0 . . .:
Old : 29: 16 10 4 . 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 90.1 79.2 96.4 57.4 85.7 75.6 88.8
Old : 58.4 90.1 79.2 96.4 57.4 85.7 75.6 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 67,079: 56,514 60,609 4,430 2,545 3,115 0 325 0 2,460 200 75: 485 210
Old : 67,079: 56,514 60,609 4,430 2,545 3,115 0 325 0 2,460 200 75: 485 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,367: -2,855 -4,176 -645 790 -625 0 -350 0 -131 0 0: -111 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 90.4 6.6 3.8 4.6 0.0 0.5 0.0 3.7 0.3 0.1: 0.7 0.3
Old : 100.0: 84.2 90.4 6.6 3.8 4.6 0.0 0.5 0.0 3.7 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 : 53.5 86.4 75.6 96.1 53.5 81.8 74.4 89.2
Old : 53.5 86.4 75.6 96.1 53.5 81.8 74.4 89.2
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, August 11, 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 : 82,961: 67,462 74,689 8,918 4,148 1,303 0 528 25 2,659 0 2,198: 396 70
Old : 82,961: 67,462 74,689 8,918 4,148 1,303 0 528 25 2,659 0 2,198: 396 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,797: -3,684 -2,191 150 -674 -105 0 5 -5 694 0 175: -22 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 90.0 10.7 5.0 1.6 0.0 0.6 0.0 3.2 0.0 2.6: 0.5 0.1
Old : 100.0: 81.3 90.0 10.7 5.0 1.6 0.0 0.6 0.0 3.2 0.0 2.6: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 20 5 . . 0 . . . 0 .:
Old : 39: 21 20 5 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 57.5 71.4 84.4 54.5 54.8 69.2 78.3
Old : 55.7 57.5 71.4 84.4 54.5 54.8 69.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 101,472: 83,340 88,762 10,113 3,754 2,582 510 1,216 125 1,002 1,574 3,451: 349 8
Old : 101,472: 83,340 88,762 10,113 3,754 2,582 510 1,216 125 1,002 1,574 3,451: 349 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,474: -3,102 -2,803 91 -681 -366 -142 -150 0 -311 159 367: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 87.5 10.0 3.7 2.5 0.5 1.2 0.1 1.0 1.6 3.4: 0.3 0.0
Old : 100.0: 82.1 87.5 10.0 3.7 2.5 0.5 1.2 0.1 1.0 1.6 3.4: 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 : 52: 23 25 5 . 4 . 6 . . 5 5:
Old : 52: 23 25 5 . 4 . 6 . . 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 : 51.4 50.9 69.7 77.9 49.7 50.2 65.4 72.5
Old : 51.4 50.9 69.7 77.9 49.7 50.2 65.4 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 60,217: 40,266 54,951 19,744 1,155 207 0 2,679 0 0 1,225 0: 0 0
Old : 60,217: 40,266 54,951 19,744 1,155 207 0 2,679 0 0 1,225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,216: -2,986 -3,240 -1,005 -215 0 0 -136 0 -200 -600 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 91.3 32.8 1.9 0.3 0.0 4.4 0.0 0.0 2.0 0.0: 0.0 0.0
Old : 100.0: 66.9 91.3 32.8 1.9 0.3 0.0 4.4 0.0 0.0 2.0 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 : 26: 12 13 . . . 0 . 0 0 . 0:
Old : 26: 12 13 . . . 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 : 80.3 90.7 96.8 95.9 79.2 87.5 92.1 91.3
Old : 80.3 90.7 96.8 95.9 79.2 87.5 92.1 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,490: 36,695 54,315 17,220 0 525 0 150 0 1,050 500 0: 0 0
Old : 55,490: 36,695 54,315 17,220 0 525 0 150 0 1,050 500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,400: -1,995 -2,175 -405 0 0 0 0 0 0 -225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 97.9 31.0 0.0 0.9 0.0 0.3 0.0 1.9 0.9 0.0: 0.0 0.0
Old : 100.0: 66.1 97.9 31.0 0.0 0.9 0.0 0.3 0.0 1.9 0.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 7 . 0 . 0 . 0 . . 0:
Old : 20: 9 7 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.9 96.3 96.0 99.4 84.9 91.7 92.9 93.6
Old : 84.9 96.3 96.0 99.4 84.9 91.7 92.9 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 57,110: 37,504 50,889 13,505 127 3,501 650 35 0 1,119 1,810 677: 154 71
Old : 57,110: 37,504 50,889 13,505 127 3,501 650 35 0 1,119 1,810 677: 154 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,917: -774 -1,895 -1,012 0 -5 -100 0 0 89 125 -115: 0 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 89.1 23.6 0.2 6.1 1.1 0.1 0.0 2.0 3.2 1.2: 0.3 0.1
Old : 100.0: 65.7 89.1 23.6 0.2 6.1 1.1 0.1 0.0 2.0 3.2 1.2: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 19 5 . . . . 0 . . .:
Old : 35: 18 19 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 79.5 72.3 89.3 45.3 74.0 65.2 79.6
Old : 49.5 79.5 72.3 89.3 45.3 74.0 65.2 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 64,886: 49,624 55,041 8,838 601 2,964 1,232 3,040 235 1,303 2,180 473: 217 352
Old : 64,886: 49,624 55,041 8,838 601 2,964 1,232 3,040 235 1,303 2,180 473: 217 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,159: -1,069 -2,063 -497 306 -179 -225 -125 0 -63 145 -128: 2 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 84.8 13.6 0.9 4.6 1.9 4.7 0.4 2.0 3.4 0.7: 0.3 0.5
