COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,161: 13,814 8,576 196 2,249 702 204 170 223 268 3,543 1,221: 533 477
Old : 17,161: 13,814 8,576 196 2,249 702 204 170 223 268 3,543 1,221: 533 477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 132: 368 376 -5 -412 66 0 -190 40 -9 118 74: -402 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 50.0 1.1 13.1 4.1 1.2 1.0 1.3 1.6 20.6 7.1: 3.1 2.8
Old : 100.0: 80.5 50.0 1.1 13.1 4.1 1.2 1.0 1.3 1.6 20.6 7.1: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 11 . 4 5 . . . . 5 4:
Old : 29: 13 11 . 4 5 . . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 46.9 80.5 69.0 41.4 34.4 55.0 50.1
Old : 56.7 46.9 80.5 69.0 41.4 34.4 55.0 50.1
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,849: 6,386 6,542 771 1,014 1,367 1,035 647 316 525 856 1,023: 426 85
Old : 11,849: 6,386 6,542 771 1,014 1,367 1,035 647 316 525 856 1,023: 426 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,525: 1,051 620 0 -47 126 87 287 3 -45 232 302: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 55.2 6.5 8.6 11.5 8.7 5.5 2.7 4.4 7.2 8.6: 3.6 0.7
Old : 100.0: 53.9 55.2 6.5 8.6 11.5 8.7 5.5 2.7 4.4 7.2 8.6: 3.6 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 : 40: 20 18 . . . . . . . 10 12:
Old : 40: 20 18 . . . . . . . 10 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 44.9 58.9 66.3 26.4 33.6 39.3 42.7
Old : 40.8 44.9 58.9 66.3 26.4 33.6 39.3 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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,606: 22,534 31,249 4,299 1,269 1,796 906 180 496 4,990 166 450: 135 0
Old : 35,606: 22,534 31,249 4,299 1,269 1,796 906 180 496 4,990 166 450: 135 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 42: -677 300 -88 75 0 90 25 -3 825 -250 -105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 87.8 12.1 3.6 5.0 2.5 0.5 1.4 14.0 0.5 1.3: 0.4 0.0
Old : 100.0: 63.3 87.8 12.1 3.6 5.0 2.5 0.5 1.4 14.0 0.5 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 : 38: 18 21 . . . . . . 4 . .:
Old : 38: 18 21 . . . . . . 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 : 49.4 60.1 72.3 81.8 46.4 52.8 59.8 64.5
Old : 49.4 60.1 72.3 81.8 46.4 52.8 59.8 64.5
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,520: 24,185 25,173 0 4,960 937 893 0 150 4,785 0 300: 270 0
Old : 31,520: 24,185 25,173 0 4,960 937 893 0 150 4,785 0 300: 270 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 507: -115 -195 0 600 2 75 0 0 175 0 100: 270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 79.9 0.0 15.7 3.0 2.8 0.0 0.5 15.2 0.0 1.0: 0.9 0.0
Old : 100.0: 76.7 79.9 0.0 15.7 3.0 2.8 0.0 0.5 15.2 0.0 1.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 0 . . . 0 . 5 0 .:
Old : 28: 15 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 : 54.0 68.5 75.6 92.3 53.0 60.1 70.4 78.4
Old : 54.0 68.5 75.6 92.3 53.0 60.1 70.4 78.4
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,165: 101,710 104,980 414 15,999 9,123 17,403 395 2,723 5,522 4,033 2,719: 551 193
Old : 140,165: 101,710 104,980 414 15,999 9,123 17,403 395 2,723 5,522 4,033 2,719: 551 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,532: -1,381 -2,855 139 3,386 -1,824 555 0 -375 1,391 148 -69: 32 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 74.9 0.3 11.4 6.5 12.4 0.3 1.9 3.9 2.9 1.9: 0.4 0.1
Old : 100.0: 72.6 74.9 0.3 11.4 6.5 12.4 0.3 1.9 3.9 2.9 1.9: 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 : 67: 32 34 . . 5 10 . 7 9 4 8:
Old : 67: 32 34 . . 5 10 . 7 9 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 37.8 63.0 60.8 39.0 31.9 48.2 44.6
Old : 48.2 37.8 63.0 60.8 39.0 31.9 48.2 44.6
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,990: 49,919 44,934 2,470 10,431 3,372 3,340 25 198 475 680 1,216: 0 134
Old : 60,990: 49,919 44,934 2,470 10,431 3,372 3,340 25 198 475 680 1,216: 0 134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 227: 272 -270 0 35 -53 93 0 15 -516 84 416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 73.7 4.0 17.1 5.5 5.5 0.0 0.3 0.8 1.1 2.0: 0.0 0.2
Old : 100.0: 81.8 73.7 4.0 17.1 5.5 5.5 0.0 0.3 0.8 1.1 2.0: 0.0 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 : 41: 19 22 . . . . . . . 5 .:
Old : 41: 19 22 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 78.0 83.6 90.3 61.7 64.1 74.7 73.6
Old : 64.2 78.0 83.6 90.3 61.7 64.1 74.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,635: 33,109 25,165 167 7,197 584 0 804 0 525 635 250: 0 0
Old : 34,635: 33,109 25,165 167 7,197 584 0 804 0 525 635 250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 150: 225 600 75 -450 -75 0 0 0 0 150 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.6 72.7 0.5 20.8 1.7 0.0 2.3 0.0 1.5 1.8 0.7: 0.0 0.0
Old : 100.0: 95.6 72.7 0.5 20.8 1.7 0.0 2.3 0.0 1.5 1.8 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.6 84.3 94.8 94.5 74.9 70.9 79.8 80.3
Old : 80.6 84.3 94.8 94.5 74.9 70.9 79.8 80.3
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 54,323: 33,365 21,829 765 23,344 2,545 14,155 0 50 656 3,982 2,500: 287 73
Old : 54,323: 33,365 21,829 765 23,344 2,545 14,155 0 50 656 3,982 2,500: 287 73
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -887: -669 361 -10 -1,418 70 25 -50 0 5 530 -355: 47 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 40.2 1.4 43.0 4.7 26.1 0.0 0.1 1.2 7.3 4.6: 0.5 0.1
Old : 100.0: 61.4 40.2 1.4 43.0 4.7 26.1 0.0 0.1 1.2 7.3 4.6: 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 : 37: 17 20 . . 5 4 0 . . . .:
Old : 37: 17 20 . . 5 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 67.5 73.2 82.8 52.2 59.9 64.2 72.7
Old : 54.2 67.5 73.2 82.8 52.2 59.9 64.2 72.7
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,982: 41,596 24,162 0 36,510 3,319 20,133 125 125 1,286 2,582 3,104: 419 55
Old : 69,982: 41,596 24,162 0 36,510 3,319 20,133 125 125 1,286 2,582 3,104: 419 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -805: -604 140 0 -922 -203 -205 125 -40 0 -38 169: 78 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 34.5 0.0 52.2 4.7 28.8 0.2 0.2 1.8 3.7 4.4: 0.6 0.1
Old : 100.0: 59.4 34.5 0.0 52.2 4.7 28.8 0.2 0.2 1.8 3.7 4.4: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 22 23 0 4 4 7 . . 4 . .:
Old : 46: 22 23 0 4 4 7 . . 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 : 58.7 66.9 75.9 83.5 57.6 60.3 67.8 73.3
Old : 58.7 66.9 75.9 83.5 57.6 60.3 67.8 73.3
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,529: 50,001 42,284 9,730 20,027 3,146 25 150 0 2,726 473 1,449: 452 0
Old : 67,529: 50,001 42,284 9,730 20,027 3,146 25 150 0 2,726 473 1,449: 452 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,230: 1,433 -20 -138 1,200 0 0 50 0 -85 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 62.6 14.4 29.7 4.7 0.0 0.2 0.0 4.0 0.7 2.1: 0.7 0.0
Old : 100.0: 74.0 62.6 14.4 29.7 4.7 0.0 0.2 0.0 4.0 0.7 2.1: 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 : 41: 23 20 4 . . . . 0 . . .:
Old : 41: 23 20 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 61.3 64.1 85.1 37.7 61.3 58.8 79.1
Old : 41.4 61.3 64.1 85.1 37.7 61.3 58.8 79.1
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,620: 61,238 47,521 17,817 33,552 795 25 210 0 2,412 646 1,881: 452 15
Old : 84,620: 61,238 47,521 17,817 33,552 795 25 210 0 2,412 646 1,881: 452 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,420: 1,630 105 -130 1,215 10 0 90 0 -80 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 56.2 21.1 39.7 0.9 0.0 0.2 0.0 2.9 0.8 2.2: 0.5 0.0
Old : 100.0: 72.4 56.2 21.1 39.7 0.9 0.0 0.2 0.0 2.9 0.8 2.2: 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 : 44: 26 23 4 . . . . 0 . . .:
Old : 44: 26 23 4 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 64.3 61.6 83.7 40.6 64.3 60.1 77.7
Old : 41.3 64.3 61.6 83.7 40.6 64.3 60.1 77.7
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,367: 25,704 35,822 10,130 0 3,049 100 0 0 100 220 0: 284 276
Old : 39,367: 25,704 35,822 10,130 0 3,049 100 0 0 100 220 0: 284 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 320: 109 300 311 0 -50 0 0 0 0 120 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 91.0 25.7 0.0 7.7 0.3 0.0 0.0 0.3 0.6 0.0: 0.7 0.7
Old : 100.0: 65.3 91.0 25.7 0.0 7.7 0.3 0.0 0.0 0.3 0.6 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 13 . 0 . . 0 0 . . 0:
Old : 24: 16 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 : 68.1 79.4 84.2 94.6 59.4 74.6 71.0 78.4
Old : 68.1 79.4 84.2 94.6 59.4 74.6 71.0 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,857: 26,221 14,452 0 11,879 880 0 600 0 360 46 0: 396 0
Old : 27,857: 26,221 14,452 0 11,879 880 0 600 0 360 46 0: 396 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -666: -566 114 0 -680 -100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 51.9 0.0 42.6 3.2 0.0 2.2 0.0 1.3 0.2 0.0: 1.4 0.0
Old : 100.0: 94.1 51.9 0.0 42.6 3.2 0.0 2.2 0.0 1.3 0.2 0.0: 1.4 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 : 25: 19 17 0 . . 0 . 0 . . 0:
Old : 25: 19 17 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 68.6 83.7 86.7 53.8 56.9 63.2 66.3
Old : 65.9 68.6 83.7 86.7 53.8 56.9 63.2 66.3
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,056: 14,374 20,759 4,330 0 1,865 0 0 0 2,050 87 345: 92 0
Old : 23,056: 14,374 20,759 4,330 0 1,865 0 0 0 2,050 87 345: 92 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 90.0 18.8 0.0 8.1 0.0 0.0 0.0 8.9 0.4 1.5: 0.4 0.0
Old : 100.0: 62.3 90.0 18.8 0.0 8.1 0.0 0.0 0.0 8.9 0.4 1.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . 0 . 0 0 0 . . .:
Old : 20: 11 10 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 77.2 85.0 94.6 51.6 70.2 66.7 72.9
Old : 56.7 77.2 85.0 94.6 51.6 70.2 66.7 72.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,725: 63,190 63,085 125 7,193 8,847 6,193 711 507 5,244 4,213 2,009: 610 160
Old : 86,725: 63,190 63,085 125 7,193 8,847 6,193 711 507 5,244 4,213 2,009: 610 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -890: -2,209 888 0 -392 -59 -3 0 4 1,424 -1,356 -85: 39 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 72.7 0.1 8.3 10.2 7.1 0.8 0.6 6.0 4.9 2.3: 0.7 0.2
Old : 100.0: 72.9 72.7 0.1 8.3 10.2 7.1 0.8 0.6 6.0 4.9 2.3: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 36 33 . . . 5 . 4 8 4 9:
Old : 63: 36 33 . . . 5 . 4 8 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 39.0 56.0 63.4 21.6 22.3 31.3 31.8
Old : 32.1 39.0 56.0 63.4 21.6 22.3 31.3 31.8
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,493: 13,509 16,797 3,228 0 996 700 0 0 0 700 0: 60 0
Old : 18,493: 13,509 16,797 3,228 0 996 700 0 0 0 700 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 909: 909 9 -600 0 600 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 90.8 17.5 0.0 5.4 3.8 0.0 0.0 0.0 3.8 0.0: 0.3 0.0
Old : 100.0: 73.0 90.8 17.5 0.0 5.4 3.8 0.0 0.0 0.0 3.8 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 : 21: 8 14 . 0 . . 0 0 0 . 0:
Old : 21: 8 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 : 69.5 56.1 93.8 82.1 46.1 48.8 58.9 57.9
Old : 69.5 56.1 93.8 82.1 46.1 48.8 58.9 57.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,224: 13,240 16,528 3,228 0 996 700 0 0 0 700 0: 60 0
Old : 18,224: 13,240 16,528 3,228 0 996 700 0 0 0 700 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 700: 700 -200 -600 0 600 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 90.7 17.7 0.0 5.5 3.8 0.0 0.0 0.0 3.8 0.0: 0.3 0.0
Old : 100.0: 72.7 90.7 17.7 0.0 5.5 3.8 0.0 0.0 0.0 3.8 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 : 21: 8 14 . 0 . . 0 0 0 . 0:
Old : 21: 8 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 : 68.4 56.6 94.1 81.8 44.9 49.5 59.5 58.7
Old : 68.4 56.6 94.1 81.8 44.9 49.5 59.5 58.7
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,730: 44,287 38,304 0 3,691 3,732 0 600 0 1,170 2,775 1,235: 306 393
Old : 50,730: 44,287 38,304 0 3,691 3,732 0 600 0 1,170 2,775 1,235: 306 393
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 175: -245 755 0 -600 120 0 0 0 300 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 75.5 0.0 7.3 7.4 0.0 1.2 0.0 2.3 5.5 2.4: 0.6 0.8
Old : 100.0: 87.3 75.5 0.0 7.3 7.4 0.0 1.2 0.0 2.3 5.5 2.4: 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 : 54.1 45.6 73.0 71.8 48.3 32.0 55.3 45.6
Old : 54.1 45.6 73.0 71.8 48.3 32.0 55.3 45.6
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,352: 33,397 39,337 6,159 0 4,459 100 0 0 200 260 0: 37 296
Old : 44,352: 33,397 39,337 6,159 0 4,459 100 0 0 200 260 0: 37 296
