COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,150: 12,535 7,915 124 2,838 363 256 0 180 0 2,232 1,782: 910 840
Old : 16,150: 12,535 7,915 124 2,838 363 256 0 180 0 2,232 1,782: 910 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 583: 617 245 0 327 -87 -25 0 0 0 61 66: 12 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 49.0 0.8 17.6 2.2 1.6 0.0 1.1 0.0 13.8 11.0: 5.6 5.2
Old : 100.0: 77.6 49.0 0.8 17.6 2.2 1.6 0.0 1.1 0.0 13.8 11.0: 5.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 8 . . . . 0 . 0 4 .:
Old : 22: 11 8 . . . . 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 : 58.7 44.3 83.0 71.4 32.7 27.4 46.0 42.5
Old : 58.7 44.3 83.0 71.4 32.7 27.4 46.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,542: 5,564 5,534 708 645 908 689 207 316 249 1,206 655: 454 72
Old : 9,542: 5,564 5,534 708 645 908 689 207 316 249 1,206 655: 454 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 72: 78 36 0 6 -4 -17 52 -19 70 43 -42: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 58.0 7.4 6.8 9.5 7.2 2.2 3.3 2.6 12.6 6.9: 4.8 0.8
Old : 100.0: 58.3 58.0 7.4 6.8 9.5 7.2 2.2 3.3 2.6 12.6 6.9: 4.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 18 17 . . . . . . 4 9 11:
Old : 39: 18 17 . . . . . . 4 9 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 43.4 67.5 65.1 31.7 33.9 44.8 44.1
Old : 48.7 43.4 67.5 65.1 31.7 33.9 44.8 44.1
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,054: 20,738 30,421 4,677 1,530 1,741 1,515 0 438 5,185 419 505: 255 0
Old : 35,054: 20,738 30,421 4,677 1,530 1,741 1,515 0 438 5,185 419 505: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -41: 49 -401 190 150 -10 5 0 15 -345 150 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 86.8 13.3 4.4 5.0 4.3 0.0 1.2 14.8 1.2 1.4: 0.7 0.0
Old : 100.0: 59.2 86.8 13.3 4.4 5.0 4.3 0.0 1.2 14.8 1.2 1.4: 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 : 37: 18 21 . . . . 0 . 5 . 4:
Old : 37: 18 21 . . . . 0 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 59.7 71.1 80.9 45.3 53.0 60.5 66.3
Old : 48.2 59.7 71.1 80.9 45.3 53.0 60.5 66.3
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MWh for about 368 Hours) :
: : Positions :
All : 33,042: 25,710 25,822 0 4,148 1,197 665 0 150 4,785 1,190 535: 0 0
Old : 33,042: 25,710 25,822 0 4,148 1,197 665 0 150 4,785 1,190 535: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 840: 880 430 0 25 -100 25 0 0 100 550 -65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 78.1 0.0 12.6 3.6 2.0 0.0 0.5 14.5 3.6 1.6: 0.0 0.0
Old : 100.0: 77.8 78.1 0.0 12.6 3.6 2.0 0.0 0.5 14.5 3.6 1.6: 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 : 32: 17 19 0 . . . 0 . . . .:
Old : 32: 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 : 51.8 65.9 75.3 87.0 51.1 57.5 68.9 74.0
Old : 51.8 65.9 75.3 87.0 51.1 57.5 68.9 74.0
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 137,529: 94,698 102,566 899 13,994 11,608 18,422 393 1,836 7,652 5,091 1,837: 577 204
Old : 137,529: 94,698 102,566 899 13,994 11,608 18,422 393 1,836 7,652 5,091 1,837: 577 204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,482: -766 -1,320 -51 805 1,905 257 -45 20 59 36 29: 29 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 74.6 0.7 10.2 8.4 13.4 0.3 1.3 5.6 3.7 1.3: 0.4 0.1
Old : 100.0: 68.9 74.6 0.7 10.2 8.4 13.4 0.3 1.3 5.6 3.7 1.3: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 32 33 . 5 6 9 . 6 6 8 7:
Old : 68: 32 33 . 5 6 9 . 6 6 8 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 : 46.8 35.9 60.7 57.7 37.9 24.8 47.8 37.8
Old : 46.8 35.9 60.7 57.7 37.9 24.8 47.8 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,776: 48,812 45,586 2,220 10,131 4,251 4,356 0 157 1,365 995 1,615: 0 41
Old : 62,776: 48,812 45,586 2,220 10,131 4,251 4,356 0 157 1,365 995 1,615: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,595: 181 921 0 44 305 534 0 0 550 300 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 72.6 3.5 16.1 6.8 6.9 0.0 0.3 2.2 1.6 2.6: 0.0 0.1
Old : 100.0: 77.8 72.6 3.5 16.1 6.8 6.9 0.0 0.3 2.2 1.6 2.6: 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 : 43: 21 21 . . . 5 0 . . 4 4:
Old : 43: 21 21 . . . 5 0 . . 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 : 61.7 75.7 83.2 90.8 60.7 61.5 71.7 73.5
Old : 61.7 75.7 83.2 90.8 60.7 61.5 71.7 73.5
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,928: 34,271 26,735 438 6,108 994 0 459 0 150 1,557 75: 0 0
Old : 35,928: 34,271 26,735 438 6,108 994 0 459 0 150 1,557 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 852: 675 650 0 -350 177 0 3 0 0 372 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 74.4 1.2 17.0 2.8 0.0 1.3 0.0 0.4 4.3 0.2: 0.0 0.0
Old : 100.0: 95.4 74.4 1.2 17.0 2.8 0.0 1.3 0.0 0.4 4.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . 0 . 0 . 4 .:
Old : 24: 12 10 . . . 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 : 81.1 83.1 96.4 93.6 76.8 70.0 81.1 78.9
Old : 81.1 83.1 96.4 93.6 76.8 70.0 81.1 78.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,968: 32,413 18,536 1,578 25,701 3,103 13,930 0 50 690 4,481 2,002: 202 95
Old : 53,968: 32,413 18,536 1,578 25,701 3,103 13,930 0 50 690 4,481 2,002: 202 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 970: 268 -2,399 434 3,065 251 -25 0 0 61 79 -19: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 34.3 2.9 47.6 5.7 25.8 0.0 0.1 1.3 8.3 3.7: 0.4 0.2
Old : 100.0: 60.1 34.3 2.9 47.6 5.7 25.8 0.0 0.1 1.3 8.3 3.7: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 20 . 4 6 . 0 . . . .:
Old : 35: 17 20 . 4 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 68.7 71.6 82.7 51.0 61.2 62.7 72.5
Old : 53.2 68.7 71.6 82.7 51.0 61.2 62.7 72.5
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,609: 40,271 19,827 1,260 40,147 3,535 20,015 125 180 1,325 2,975 2,720: 303 100
Old : 69,609: 40,271 19,827 1,260 40,147 3,535 20,015 125 180 1,325 2,975 2,720: 303 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,433: 527 -3,201 960 4,476 143 -96 0 -45 60 166 -106: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 28.5 1.8 57.7 5.1 28.8 0.2 0.3 1.9 4.3 3.9: 0.4 0.1
Old : 100.0: 57.9 28.5 1.8 57.7 5.1 28.8 0.2 0.3 1.9 4.3 3.9: 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 : 44: 23 20 . 5 4 6 . . . . .:
Old : 44: 23 20 . 5 4 6 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 67.1 73.7 84.1 55.7 59.6 66.0 73.2