Old : 100.0: 76.5 84.8 13.6 0.9 4.6 1.9 4.7 0.4 2.0 3.4 0.7: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 19 . . . 5 . 4 . . .:
Old : 37: 20 19 . . . 5 . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 74.0 76.2 87.6 53.7 68.0 71.4 78.1
Old : 55.1 74.0 76.2 87.6 53.7 68.0 71.4 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,370: 11,246 21,554 12,381 0 436 0 1,265 0 0 780 0: 307 335
Old : 24,370: 11,246 21,554 12,381 0 436 0 1,265 0 0 780 0: 307 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,135: -373 -2,140 -539 0 0 0 380 0 0 780 0: -223 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 88.4 50.8 0.0 1.8 0.0 5.2 0.0 0.0 3.2 0.0: 1.3 1.4
Old : 100.0: 46.1 88.4 50.8 0.0 1.8 0.0 5.2 0.0 0.0 3.2 0.0: 1.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 5 0 . 0 . 0 0 . 0:
Old : 23: 12 12 5 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 74.7 89.2 92.4 70.9 70.6 86.3 88.3
Old : 72.5 74.7 89.2 92.4 70.9 70.6 86.3 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 23,986: 11,375 23,031 11,729 0 545 0 225 0 0 0 0: 337 185
Old : 23,986: 11,375 23,031 11,729 0 545 0 225 0 0 0 0: 337 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,170: -355 -930 -534 0 0 0 0 0 0 0 0: -281 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 96.0 48.9 0.0 2.3 0.0 0.9 0.0 0.0 0.0 0.0: 1.4 0.8
Old : 100.0: 47.4 96.0 48.9 0.0 2.3 0.0 0.9 0.0 0.0 0.0 0.0: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 5 0 . 0 . 0 0 0 0:
Old : 22: 13 12 5 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 87.1 88.1 96.5 70.1 81.0 83.9 89.2
Old : 71.1 87.1 88.1 96.5 70.1 81.0 83.9 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,481: 22,858 20,060 2,810 4,931 833 0 364 330 1,299 1,017 255: 96 691
Old : 28,481: 22,858 20,060 2,810 4,931 833 0 364 330 1,299 1,017 255: 96 691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,781: -1,163 -1,265 -145 -69 -55 0 -160 -45 -161 -180 0: -212 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 70.4 9.9 17.3 2.9 0.0 1.3 1.2 4.6 3.6 0.9: 0.3 2.4
Old : 100.0: 80.3 70.4 9.9 17.3 2.9 0.0 1.3 1.2 4.6 3.6 0.9: 0.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 14 . . . 0 . . . . .:
Old : 28: 14 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 58.0 86.8 77.6 63.9 55.9 78.5 74.3
Old : 71.2 58.0 86.8 77.6 63.9 55.9 78.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 16,890: 13,307 13,233 1,418 849 425 0 835 0 410 931 172: 1,158 445
Old : 16,890: 13,307 13,233 1,418 849 425 0 835 0 410 931 172: 1,158 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,721: -1,633 -606 -45 -283 -10 0 -135 0 -275 -25 -25: 267 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 78.3 8.4 5.0 2.5 0.0 4.9 0.0 2.4 5.5 1.0: 6.9 2.6
Old : 100.0: 78.8 78.3 8.4 5.0 2.5 0.0 4.9 0.0 2.4 5.5 1.0: 6.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . . . 0 . 0 . . .:
Old : 21: 10 8 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 69.8 89.2 85.5 76.9 66.0 85.0 79.2
Old : 76.9 69.8 89.2 85.5 76.9 66.0 85.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 56,817: 42,723 27,993 7,172 21,411 318 2,566 5,006 284 2,633 745 999: 122 61
Old : 56,817: 42,723 27,993 7,172 21,411 318 2,566 5,006 284 2,633 745 999: 122 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,281: -2,456 -1,439 -177 -834 -173 -85 -735 0 -27 86 -86: -277 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 49.3 12.6 37.7 0.6 4.5 8.8 0.5 4.6 1.3 1.8: 0.2 0.1
Old : 100.0: 75.2 49.3 12.6 37.7 0.6 4.5 8.8 0.5 4.6 1.3 1.8: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 19 4 . 4 . . . . . .:
Old : 41: 25 19 4 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 74.2 70.6 86.9 50.8 64.0 64.9 74.4
Old : 54.4 74.2 70.6 86.9 50.8 64.0 64.9 74.4
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 35,316: 30,093 13,310 2,196 17,752 1,038 755 1,329 60 571 1,353 431: 172 43
Old : 35,316: 30,093 13,310 2,196 17,752 1,038 755 1,329 60 571 1,353 431: 172 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,972: -1,525 -912 -115 -818 -67 0 -84 0 -20 11 -25: -220 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 37.7 6.2 50.3 2.9 2.1 3.8 0.2 1.6 3.8 1.2: 0.5 0.1
Old : 100.0: 85.2 37.7 6.2 50.3 2.9 2.1 3.8 0.2 1.6 3.8 1.2: 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 : 35: 21 15 4 . . . . . . . .:
Old : 35: 21 15 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 : 63.5 68.9 79.5 83.3 55.0 65.7 65.1 73.2
Old : 63.5 68.9 79.5 83.3 55.0 65.7 65.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,851: 9,160 16,866 6,966 0 650 350 160 0 525 50 125: 75 0
Old : 17,851: 9,160 16,866 6,966 0 650 350 160 0 525 50 125: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 30: -50 25 0 0 5 50 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 94.5 39.0 0.0 3.6 2.0 0.9 0.0 2.9 0.3 0.7: 0.4 0.0