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -5: -400 -60 55 -290 310 0 0 0 100 120 -85: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 88.7 13.9 0.0 10.1 0.2 0.0 0.0 0.5 0.6 0.0: 0.1 0.7
Old : 100.0: 75.3 88.7 13.9 0.0 10.1 0.2 0.0 0.0 0.5 0.6 0.0: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 18 . 0 . . 0 0 . . 0:
Old : 33: 21 18 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 76.4 76.2 92.9 43.5 63.5 58.1 67.3
Old : 55.7 76.4 76.2 92.9 43.5 63.5 58.1 67.3
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,164: 39,645 30,303 0 9,652 3,406 1,490 963 30 0 565 120: 473 125
Old : 45,164: 39,645 30,303 0 9,652 3,406 1,490 963 30 0 565 120: 473 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 421: 496 241 0 -325 135 -30 0 30 -80 480 -130: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 67.1 0.0 21.4 7.5 3.3 2.1 0.1 0.0 1.3 0.3: 1.0 0.3
Old : 100.0: 87.8 67.1 0.0 21.4 7.5 3.3 2.1 0.1 0.0 1.3 0.3: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 0 . . . . . 0 . .:
Old : 34: 21 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 : 59.2 67.9 80.9 85.3 47.6 58.7 59.6 63.9
Old : 59.2 67.9 80.9 85.3 47.6 58.7 59.6 63.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,167: 48,263 58,082 8,071 310 2,325 0 25 0 1,665 100 85: 758 240
Old : 61,167: 48,263 58,082 8,071 310 2,325 0 25 0 1,665 100 85: 758 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 488: 488 493 0 50 -50 0 0 0 25 0 0: 25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 95.0 13.2 0.5 3.8 0.0 0.0 0.0 2.7 0.2 0.1: 1.2 0.4
Old : 100.0: 78.9 95.0 13.2 0.5 3.8 0.0 0.0 0.0 2.7 0.2 0.1: 1.2 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 : 32: 18 11 4 . . 0 . 0 . . .:
Old : 32: 18 11 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 : 57.7 91.2 78.6 97.7 56.7 87.0 74.8 89.4
Old : 57.7 91.2 78.6 97.7 56.7 87.0 74.8 89.4
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,330: 55,336 58,766 4,220 2,235 3,075 0 676 0 1,835 0 398: 466 180
Old : 65,330: 55,336 58,766 4,220 2,235 3,075 0 676 0 1,835 0 398: 466 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 406: 421 326 75 165 -110 0 30 0 25 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 90.0 6.5 3.4 4.7 0.0 1.0 0.0 2.8 0.0 0.6: 0.7 0.3
Old : 100.0: 84.7 90.0 6.5 3.4 4.7 0.0 1.0 0.0 2.8 0.0 0.6: 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 : 36: 20 14 4 . 4 0 . 0 . 0 .:
Old : 36: 20 14 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 : 53.9 86.1 75.7 95.0 53.8 81.7 74.4 88.5
Old : 53.9 86.1 75.7 95.0 53.8 81.7 74.4 88.5
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 368 Hours) :
: : Positions :
All : 83,328: 67,586 74,912 8,868 4,379 973 0 528 0 3,477 252 2,269: 155 15
Old : 83,328: 67,586 74,912 8,868 4,379 973 0 528 0 3,477 252 2,269: 155 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 776: 1,066 150 46 570 -300 0 5 -10 29 252 164: -219 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 89.9 10.6 5.3 1.2 0.0 0.6 0.0 4.2 0.3 2.7: 0.2 0.0
Old : 100.0: 81.1 89.9 10.6 5.3 1.2 0.0 0.6 0.0 4.2 0.3 2.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 20 5 . . 0 . 0 . . .:
Old : 40: 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 59.2 71.6 85.4 54.7 57.3 69.7 80.8
Old : 55.7 59.2 71.6 85.4 54.7 57.3 69.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 102,638: 84,134 89,725 10,022 4,586 2,195 195 691 335 1,833 1,504 3,567: 357 35
Old : 102,638: 84,134 89,725 10,022 4,586 2,195 195 691 335 1,833 1,504 3,567: 357 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,085: 1,242 298 57 465 4 -25 -7 75 -323 428 37: 18 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 87.4 9.8 4.5 2.1 0.2 0.7 0.3 1.8 1.5 3.5: 0.3 0.0
Old : 100.0: 82.0 87.4 9.8 4.5 2.1 0.2 0.7 0.3 1.8 1.5 3.5: 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 23 5 . 4 . 5 4 . 5 5:
Old : 52: 23 23 5 . 4 . 5 4 . 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 : 50.7 52.0 68.8 78.6 48.6 51.7 65.2 74.1
Old : 50.7 52.0 68.8 78.6 48.6 51.7 65.2 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,741: 42,033 54,721 17,549 1,067 709 0 4,099 0 355 0 95: 0 50
Old : 60,741: 42,033 54,721 17,549 1,067 709 0 4,099 0 355 0 95: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,691: -2,157 -1,785 340 235 -124 0 158 0 225 -200 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 90.1 28.9 1.8 1.2 0.0 6.7 0.0 0.6 0.0 0.2: 0.0 0.1
Old : 100.0: 69.2 90.1 28.9 1.8 1.2 0.0 6.7 0.0 0.6 0.0 0.2: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 13 . . . 0 . 0 . 0 .:
Old : 30: 15 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 : 79.5 90.3 95.3 95.9 77.5 87.5 89.4 90.4
Old : 79.5 90.3 95.3 95.9 77.5 87.5 89.4 90.4
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 50,810: 33,340 49,850 17,035 0 435 0 225 0 0 300 0: 0 0
Old : 50,810: 33,340 49,850 17,035 0 435 0 225 0 0 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -2,375: -2,250 -2,375 -125 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 98.1 33.5 0.0 0.9 0.0 0.4 0.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 65.6 98.1 33.5 0.0 0.9 0.0 0.4 0.0 0.0 0.6 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 : 23: 10 9 . 0 . 0 . 0 0 . 0:
Old : 23: 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 : 84.7 97.1 96.1 99.4 84.7 91.4 92.1 93.0
Old : 84.7 97.1 96.1 99.4 84.7 91.4 92.1 93.0
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 60,154: 36,085 52,352 16,208 0 5,576 550 325 0 1,162 1,371 463: 110 67
Old : 60,154: 36,085 52,352 16,208 0 5,576 550 325 0 1,162 1,371 463: 110 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -120: -149 -86 5 -77 0 0 0 0 -11 -19 35: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 87.0 26.9 0.0 9.3 0.9 0.5 0.0 1.9 2.3 0.8: 0.2 0.1
Old : 100.0: 60.0 87.0 26.9 0.0 9.3 0.9 0.5 0.0 1.9 2.3 0.8: 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 : 37: 19 19 5 0 . . . 0 . . .:
Old : 37: 19 19 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 : 57.1 77.9 76.1 89.4 47.7 66.9 66.0 72.8
Old : 57.1 77.9 76.1 89.4 47.7 66.9 66.0 72.8
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,412: 44,421 55,861 13,452 330 5,217 1,598 3,322 195 1,365 1,550 628: 536 309
Old : 67,412: 44,421 55,861 13,452 330 5,217 1,598 3,322 195 1,365 1,550 628: 536 309