Old : 57.3 67.1 73.7 84.1 55.7 59.6 66.0 73.2
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,176: 48,352 40,429 10,350 19,563 3,756 0 125 0 1,445 457 1,846: 427 0
Old : 66,176: 48,352 40,429 10,350 19,563 3,756 0 125 0 1,445 457 1,846: 427 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 915: -680 515 1,360 0 340 0 0 0 -42 123 -63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 61.1 15.6 29.6 5.7 0.0 0.2 0.0 2.2 0.7 2.8: 0.6 0.0
Old : 100.0: 73.1 61.1 15.6 29.6 5.7 0.0 0.2 0.0 2.2 0.7 2.8: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 20 5 . 4 0 . 0 . . .:
Old : 39: 20 20 5 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 60.3 66.5 82.9 38.4 60.3 58.3 76.5
Old : 40.1 60.3 66.5 82.9 38.4 60.3 58.3 76.5
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,789: 59,919 42,490 17,655 35,871 1,379 0 165 0 1,141 602 2,281: 414 1
Old : 82,789: 59,919 42,490 17,655 35,871 1,379 0 165 0 1,141 602 2,281: 414 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 712: -208 -2,794 553 2,999 446 0 0 0 -139 0 60: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 51.3 21.3 43.3 1.7 0.0 0.2 0.0 1.4 0.7 2.8: 0.5 0.0
Old : 100.0: 72.4 51.3 21.3 43.3 1.7 0.0 0.2 0.0 1.4 0.7 2.8: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 23 4 . 4 0 . 0 . . .:
Old : 44: 25 23 4 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 63.4 63.6 81.1 39.1 63.3 59.8 76.4
Old : 40.1 63.4 63.6 81.1 39.1 63.3 59.8 76.4
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,110: 24,879 34,617 9,710 0 3,049 100 0 0 75 195 0: 297 249
Old : 38,110: 24,879 34,617 9,710 0 3,049 100 0 0 75 195 0: 297 249
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -125: -175 -125 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 90.8 25.5 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0: 0.8 0.7
Old : 100.0: 65.3 90.8 25.5 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0: 0.8 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 : 23: 16 13 . 0 . . 0 0 . . 0:
Old : 23: 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 : 69.6 79.4 85.5 94.5 60.9 72.5 71.9 78.0
Old : 69.6 79.4 85.5 94.5 60.9 72.5 71.9 78.0
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,967: 26,553 15,174 0 11,515 673 0 600 0 360 0 0: 381 5
Old : 27,967: 26,553 15,174 0 11,515 673 0 600 0 360 0 0: 381 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,245: 1,245 1,255 0 -10 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 54.3 0.0 41.2 2.4 0.0 2.1 0.0 1.3 0.0 0.0: 1.4 0.0
Old : 100.0: 94.9 54.3 0.0 41.2 2.4 0.0 2.1 0.0 1.3 0.0 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 : 24: 19 17 0 . . 0 . 0 . 0 0:
Old : 24: 19 17 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 : 67.4 62.5 84.4 86.4 48.9 53.1 59.2 60.7
Old : 67.4 62.5 84.4 86.4 48.9 53.1 59.2 60.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 98,140: 75,998 73,494 296 8,475 7,891 5,689 233 998 4,917 4,966 1,992: 360 92
Old : 98,140: 75,998 73,494 296 8,475 7,891 5,689 233 998 4,917 4,966 1,992: 360 92
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 412: 123 675 46 297 -137 118 0 -7 707 -26 -390: -49 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 74.9 0.3 8.6 8.0 5.8 0.2 1.0 5.0 5.1 2.0: 0.4 0.1
Old : 100.0: 77.4 74.9 0.3 8.6 8.0 5.8 0.2 1.0 5.0 5.1 2.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 33 31 . . . 5 . 4 12 4 10:
Old : 66: 33 31 . . . 5 . 4 12 4 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 40.8 61.7 66.2 33.4 28.9 43.8 43.0
Old : 41.9 40.8 61.7 66.2 33.4 28.9 43.8 43.0
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,823: 15,723 19,133 3,500 50 865 75 100 600 0 75 0: 60 0
Old : 20,823: 15,723 19,133 3,500 50 865 75 100 600 0 75 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1: -239 1 240 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 91.9 16.8 0.2 4.2 0.4 0.5 2.9 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 75.5 91.9 16.8 0.2 4.2 0.4 0.5 2.9 0.0 0.4 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 : 22: 11 14 . . . . . . 0 . 0:
Old : 22: 11 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 53.2 91.0 80.5 46.1 43.2 56.1 53.7
Old : 65.8 53.2 91.0 80.5 46.1 43.2 56.1 53.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,058: 14,895 18,405 3,600 50 828 75 100 600 0 75 0: 60 0
Old : 20,058: 14,895 18,405 3,600 50 828 75 100 600 0 75 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -53: -293 -53 240 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 91.8 17.9 0.2 4.1 0.4 0.5 3.0 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 74.3 91.8 17.9 0.2 4.1 0.4 0.5 3.0 0.0 0.4 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: 10 14 . . . . . . 0 . 0:
Old : 21: 10 14 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 52.5 93.3 79.7 46.2 43.9 54.0 51.7
Old : 66.5 52.5 93.3 79.7 46.2 43.9 54.0 51.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,925: 55,921 48,843 0 7,031 2,678 300 0 600 1,320 1,575 810: 296 388
Old : 61,925: 55,921 48,843 0 7,031 2,678 300 0 600 1,320 1,575 810: 296 388
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -485: -375 -65 0 240 -60 0 0 0 250 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 78.9 0.0 11.4 4.3 0.5 0.0 1.0 2.1 2.5 1.3: 0.5 0.6
Old : 100.0: 90.3 78.9 0.0 11.4 4.3 0.5 0.0 1.0 2.1 2.5 1.3: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 18 0 . . . 0 . 4 . 4:
Old : 34: 20 18 0 . . . 0 . 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 : 61.7 45.1 78.4 73.3 53.9 37.6 60.7 53.4
Old : 61.7 45.1 78.4 73.3 53.9 37.6 60.7 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,833: 32,308 38,843 6,574 0 4,579 150 0 0 175 135 0: 47 276
Old : 43,833: 32,308 38,843 6,574 0 4,579 150 0 0 175 135 0: 47 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -50: -105 -50 55 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 88.6 15.0 0.0 10.4 0.3 0.0 0.0 0.4 0.3 0.0: 0.1 0.6
Old : 100.0: 73.7 88.6 15.0 0.0 10.4 0.3 0.0 0.0 0.4 0.3 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 17 . 0 . . 0 0 . . 0:
Old : 31: 21 17 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 75.4 78.9 93.4 45.7 63.5 59.5 68.9
Old : 57.8 75.4 78.9 93.4 45.7 63.5 59.5 68.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,559: 39,586 29,672 170 10,267 2,650 1,580 800 70 45 980 0: 458 120