Old : 100.0: 51.3 94.5 39.0 0.0 3.6 2.0 0.9 0.0 2.9 0.3 0.7: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 15 . 0 . . . 0 . . .:
Old : 33: 17 15 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 81.7 81.0 91.5 60.7 75.4 74.8 83.3
Old : 64.5 81.7 81.0 91.5 60.7 75.4 74.8 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW for about 368 Hours) :
: : Positions :
All : 22,405: 10,391 21,245 10,314 0 1,110 0 0 0 525 50 0: 65 0
Old : 22,405: 10,391 21,245 10,314 0 1,110 0 0 0 525 50 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 94.8 46.0 0.0 5.0 0.0 0.0 0.0 2.3 0.2 0.0: 0.3 0.0
Old : 100.0: 46.4 94.8 46.0 0.0 5.0 0.0 0.0 0.0 2.3 0.2 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . 0 . 0 0 0 . . 0:
Old : 20: 10 9 . 0 . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 96.3 95.0 99.3 69.4 91.5 89.6 93.0
Old : 74.3 96.3 95.0 99.3 69.4 91.5 89.6 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 11,403: 6,461 7,705 2,314 1,900 1,068 115 0 0 245 100 470: 730 160
Old : 11,403: 6,461 7,705 2,314 1,900 1,068 115 0 0 245 100 470: 730 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -745: -465 -395 -140 0 0 -25 0 0 5 0 -30: -90 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 67.6 20.3 16.7 9.4 1.0 0.0 0.0 2.1 0.9 4.1: 6.4 1.4
Old : 100.0: 56.7 67.6 20.3 16.7 9.4 1.0 0.0 0.0 2.1 0.9 4.1: 6.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . . 0 0 . . .:
Old : 22: 12 10 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 63.0 79.5 85.5 44.1 58.0 64.9 72.0
Old : 55.5 63.0 79.5 85.5 44.1 58.0 64.9 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 10,383: 5,598 6,645 2,241 1,900 1,083 115 0 0 165 100 495: 686 160
Old : 10,383: 5,598 6,645 2,241 1,900 1,083 115 0 0 165 100 495: 686 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -740: -455 -420 -151 0 0 -25 0 0 -45 0 0: -64 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 64.0 21.6 18.3 10.4 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.5
Old : 100.0: 53.9 64.0 21.6 18.3 10.4 1.1 0.0 0.0 1.6 1.0 4.8: 6.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 9 . . . . 0 0 . . .:
Old : 22: 10 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 64.3 80.7 87.0 47.6 58.5 63.9 72.8
Old : 60.4 64.3 80.7 87.0 47.6 58.5 63.9 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,204: 18,650 28,869 12,085 0 270 150 0 0 855 3,035 2,030: 164 0
Old : 34,204: 18,650 28,869 12,085 0 270 150 0 0 855 3,035 2,030: 164 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,321: -1,645 -2,001 -240 0 -25 -50 0 0 -95 -155 -5: -261 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 84.4 35.3 0.0 0.8 0.4 0.0 0.0 2.5 8.9 5.9: 0.5 0.0
Old : 100.0: 54.5 84.4 35.3 0.0 0.8 0.4 0.0 0.0 2.5 8.9 5.9: 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 : 31: 17 12 . 0 . . 0 0 . . .:
Old : 31: 17 12 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 63.8 85.0 89.5 67.6 57.1 75.9 77.1
Old : 70.1 63.8 85.0 89.5 67.6 57.1 75.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,420: 19,376 29,155 11,485 0 365 150 0 0 880 2,900 2,000: 164 0
Old : 34,420: 19,376 29,155 11,485 0 365 150 0 0 880 2,900 2,000: 164 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,350: -1,619 -2,090 115 0 -35 -50 0 0 -95 -115 -5: -661 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 84.7 33.4 0.0 1.1 0.4 0.0 0.0 2.6 8.4 5.8: 0.5 0.0
Old : 100.0: 56.3 84.7 33.4 0.0 1.1 0.4 0.0 0.0 2.6 8.4 5.8: 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 : 31: 17 13 . 0 . . 0 0 . . .:
Old : 31: 17 13 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 65.0 82.7 90.4 65.2 57.6 73.5 77.4
Old : 67.8 65.0 82.7 90.4 65.2 57.6 73.5 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 110,072: 77,171 91,231 21,952 3,214 7,681 165 1,548 745 975 4,254 1,319: 64 80
Old : 110,072: 77,171 91,231 21,952 3,214 7,681 165 1,548 745 975 4,254 1,319: 64 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -8,714: -6,942 -4,525 -264 -892 -566 15 -131 -15 -230 -409 -111: -601 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 82.9 19.9 2.9 7.0 0.1 1.4 0.7 0.9 3.9 1.2: 0.1 0.1
Old : 100.0: 70.1 82.9 19.9 2.9 7.0 0.1 1.4 0.7 0.9 3.9 1.2: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 32 29 5 . . . . . 4 6 5:
Old : 57: 32 29 5 . . . . . 4 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 54.6 62.3 73.9 38.8 50.5 56.6 63.4
Old : 42.6 54.6 62.3 73.9 38.8 50.5 56.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 120,591: 82,629 102,218 23,245 0 8,833 95 1,171 2,277 1,097 3,649 2,346: 69 97
Old : 120,591: 82,629 102,218 23,245 0 8,833 95 1,171 2,277 1,097 3,649 2,346: 69 97
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -10,431: -8,404 -7,236 -227 0 -881 19 -363 -96 -302 -366 -209: -331 -1,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 84.8 19.3 0.0 7.3 0.1 1.0 1.9 0.9 3.0 1.9: 0.1 0.1
