COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,975: 11,403 7,888 0 1,754 810 0 0 0 322 1,921 1,655: 785 947
Old : 14,975: 11,403 7,888 0 1,754 810 0 0 0 322 1,921 1,655: 785 947
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 497: 429 172 0 -24 93 0 0 0 -166 40 104: 37 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 52.7 0.0 11.7 5.4 0.0 0.0 0.0 2.2 12.8 11.1: 5.2 6.3
Old : 100.0: 76.1 52.7 0.0 11.7 5.4 0.0 0.0 0.0 2.2 12.8 11.1: 5.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 0 . . 0 0 0 . 4 .:
Old : 20: 11 9 0 . . 0 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 49.9 80.8 75.3 38.6 32.9 48.3 44.7
Old : 60.0 49.9 80.8 75.3 38.6 32.9 48.3 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,060: 23,338 27,003 2,271 1,060 3,187 503 300 778 3,083 832 895: 5 5
Old : 34,060: 23,338 27,003 2,271 1,060 3,187 503 300 778 3,083 832 895: 5 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 226: 1,754 633 152 125 -77 -57 0 -15 -1,346 -260 -185: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 79.3 6.7 3.1 9.4 1.5 0.9 2.3 9.1 2.4 2.6: 0.0 0.0
Old : 100.0: 68.5 79.3 6.7 3.1 9.4 1.5 0.9 2.3 9.1 2.4 2.6: 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 : 40: 21 23 . . . . . . 4 . 6:
Old : 40: 21 23 . . . . . . 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 : 38.3 53.9 62.4 73.6 32.2 45.5 47.1 54.9
Old : 38.3 53.9 62.4 73.6 32.2 45.5 47.1 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,048: 28,672 24,041 0 4,527 1,605 40 0 375 865 1,010 1,490: 1 0
Old : 33,048: 28,672 24,041 0 4,527 1,605 40 0 375 865 1,010 1,490: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 390: 3,000 400 0 250 25 -75 0 75 -2,300 -25 -335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 72.7 0.0 13.7 4.9 0.1 0.0 1.1 2.6 3.1 4.5: 0.0 0.0
Old : 100.0: 86.8 72.7 0.0 13.7 4.9 0.1 0.0 1.1 2.6 3.1 4.5: 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 : 34: 19 18 0 . . . 0 . . 5 5:
Old : 34: 19 18 0 . . . 0 . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 65.9 70.5 83.5 48.7 55.7 63.7 71.1
Old : 49.9 65.9 70.5 83.5 48.7 55.7 63.7 71.1
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 1Megawatt for 368 Hours) :
: : Positions :
All : 132,256: 91,734 99,846 1,255 12,919 12,924 17,349 1,450 633 6,269 2,827 1,396: 696 261
Old : 132,256: 91,734 99,846 1,255 12,919 12,924 17,349 1,450 633 6,269 2,827 1,396: 696 261
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 949: 29 2,198 -855 -1,420 329 660 -5 0 725 -215 121: -60 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 75.5 0.9 9.8 9.8 13.1 1.1 0.5 4.7 2.1 1.1: 0.5 0.2
Old : 100.0: 69.4 75.5 0.9 9.8 9.8 13.1 1.1 0.5 4.7 2.1 1.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 28 34 . 4 5 7 4 . 8 4 6:
Old : 63: 28 34 . 4 5 7 4 . 8 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 : 47.3 38.2 63.6 58.5 35.6 26.2 44.7 40.3
Old : 47.3 38.2 63.6 58.5 35.6 26.2 44.7 40.3
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,105: 44,303 40,571 1,485 9,630 4,226 4,556 195 75 914 791 2,546: 0 71
Old : 58,105: 44,303 40,571 1,485 9,630 4,226 4,556 195 75 914 791 2,546: 0 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 758: 324 309 0 -433 218 238 -105 24 -447 333 401: 0 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 69.8 2.6 16.6 7.3 7.8 0.3 0.1 1.6 1.4 4.4: 0.0 0.1
Old : 100.0: 76.2 69.8 2.6 16.6 7.3 7.8 0.3 0.1 1.6 1.4 4.4: 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 : 43: 22 20 . . . . . . 5 5 7:
Old : 43: 22 20 . . . . . . 5 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 74.8 81.9 89.7 61.9 59.8 70.8 70.8
Old : 62.6 74.8 81.9 89.7 61.9 59.8 70.8 70.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,381: 30,501 24,585 645 4,917 564 0 555 0 375 1,479 281: 15 0
Old : 32,381: 30,501 24,585 645 4,917 564 0 555 0 375 1,479 281: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 171: 0 100 75 40 0 0 0 0 0 -50 81: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 75.9 2.0 15.2 1.7 0.0 1.7 0.0 1.2 4.6 0.9: 0.0 0.0
Old : 100.0: 94.2 75.9 2.0 15.2 1.7 0.0 1.7 0.0 1.2 4.6 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 : 24: 12 10 . . . 0 . 0 . 4 4:
Old : 24: 12 10 . . . 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 : 80.0 84.0 95.4 94.2 74.9 70.9 80.8 79.0
Old : 80.0 84.0 95.4 94.2 74.9 70.9 80.8 79.0
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,008: 28,419 17,656 2,118 21,209 3,012 13,646 100 50 420 5,563 1,011: 332 407
Old : 49,008: 28,419 17,656 2,118 21,209 3,012 13,646 100 50 420 5,563 1,011: 332 407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -270: 471 -553 -760 241 34 -40 0 0 2 -25 23: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 36.0 4.3 43.3 6.1 27.8 0.2 0.1 0.9 11.4 2.1: 0.7 0.8
Old : 100.0: 58.0 36.0 4.3 43.3 6.1 27.8 0.2 0.1 0.9 11.4 2.1: 0.7 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 : 34: 16 18 . 4 5 . . . . . .:
Old : 34: 16 18 . 4 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 67.4 71.8 80.8 47.9 60.2 62.5 70.4
Old : 50.4 67.4 71.8 80.8 47.9 60.2 62.5 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,025: 36,595 21,608 1,582 30,162 3,658 18,027 900 50 519 4,672 1,629: 965 346
Old : 63,025: 36,595 21,608 1,582 30,162 3,658 18,027 900 50 519 4,672 1,629: 965 346
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -231: -186 -740 -180 157 233 -150 65 0 -33 -25 60: 25 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 34.3 2.5 47.9 5.8 28.6 1.4 0.1 0.8 7.4 2.6: 1.5 0.5
Old : 100.0: 58.1 34.3 2.5 47.9 5.8 28.6 1.4 0.1 0.8 7.4 2.6: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 20 . 5 4 4 . . . . .:
Old : 39: 19 20 . 5 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 : 57.2 63.0 74.5 82.3 56.4 56.0 69.1 68.1
Old : 57.2 63.0 74.5 82.3 56.4 56.0 69.1 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,054: 43,707 32,932 11,934 22,638 4,071 0 25 0 1,148 1,680 1,708: 486 0
Old : 63,054: 43,707 32,932 11,934 22,638 4,071 0 25 0 1,148 1,680 1,708: 486 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,513: 735 795 900 -470 -10 0 0 0 -116 1,194 4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 52.2 18.9 35.9 6.5 0.0 0.0 0.0 1.8 2.7 2.7: 0.8 0.0
Old : 100.0: 69.3 52.2 18.9 35.9 6.5 0.0 0.0 0.0 1.8 2.7 2.7: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 21 4 . 4 0 . 0 . . .:
Old : 41: 21 21 4 . 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 61.7 69.5 82.1 42.9 61.5 61.6 76.6
Old : 44.3 61.7 69.5 82.1 42.9 61.5 61.6 76.6
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,712: 58,089 34,587 20,497 43,663 1,314 0 25 0 1,145 1,901 2,151: 516 71
Old : 83,712: 58,089 34,587 20,497 43,663 1,314 0 25 0 1,145 1,901 2,151: 516 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,430: 1,150 710 360 -480 0 0 0 0 -80 1,199 0: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 41.3 24.5 52.2 1.6 0.0 0.0 0.0 1.4 2.3 2.6: 0.6 0.1