Old : 44,559: 39,586 29,672 170 10,267 2,650 1,580 800 70 45 980 0: 458 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,520: 2,482 1,760 120 642 -42 -50 0 0 0 160 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 66.6 0.4 23.0 5.9 3.5 1.8 0.2 0.1 2.2 0.0: 1.0 0.3
Old : 100.0: 88.8 66.6 0.4 23.0 5.9 3.5 1.8 0.2 0.1 2.2 0.0: 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 : 33: 20 18 . . . . . . . . 0:
Old : 33: 20 18 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 70.2 80.3 85.0 45.3 62.5 61.3 67.7
Old : 58.6 70.2 80.3 85.0 45.3 62.5 61.3 67.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,633: 47,209 56,984 7,580 375 2,925 0 0 0 2,087 0 109: 723 240
Old : 60,633: 47,209 56,984 7,580 375 2,925 0 0 0 2,087 0 109: 723 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,189: 1,008 890 190 275 0 0 0 0 -33 0 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 94.0 12.5 0.6 4.8 0.0 0.0 0.0 3.4 0.0 0.2: 1.2 0.4
Old : 100.0: 77.9 94.0 12.5 0.6 4.8 0.0 0.0 0.0 3.4 0.0 0.2: 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 : 31: 18 11 5 . . 0 0 0 . 0 .:
Old : 31: 18 11 5 . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 92.9 75.2 97.9 49.0 88.4 70.3 89.1
Old : 50.4 92.9 75.2 97.9 49.0 88.4 70.3 89.1
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,896: 51,907 55,081 5,131 4,445 2,610 0 213 0 2,545 0 262: 441 285
Old : 62,896: 51,907 55,081 5,131 4,445 2,610 0 213 0 2,545 0 262: 441 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 926: 778 -317 30 1,050 100 0 61 0 -5 0 22: 1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 87.6 8.2 7.1 4.1 0.0 0.3 0.0 4.0 0.0 0.4: 0.7 0.5
Old : 100.0: 82.5 87.6 8.2 7.1 4.1 0.0 0.3 0.0 4.0 0.0 0.4: 0.7 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 : 36: 21 14 4 . 4 0 . 0 . 0 .:
Old : 36: 21 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 : 46.0 86.8 72.2 94.9 43.0 82.9 68.1 87.2
Old : 46.0 86.8 72.2 94.9 43.0 82.9 68.1 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,129: 72,235 80,813 10,711 4,446 1,171 0 529 0 3,419 712 2,438: 155 20
Old : 90,129: 72,235 80,813 10,711 4,446 1,171 0 529 0 3,419 712 2,438: 155 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,657: 2,513 3,039 165 -240 50 0 20 0 185 -270 113: -369 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 89.7 11.9 4.9 1.3 0.0 0.6 0.0 3.8 0.8 2.7: 0.2 0.0
Old : 100.0: 80.1 89.7 11.9 4.9 1.3 0.0 0.6 0.0 3.8 0.8 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: 19 22 5 . . 0 . 0 . . .:
Old : 40: 19 22 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 : 56.9 62.3 74.0 86.6 55.9 60.7 72.6 82.6
Old : 56.9 62.3 74.0 86.6 55.9 60.7 72.6 82.6
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,010: 87,173 95,325 11,606 4,777 2,472 558 466 388 2,170 1,151 3,117: 526 314
Old : 108,010: 87,173 95,325 11,606 4,777 2,472 558 466 388 2,170 1,151 3,117: 526 314
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,738: 3,569 3,983 10 -230 72 0 44 -50 430 25 -330: 37 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 88.3 10.7 4.4 2.3 0.5 0.4 0.4 2.0 1.1 2.9: 0.5 0.3
Old : 100.0: 80.7 88.3 10.7 4.4 2.3 0.5 0.4 0.4 2.0 1.1 2.9: 0.5 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 : 52: 22 23 5 . 5 . 4 4 4 4 4:
Old : 52: 22 23 5 . 5 . 4 4 4 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 54.0 70.0 80.5 51.9 53.9 67.0 76.7
Old : 52.4 54.0 70.0 80.5 51.9 53.9 67.0 76.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,352: 36,547 50,818 18,474 919 713 0 3,584 13 380 35 225: 0 45
Old : 56,352: 36,547 50,818 18,474 919 713 0 3,584 13 380 35 225: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 442: 501 250 -25 75 -9 0 51 0 -100 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 90.2 32.8 1.6 1.3 0.0 6.4 0.0 0.7 0.1 0.4: 0.0 0.1
Old : 100.0: 64.9 90.2 32.8 1.6 1.3 0.0 6.4 0.0 0.7 0.1 0.4: 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: 14 13 . . . 0 . . . . .:
Old : 30: 14 13 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.1 88.7 94.2 95.6 79.9 86.0 88.9 89.9
Old : 82.1 88.7 94.2 95.6 79.9 86.0 88.9 89.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,395: 30,930 45,910 16,730 0 435 0 225 0 300 1,825 0: 0 0
Old : 48,395: 30,930 45,910 16,730 0 435 0 225 0 300 1,825 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,535: 1,750 675 -500 0 -15 0 0 0 300 875 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 94.9 34.6 0.0 0.9 0.0 0.5 0.0 0.6 3.8 0.0: 0.0 0.0
Old : 100.0: 63.9 94.9 34.6 0.0 0.9 0.0 0.5 0.0 0.6 3.8 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 : 28: 10 12 . 0 . 0 . 0 . 5 0:
Old : 28: 10 12 . 0 . 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 : 84.5 92.9 95.8 97.4 84.4 87.6 91.7 91.8
Old : 84.5 92.9 95.8 97.4 84.4 87.6 91.7 91.8
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1 MW per Hour for about 386 Hours) :
: : Positions :
All : 55,177: 32,807 47,189 15,433 563 5,371 450 290 0 477 1,243 469: 170 52
Old : 55,177: 32,807 47,189 15,433 563 5,371 450 290 0 477 1,243 469: 170 52
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -151: -246 -773 -123 563 59 0 0 0 126 -33 33: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 85.5 28.0 1.0 9.7 0.8 0.5 0.0 0.9 2.3 0.8: 0.3 0.1
Old : 100.0: 59.5 85.5 28.0 1.0 9.7 0.8 0.5 0.0 0.9 2.3 0.8: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 19 5 . . . . 0 . . .:
Old : 34: 19 19 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 75.4 78.4 87.9 46.9 62.6 64.2 67.3
Old : 56.8 75.4 78.4 87.9 46.9 62.6 64.2 67.3
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,522: 41,381 50,127 12,080 574 4,829 1,315 3,405 90 664 1,598 537: 626 362
Old : 61,522: 41,381 50,127 12,080 574 4,829 1,315 3,405 90 664 1,598 537: 626 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -81: -366 -384 -75 272 56 276 -25 0 6 -69 69: -47 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 81.5 19.6 0.9 7.8 2.1 5.5 0.1 1.1 2.6 0.9: 1.0 0.6
Old : 100.0: 67.3 81.5 19.6 0.9 7.8 2.1 5.5 0.1 1.1 2.6 0.9: 1.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 19 . . . 4 . . . . .:
Old : 36: 19 19 . . . 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 71.4 82.6 84.7 58.7 63.7 70.6 70.6
Old : 59.9 71.4 82.6 84.7 58.7 63.7 70.6 70.6
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,672: 10,873 21,118 13,459 0 762 0 2,585 0 70 955 157: 351 95