Old : 100.0: 68.5 84.8 19.3 0.0 7.3 0.1 1.0 1.9 0.9 3.0 1.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 35 28 6 0 4 . . 4 5 7 5:
Old : 59: 35 28 6 0 4 . . 4 5 7 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 56.4 56.1 74.7 31.3 52.8 48.0 67.1
Old : 34.7 56.4 56.1 74.7 31.3 52.8 48.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 539,349: 304,910 372,511 45,732 3,766 90,387 17,856 9,594 34,667 22,328 5,138 22,944: 525 341
Old : 539,349: 304,910 372,511 45,732 3,766 90,387 17,856 9,594 34,667 22,328 5,138 22,944: 525 341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,380: 2,580 -1,264 -6,179 -464 414 449 -752 534 -2,197 -232 897: -878 -3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 69.1 8.5 0.7 16.8 3.3 1.8 6.4 4.1 1.0 4.3: 0.1 0.1
Old : 100.0: 56.5 69.1 8.5 0.7 16.8 3.3 1.8 6.4 4.1 1.0 4.3: 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 : 93: 41 39 . . 5 11 7 11 16 7 19:
Old : 93: 41 39 . . 5 11 7 11 16 7 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 37.8 60.5 58.7 12.8 16.4 17.3 21.5
Old : 42.1 37.8 60.5 58.7 12.8 16.4 17.3 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,058: 9,354 14,175 1,364 141 977 810 149 516 2,887 0 50: 100 50
Old : 16,058: 9,354 14,175 1,364 141 977 810 149 516 2,887 0 50: 100 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,010: -260 -255 282 35 -320 -151 149 -149 -270 0 0: -142 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 88.3 8.5 0.9 6.1 5.0 0.9 3.2 18.0 0.0 0.3: 0.6 0.3
Old : 100.0: 58.3 88.3 8.5 0.9 6.1 5.0 0.9 3.2 18.0 0.0 0.3: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 9 . . . . . . . 0 .:
Old : 26: 13 9 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 77.9 78.8 94.1 57.4 67.4 72.5 77.8
Old : 59.7 77.9 78.8 94.1 57.4 67.4 72.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,746: 6,717 10,945 1,566 145 991 100 450 215 3,057 0 0: 100 0
Old : 12,746: 6,717 10,945 1,566 145 991 100 450 215 3,057 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -890: -195 -280 92 0 -150 -40 150 -150 -357 0 0: -90 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 85.9 12.3 1.1 7.8 0.8 3.5 1.7 24.0 0.0 0.0: 0.8 0.0
Old : 100.0: 52.7 85.9 12.3 1.1 7.8 0.8 3.5 1.7 24.0 0.0 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 9 . . . . . . . 0 0:
Old : 25: 13 9 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 73.9 84.8 94.2 58.4 63.0 72.3 76.3
Old : 60.2 73.9 84.8 94.2 58.4 63.0 72.3 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 13,260: 11,965 9,845 0 125 265 110 220 0 0 1,675 225: 695 905
Old : 13,260: 11,965 9,845 0 125 265 110 220 0 0 1,675 225: 695 905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -15: 1,280 -300 -1,045 125 265 -90 -215 -145 -160 115 -285: 165 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 74.2 0.0 0.9 2.0 0.8 1.7 0.0 0.0 12.6 1.7: 5.2 6.8
Old : 100.0: 90.2 74.2 0.0 0.9 2.0 0.8 1.7 0.0 0.0 12.6 1.7: 5.2 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: 14 17 0 . . . . 0 0 4 .:
Old : 29: 14 17 0 . . . . 0 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 52.2 82.2 68.4 68.4 48.5 78.7 63.7
Old : 69.6 52.2 82.2 68.4 68.4 48.5 78.7 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 10,703: 8,448 9,754 816 107 24 350 0 0 860 572 205: 0 41
Old : 10,703: 8,448 9,754 816 107 24 350 0 0 860 572 205: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -5,115: -4,199 -4,565 -41 56 -140 0 0 0 -685 -425 -50: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 91.1 7.6 1.0 0.2 3.3 0.0 0.0 8.0 5.3 1.9: 0.0 0.4
Old : 100.0: 78.9 91.1 7.6 1.0 0.2 3.3 0.0 0.0 8.0 5.3 1.9: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 13 20 . . . . 0 0 . . .:
Old : 34: 13 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 59.2 89.3 75.4 69.9 57.5 82.3 73.0
Old : 74.8 59.2 89.3 75.4 69.9 57.5 82.3 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 85,802: 60,970 62,681 15,832 10,691 1,740 0 3,430 0 0 0 0: 7,260 7,260
Old : 85,802: 60,970 62,681 15,832 10,691 1,740 0 3,430 0 0 0 0: 7,260 7,260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,371: -3,732 -3,181 -739 -665 300 0 -625 0 0 0 0: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 73.1 18.5 12.5 2.0 0.0 4.0 0.0 0.0 0.0 0.0: 8.5 8.5
Old : 100.0: 71.1 73.1 18.5 12.5 2.0 0.0 4.0 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: 15 19 . . . 0 . 0 0 0 0:
Old : 28: 15 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 : 76.2 54.9 85.8 79.1 74.4 52.5 81.0 74.2
Old : 76.2 54.9 85.8 79.1 74.4 52.5 81.0 74.2
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,753: 51,970 52,008 12,428 8,540 2,365 0 3,850 0 0 0 0: 5,990 5,990