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -429: -535 -758 6 -105 149 -150 -35 30 0 214 71: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 82.9 20.0 0.5 7.7 2.4 4.9 0.3 2.0 2.3 0.9: 0.8 0.5
Old : 100.0: 65.9 82.9 20.0 0.5 7.7 2.4 4.9 0.3 2.0 2.3 0.9: 0.8 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: 19 20 . . . 4 . . . . .:
Old : 37: 19 20 . . . 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 : 58.6 71.9 81.2 86.0 55.1 63.8 70.8 72.6
Old : 58.6 71.9 81.2 86.0 55.1 63.8 70.8 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,693: 10,721 20,347 12,278 0 436 0 1,575 0 0 1,250 0: 258 85
Old : 23,693: 10,721 20,347 12,278 0 436 0 1,575 0 0 1,250 0: 258 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -74: -24 -324 -50 0 0 0 0 0 0 470 0: 0 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 85.9 51.8 0.0 1.8 0.0 6.6 0.0 0.0 5.3 0.0: 1.1 0.4
Old : 100.0: 45.2 85.9 51.8 0.0 1.8 0.0 6.6 0.0 0.0 5.3 0.0: 1.1 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 : 24: 12 12 5 0 . 0 . 0 0 . 0:
Old : 24: 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 : 73.8 69.9 90.5 89.9 73.0 66.8 88.2 86.9
Old : 73.8 69.9 90.5 89.9 73.0 66.8 88.2 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,546: 10,760 22,157 11,905 0 384 0 525 0 0 480 0: 497 0
Old : 23,546: 10,760 22,157 11,905 0 384 0 525 0 0 480 0: 497 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -60: -10 -355 -50 0 0 0 0 0 0 480 0: 0 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 94.1 50.6 0.0 1.6 0.0 2.2 0.0 0.0 2.0 0.0: 2.1 0.0
Old : 100.0: 45.7 94.1 50.6 0.0 1.6 0.0 2.2 0.0 0.0 2.0 0.0: 2.1 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 : 22: 10 11 5 0 . 0 . 0 0 . 0:
Old : 22: 10 11 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 : 71.8 82.1 88.5 95.2 70.8 77.4 86.1 90.5
Old : 71.8 82.1 88.5 95.2 70.8 77.4 86.1 90.5
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,657: 19,728 17,698 2,585 5,317 463 0 294 180 1,450 344 680: 571 681
Old : 25,657: 19,728 17,698 2,585 5,317 463 0 294 180 1,450 344 680: 571 681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 167: 150 157 0 5 -5 0 -60 0 22 60 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 69.0 10.1 20.7 1.8 0.0 1.1 0.7 5.7 1.3 2.7: 2.2 2.7
Old : 100.0: 76.9 69.0 10.1 20.7 1.8 0.0 1.1 0.7 5.7 1.3 2.7: 2.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . 0 . . . . .:
Old : 26: 13 14 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 60.8 81.6 78.8 55.8 59.4 70.3 73.0
Old : 60.0 60.8 81.6 78.8 55.8 59.4 70.3 73.0
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,461: 13,313 13,559 1,373 760 214 0 680 0 236 557 227: 1,098 464
Old : 16,461: 13,313 13,559 1,373 760 214 0 680 0 236 557 227: 1,098 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,473: 1,437 1,527 0 -115 36 0 0 0 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 82.4 8.3 4.6 1.3 0.0 4.1 0.0 1.4 3.4 1.4: 6.7 2.8
Old : 100.0: 80.9 82.4 8.3 4.6 1.3 0.0 4.1 0.0 1.4 3.4 1.4: 6.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 . 0 . . .:
Old : 21: 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 : 66.7 72.1 86.5 86.3 60.3 65.5 72.8 76.4
Old : 66.7 72.1 86.5 86.3 60.3 65.5 72.8 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,972: 41,568 26,720 7,796 20,974 203 2,585 5,136 215 2,049 1,346 1,374: 182 4
Old : 55,972: 41,568 26,720 7,796 20,974 203 2,585 5,136 215 2,049 1,346 1,374: 182 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 389: 221 -411 6 235 8 5 279 -5 -167 -20 353: -32 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 47.7 13.9 37.5 0.4 4.6 9.2 0.4 3.7 2.4 2.5: 0.3 0.0
Old : 100.0: 74.3 47.7 13.9 37.5 0.4 4.6 9.2 0.4 3.7 2.4 2.5: 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 : 44: 25 20 4 . . . . . 4 . 4:
Old : 44: 25 20 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 : 56.6 73.8 72.9 86.1 50.8 61.3 65.0 71.4
Old : 56.6 73.8 72.9 86.1 50.8 61.3 65.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,555: 29,118 12,280 1,917 17,627 875 750 1,932 40 551 692 980: 324 129
Old : 34,555: 29,118 12,280 1,917 17,627 875 750 1,932 40 551 692 980: 324 129
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 559: 288 -246 -57 498 17 5 250 -10 0 -260 308: 8 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 35.5 5.5 51.0 2.5 2.2 5.6 0.1 1.6 2.0 2.8: 0.9 0.4
Old : 100.0: 84.3 35.5 5.5 51.0 2.5 2.2 5.6 0.1 1.6 2.0 2.8: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.6 69.1 79.7 83.9 57.5 68.1 66.9 74.8
Old : 65.6 69.1 79.7 83.9 57.5 68.1 66.9 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,207: 8,061 16,536 7,790 0 470 200 36 50 550 75 25: 61 15
Old : 17,207: 8,061 16,536 7,790 0 470 200 36 50 550 75 25: 61 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 135: 20 45 75 0 40 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 96.1 45.3 0.0 2.7 1.2 0.2 0.3 3.2 0.4 0.1: 0.4 0.1
Old : 100.0: 46.8 96.1 45.3 0.0 2.7 1.2 0.2 0.3 3.2 0.4 0.1: 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 : 31: 14 16 . 0 . . . . . . .:
Old : 31: 14 16 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 84.2 85.7 92.7 65.8 78.9 80.4 86.0
Old : 68.9 84.2 85.7 92.7 65.8 78.9 80.4 86.0
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,462: 9,696 21,872 11,024 0 515 0 0 0 1,125 25 50: 52 0
Old : 22,462: 9,696 21,872 11,024 0 515 0 0 0 1,125 25 50: 52 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 275: -175 400 275 0 -125 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 97.4 49.1 0.0 2.3 0.0 0.0 0.0 5.0 0.1 0.2: 0.2 0.0
Old : 100.0: 43.2 97.4 49.1 0.0 2.3 0.0 0.0 0.0 5.0 0.1 0.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 11 . 0 . 0 0 0 4 . .:
Old : 24: 12 11 . 0 . 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 : 71.0 94.4 91.7 98.2 68.4 91.6 88.7 93.9
Old : 71.0 94.4 91.7 98.2 68.4 91.6 88.7 93.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,643: 6,058 7,240 2,088 1,700 1,028 90 0 0 250 100 440: 689 135
Old : 10,643: 6,058 7,240 2,088 1,700 1,028 90 0 0 250 100 440: 689 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 68.0 19.6 16.0 9.7 0.8 0.0 0.0 2.3 0.9 4.1: 6.5 1.3
Old : 100.0: 56.9 68.0 19.6 16.0 9.7 0.8 0.0 0.0 2.3 0.9 4.1: 6.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . . 0 0 . . .:
Old : 24: 13 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 : 55.1 62.9 79.8 86.8 44.0 58.8 64.4 72.7
Old : 55.1 62.9 79.8 86.8 44.0 58.8 64.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,713: 5,260 6,240 2,052 1,700 1,043 90 0 0 120 100 495: 653 135
Old : 9,713: 5,260 6,240 2,052 1,700 1,043 90 0 0 120 100 495: 653 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 64.2 21.1 17.5 10.7 0.9 0.0 0.0 1.2 1.0 5.1: 6.7 1.4
Old : 100.0: 54.2 64.2 21.1 17.5 10.7 0.9 0.0 0.0 1.2 1.0 5.1: 6.7 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 : 24: 12 9 . . . . 0 0 . . .:
Old : 24: 12 9 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 65.4 79.0 88.8 46.1 59.4 63.0 72.4
Old : 59.5 65.4 79.0 88.8 46.1 59.4 63.0 72.4
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,603: 18,410 41,573 21,435 0 200 125 50 0 1,460 100 2,670: 303 10
Old : 44,603: 18,410 41,573 21,435 0 200 125 50 0 1,460 100 2,670: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 4,800: 0 12,150 4,800 0 0 0 0 0 0 -7,350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 93.2 48.1 0.0 0.4 0.3 0.1 0.0 3.3 0.2 6.0: 0.7 0.0
Old : 100.0: 41.3 93.2 48.1 0.0 0.4 0.3 0.1 0.0 3.3 0.2 6.0: 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 : 31: 16 13 . 0 . . . 0 4 . .:
Old : 31: 16 13 . 0 . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 70.1 88.5 92.5 70.7 69.8 76.6 81.8
Old : 76.3 70.1 88.5 92.5 70.7 69.8 76.6 81.8
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,893: 19,150 42,038 21,065 0 200 125 50 0 1,555 100 2,495: 303 10
Old : 44,893: 19,150 42,038 21,065 0 200 125 50 0 1,555 100 2,495: 303 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 4,740: 0 12,150 4,800 0 -60 0 0 0 0 -7,350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 93.6 46.9 0.0 0.4 0.3 0.1 0.0 3.5 0.2 5.6: 0.7 0.0
Old : 100.0: 42.7 93.6 46.9 0.0 0.4 0.3 0.1 0.0 3.5 0.2 5.6: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 13 . 0 . . . 0 4 . .:
Old : 31: 16 13 . 0 . . . 0 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 70.3 87.0 93.4 69.4 70.0 76.1 82.3
Old : 74.2 70.3 87.0 93.4 69.4 70.0 76.1 82.3
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 112,038: 80,233 87,405 21,151 6,419 7,209 0 2,451 820 1,465 6,597 1,108: 52 29
Old : 112,038: 80,233 87,405 21,151 6,419 7,209 0 2,451 820 1,465 6,597 1,108: 52 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 601: 92 93 278 10 155 0 -70 0 100 395 6: -30 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 78.0 18.9 5.7 6.4 0.0 2.2 0.7 1.3 5.9 1.0: 0.0 0.0
Old : 100.0: 71.6 78.0 18.9 5.7 6.4 0.0 2.2 0.7 1.3 5.9 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 33 28 4 . . 0 5 4 5 7 5:
Old : 61: 33 28 4 . . 0 5 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 : 46.6 48.2 63.7 71.0 43.3 43.5 58.8 63.2
Old : 46.6 48.2 63.7 71.0 43.3 43.5 58.8 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 122,679: 86,484 98,672 20,954 3,290 8,499 607 1,539 2,624 1,440 5,999 2,029: 42 27
Old : 122,679: 86,484 98,672 20,954 3,290 8,499 607 1,539 2,624 1,440 5,999 2,029: 42 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 422: -8 339 306 -250 39 5 -90 30 138 430 -88: 0 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 80.4 17.1 2.7 6.9 0.5 1.3 2.1 1.2 4.9 1.7: 0.0 0.0
Old : 100.0: 70.5 80.4 17.1 2.7 6.9 0.5 1.3 2.1 1.2 4.9 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 36 29 5 . 5 . . 5 4 9 7:
Old : 63: 36 29 5 . 5 . . 5 4 9 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 49.5 60.3 69.9 35.1 46.9 51.8 61.4
Old : 38.4 49.5 60.3 69.9 35.1 46.9 51.8 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 561,751: 330,571 371,955 24,215 3,703 100,784 22,034 15,125 38,981 19,538 5,515 25,153: 475 535
Old : 561,751: 330,571 371,955 24,215 3,703 100,784 22,034 15,125 38,981 19,538 5,515 25,153: 475 535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 4,554: 5,688 -1,834 -4,351 -377 3,175 900 3,840 -233 -409 149 -164: -51 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 66.2 4.3 0.7 17.9 3.9 2.7 6.9 3.5 1.0 4.5: 0.1 0.1
Old : 100.0: 58.8 66.2 4.3 0.7 17.9 3.9 2.7 6.9 3.5 1.0 4.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 99: 43 42 4 . 4 9 11 12 17 10 19:
Old : 99: 43 42 4 . 4 9 11 12 17 10 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 : 39.3 38.7 57.4 59.4 9.7 14.8 14.0 18.8
Old : 39.3 38.7 57.4 59.4 9.7 14.8 14.0 18.8
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,030: 10,469 14,250 1,445 665 1,260 760 399 266 2,645 25 25: 160 140
Old : 17,030: 10,469 14,250 1,445 665 1,260 760 399 266 2,645 25 25: 160 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 115: -40 115 60 -145 45 0 0 0 30 0 0: 20 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 83.7 8.5 3.9 7.4 4.5 2.3 1.6 15.5 0.1 0.1: 0.9 0.8
Old : 100.0: 61.5 83.7 8.5 3.9 7.4 4.5 2.3 1.6 15.5 0.1 0.1: 0.9 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 : 27: 13 12 . . . . . . . . .:
Old : 27: 13 12 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 73.8 78.6 93.8 54.7 63.4 68.9 72.8
Old : 55.1 73.8 78.6 93.8 54.7 63.4 68.9 72.8
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,281: 8,097 11,120 1,485 887 1,439 235 600 65 2,795 25 25: 140 120
Old : 14,281: 8,097 11,120 1,485 887 1,439 235 600 65 2,795 25 25: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 185: 50 225 60 -145 45 0 0 0 30 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 77.9 10.4 6.2 10.1 1.6 4.2 0.5 19.6 0.2 0.2: 1.0 0.8
Old : 100.0: 56.7 77.9 10.4 6.2 10.1 1.6 4.2 0.5 19.6 0.2 0.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 . . . . . . . . .:
Old : 27: 14 12 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 73.6 81.5 92.9 51.8 58.4 66.5 71.1
Old : 52.3 73.6 81.5 92.9 51.8 58.4 66.5 71.1
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,907: 7,303 7,889 394 0 100 330 0 0 100 285 630: 50 3
Old : 8,907: 7,303 7,889 394 0 100 330 0 0 100 285 630: 50 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 820: 670 820 0 0 0 0 0 0 0 -150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.6 4.4 0.0 1.1 3.7 0.0 0.0 1.1 3.2 7.1: 0.6 0.0
Old : 100.0: 82.0 88.6 4.4 0.0 1.1 3.7 0.0 0.0 1.1 3.2 7.1: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 16 4 0 . . 0 0 . . .:
Old : 32: 16 16 4 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 69.0 75.8 82.0 47.9 61.4 60.3 68.9
Old : 56.7 69.0 75.8 82.0 47.9 61.4 60.3 68.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 86,583: 61,845 62,522 14,638 12,176 1,750 0 2,805 0 1,020 0 0: 7,330 7,330
Old : 86,583: 61,845 62,522 14,638 12,176 1,750 0 2,805 0 1,020 0 0: 7,330 7,330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 1,130: 1,200 520 -130 550 0 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 72.2 16.9 14.1 2.0 0.0 3.2 0.0 1.2 0.0 0.0: 8.5 8.5
Old : 100.0: 71.4 72.2 16.9 14.1 2.0 0.0 3.2 0.0 1.2 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: 18 18 . . . 0 . 0 . 0 0:
Old : 28: 18 18 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 56.9 84.4 79.7 73.3 54.5 80.1 74.5
Old : 75.1 56.9 84.4 79.7 73.3 54.5 80.1 74.5
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 74,733: 53,394 53,098 11,752 9,985 2,365 0 3,095 0 840 0 0: 6,382 6,190
Old : 74,733: 53,394 53,098 11,752 9,985 2,365 0 3,095 0 840 0 0: 6,382 6,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 855: 730 230 50 550 0 0 0 0 0 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 71.1 15.7 13.4 3.2 0.0 4.1 0.0 1.1 0.0 0.0: 8.5 8.3
Old : 100.0: 71.4 71.1 15.7 13.4 3.2 0.0 4.1 0.0 1.1 0.0 0.0: 8.5 8.3
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 : 27: 17 18 . . . 0 . 0 . 0 0:
Old : 27: 17 18 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 56.7 85.5 78.7 72.7 53.0 79.0 73.3
Old : 74.7 56.7 85.5 78.7 72.7 53.0 79.0 73.3
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,990: 7,855 13,940 5,495 0 5,705 950 960 0 870 0 0: 4,115 4,385
Old : 24,990: 7,855 13,940 5,495 0 5,705 950 960 0 870 0 0: 4,115 4,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 15: 360 15 -1,045 0 -50 700 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 55.8 22.0 0.0 22.8 3.8 3.8 0.0 3.5 0.0 0.0: 16.5 17.5
Old : 100.0: 31.4 55.8 22.0 0.0 22.8 3.8 3.8 0.0 3.5 0.0 0.0: 16.5 17.5
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: 12 13 . 0 . . . 0 . 0 0:
Old : 22: 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 : 60.3 48.6 74.2 73.7 36.6 38.8 44.5 46.3
Old : 60.3 48.6 74.2 73.7 36.6 38.8 44.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,224: 38,266 22,955 5,315 22,056 405 11,620 9,480 3,135 0 910 50: 3,433 3,233
Old : 62,224: 38,266 22,955 5,315 22,056 405 11,620 9,480 3,135 0 910 50: 3,433 3,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 290: 325 -20 -175 60 131 0 50 0 0 0 0: 9 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 36.9 8.5 35.4 0.7 18.7 15.2 5.0 0.0 1.5 0.1: 5.5 5.2
Old : 100.0: 61.5 36.9 8.5 35.4 0.7 18.7 15.2 5.0 0.0 1.5 0.1: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . . . . . . 0 . .:
Old : 27: 17 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 : 58.2 71.4 79.0 83.7 47.1 67.6 64.4 74.9
Old : 58.2 71.4 79.0 83.7 47.1 67.6 64.4 74.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,291: 27,068 19,273 8,860 12,240 30 2,065 6,320 2,990 0 360 300: 1,978 1,778
Old : 43,291: 27,068 19,273 8,860 12,240 30 2,065 6,320 2,990 0 360 300: 1,978 1,778
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 23: 543 -27 -450 60 0 0 0 0 0 0 0: -70 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 44.5 20.5 28.3 0.1 4.8 14.6 6.9 0.0 0.8 0.7: 4.6 4.1
Old : 100.0: 62.5 44.5 20.5 28.3 0.1 4.8 14.6 6.9 0.0 0.8 0.7: 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 : 25: 17 15 . . . . . . 0 . .:
Old : 25: 17 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 : 61.2 69.7 84.3 86.5 51.9 66.7 67.0 73.1
Old : 61.2 69.7 84.3 86.5 51.9 66.7 67.0 73.1
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,941: 12,395 12,537 4,390 1,731 505 0 2,920 1,800 0 0 0: 1,851 1,448
Old : 20,941: 12,395 12,537 4,390 1,731 505 0 2,920 1,800 0 0 0: 1,851 1,448
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 270: 220 178 0 85 -50 0 0 0 0 0 0: 100 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 59.9 21.0 8.3 2.4 0.0 13.9 8.6 0.0 0.0 0.0: 8.8 6.9
Old : 100.0: 59.2 59.9 21.0 8.3 2.4 0.0 13.9 8.6 0.0 0.0 0.0: 8.8 6.9
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 : 21: 15 11 . . . 0 . . 0 0 0:
Old : 21: 15 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 : 55.6 62.2 77.3 85.1 50.3 52.9 59.6 63.4
Old : 55.6 62.2 77.3 85.1 50.3 52.9 59.6 63.4
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,873: 54,313 31,575 0 34,020 3,370 13,705 1,460 1,230 0 958 1,430: 16,825 16,830
Old : 90,873: 54,313 31,575 0 34,020 3,370 13,705 1,460 1,230 0 958 1,430: 16,825 16,830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 540: -660 500 0 40 0 1,200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 34.7 0.0 37.4 3.7 15.1 1.6 1.4 0.0 1.1 1.6: 18.5 18.5
Old : 100.0: 59.8 34.7 0.0 37.4 3.7 15.1 1.6 1.4 0.0 1.1 1.6: 18.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 19 0 . . . . . 0 . .:
Old : 30: 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 : 57.2 49.1 71.5 64.7 53.2 47.3 58.0 53.7
Old : 57.2 49.1 71.5 64.7 53.2 47.3 58.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,734: 52,984 31,304 0 31,555 3,110 14,505 1,385 1,280 0 3,215 525: 15,330 15,360
Old : 87,734: 52,984 31,304 0 31,555 3,110 14,505 1,385 1,280 0 3,215 525: 15,330 15,360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 550: -690 530 0 -20 20 1,200 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 35.7 0.0 36.0 3.5 16.5 1.6 1.5 0.0 3.7 0.6: 17.5 17.5
Old : 100.0: 60.4 35.7 0.0 36.0 3.5 16.5 1.6 1.5 0.0 3.7 0.6: 17.5 17.5
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 : 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 : 54.4 46.3 72.8 65.9 51.0 43.2 57.2 53.7
Old : 54.4 46.3 72.8 65.9 51.0 43.2 57.2 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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,276: 12,961 3,775 1,219 225 909 0 6,940 2,345 825 4,485 420: 4,597 4,177
Old : 23,276: 12,961 3,775 1,219 225 909 0 6,940 2,345 825 4,485 420: 4,597 4,177
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 625: 366 10 325 0 -25 -535 65 535 0 0 0: -41 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 16.2 5.2 1.0 3.9 0.0 29.8 10.1 3.5 19.3 1.8: 19.7 17.9
Old : 100.0: 55.7 16.2 5.2 1.0 3.9 0.0 29.8 10.1 3.5 19.3 1.8: 19.7 17.9