Old : 25,672: 10,873 21,118 13,459 0 762 0 2,585 0 70 955 157: 351 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 250: 100 343 231 0 -105 0 0 0 0 12 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 82.3 52.4 0.0 3.0 0.0 10.1 0.0 0.3 3.7 0.6: 1.4 0.4
Old : 100.0: 42.4 82.3 52.4 0.0 3.0 0.0 10.1 0.0 0.3 3.7 0.6: 1.4 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 : 26: 14 12 4 0 4 0 . 0 . . .:
Old : 26: 14 12 4 0 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 : 74.4 71.1 90.0 88.5 72.5 68.0 86.9 84.7
Old : 74.4 71.1 90.0 88.5 72.5 68.0 86.9 84.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,967: 10,265 22,168 12,501 0 719 0 525 0 0 555 0: 482 0
Old : 23,967: 10,265 22,168 12,501 0 719 0 525 0 0 555 0: 482 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 75: 25 195 170 0 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 92.5 52.2 0.0 3.0 0.0 2.2 0.0 0.0 2.3 0.0: 2.0 0.0
Old : 100.0: 42.8 92.5 52.2 0.0 3.0 0.0 2.2 0.0 0.0 2.3 0.0: 2.0 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: 12 11 5 0 4 0 . 0 0 . 0:
Old : 23: 12 11 5 0 4 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 : 73.9 81.3 89.6 93.2 71.5 78.0 87.0 89.8
Old : 73.9 81.3 89.6 93.2 71.5 78.0 87.0 89.8
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 28,310: 23,078 20,349 2,430 5,781 310 56 110 124 1,166 319 624: 522 693
Old : 28,310: 23,078 20,349 2,430 5,781 310 56 110 124 1,166 319 624: 522 693
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 538: 656 42 0 614 -118 0 0 0 5 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 71.9 8.6 20.4 1.1 0.2 0.4 0.4 4.1 1.1 2.2: 1.8 2.4
Old : 100.0: 81.5 71.9 8.6 20.4 1.1 0.2 0.4 0.4 4.1 1.1 2.2: 1.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . . . . . . .:
Old : 27: 13 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 63.0 83.1 82.3 63.2 62.4 77.5 75.9
Old : 65.5 63.0 83.1 82.3 63.2 62.4 77.5 75.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,292: 13,448 14,789 1,448 537 264 0 525 0 873 531 185: 1,074 461
Old : 17,292: 13,448 14,789 1,448 537 264 0 525 0 873 531 185: 1,074 461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 660: 650 660 60 0 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 85.5 8.4 3.1 1.5 0.0 3.0 0.0 5.0 3.1 1.1: 6.2 2.7
Old : 100.0: 77.8 85.5 8.4 3.1 1.5 0.0 3.0 0.0 5.0 3.1 1.1: 6.2 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 : 20: 9 9 . . . 0 . 0 . . .:
Old : 20: 9 9 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 77.7 86.4 89.2 63.5 67.6 76.4 77.2
Old : 66.7 77.7 86.4 89.2 63.5 67.6 76.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 56,273: 41,962 26,202 6,787 19,733 930 2,567 5,019 205 1,752 2,254 1,890: 180 40
Old : 56,273: 41,962 26,202 6,787 19,733 930 2,567 5,019 205 1,752 2,254 1,890: 180 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 494: 691 -78 -402 -60 170 -28 273 30 -233 -105 266: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 46.6 12.1 35.1 1.7 4.6 8.9 0.4 3.1 4.0 3.4: 0.3 0.1
Old : 100.0: 74.6 46.6 12.1 35.1 1.7 4.6 8.9 0.4 3.1 4.0 3.4: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 23 21 5 . . . . . 4 . 6:
Old : 46: 23 21 5 . . . . . 4 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 70.5 74.1 84.4 48.8 54.9 62.1 65.3
Old : 56.3 70.5 74.1 84.4 48.8 54.9 62.1 65.3
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,927: 28,259 12,132 1,406 16,059 1,482 733 2,402 20 515 459 1,209: 303 164
Old : 33,927: 28,259 12,132 1,406 16,059 1,482 733 2,402 20 515 459 1,209: 303 164
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 405: 275 165 -150 -100 145 -7 170 0 0 -130 140: 2 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 35.8 4.1 47.3 4.4 2.2 7.1 0.1 1.5 1.4 3.6: 0.9 0.5
Old : 100.0: 83.3 35.8 4.1 47.3 4.4 2.2 7.1 0.1 1.5 1.4 3.6: 0.9 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 : 36: 21 18 4 . 4 . . . . . .:
Old : 36: 21 18 4 . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 66.9 79.3 81.4 56.9 65.7 67.2 73.2
Old : 66.4 66.9 79.3 81.4 56.9 65.7 67.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,182: 5,512 16,580 10,100 0 500 250 0 0 760 75 0: 60 27
Old : 17,182: 5,512 16,580 10,100 0 500 250 0 0 760 75 0: 60 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 100: -1,340 0 1,340 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 96.5 58.8 0.0 2.9 1.5 0.0 0.0 4.4 0.4 0.0: 0.3 0.2
Old : 100.0: 32.1 96.5 58.8 0.0 2.9 1.5 0.0 0.0 4.4 0.4 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 14 . 0 . . 0 0 . . 0:
Old : 30: 14 14 . 0 . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 88.2 84.6 94.6 67.2 84.0 80.2 88.0
Old : 70.9 88.2 84.6 94.6 67.2 84.0 80.2 88.0
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,761: 7,559 21,596 12,973 0 115 0 0 0 1,025 0 50: 39 0
Old : 21,761: 7,559 21,596 12,973 0 115 0 0 0 1,025 0 50: 39 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1: -1,549 76 1,625 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 99.2 59.6 0.0 0.5 0.0 0.0 0.0 4.7 0.0 0.2: 0.2 0.0
Old : 100.0: 34.7 99.2 59.6 0.0 0.5 0.0 0.0 0.0 4.7 0.0 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 : 23: 12 9 . 0 . 0 0 0 4 0 .:
Old : 23: 12 9 . 0 . 0 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 96.1 91.9 99.2 70.5 94.2 91.1 96.4
Old : 71.2 96.1 91.9 99.2 70.5 94.2 91.1 96.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,435: 5,880 6,950 1,699 1,740 1,355 55 0 10 460 75 290: 686 15
Old : 10,435: 5,880 6,950 1,699 1,740 1,355 55 0 10 460 75 290: 686 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 10: -20 -100 0 100 0 -10 0 10 0 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 66.6 16.3 16.7 13.0 0.5 0.0 0.1 4.4 0.7 2.8: 6.6 0.1
Old : 100.0: 56.3 66.6 16.3 16.7 13.0 0.5 0.0 0.1 4.4 0.7 2.8: 6.6 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 : 25: 13 9 . . . . 0 . . . .:
Old : 25: 13 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 59.7 78.9 88.1 41.3 55.2 61.6 71.9
Old : 51.8 59.7 78.9 88.1 41.3 55.2 61.6 71.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,758: 5,232 6,070 1,780 1,840 1,363 65 0 0 280 75 395: 643 15
Old : 9,758: 5,232 6,070 1,780 1,840 1,363 65 0 0 280 75 395: 643 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 20: 0 -80 0 100 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 62.2 18.2 18.9 14.0 0.7 0.0 0.0 2.9 0.8 4.0: 6.6 0.2
Old : 100.0: 53.6 62.2 18.2 18.9 14.0 0.7 0.0 0.0 2.9 0.8 4.0: 6.6 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 : 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 : 56.1 66.3 78.3 86.0 42.9 57.5 59.4 67.7