Old : 72,753: 51,970 52,008 12,428 8,540 2,365 0 3,850 0 0 0 0: 5,990 5,990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,346: -2,670 -1,316 -521 -1,145 900 0 -730 0 0 0 0: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 71.5 17.1 11.7 3.3 0.0 5.3 0.0 0.0 0.0 0.0: 8.2 8.2
Old : 100.0: 71.4 71.5 17.1 11.7 3.3 0.0 5.3 0.0 0.0 0.0 0.0: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . 0 . 0 0 0 0:
Old : 27: 17 18 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 57.1 86.5 79.3 74.1 53.6 79.4 73.9
Old : 75.2 57.1 86.5 79.3 74.1 53.6 79.4 73.9
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,680: 6,225 15,725 9,445 0 4,425 300 975 0 1,010 0 0: 3,275 3,555
Old : 24,680: 6,225 15,725 9,445 0 4,425 300 975 0 1,010 0 0: 3,275 3,555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,250: -555 -915 -195 0 0 -50 -15 0 -140 0 0: -310 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 63.7 38.3 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0: 13.3 14.4
Old : 100.0: 25.2 63.7 38.3 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0: 13.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 11 . 0 . . . 0 . 0 0:
Old : 21: 10 11 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 48.1 80.4 74.6 44.6 46.0 51.9 55.1
Old : 68.0 48.1 80.4 74.6 44.6 46.0 51.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 59,182: 34,038 21,855 5,878 23,041 480 11,620 5,945 3,750 0 960 0: 3,416 3,151
Old : 59,182: 34,038 21,855 5,878 23,041 480 11,620 5,945 3,750 0 960 0: 3,416 3,151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,843: -647 -705 -793 -1,045 -300 0 305 5 0 0 0: -108 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 36.9 9.9 38.9 0.8 19.6 10.0 6.3 0.0 1.6 0.0: 5.8 5.3
Old : 100.0: 57.5 36.9 9.9 38.9 0.8 19.6 10.0 6.3 0.0 1.6 0.0: 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 : 26: 17 16 . . . . . . 0 . 0:
Old : 26: 17 16 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 70.8 79.5 84.0 46.4 64.9 63.5 71.6
Old : 59.1 70.8 79.5 84.0 46.4 64.9 63.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 39,481: 22,447 17,200 8,953 12,685 360 2,215 3,635 3,015 0 360 300: 2,191 1,926
Old : 39,481: 22,447 17,200 8,953 12,685 360 2,215 3,635 3,015 0 360 300: 2,191 1,926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,793: -650 -1,013 -508 -505 -300 -150 205 0 0 0 0: -185 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 43.6 22.7 32.1 0.9 5.6 9.2 7.6 0.0 0.9 0.8: 5.5 4.9
Old : 100.0: 56.9 43.6 22.7 32.1 0.9 5.6 9.2 7.6 0.0 0.9 0.8: 5.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 66.8 68.6 86.7 84.9 55.5 64.9 68.6 70.2
Old : 66.8 68.6 86.7 84.9 55.5 64.9 68.6 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,806: 13,010 12,816 4,780 1,999 555 0 3,155 1,800 0 0 0: 1,661 1,481
Old : 21,806: 13,010 12,816 4,780 1,999 555 0 3,155 1,800 0 0 0: 1,661 1,481
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -720: -250 18 -390 -473 0 0 -185 0 0 0 0: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 58.8 21.9 9.2 2.5 0.0 14.5 8.3 0.0 0.0 0.0: 7.6 6.8
Old : 100.0: 59.7 58.8 21.9 9.2 2.5 0.0 14.5 8.3 0.0 0.0 0.0: 7.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . 0 . . 0 0 0:
Old : 21: 15 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8
Old : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 93,334: 58,589 31,629 0 35,255 3,740 10,875 1,350 1,315 0 1,215 1,255: 17,560 17,575
Old : 93,334: 58,589 31,629 0 35,255 3,740 10,875 1,350 1,315 0 1,215 1,255: 17,560 17,575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,946: -1,606 -1,596 0 -1,175 -485 -1,505 -100 150 0 -210 70: -570 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 33.9 0.0 37.8 4.0 11.7 1.4 1.4 0.0 1.3 1.3: 18.8 18.8
Old : 100.0: 62.8 33.9 0.0 37.8 4.0 11.7 1.4 1.4 0.0 1.3 1.3: 18.8 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 : 28: 18 19 0 . . . . . 0 . .:
Old : 28: 18 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 49.5 71.1 65.0 51.2 47.4 58.1 54.2
Old : 55.2 49.5 71.1 65.0 51.2 47.4 58.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,634: 56,194 31,139 0 32,050 3,760 12,000 1,350 1,205 0 3,610 525: 15,950 15,995
Old : 89,634: 56,194 31,139 0 32,050 3,760 12,000 1,350 1,205 0 3,610 525: 15,950 15,995
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,411: -1,406 -1,636 0 -645 -370 -1,335 -100 150 0 -335 0: -450 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 34.7 0.0 35.8 4.2 13.4 1.5 1.3 0.0 4.0 0.6: 17.8 17.8
Old : 100.0: 62.7 34.7 0.0 35.8 4.2 13.4 1.5 1.3 0.0 4.0 0.6: 17.8 17.8
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 19 0 . . . . . 0 . .:
Old : 29: 17 19 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 46.7 72.1 66.4 49.0 43.1 56.7 53.7
Old : 52.3 46.7 72.1 66.4 49.0 43.1 56.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,837: 13,371 3,899 0 1,042 727 2,105 7,895 505 850 3,920 455: 3,824 3,394