Old : 100.0: 69.4 41.3 24.5 52.2 1.6 0.0 0.0 0.0 1.4 2.3 2.6: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 17 4 . . 0 . 0 . . .:
Old : 42: 23 17 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 : 42.5 66.0 66.2 82.5 42.3 65.7 62.5 80.2
Old : 42.5 66.0 66.2 82.5 42.3 65.7 62.5 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,108: 23,986 30,792 8,704 1,226 2,171 0 0 0 0 25 0: 247 894
Old : 35,108: 23,986 30,792 8,704 1,226 2,171 0 0 0 0 25 0: 247 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,138: 1,265 935 25 330 -152 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 87.7 24.8 3.5 6.2 0.0 0.0 0.0 0.0 0.1 0.0: 0.7 2.5
Old : 100.0: 68.3 87.7 24.8 3.5 6.2 0.0 0.0 0.0 0.0 0.1 0.0: 0.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 10 . . . 0 0 0 0 . 0:
Old : 23: 13 10 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 77.4 89.9 91.8 70.3 73.3 82.0 82.0
Old : 76.5 77.4 89.9 91.8 70.3 73.3 82.0 82.0
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,728: 24,787 14,831 0 11,106 1,045 0 600 0 1,560 110 0: 336 36
Old : 27,728: 24,787 14,831 0 11,106 1,045 0 600 0 1,560 110 0: 336 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -234: 681 56 0 605 -900 0 0 0 0 10 0: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 53.5 0.0 40.1 3.8 0.0 2.2 0.0 5.6 0.4 0.0: 1.2 0.1
Old : 100.0: 89.4 53.5 0.0 40.1 3.8 0.0 2.2 0.0 5.6 0.4 0.0: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 15 0 . . 0 . 0 . . 0:
Old : 24: 16 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 : 60.7 63.7 82.1 85.7 38.8 49.5 54.1 56.8
Old : 60.7 63.7 82.1 85.7 38.8 49.5 54.1 56.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,845: 84,334 79,300 200 12,284 6,726 6,421 877 223 3,545 2,257 2,919: 477 259
Old : 104,845: 84,334 79,300 200 12,284 6,726 6,421 877 223 3,545 2,257 2,919: 477 259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 4,384: 5,446 33 0 4,009 -556 -522 90 14 -506 152 499: 10 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 75.6 0.2 11.7 6.4 6.1 0.8 0.2 3.4 2.2 2.8: 0.5 0.2
Old : 100.0: 80.4 75.6 0.2 11.7 6.4 6.1 0.8 0.2 3.4 2.2 2.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 38 32 . . . 5 5 . 6 7 10:
Old : 66: 38 32 . . . 5 5 . 6 7 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 42.2 60.0 67.9 30.6 31.4 41.9 50.6
Old : 41.9 42.2 60.0 67.9 30.6 31.4 41.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV Code-06439S
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,465: 13,486 18,414 4,711 650 861 0 0 0 375 0 0: 1,032 540
Old : 20,465: 13,486 18,414 4,711 650 861 0 0 0 375 0 0: 1,032 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,354: 650 2,450 1,500 0 -96 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 90.0 23.0 3.2 4.2 0.0 0.0 0.0 1.8 0.0 0.0: 5.0 2.6
Old : 100.0: 65.9 90.0 23.0 3.2 4.2 0.0 0.0 0.0 1.8 0.0 0.0: 5.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 . . . 0 0 0 . 0 0:
Old : 21: 10 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 72.8 88.4 91.0 66.8 72.8 79.9 82.0
Old : 72.7 72.8 88.4 91.0 66.8 72.8 79.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,552: 11,247 15,645 4,386 650 657 0 0 0 350 0 0: 912 600
Old : 17,552: 11,247 15,645 4,386 650 657 0 0 0 350 0 0: 912 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 89.1 25.0 3.7 3.7 0.0 0.0 0.0 2.0 0.0 0.0: 5.2 3.4