Old : 56.1 66.3 78.3 86.0 42.9 57.5 59.4 67.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,987: 17,215 45,862 27,015 0 350 125 0 0 1,390 50 2,700: 192 25
Old : 48,987: 17,215 45,862 27,015 0 350 125 0 0 1,390 50 2,700: 192 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 215: 100 100 40 0 100 0 0 0 -25 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 93.6 55.1 0.0 0.7 0.3 0.0 0.0 2.8 0.1 5.5: 0.4 0.1
Old : 100.0: 35.1 93.6 55.1 0.0 0.7 0.3 0.0 0.0 2.8 0.1 5.5: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 13 4 0 . . 0 0 4 . .:
Old : 32: 16 13 4 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 : 76.2 74.4 88.7 93.6 71.5 74.1 78.3 84.2
Old : 76.2 74.4 88.7 93.6 71.5 74.1 78.3 84.2
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,222: 17,920 46,272 26,655 0 350 125 0 0 1,445 50 2,525: 202 25
Old : 49,222: 17,920 46,272 26,655 0 350 125 0 0 1,445 50 2,525: 202 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 215: 100 100 30 0 100 0 0 0 -25 0 0: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 94.0 54.2 0.0 0.7 0.3 0.0 0.0 2.9 0.1 5.1: 0.4 0.1
Old : 100.0: 36.4 94.0 54.2 0.0 0.7 0.3 0.0 0.0 2.9 0.1 5.1: 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 : 32: 16 13 4 0 . . 0 0 4 . .:
Old : 32: 16 13 4 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 : 74.3 74.6 87.2 94.3 70.4 74.3 77.8 84.6
Old : 74.3 74.6 87.2 94.3 70.4 74.3 77.8 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,249: 86,174 89,074 19,488 9,739 8,113 0 2,479 760 1,585 5,977 1,080: 49 27
Old : 117,249: 86,174 89,074 19,488 9,739 8,113 0 2,479 760 1,585 5,977 1,080: 49 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 732: 784 -439 112 920 213 0 5 0 -390 52 13: 0 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 76.0 16.6 8.3 6.9 0.0 2.1 0.6 1.4 5.1 0.9: 0.0 0.0
Old : 100.0: 73.5 76.0 16.6 8.3 6.9 0.0 2.1 0.6 1.4 5.1 0.9: 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 : 64: 36 28 4 . 5 0 5 . 5 7 5:
Old : 64: 36 28 4 . 5 0 5 . 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 : 47.8 48.5 65.8 68.2 44.4 45.2 59.1 62.1
Old : 47.8 48.5 65.8 68.2 44.4 45.2 59.1 62.1
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :352 MWh :
: : Positions :
All : 127,220: 93,759 100,496 18,990 6,556 8,942 334 1,822 1,910 1,565 5,823 1,648: 72 23
Old : 127,220: 93,759 100,496 18,990 6,556 8,942 334 1,822 1,910 1,565 5,823 1,648: 72 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 987: 1,344 374 -328 928 -115 44 -489 181 25 314 -174: 10 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 79.0 14.9 5.2 7.0 0.3 1.4 1.5 1.2 4.6 1.3: 0.1 0.0
Old : 100.0: 73.7 79.0 14.9 5.2 7.0 0.3 1.4 1.5 1.2 4.6 1.3: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 40 31 5 . 6 . . 4 6 7 6:
Old : 68: 40 31 5 . 6 . . 4 6 7 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 49.2 62.0 68.2 37.2 46.8 53.6 59.9
Old : 41.0 49.2 62.0 68.2 37.2 46.8 53.6 59.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 595,460: 355,806 394,366 26,157 6,122 102,720 18,174 15,997 30,424 24,720 7,800 37,178: 281 853
Old : 595,460: 355,806 394,366 26,157 6,122 102,720 18,174 15,997 30,424 24,720 7,800 37,178: 281 853
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 19,607: 12,426 12,799 1,736 1,479 3,911 256 1,171 889 957 -93 -534: -35 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 66.2 4.4 1.0 17.3 3.1 2.7 5.1 4.2 1.3 6.2: 0.0 0.1
Old : 100.0: 59.8 66.2 4.4 1.0 17.3 3.1 2.7 5.1 4.2 1.3 6.2: 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 : 102: 43 43 4 . 6 9 10 9 18 11 20:
Old : 102: 43 43 4 . 6 9 10 9 18 11 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 39.8 59.1 60.5 11.5 15.1 15.8 20.0
Old : 39.7 39.8 59.1 60.5 11.5 15.1 15.8 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,405: 10,504 13,490 910 519 1,711 720 600 65 2,410 0 0: 85 20
Old : 16,405: 10,504 13,490 910 519 1,711 720 600 65 2,410 0 0: 85 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 120: 140 75 35 -20 45 0 0 0 0 0 0: -100 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 82.2 5.5 3.2 10.4 4.4 3.7 0.4 14.7 0.0 0.0: 0.5 0.1
Old : 100.0: 64.0 82.2 5.5 3.2 10.4 4.4 3.7 0.4 14.7 0.0 0.0: 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 : 28: 14 12 . . 4 . . . . 0 0:
Old : 28: 14 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 74.6 79.3 92.0 52.3 65.9 68.0 75.3
Old : 53.6 74.6 79.3 92.0 52.3 65.9 68.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,581: 7,845 10,435 1,135 812 1,649 220 600 65 2,460 0 0: 207 20
Old : 13,581: 7,845 10,435 1,135 812 1,649 220 600 65 2,460 0 0: 207 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -90: -267 -40 205 0 -70 0 0 0 0 0 0: 42 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 76.8 8.4 6.0 12.1 1.6 4.4 0.5 18.1 0.0 0.0: 1.5 0.1
Old : 100.0: 57.8 76.8 8.4 6.0 12.1 1.6 4.4 0.5 18.1 0.0 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 12 . . 4 . . . . 0 0:
Old : 27: 14 12 . . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 73.7 81.2 91.6 48.1 59.4 66.8 72.7
Old : 51.2 73.7 81.2 91.6 48.1 59.4 66.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,572: 5,325 6,452 475 100 0 0 0 0 740 0 0: 32 20
Old : 6,572: 5,325 6,452 475 100 0 0 0 0 740 0 0: 32 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 509: 474 509 25 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 98.2 7.2 1.5 0.0 0.0 0.0 0.0 11.3 0.0 0.0: 0.5 0.3
Old : 100.0: 81.0 98.2 7.2 1.5 0.0 0.0 0.0 0.0 11.3 0.0 0.0: 0.5 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 : 27: 14 12 4 . 0 0 0 0 4 0 0:
Old : 27: 14 12 4 . 0 0 0 0 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 : 49.3 79.5 74.6 92.8 42.5 73.1 64.3 81.4
Old : 49.3 79.5 74.6 92.8 42.5 73.1 64.3 81.4
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,116: 60,289 61,335 13,387 11,836 1,750 0 2,185 0 1,680 0 0: 7,010 7,010
Old : 84,116: 60,289 61,335 13,387 11,836 1,750 0 2,185 0 1,680 0 0: 7,010 7,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 145: 300 305 -175 0 0 0 0 0 180 0 0: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 72.9 15.9 14.1 2.1 0.0 2.6 0.0 2.0 0.0 0.0: 8.3 8.3
Old : 100.0: 71.7 72.9 15.9 14.1 2.1 0.0 2.6 0.0 2.0 0.0 0.0: 8.3 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 : 28: 18 19 . . . 0 . 0 . 0 0:
Old : 28: 18 19 . . . 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 : 74.1 56.9 84.2 80.4 72.6 54.4 81.2 75.3
Old : 74.1 56.9 84.2 80.4 72.6 54.4 81.2 75.3
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 72,565: 51,457 51,830 11,156 9,770 2,365 0 2,525 0 1,320 0 0: 6,267 6,075
Old : 72,565: 51,457 51,830 11,156 9,770 2,365 0 2,525 0 1,320 0 0: 6,267 6,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -5: 180 130 -50 0 0 0 0 0 0 0 0: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 71.4 15.4 13.5 3.3 0.0 3.5 0.0 1.8 0.0 0.0: 8.6 8.4
Old : 100.0: 70.9 71.4 15.4 13.5 3.3 0.0 3.5 0.0 1.8 0.0 0.0: 8.6 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 73.2 57.1 84.9 79.0 72.0 53.5 79.4 73.8
Old : 73.2 57.1 84.9 79.0 72.0 53.5 79.4 73.8
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,655: 7,730 13,925 5,695 0 5,385 950 945 0 755 0 0: 4,140 4,400
Old : 24,655: 7,730 13,925 5,695 0 5,385 950 945 0 755 0 0: 4,140 4,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 285: -350 0 350 0 150 0 0 0 0 0 0: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 56.5 23.1 0.0 21.8 3.9 3.8 0.0 3.1 0.0 0.0: 16.8 17.8
Old : 100.0: 31.4 56.5 23.1 0.0 21.8 3.9 3.8 0.0 3.1 0.0 0.0: 16.8 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 15 . 0 . . . 0 . 0 0:
Old : 23: 13 15 . 0 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 48.4 74.6 72.3 36.2 38.2 46.6 47.2
Old : 60.6 48.4 74.6 72.3 36.2 38.2 46.6 47.2
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,224: 36,779 22,125 4,912 21,226 36 11,080 8,795 2,940 0 910 50: 3,427 3,142
Old : 59,224: 36,779 22,125 4,912 21,226 36 11,080 8,795 2,940 0 910 50: 3,427 3,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -45: 258 -142 -275 0 0 0 125 -25 0 0 0: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 37.4 8.3 35.8 0.1 18.7 14.9 5.0 0.0 1.5 0.1: 5.8 5.3
Old : 100.0: 62.1 37.4 8.3 35.8 0.1 18.7 14.9 5.0 0.0 1.5 0.1: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 16 . . . . . . 0 . .:
Old : 27: 18 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 : 56.3 71.7 77.9 83.4 45.9 68.6 63.9 75.8
Old : 56.3 71.7 77.9 83.4 45.9 68.6 63.9 75.8
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,797: 26,267 17,249 7,422 11,865 0 1,915 6,335 2,975 0 360 300: 1,918 1,713
Old : 40,797: 26,267 17,249 7,422 11,865 0 1,915 6,335 2,975 0 360 300: 1,918 1,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 42.3 18.2 29.1 0.0 4.7 15.5 7.3 0.0 0.9 0.7: 4.7 4.2
Old : 100.0: 64.4 42.3 18.2 29.1 0.0 4.7 15.5 7.3 0.0 0.9 0.7: 4.7 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 : 25: 16 15 . . 0 . . . 0 . .:
Old : 25: 16 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 : 58.7 69.7 83.6 85.6 49.0 66.1 64.7 72.7
Old : 58.7 69.7 83.6 85.6 49.0 66.1 64.7 72.7
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,040: 11,678 13,915 5,185 0 1,993 0 3,425 0 0 0 0: 2,184 1,707
Old : 21,040: 11,678 13,915 5,185 0 1,993 0 3,425 0 0 0 0: 2,184 1,707
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 300: 0 400 165 -98 123 0 -125 0 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 66.1 24.6 0.0 9.5 0.0 16.3 0.0 0.0 0.0 0.0: 10.4 8.1
Old : 100.0: 55.5 66.1 24.6 0.0 9.5 0.0 16.3 0.0 0.0 0.0 0.0: 10.4 8.1
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 : 21: 16 11 . 0 . 0 . 0 0 0 0:
Old : 21: 16 11 . 0 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 68.0 76.3 85.2 53.7 64.4 62.2 67.6
Old : 59.7 68.0 76.3 85.2 53.7 64.4 62.2 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 93,134: 52,954 31,744 1,885 35,900 4,705 15,075 1,125 635 0 1,095 1,210: 16,670 16,720
Old : 93,134: 52,954 31,744 1,885 35,900 4,705 15,075 1,125 635 0 1,095 1,210: 16,670 16,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,280: -480 -215 1,395 1,420 -155 400 -100 0 0 210 -210: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 34.1 2.0 38.5 5.1 16.2 1.2 0.7 0.0 1.2 1.3: 17.9 18.0
Old : 100.0: 56.9 34.1 2.0 38.5 5.1 16.2 1.2 0.7 0.0 1.2 1.3: 17.9 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 19 . . . . . . 0 . .:
Old : 30: 17 19 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 52.3 73.4 67.9 54.3 50.7 59.5 56.4
Old : 56.3 52.3 73.4 67.9 54.3 50.7 59.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,314: 50,354 32,059 2,600 32,445 5,020 16,040 1,125 920 0 3,335 385: 14,995 15,025
Old : 90,314: 50,354 32,059 2,600 32,445 5,020 16,040 1,125 920 0 3,335 385: 14,995 15,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,175: -1,215 -50 2,295 1,420 -595 400 -100 0 0 210 -140: 430 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 35.5 2.9 35.9 5.6 17.8 1.2 1.0 0.0 3.7 0.4: 16.6 16.6
Old : 100.0: 55.8 35.5 2.9 35.9 5.6 17.8 1.2 1.0 0.0 3.7 0.4: 16.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 18 . . . . . . 0 . .:
Old : 31: 16 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 49.7 73.8 68.5 51.6 46.9 58.2 55.2
Old : 53.4 49.7 73.8 68.5 51.6 46.9 58.2 55.2
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,455: 20,898 6,003 1,620 225 995 0 11,870 2,010 775 5,635 495: 4,662 4,222
Old : 31,455: 20,898 6,003 1,620 225 995 0 11,870 2,010 775 5,635 495: 4,662 4,222
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 5,065: 4,980 0 -490 0 209 0 4,250 0 -25 215 0: 391 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 19.1 5.2 0.7 3.2 0.0 37.7 6.4 2.5 17.9 1.6: 14.8 13.4
Old : 100.0: 66.4 19.1 5.2 0.7 3.2 0.0 37.7 6.4 2.5 17.9 1.6: 14.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 11 . . . 0 . . . . .:
Old : 28: 16 11 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 61.7 66.6 77.4 44.8 52.1 60.1 65.9
Old : 46.8 61.7 66.6 77.4 44.8 52.1 60.1 65.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,115: 20,958 5,943 960 225 1,508 0 11,870 2,010 775 5,060 610: 4,294 3,889
Old : 31,115: 20,958 5,943 960 225 1,508 0 11,870 2,010 775 5,060 610: 4,294 3,889
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 5,040: 4,990 -50 -540 0 190 0 4,250 0 -25 215 15: 410 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 19.1 3.1 0.7 4.8 0.0 38.1 6.5 2.5 16.3 2.0: 13.8 12.5
Old : 100.0: 67.4 19.1 3.1 0.7 4.8 0.0 38.1 6.5 2.5 16.3 2.0: 13.8 12.5
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: 15 9 . . . 0 . . . . .:
Old : 26: 15 9 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 60.9 66.8 78.4 45.1 50.9 58.8 64.8