Old : 21,837: 13,371 3,899 0 1,042 727 2,105 7,895 505 850 3,920 455: 3,824 3,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,716: -700 -254 0 44 -39 -250 -1,195 0 -25 -5 -35: -667 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 17.9 0.0 4.8 3.3 9.6 36.2 2.3 3.9 18.0 2.1: 17.5 15.5
Old : 100.0: 61.2 17.9 0.0 4.8 3.3 9.6 36.2 2.3 3.9 18.0 2.1: 17.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 0 . . . . . . . .:
Old : 25: 16 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5
Old : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,457: 13,171 3,999 0 1,712 608 2,105 7,645 520 850 3,200 700: 3,503 3,073
Old : 21,457: 13,171 3,999 0 1,712 608 2,105 7,645 520 850 3,200 700: 3,503 3,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,451: -205 -214 0 -1 -25 -250 -945 -15 -25 190 -230: -701 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 18.6 0.0 8.0 2.8 9.8 35.6 2.4 4.0 14.9 3.3: 16.3 14.3
Old : 100.0: 61.4 18.6 0.0 8.0 2.8 9.8 35.6 2.4 4.0 14.9 3.3: 16.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 8 0 . . . . . . . .:
Old : 25: 16 8 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8
Old : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,517: 19,183 60,080 15,507 9,705 35 26,410 0 0 8,765 0 0: 1,617 1,697
Old : 71,517: 19,183 60,080 15,507 9,705 35 26,410 0 0 8,765 0 0: 1,617 1,697
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -835: -550 -1,730 1,695 1,080 0 -1,215 0 0 -575 0 0: -190 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 84.0 21.7 13.6 0.0 36.9 0.0 0.0 12.3 0.0 0.0: 2.3 2.4
Old : 100.0: 26.8 84.0 21.7 13.6 0.0 36.9 0.0 0.0 12.3 0.0 0.0: 2.3 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 : 23: 12 11 . . . . 0 0 . 0 0:
Old : 23: 12 11 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 88.6 93.6 95.2 75.6 85.5 92.4 91.5
Old : 75.7 88.6 93.6 95.2 75.6 85.5 92.4 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 70,885: 19,775 59,980 15,505 9,005 70 26,010 0 0 8,065 0 0: 1,460 1,830
Old : 70,885: 19,775 59,980 15,505 9,005 70 26,010 0 0 8,065 0 0: 1,460 1,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,295: -640 -1,955 1,315 875 0 -1,215 0 0 -575 0 0: -180 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 84.6 21.9 12.7 0.1 36.7 0.0 0.0 11.4 0.0 0.0: 2.1 2.6
Old : 100.0: 27.9 84.6 21.9 12.7 0.1 36.7 0.0 0.0 11.4 0.0 0.0: 2.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . . 0 0 . 0 0:
Old : 20: 12 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 92.0 94.4 96.7 75.1 90.4 94.1 94.3
Old : 75.2 92.0 94.4 96.7 75.1 90.4 94.1 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,135: 19,800 51,930 8,650 1,630 1,875 5,450 145 35 19,500 0 140: 2,685 2,380
Old : 58,135: 19,800 51,930 8,650 1,630 1,875 5,450 145 35 19,500 0 140: 2,685 2,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,190: -1,105 -3,055 -720 -100 0 -200 65 -15 -1,070 0 0: -80 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 89.3 14.9 2.8 3.2 9.4 0.2 0.1 33.5 0.0 0.2: 4.6 4.1
Old : 100.0: 34.1 89.3 14.9 2.8 3.2 9.4 0.2 0.1 33.5 0.0 0.2: 4.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 10 . . . . . . . 0 .:
Old : 27: 14 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 : 60.1 83.9 80.3 94.7 57.6 83.4 77.8 90.1
Old : 60.1 83.9 80.3 94.7 57.6 83.4 77.8 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,210: 18,960 43,325 9,040 1,990 1,110 5,450 95 35 11,800 0 490: 2,325 2,165
Old : 49,210: 18,960 43,325 9,040 1,990 1,110 5,450 95 35 11,800 0 490: 2,325 2,165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,825: -1,255 -2,650 -710 -100 0 -200 15 -15 -580 0 0: -65 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 88.0 18.4 4.0 2.3 11.1 0.2 0.1 24.0 0.0 1.0: 4.7 4.4
Old : 100.0: 38.5 88.0 18.4 4.0 2.3 11.1 0.2 0.1 24.0 0.0 1.0: 4.7 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 : 27: 15 10 . . . . . . . 0 .:
Old : 27: 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 : 55.6 81.5 79.0 93.6 53.2 80.7 76.6 89.9
Old : 55.6 81.5 79.0 93.6 53.2 80.7 76.6 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,130: 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530: 3,370 2,900
Old : 17,130: 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530: 3,370 2,900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,470: -835 -910 -420 0 0 -10 -350 0 -100 -95 0: -105 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1: 19.7 16.9
Old : 100.0: 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1: 19.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . 0 . . . 0 . . .:
Old : 20: 9 8 . 0 . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
Old : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,045: 35,060 34,960 3,565 0 2,910 2,370 19,850 600 14,700 1,225 1,270: 5,570 5,230