Old : 100.0: 64.1 89.1 25.0 3.7 3.7 0.0 0.0 0.0 2.0 0.0 0.0: 5.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . . 0 0 0 . 0 0:
Old : 20: 9 9 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 73.8 86.0 91.2 58.7 73.8 75.8 81.0
Old : 64.2 73.8 86.0 91.2 58.7 73.8 75.8 81.0
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,423: 57,643 46,636 0 13,175 1,680 3,058 0 0 1,150 1,720 430: 462 782
Old : 64,423: 57,643 46,636 0 13,175 1,680 3,058 0 0 1,150 1,720 430: 462 782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 4,333: 4,123 548 0 3,855 -480 690 0 0 0 120 180: -180 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 72.4 0.0 20.5 2.6 4.7 0.0 0.0 1.8 2.7 0.7: 0.7 1.2
Old : 100.0: 89.5 72.4 0.0 20.5 2.6 4.7 0.0 0.0 1.8 2.7 0.7: 0.7 1.2
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 : 31: 19 17 0 . . . 0 0 . . .:
Old : 31: 19 17 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 52.1 76.8 77.7 50.3 44.0 65.8 63.1
Old : 55.9 52.1 76.8 77.7 50.3 44.0 65.8 63.1
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 39,965: 30,753 34,960 6,229 1,335 2,849 0 0 0 100 25 0: 34 796
Old : 39,965: 30,753 34,960 6,229 1,335 2,849 0 0 0 100 25 0: 34 796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,220: 1,280 980 25 300 -85 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 87.5 15.6 3.3 7.1 0.0 0.0 0.0 0.3 0.1 0.0: 0.1 2.0
Old : 100.0: 76.9 87.5 15.6 3.3 7.1 0.0 0.0 0.0 0.3 0.1 0.0: 0.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 . . . 0 0 0 . . 0:
Old : 30: 19 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 : 64.1 72.7 83.4 90.2 56.6 66.2 68.4 71.7
Old : 64.1 72.7 83.4 90.2 56.6 66.2 68.4 71.7
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,351: 38,582 25,564 0 11,834 2,106 267 1,495 0 0 296 0: 396 56
Old : 41,351: 38,582 25,564 0 11,834 2,106 267 1,495 0 0 296 0: 396 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 783: 1,691 -199 0 1,885 -908 0 0 0 0 0 0: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 61.8 0.0 28.6 5.1 0.6 3.6 0.0 0.0 0.7 0.0: 1.0 0.1
Old : 100.0: 93.3 61.8 0.0 28.6 5.1 0.6 3.6 0.0 0.0 0.7 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 19 0 . . . 4 0 0 . 0:
Old : 33: 19 19 0 . . . 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 : 60.0 71.7 81.8 86.0 49.0 66.4 66.1 71.9
Old : 60.0 71.7 81.8 86.0 49.0 66.4 66.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,308: 42,623 52,038 7,171 470 2,500 0 0 0 2,131 0 60: 823 240
Old : 55,308: 42,623 52,038 7,171 470 2,500 0 0 0 2,131 0 60: 823 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,360: 1,060 1,360 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 94.1 13.0 0.8 4.5 0.0 0.0 0.0 3.9 0.0 0.1: 1.5 0.4
Old : 100.0: 77.1 94.1 13.0 0.8 4.5 0.0 0.0 0.0 3.9 0.0 0.1: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . . . 0 0 0 . 0 .:
Old : 28: 17 11 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 92.8 78.0 97.9 53.4 90.1 74.9 91.0
Old : 54.8 92.8 78.0 97.9 53.4 90.1 74.9 91.0
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,831: 47,698 52,811 6,238 4,235 2,535 0 0 0 2,730 0 60: 570 190
Old : 59,831: 47,698 52,811 6,238 4,235 2,535 0 0 0 2,730 0 60: 570 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,500: 1,110 1,660 245 20 0 0 0 0 315 0 -180: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 88.3 10.4 7.1 4.2 0.0 0.0 0.0 4.6 0.0 0.1: 1.0 0.3
Old : 100.0: 79.7 88.3 10.4 7.1 4.2 0.0 0.0 0.0 4.6 0.0 0.1: 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 : 32: 18 12 . 4 5 0 0 0 4 0 .:
Old : 32: 18 12 . 4 5 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 : 49.5 87.9 74.0 95.0 46.2 84.9 70.3 88.6
Old : 49.5 87.9 74.0 95.0 46.2 84.9 70.3 88.6
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,182: 68,479 78,654 12,042 4,526 1,807 0 171 0 2,681 0 1,807: 366 217
Old : 87,182: 68,479 78,654 12,042 4,526 1,807 0 171 0 2,681 0 1,807: 366 217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 692: 1,143 638 -5 0 0 0 171 0 -430 0 -26: 10 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 90.2 13.8 5.2 2.1 0.0 0.2 0.0 3.1 0.0 2.1: 0.4 0.2
Old : 100.0: 78.5 90.2 13.8 5.2 2.1 0.0 0.2 0.0 3.1 0.0 2.1: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 18 20 5 . . 0 . 0 4 0 .:
Old : 36: 18 20 5 . . 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 : 58.0 61.0 75.2 88.1 56.1 59.5 72.0 83.5
Old : 58.0 61.0 75.2 88.1 56.1 59.5 72.0 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 103,669: 79,810 90,894 13,194 4,457 3,005 469 1,493 120 3,076 145 3,346: 649 209
Old : 103,669: 79,810 90,894 13,194 4,457 3,005 469 1,493 120 3,076 145 3,346: 649 209
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 76: 885 -555 184 -82 -38 13 472 -25 -1,228 22 278: 7 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 87.7 12.7 4.3 2.9 0.5 1.4 0.1 3.0 0.1 3.2: 0.6 0.2
Old : 100.0: 77.0 87.7 12.7 4.3 2.9 0.5 1.4 0.1 3.0 0.1 3.2: 0.6 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 : 54: 23 27 5 . 4 . 5 . 4 4 7:
Old : 54: 23 27 5 . 4 . 5 . 4 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 52.8 71.9 76.5 55.0 52.8 68.4 71.9
Old : 56.4 52.8 71.9 76.5 55.0 52.8 68.4 71.9
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,993: 38,636 51,233 16,166 650 1,270 0 3,941 0 1,202 125 699: 20 75
Old : 57,993: 38,636 51,233 16,166 650 1,270 0 3,941 0 1,202 125 699: 20 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,014: 1,758 1,210 -147 252 0 0 317 0 88 -80 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 88.3 27.9 1.1 2.2 0.0 6.8 0.0 2.1 0.2 1.2: 0.0 0.1
Old : 100.0: 66.6 88.3 27.9 1.1 2.2 0.0 6.8 0.0 2.1 0.2 1.2: 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 : 31: 16 14 . . . 0 . 0 4 . 5:
Old : 31: 16 14 . . . 0 . 0 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 85.9 90.1 93.4 78.5 83.4 85.5 88.3
Old : 80.6 85.9 90.1 93.4 78.5 83.4 85.5 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,514: 29,716 40,345 13,900 646 73 0 225 0 525 2,925 300: 0 0
Old : 44,514: 29,716 40,345 13,900 646 73 0 225 0 525 2,925 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 369: 840 -1,375 -925 415 4 0 0 0 225 1,100 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 90.6 31.2 1.5 0.2 0.0 0.5 0.0 1.2 6.6 0.7: 0.0 0.0
Old : 100.0: 66.8 90.6 31.2 1.5 0.2 0.0 0.5 0.0 1.2 6.6 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 11 . . . 0 . 0 . 4 .:
Old : 28: 12 11 . . . 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 : 83.6 91.7 95.9 96.0 83.6 90.2 94.2 94.2
Old : 83.6 91.7 95.9 96.0 83.6 90.2 94.2 94.2
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,164: 35,167 44,035 10,712 456 8,501 0 470 0 442 1,570 132: 210 0
Old : 55,164: 35,167 44,035 10,712 456 8,501 0 470 0 442 1,570 132: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 253: -12 253 260 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 79.8 19.4 0.8 15.4 0.0 0.9 0.0 0.8 2.8 0.2: 0.4 0.0