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 : 26: 15 8 . . . 0 . . . . .:
Old : 26: 15 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 : 35.3 62.3 57.5 73.0 30.6 53.1 47.4 60.4
Old : 35.3 62.3 57.5 73.0 30.6 53.1 47.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,036: 13,036 3,865 634 225 1,459 0 6,940 2,345 825 3,885 545: 4,192 3,772
Old : 23,036: 13,036 3,865 634 225 1,459 0 6,940 2,345 825 3,885 545: 4,192 3,772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 600: 321 0 300 0 0 -535 65 535 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 16.8 2.8 1.0 6.3 0.0 30.1 10.2 3.6 16.9 2.4: 18.2 16.4
Old : 100.0: 56.6 16.8 2.8 1.0 6.3 0.0 30.1 10.2 3.6 16.9 2.4: 18.2 16.4
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 : 26: 15 7 . . . 0 . . . . .:
Old : 26: 15 7 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 60.9 58.2 74.1 30.8 51.1 46.5 58.5
Old : 35.5 60.9 58.2 74.1 30.8 51.1 46.5 58.5
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,045: 18,985 61,405 16,120 6,315 35 24,195 0 0 8,965 0 0: 1,745 2,290
Old : 70,045: 18,985 61,405 16,120 6,315 35 24,195 0 0 8,965 0 0: 1,745 2,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 825: -50 900 550 0 0 400 0 0 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 87.7 23.0 9.0 0.0 34.5 0.0 0.0 12.8 0.0 0.0: 2.5 3.3
Old : 100.0: 27.1 87.7 23.0 9.0 0.0 34.5 0.0 0.0 12.8 0.0 0.0: 2.5 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . . . . 0 0 . 0 0:
Old : 22: 12 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 : 75.8 87.0 93.5 93.2 75.1 83.8 90.5 89.1
Old : 75.8 87.0 93.5 93.2 75.1 83.8 90.5 89.1
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,565: 18,960 60,695 16,395 6,660 315 24,195 0 0 8,090 0 0: 1,610 1,895
Old : 69,565: 18,960 60,695 16,395 6,660 315 24,195 0 0 8,090 0 0: 1,610 1,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 975: 0 1,050 550 0 0 500 0 0 0 0 0: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 87.2 23.6 9.6 0.5 34.8 0.0 0.0 11.6 0.0 0.0: 2.3 2.7
Old : 100.0: 27.3 87.2 23.6 9.6 0.5 34.8 0.0 0.0 11.6 0.0 0.0: 2.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . . . . 0 0 . 0 0:
Old : 20: 12 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 : 76.5 90.3 94.0 95.3 76.3 88.4 91.7 91.6
Old : 76.5 90.3 94.0 95.3 76.3 88.4 91.7 91.6
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,965: 19,970 50,645 6,790 1,410 2,190 5,250 210 45 19,945 0 170: 2,605 2,295
Old : 56,965: 19,970 50,645 6,790 1,410 2,190 5,250 210 45 19,945 0 170: 2,605 2,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 335: -25 625 300 0 -125 0 -25 10 325 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 88.9 11.9 2.5 3.8 9.2 0.4 0.1 35.0 0.0 0.3: 4.6 4.0
Old : 100.0: 35.1 88.9 11.9 2.5 3.8 9.2 0.4 0.1 35.0 0.0 0.3: 4.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 11 . . . . . . 4 0 .:
Old : 28: 14 11 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 83.7 77.0 94.4 55.9 83.3 73.9 88.8
Old : 58.9 83.7 77.0 94.4 55.9 83.3 73.9 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,195: 18,615 41,965 7,240 1,770 1,425 5,250 135 45 12,595 0 570: 2,455 2,285
Old : 48,195: 18,615 41,965 7,240 1,770 1,425 5,250 135 45 12,595 0 570: 2,455 2,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 335: -25 625 300 0 -125 0 -25 10 325 0 0: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 87.1 15.0 3.7 3.0 10.9 0.3 0.1 26.1 0.0 1.2: 5.1 4.7
Old : 100.0: 38.6 87.1 15.0 3.7 3.0 10.9 0.3 0.1 26.1 0.0 1.2: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 11 . . . . . . 4 0 .:
Old : 28: 14 11 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 80.8 75.3 92.8 51.9 80.2 72.1 87.2
Old : 54.8 80.8 75.3 92.8 51.9 80.2 72.1 87.2
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,500: 34,130 39,660 1,500 1,260 3,575 3,865 14,100 670 16,400 1,200 1,275: 6,085 5,760
Old : 67,500: 34,130 39,660 1,500 1,260 3,575 3,865 14,100 670 16,400 1,200 1,275: 6,085 5,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 420: 420 0 -120 300 120 575 0 25 -575 0 75: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 58.8 2.2 1.9 5.3 5.7 20.9 1.0 24.3 1.8 1.9: 9.0 8.5
Old : 100.0: 50.6 58.8 2.2 1.9 5.3 5.7 20.9 1.0 24.3 1.8 1.9: 9.0 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 : 32: 14 13 . . . . . . 4 . .:
Old : 32: 14 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 61.1 72.2 79.5 55.9 59.0 68.4 73.8
Old : 57.9 61.1 72.2 79.5 55.9 59.0 68.4 73.8
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,365: 32,730 35,000 1,500 400 3,940 3,665 14,100 670 12,730 1,200 1,275: 4,855 4,780
Old : 61,365: 32,730 35,000 1,500 400 3,940 3,665 14,100 670 12,730 1,200 1,275: 4,855 4,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 385: 420 0 -120 300 120 575 0 25 -575 0 75: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 57.0 2.4 0.7 6.4 6.0 23.0 1.1 20.7 2.0 2.1: 7.9 7.8
Old : 100.0: 53.3 57.0 2.4 0.7 6.4 6.0 23.0 1.1 20.7 2.0 2.1: 7.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 13 . . . . . . 4 . .:
Old : 32: 14 13 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 64.5 70.9 80.5 53.8 62.9 65.5 73.7
Old : 57.2 64.5 70.9 80.5 53.8 62.9 65.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,502: 37,206 23,766 0 19,080 90 18,715 60 4,105 0 13,055 1,655: 2,731 2,691
Old : 64,502: 37,206 23,766 0 19,080 90 18,715 60 4,105 0 13,055 1,655: 2,731 2,691
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 460: 410 -60 0 245 0 -300 -25 325 0 -50 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 36.8 0.0 29.6 0.1 29.0 0.1 6.4 0.0 20.2 2.6: 4.2 4.2
Old : 100.0: 57.7 36.8 0.0 29.6 0.1 29.0 0.1 6.4 0.0 20.2 2.6: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 11 0 . . . . . 0 . .:
Old : 29: 19 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 68.8 78.1 87.7 54.2 62.1 69.9 75.4
Old : 56.1 68.8 78.1 87.7 54.2 62.1 69.9 75.4
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,311: 33,476 20,251 0 16,820 90 12,215 110 4,075 0 8,710 1,900: 2,555 2,355
Old : 54,311: 33,476 20,251 0 16,820 90 12,215 110 4,075 0 8,710 1,900: 2,555 2,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 735: 410 -60 0 395 0 0 -25 325 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 37.3 0.0 31.0 0.2 22.5 0.2 7.5 0.0 16.0 3.5: 4.7 4.3