Old : 66,045: 35,060 34,960 3,565 0 2,910 2,370 19,850 600 14,700 1,225 1,270: 5,570 5,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,825: -2,010 -3,330 -550 0 145 -125 -50 -240 -705 -25 0: -340 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 52.9 5.4 0.0 4.4 3.6 30.1 0.9 22.3 1.9 1.9: 8.4 7.9
Old : 100.0: 53.1 52.9 5.4 0.0 4.4 3.6 30.1 0.9 22.3 1.9 1.9: 8.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 13 . 0 . . . . . . .:
Old : 31: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 68.7 74.3 82.2 56.3 67.1 68.4 77.5
Old : 61.5 68.7 74.3 82.2 56.3 67.1 68.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,685: 34,830 30,270 3,200 0 3,060 2,145 19,850 600 11,085 1,225 1,270: 4,495 4,410
Old : 60,685: 34,830 30,270 3,200 0 3,060 2,145 19,850 600 11,085 1,225 1,270: 4,495 4,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,645: -1,955 -3,240 -540 0 145 -150 -50 -240 -660 -25 0: -245 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 49.9 5.3 0.0 5.0 3.5 32.7 1.0 18.3 2.0 2.1: 7.4 7.3
Old : 100.0: 57.4 49.9 5.3 0.0 5.0 3.5 32.7 1.0 18.3 2.0 2.1: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 13 . 0 . . . . . . .:
Old : 31: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 71.4 72.5 82.2 53.8 69.6 65.4 76.5
Old : 59.6 71.4 72.5 82.2 53.8 69.6 65.4 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 63,612: 37,444 23,421 0 17,818 115 17,055 160 3,755 25 13,180 2,005: 3,213 3,158
Old : 63,612: 37,444 23,421 0 17,818 115 17,055 160 3,755 25 13,180 2,005: 3,213 3,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,315: -1,144 -280 0 -764 25 -665 -25 -100 -25 -780 0: -406 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 36.8 0.0 28.0 0.2 26.8 0.3 5.9 0.0 20.7 3.2: 5.1 5.0
Old : 100.0: 58.9 36.8 0.0 28.0 0.2 26.8 0.3 5.9 0.0 20.7 3.2: 5.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 12 0 . . . . . . . .:
Old : 30: 19 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 : 54.9 70.0 74.4 87.5 50.6 64.1 66.9 76.3
Old : 54.9 70.0 74.4 87.5 50.6 64.1 66.9 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 53,056: 34,903 20,316 0 14,842 340 9,230 235 3,790 25 8,990 2,250: 2,518 2,293
Old : 53,056: 34,903 20,316 0 14,842 340 9,230 235 3,790 25 8,990 2,250: 2,518 2,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,449: -2,085 -394 0 -1,096 250 -190 25 -90 -25 -860 0: -309 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 38.3 0.0 28.0 0.6 17.4 0.4 7.1 0.0 16.9 4.2: 4.7 4.3
Old : 100.0: 65.8 38.3 0.0 28.0 0.6 17.4 0.4 7.1 0.0 16.9 4.2: 4.7 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 : 30: 19 12 0 . . . . . . . .:
Old : 30: 19 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 : 49.7 65.1 73.9 87.6 42.9 55.9 59.3 67.5
Old : 49.7 65.1 73.9 87.6 42.9 55.9 59.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 186,007: 102,451 83,059 16,693 460 8,762 200 22,380 9,745 1,225 14,595 2,180: 44,751 44,826
Old : 186,007: 102,451 83,059 16,693 460 8,762 200 22,380 9,745 1,225 14,595 2,180: 44,751 44,826
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -8,356: -5,344 -3,323 558 200 472 55 -673 -305 -25 -910 -85: -3,682 -3,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 44.7 9.0 0.2 4.7 0.1 12.0 5.2 0.7 7.8 1.2: 24.1 24.1
Old : 100.0: 55.1 44.7 9.0 0.2 4.7 0.1 12.0 5.2 0.7 7.8 1.2: 24.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 27 . . . . . . . . .:
Old : 41: 25 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 38.0 62.2 54.2 39.5 36.8 49.0 46.2
Old : 46.7 38.0 62.2 54.2 39.5 36.8 49.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 148,360: 75,818 72,654 18,036 0 4,335 30 13,735 9,290 1,275 8,695 2,505: 37,071 37,146
Old : 148,360: 75,818 72,654 18,036 0 4,335 30 13,735 9,290 1,275 8,695 2,505: 37,071 37,146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -5,946: -4,597 -4,487 -1,113 0 1,245 30 -613 -20 -30 -560 0: -1,461 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 49.0 12.2 0.0 2.9 0.0 9.3 6.3 0.9 5.9 1.7: 25.0 25.0
Old : 100.0: 51.1 49.0 12.2 0.0 2.9 0.0 9.3 6.3 0.9 5.9 1.7: 25.0 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 : 41: 24 26 . 0 . . . . . . .:
Old : 41: 24 26 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.8 57.8 49.1 36.9 27.3 42.7 39.8
Old : 43.6 33.8 57.8 49.1 36.9 27.3 42.7 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 22,840: 8,070 18,245 9,445 880 2,200 2,100 250 0 0 0 0: 1,025 1,265
Old : 22,840: 8,070 18,245 9,445 880 2,200 2,100 250 0 0 0 0: 1,025 1,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -750: -675 -480 20 -125 -20 0 -50 0 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 79.9 41.4 3.9 9.6 9.2 1.1 0.0 0.0 0.0 0.0: 4.5 5.5