Old : 46.7 60.9 66.8 78.4 45.1 50.9 58.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,860: 19,403 62,983 19,395 6,525 35 22,605 100 0 8,465 0 0: 1,957 2,217
Old : 71,860: 19,403 62,983 19,395 6,525 35 22,605 100 0 8,465 0 0: 1,957 2,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 400: 0 250 400 150 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 87.6 27.0 9.1 0.0 31.5 0.1 0.0 11.8 0.0 0.0: 2.7 3.1
Old : 100.0: 27.0 87.6 27.0 9.1 0.0 31.5 0.1 0.0 11.8 0.0 0.0: 2.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 12 . . . . . 0 . 0 0:
Old : 24: 12 12 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 85.5 93.4 92.2 73.7 82.8 88.9 87.4
Old : 75.5 85.5 93.4 92.2 73.7 82.8 88.9 87.4
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,455: 19,860 61,490 18,415 6,465 165 22,855 500 0 7,590 0 0: 1,570 1,835
Old : 70,455: 19,860 61,490 18,415 6,465 165 22,855 500 0 7,590 0 0: 1,570 1,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 87.3 26.1 9.2 0.2 32.4 0.7 0.0 10.8 0.0 0.0: 2.2 2.6
Old : 100.0: 28.2 87.3 26.1 9.2 0.2 32.4 0.7 0.0 10.8 0.0 0.0: 2.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . . . . . 0 . 0 0:
Old : 21: 12 11 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 88.5 94.0 94.8 73.9 86.8 90.4 90.2
Old : 74.8 88.5 94.0 94.8 73.9 86.8 90.4 90.2
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,410: 20,130 49,970 6,555 1,250 2,135 5,180 0 165 19,040 0 270: 2,935 2,620
Old : 56,410: 20,130 49,970 6,555 1,250 2,135 5,180 0 165 19,040 0 270: 2,935 2,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 0: 0 -50 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 88.6 11.6 2.2 3.8 9.2 0.0 0.3 33.8 0.0 0.5: 5.2 4.6
Old : 100.0: 35.7 88.6 11.6 2.2 3.8 9.2 0.0 0.3 33.8 0.0 0.5: 5.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 11 . . . . 0 . . 0 .:
Old : 29: 15 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 : 57.4 83.7 75.8 93.5 54.3 83.2 72.5 88.0
Old : 57.4 83.7 75.8 93.5 54.3 83.2 72.5 88.0
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,365: 18,760 41,755 7,105 1,610 1,470 5,180 0 165 12,140 0 620: 2,925 2,745
Old : 48,365: 18,760 41,755 7,105 1,610 1,470 5,180 0 165 12,140 0 620: 2,925 2,745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 0: 0 -50 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 86.3 14.7 3.3 3.0 10.7 0.0 0.3 25.1 0.0 1.3: 6.0 5.7
Old : 100.0: 38.8 86.3 14.7 3.3 3.0 10.7 0.0 0.3 25.1 0.0 1.3: 6.0 5.7
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 : 27: 14 10 . . . . 0 . . 0 .:
Old : 27: 14 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 : 53.4 80.9 74.1 91.9 50.2 80.2 70.7 86.3
Old : 53.4 80.9 74.1 91.9 50.2 80.2 70.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,795: 9,880 7,590 545 0 1,835 50 4,685 0 2,260 650 280: 2,945 2,755
Old : 17,795: 9,880 7,590 545 0 1,835 50 4,685 0 2,260 650 280: 2,945 2,755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 42.7 3.1 0.0 10.3 0.3 26.3 0.0 12.7 3.7 1.6: 16.5 15.5
Old : 100.0: 55.5 42.7 3.1 0.0 10.3 0.3 26.3 0.0 12.7 3.7 1.6: 16.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 5 . 0 . . . 0 . . .:
Old : 20: 11 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 : 53.1 70.2 76.8 82.6 48.2 65.4 65.5 71.6
Old : 53.1 70.2 76.8 82.6 48.2 65.4 65.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,440: 9,270 7,585 825 0 1,980 50 4,685 0 2,820 650 120: 2,375 2,420
Old : 17,440: 9,270 7,585 825 0 1,980 50 4,685 0 2,820 650 120: 2,375 2,420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 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: 53.2 43.5 4.7 0.0 11.4 0.3 26.9 0.0 16.2 3.7 0.7: 13.6 13.9
Old : 100.0: 53.2 43.5 4.7 0.0 11.4 0.3 26.9 0.0 16.2 3.7 0.7: 13.6 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 4 . 0 . . . 0 . . .:
Old : 20: 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 : 58.9 72.4 79.6 84.7 50.3 66.7 67.9 73.3
Old : 58.9 72.4 79.6 84.7 50.3 66.7 67.9 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,980: 35,165 37,675 1,630 2,680 3,755 4,720 15,500 175 14,975 1,100 1,455: 6,105 5,640
Old : 67,980: 35,165 37,675 1,630 2,680 3,755 4,720 15,500 175 14,975 1,100 1,455: 6,105 5,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 320: 785 -65 -100 640 -450 0 20 0 -90 0 0: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 55.4 2.4 3.9 5.5 6.9 22.8 0.3 22.0 1.6 2.1: 9.0 8.3
Old : 100.0: 51.7 55.4 2.4 3.9 5.5 6.9 22.8 0.3 22.0 1.6 2.1: 9.0 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 : 32: 16 13 . . . . . . 4 . .:
Old : 32: 16 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 : 56.5 64.0 72.6 81.0 54.4 59.7 68.0 74.6
Old : 56.5 64.0 72.6 81.0 54.4 59.7 68.0 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,035: 33,475 33,210 1,630 1,755 3,835 4,495 15,480 175 11,725 1,100 1,455: 5,245 5,025
Old : 62,035: 33,475 33,210 1,630 1,755 3,835 4,495 15,480 175 11,725 1,100 1,455: 5,245 5,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 290: 755 -75 -100 640 -350 0 0 0 -90 0 0: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 53.5 2.6 2.8 6.2 7.2 25.0 0.3 18.9 1.8 2.3: 8.5 8.1
Old : 100.0: 54.0 53.5 2.6 2.8 6.2 7.2 25.0 0.3 18.9 1.8 2.3: 8.5 8.1
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 : 32: 16 13 . . . . . . 4 . .:
Old : 32: 16 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 : 54.0 66.9 71.5 81.7 51.6 63.5 65.8 75.0
Old : 54.0 66.9 71.5 81.7 51.6 63.5 65.8 75.0
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,952: 36,346 22,651 0 19,260 40 18,255 225 4,015 0 12,495 1,355: 2,941 2,911
Old : 62,952: 36,346 22,651 0 19,260 40 18,255 225 4,015 0 12,495 1,355: 2,941 2,911
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -5: -205 20 0 -225 0 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 36.0 0.0 30.6 0.1 29.0 0.4 6.4 0.0 19.8 2.2: 4.7 4.6
Old : 100.0: 57.7 36.0 0.0 30.6 0.1 29.0 0.4 6.4 0.0 19.8 2.2: 4.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 11 0 . . . . . 0 . .:
Old : 30: 20 11 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 66.8 78.0 87.3 53.2 59.7 68.6 74.6
Old : 55.7 66.8 78.0 87.3 53.2 59.7 68.6 74.6
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,966: 32,508 19,946 0 17,057 40 12,805 200 4,095 0 8,290 1,600: 2,918 2,738
Old : 53,966: 32,508 19,946 0 17,057 40 12,805 200 4,095 0 8,290 1,600: 2,918 2,738
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 0: -200 25 0 -225 0 0 0 0 0 0 0: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 37.0 0.0 31.6 0.1 23.7 0.4 7.6 0.0 15.4 3.0: 5.4 5.1