Old : 100.0: 61.6 37.3 0.0 31.0 0.2 22.5 0.2 7.5 0.0 16.0 3.5: 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 : 29: 19 11 0 . . . . . 0 . .:
Old : 29: 19 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 64.6 77.2 87.2 47.1 58.0 64.8 70.0
Old : 53.5 64.6 77.2 87.2 47.1 58.0 64.8 70.0
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 187,324: 104,331 76,103 21,548 485 6,914 400 33,867 6,990 1,200 16,965 1,540: 44,401 44,460
Old : 187,324: 104,331 76,103 21,548 485 6,914 400 33,867 6,990 1,200 16,965 1,540: 44,401 44,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,575: 2,075 950 515 0 -175 -25 1,700 -625 0 -100 30: 780 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 40.6 11.5 0.3 3.7 0.2 18.1 3.7 0.6 9.1 0.8: 23.7 23.7
Old : 100.0: 55.7 40.6 11.5 0.3 3.7 0.2 18.1 3.7 0.6 9.1 0.8: 23.7 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 26 27 . . . . . . . 5 .:
Old : 44: 26 27 . . . . . . . 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 : 47.8 38.2 61.5 56.1 42.7 35.8 52.0 50.2
Old : 47.8 38.2 61.5 56.1 42.7 35.8 52.0 50.2
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 151,211: 79,663 64,467 20,915 0 3,908 300 26,382 6,740 1,200 11,180 2,380: 36,105 36,154
Old : 151,211: 79,663 64,467 20,915 0 3,908 300 26,382 6,740 1,200 11,180 2,380: 36,105 36,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 2,525: 1,615 395 515 0 -168 -25 2,100 -600 0 -400 125: 1,063 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 42.6 13.8 0.0 2.6 0.2 17.4 4.5 0.8 7.4 1.6: 23.9 23.9
Old : 100.0: 52.7 42.6 13.8 0.0 2.6 0.2 17.4 4.5 0.8 7.4 1.6: 23.9 23.9
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 : 44: 25 26 . 0 . . . . . 5 .:
Old : 44: 25 26 . 0 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 35.5 56.9 52.4 38.6 30.4 47.3 44.9
Old : 43.8 35.5 56.9 52.4 38.6 30.4 47.3 44.9
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,894: 26,635 37,213 15,451 5,401 9,530 3,255 0 8,055 83 2,900 0: 4,885 4,795
Old : 67,894: 26,635 37,213 15,451 5,401 9,530 3,255 0 8,055 83 2,900 0: 4,885 4,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 605: -325 615 -2,400 -640 615 2,270 -430 430 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 54.8 22.8 8.0 14.0 4.8 0.0 11.9 0.1 4.3 0.0: 7.2 7.1
Old : 100.0: 39.2 54.8 22.8 8.0 14.0 4.8 0.0 11.9 0.1 4.3 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 . . . . 0 . . . 0:
Old : 28: 13 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 : 59.6 46.1 80.2 74.2 39.1 36.1 50.4 50.1
Old : 59.6 46.1 80.2 74.2 39.1 36.1 50.4 50.1
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,420: 24,570 30,660 8,566 3,281 7,519 3,100 0 8,455 0 2,400 0: 6,210 6,105
Old : 58,420: 24,570 30,660 8,566 3,281 7,519 3,100 0 8,455 0 2,400 0: 6,210 6,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 775: 55 955 -2,400 -600 660 2,070 -630 630 0 0 0: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 52.5 14.7 5.6 12.9 5.3 0.0 14.5 0.0 4.1 0.0: 10.6 10.5
Old : 100.0: 42.1 52.5 14.7 5.6 12.9 5.3 0.0 14.5 0.0 4.1 0.0: 10.6 10.5
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: 16 17 . . . . 0 . 0 . 0:
Old : 26: 16 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 45.4 70.6 75.0 32.0 34.9 42.6 46.5
Old : 52.0 45.4 70.6 75.0 32.0 34.9 42.6 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 42,480: 20,650 20,335 800 4,790 4,800 5,175 2,965 5,765 1,120 0 560: 3,610 3,265
Old : 42,480: 20,650 20,335 800 4,790 4,800 5,175 2,965 5,765 1,120 0 560: 3,610 3,265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 100: 1,270 -50 -100 720 -620 -500 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 47.9 1.9 11.3 11.3 12.2 7.0 13.6 2.6 0.0 1.3: 8.5 7.7
Old : 100.0: 48.6 47.9 1.9 11.3 11.3 12.2 7.0 13.6 2.6 0.0 1.3: 8.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . . . . . . 0 .:
Old : 25: 14 16 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 48.4 76.1 70.2 35.7 32.7 45.0 45.7
Old : 54.4 48.4 76.1 70.2 35.7 32.7 45.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,320: 16,375 29,970 0 4,690 4,410 20,420 3,255 4,250 1,120 0 560: 3,185 3,185
Old : 50,320: 16,375 29,970 0 4,690 4,410 20,420 3,255 4,250 1,120 0 560: 3,185 3,185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 0: 1,220 120 0 720 -720 -500 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 59.6 0.0 9.3 8.8 40.6 6.5 8.4 2.2 0.0 1.1: 6.3 6.3
Old : 100.0: 32.5 59.6 0.0 9.3 8.8 40.6 6.5 8.4 2.2 0.0 1.1: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 0 . . . . . . 0 .:
Old : 24: 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 : 73.5 46.9 86.3 70.3 54.1 30.8 57.1 47.5
Old : 73.5 46.9 86.3 70.3 54.1 30.8 57.1 47.5
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 192,783: 108,984 119,325 6,437 4,841 27,417 9,295 3,490 7,350 2,320 10 640: 30,340 29,710
Old : 192,783: 108,984 119,325 6,437 4,841 27,417 9,295 3,490 7,350 2,320 10 640: 30,340 29,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 5,429: 6,298 -727 -4,648 500 3,787 50 2,200 0 0 0 0: -57 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 61.9 3.3 2.5 14.2 4.8 1.8 3.8 1.2 0.0 0.3: 15.7 15.4
Old : 100.0: 56.5 61.9 3.3 2.5 14.2 4.8 1.8 3.8 1.2 0.0 0.3: 15.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 28 . . . . . . . . .:
Old : 38: 26 28 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.9 58.1 66.5 24.7 27.5 32.1 35.0
Old : 39.7 46.9 58.1 66.5 24.7 27.5 32.1 35.0
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, September 22, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 132,150: 77,520 75,190 1,925 11,110 15,265 5,310 325 10,060 1,870 0 0: 20,200 20,200
Old : 132,150: 77,520 75,190 1,925 11,110 15,265 5,310 325 10,060 1,870 0 0: 20,200 20,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 4,415: 3,560 595 65 830 645 -2,200 0 2,200 0 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 56.9 1.5 8.4 11.6 4.0 0.2 7.6 1.4 0.0 0.0: 15.3 15.3
Old : 100.0: 58.7 56.9 1.5 8.4 11.6 4.0 0.2 7.6 1.4 0.0 0.0: 15.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 24 . . . . . . . 0 0:
Old : 32: 22 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 : 34.8 42.7 56.3 62.2 23.9 30.1 30.9 34.1
Old : 34.8 42.7 56.3 62.2 23.9 30.1 30.9 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020