Old : 100.0: 35.3 79.9 41.4 3.9 9.6 9.2 1.1 0.0 0.0 0.0 0.0: 4.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . . . . 0 0 0 0:
Old : 21: 11 11 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 81.0 87.8 91.4 61.6 78.0 79.6 82.1
Old : 69.7 81.0 87.8 91.4 61.6 78.0 79.6 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,986: 27,090 38,030 17,771 5,266 9,425 1,630 0 8,385 0 3,295 0: 4,685 4,585
Old : 68,986: 27,090 38,030 17,771 5,266 9,425 1,630 0 8,385 0 3,295 0: 4,685 4,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,735: -1,450 -765 525 -75 -175 -250 0 -430 0 -345 0: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 55.1 25.8 7.6 13.7 2.4 0.0 12.2 0.0 4.8 0.0: 6.8 6.6
Old : 100.0: 39.3 55.1 25.8 7.6 13.7 2.4 0.0 12.2 0.0 4.8 0.0: 6.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 . . . . 0 . 0 . 0:
Old : 26: 12 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 49.7 81.8 73.2 42.4 38.1 52.0 49.5
Old : 61.7 49.7 81.8 73.2 42.4 38.1 52.0 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,737: 24,112 29,665 10,821 4,218 6,814 1,415 0 8,760 0 2,720 0: 6,815 6,560
Old : 58,737: 24,112 29,665 10,821 4,218 6,814 1,415 0 8,760 0 2,720 0: 6,815 6,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,980: -1,440 -680 -5 -685 40 -240 0 -305 0 -320 0: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 50.5 18.4 7.2 11.6 2.4 0.0 14.9 0.0 4.6 0.0: 11.6 11.2
Old : 100.0: 41.1 50.5 18.4 7.2 11.6 2.4 0.0 14.9 0.0 4.6 0.0: 11.6 11.2
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: 14 16 . . . . 0 . 0 . 0:
Old : 25: 14 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 51.3 71.6 71.9 35.8 33.9 44.9 47.8
Old : 52.5 51.3 71.6 71.9 35.8 33.9 44.9 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 45,167: 22,482 20,715 160 6,782 5,085 5,625 2,220 6,255 980 0 700: 3,880 3,410
Old : 45,167: 22,482 20,715 160 6,782 5,085 5,625 2,220 6,255 980 0 700: 3,880 3,410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -870: 590 -1,180 -878 72 -242 -900 35 690 140 0 -140: -130 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 45.9 0.4 15.0 11.3 12.5 4.9 13.8 2.2 0.0 1.5: 8.6 7.5
Old : 100.0: 49.8 45.9 0.4 15.0 11.3 12.5 4.9 13.8 2.2 0.0 1.5: 8.6 7.5
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 : 26: 14 15 . . . . . . . 0 .:
Old : 26: 14 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 : 55.0 51.2 74.8 71.0 36.5 32.6 45.0 44.9
Old : 55.0 51.2 74.8 71.0 36.5 32.6 45.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,725: 15,620 30,025 0 5,640 4,485 21,345 2,430 4,425 980 0 700: 3,170 3,020
Old : 50,725: 15,620 30,025 0 5,640 4,485 21,345 2,430 4,425 980 0 700: 3,170 3,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -815: 75 -2,065 0 1,200 -320 -1,075 -25 950 140 0 -140: -445 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 59.2 0.0 11.1 8.8 42.1 4.8 8.7 1.9 0.0 1.4: 6.2 6.0
Old : 100.0: 30.8 59.2 0.0 11.1 8.8 42.1 4.8 8.7 1.9 0.0 1.4: 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 : 23: 13 15 0 . . . . . . 0 .:
Old : 23: 13 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.4 45.4 87.4 71.5 54.3 30.0 57.4 48.5
Old : 75.4 45.4 87.4 71.5 54.3 30.0 57.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 178,414: 92,444 111,307 13,520 3,380 23,906 7,085 1,710 7,765 2,760 50 600: 30,334 29,695
Old : 178,414: 92,444 111,307 13,520 3,380 23,906 7,085 1,710 7,765 2,760 50 600: 30,334 29,695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,167: -3,260 2,485 5,146 -325 -4,998 210 -560 -135 -390 50 600: -1,340 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 62.4 7.6 1.9 13.4 4.0 1.0 4.4 1.5 0.0 0.3: 17.0 16.6
Old : 100.0: 51.8 62.4 7.6 1.9 13.4 4.0 1.0 4.4 1.5 0.0 0.3: 17.0 16.6
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 : 38: 26 27 . . . . . . . . .:
Old : 38: 26 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 48.5 58.8 65.8 26.9 30.6 33.8 34.9
Old : 42.4 48.5 58.8 65.8 26.9 30.6 33.8 34.9
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, August 11, 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 : 121,945: 67,685 66,877 3,930 11,868 16,710 5,750 770 7,935 2,165 0 0: 17,770 17,785
Old : 121,945: 67,685 66,877 3,930 11,868 16,710 5,750 770 7,935 2,165 0 0: 17,770 17,785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -925: -1,845 1,470 790 -2,150 -390 560 -95 -260 -295 0 0: 515 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 54.8 3.2 9.7 13.7 4.7 0.6 6.5 1.8 0.0 0.0: 14.6 14.6
Old : 100.0: 55.5 54.8 3.2 9.7 13.7 4.7 0.6 6.5 1.8 0.0 0.0: 14.6 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 24 . . . . . . . 0 0:
Old : 33: 23 24 . . . . . . . 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 : 39.2 43.4 62.9 63.2 22.3 29.7 31.7 34.9
Old : 39.2 43.4 62.9 63.2 22.3 29.7 31.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020