Old : 100.0: 60.2 37.0 0.0 31.6 0.1 23.7 0.4 7.6 0.0 15.4 3.0: 5.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 11 0 . . . . . 0 . .:
Old : 30: 20 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 : 54.1 62.6 76.8 86.3 46.9 56.5 63.9 69.3
Old : 54.1 62.6 76.8 86.3 46.9 56.5 63.9 69.3
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 189,906: 102,033 80,007 21,602 700 6,385 690 30,694 8,445 1,875 14,795 1,770: 47,106 47,110
Old : 189,906: 102,033 80,007 21,602 700 6,385 690 30,694 8,445 1,875 14,795 1,770: 47,106 47,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,595: -280 4,275 1,650 45 -314 45 -2,600 -130 305 0 -200: 519 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 42.1 11.4 0.4 3.4 0.4 16.2 4.4 1.0 7.8 0.9: 24.8 24.8
Old : 100.0: 53.7 42.1 11.4 0.4 3.4 0.4 16.2 4.4 1.0 7.8 0.9: 24.8 24.8
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 : 44: 25 28 . . 4 . . . . . .:
Old : 44: 25 28 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 34.8 60.0 53.2 40.0 32.4 49.8 47.6
Old : 44.8 34.8 60.0 53.2 40.0 32.4 49.8 47.6
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 158,769: 80,239 69,688 21,372 30 3,613 595 24,219 8,195 2,350 10,615 2,090: 40,315 40,319
Old : 158,769: 80,239 69,688 21,372 30 3,613 595 24,219 8,195 2,350 10,615 2,090: 40,315 40,319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,205: 135 4,735 1,700 30 -210 25 -2,600 -130 305 0 -200: 580 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 43.9 13.5 0.0 2.3 0.4 15.3 5.2 1.5 6.7 1.3: 25.4 25.4
Old : 100.0: 50.5 43.9 13.5 0.0 2.3 0.4 15.3 5.2 1.5 6.7 1.3: 25.4 25.4
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 : 44: 23 28 . . 4 . . . . . .:
Old : 44: 23 28 . . 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 : 40.5 36.5 54.7 52.7 35.7 31.5 45.4 43.9
Old : 40.5 36.5 54.7 52.7 35.7 31.5 45.4 43.9
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 68,731: 26,245 37,530 16,891 6,061 9,975 2,930 0 7,650 0 2,555 0: 5,040 4,960
Old : 68,731: 26,245 37,530 16,891 6,061 9,975 2,930 0 7,650 0 2,555 0: 5,040 4,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,145: -35 -800 1,420 2,185 -590 0 0 0 0 0 0: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 54.6 24.6 8.8 14.5 4.3 0.0 11.1 0.0 3.7 0.0: 7.3 7.2
Old : 100.0: 38.2 54.6 24.6 8.8 14.5 4.3 0.0 11.1 0.0 3.7 0.0: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 15 . . . . 0 . 0 . 0:
Old : 27: 13 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 46.8 79.9 75.0 40.0 38.1 51.2 50.6
Old : 59.6 46.8 79.9 75.0 40.0 38.1 51.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,805: 24,780 31,420 10,186 4,446 7,329 2,885 0 8,075 0 2,080 0: 5,550 5,455
Old : 58,805: 24,780 31,420 10,186 4,446 7,329 2,885 0 8,075 0 2,080 0: 5,550 5,455
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 705: -35 -125 1,420 1,510 -625 0 0 0 0 0 0: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 53.4 17.3 7.6 12.5 4.9 0.0 13.7 0.0 3.5 0.0: 9.4 9.3
Old : 100.0: 42.1 53.4 17.3 7.6 12.5 4.9 0.0 13.7 0.0 3.5 0.0: 9.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . 0 . 0 . 0:
Old : 26: 16 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 47.1 71.7 74.7 34.1 36.9 45.1 48.7
Old : 53.0 47.1 71.7 74.7 34.1 36.9 45.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,300: 23,245 20,050 200 7,070 3,920 5,100 3,000 5,505 1,260 0 420: 3,650 3,335
Old : 43,300: 23,245 20,050 200 7,070 3,920 5,100 3,000 5,505 1,260 0 420: 3,650 3,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -190: 80 -650 0 760 -175 0 0 0 0 0 0: -95 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 46.3 0.5 16.3 9.1 11.8 6.9 12.7 2.9 0.0 1.0: 8.4 7.7
Old : 100.0: 53.7 46.3 0.5 16.3 9.1 11.8 6.9 12.7 2.9 0.0 1.0: 8.4 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: 15 15 . . . . . . . 0 .:
Old : 25: 15 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 : 59.5 47.3 77.5 73.3 44.2 32.1 53.2 49.5
Old : 59.5 47.3 77.5 73.3 44.2 32.1 53.2 49.5
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 52,110: 18,460 30,820 0 6,075 4,505 20,095 3,130 4,250 1,260 0 420: 3,120 2,910
Old : 52,110: 18,460 30,820 0 6,075 4,505 20,095 3,130 4,250 1,260 0 420: 3,120 2,910
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 0: 0 -60 0 60 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 59.1 0.0 11.7 8.6 38.6 6.0 8.2 2.4 0.0 0.8: 6.0 5.6
Old : 100.0: 35.4 59.1 0.0 11.7 8.6 38.6 6.0 8.2 2.4 0.0 0.8: 6.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 15 0 . . . . . . 0 .:
Old : 23: 12 15 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 46.4 87.0 72.5 53.5 31.4 55.9 48.5
Old : 74.8 46.4 87.0 72.5 53.5 31.4 55.9 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 204,648: 114,283 131,451 3,787 5,362 30,724 16,150 0 8,070 2,153 0 600: 28,881 28,441
Old : 204,648: 114,283 131,451 3,787 5,362 30,724 16,150 0 8,070 2,153 0 600: 28,881 28,441
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 4,670: 2,244 3,997 150 92 1,169 1,800 0 -1,685 -12 0 0: 1,004 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 64.2 1.9 2.6 15.0 7.9 0.0 3.9 1.1 0.0 0.3: 14.1 13.9
Old : 100.0: 55.8 64.2 1.9 2.6 15.0 7.9 0.0 3.9 1.1 0.0 0.3: 14.1 13.9
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 : 39: 26 27 . . 4 . 0 . . 0 .:
Old : 39: 26 27 . . 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 : 38.9 48.5 58.6 66.8 26.8 29.3 35.6 38.5
Old : 38.9 48.5 58.6 66.8 26.8 29.3 35.6 38.5
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, October 27, 2020
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 141,380: 76,666 87,346 1,102 7,105 17,637 15,605 280 8,310 1,575 112 0: 20,485 20,590
Old : 141,380: 76,666 87,346 1,102 7,105 17,637 15,605 280 8,310 1,575 112 0: 20,485 20,590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 5,380: 1,231 5,176 1,102 -1,055 1,917 1,800 0 -1,350 0 12 0: 680 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 61.8 0.8 5.0 12.5 11.0 0.2 5.9 1.1 0.1 0.0: 14.5 14.6
Old : 100.0: 54.2 61.8 0.8 5.0 12.5 11.0 0.2 5.9 1.1 0.1 0.0: 14.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 25 . . 4 . . . . . 0:
Old : 36: 23 25 . . 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 : 41.2 41.5 59.9 61.9 28.2 31.9 38.5 39.2
Old : 41.2 41.5 59.9 61.9 28.2 31.9 38.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020