Old : 100.0: 63.7 79.8 19.4 0.8 15.4 0.0 0.9 0.0 0.8 2.8 0.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 16 5 . 4 0 . 0 . . .:
Old : 33: 19 16 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 : 54.1 75.5 77.8 88.4 45.3 56.3 57.4 61.0
Old : 54.1 75.5 77.8 88.4 45.3 56.3 57.4 61.0
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 64,370: 44,717 49,321 11,886 4,261 4,602 1,260 3,967 35 151 1,585 120: 1,599 479
Old : 64,370: 44,717 49,321 11,886 4,261 4,602 1,260 3,967 35 151 1,585 120: 1,599 479
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,136: -4 1,152 191 -1,178 1,200 -20 -25 0 -795 0 -13: 577 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 76.6 18.5 6.6 7.1 2.0 6.2 0.1 0.2 2.5 0.2: 2.5 0.7
Old : 100.0: 69.5 76.6 18.5 6.6 7.1 2.0 6.2 0.1 0.2 2.5 0.2: 2.5 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 : 34: 17 15 . . 4 . . . . . .:
Old : 34: 17 15 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 76.8 79.4 87.9 57.8 65.1 71.7 73.1
Old : 57.9 76.8 79.4 87.9 57.8 65.1 71.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,280: 10,989 19,686 11,574 307 897 290 2,449 0 56 665 160: 314 116
Old : 24,280: 10,989 19,686 11,574 307 897 290 2,449 0 56 665 160: 314 116
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -75: 25 -81 -61 0 6 130 0 0 6 190 -190: 9 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 81.1 47.7 1.3 3.7 1.2 10.1 0.0 0.2 2.7 0.7: 1.3 0.5
Old : 100.0: 45.3 81.1 47.7 1.3 3.7 1.2 10.1 0.0 0.2 2.7 0.7: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . . . . . 0 . . .:
Old : 26: 11 12 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 70.3 89.6 88.5 71.9 69.0 87.1 85.6
Old : 73.4 70.3 89.6 88.5 71.9 69.0 87.1 85.6
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,758: 9,862 19,318 10,734 390 727 0 495 0 50 790 0: 385 38
Old : 21,758: 9,862 19,318 10,734 390 727 0 495 0 50 790 0: 385 38
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 0: 50 0 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 88.8 49.3 1.8 3.3 0.0 2.3 0.0 0.2 3.6 0.0: 1.8 0.2
Old : 100.0: 45.3 88.8 49.3 1.8 3.3 0.0 2.3 0.0 0.2 3.6 0.0: 1.8 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 : 22: 11 10 4 . . 0 . 0 . . 0:
Old : 22: 11 10 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 : 72.4 78.5 90.1 93.9 70.7 76.6 88.4 90.4
Old : 72.4 78.5 90.1 93.9 70.7 76.6 88.4 90.4
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,838: 21,592 18,415 2,110 5,860 287 436 168 100 1,070 716 665: 578 627
Old : 26,838: 21,592 18,415 2,110 5,860 287 436 168 100 1,070 716 665: 578 627
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 155: -69 249 0 -18 30 0 0 0 -20 -183 59: 155 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 68.6 7.9 21.8 1.1 1.6 0.6 0.4 4.0 2.7 2.5: 2.2 2.3
Old : 100.0: 80.5 68.6 7.9 21.8 1.1 1.6 0.6 0.4 4.0 2.7 2.5: 2.2 2.3
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: 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 : 64.1 67.1 82.0 84.8 62.1 67.1 78.3 77.8
Old : 64.1 67.1 82.0 84.8 62.1 67.1 78.3 77.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 368 Hours) :
: : Positions :
All : 16,773: 13,009 14,993 1,906 300 63 0 0 0 816 973 164: 815 280
Old : 16,773: 13,009 14,993 1,906 300 63 0 0 0 816 973 164: 815 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 189: 35 167 152 0 0 0 0 0 0 25 2: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 89.4 11.4 1.8 0.4 0.0 0.0 0.0 4.9 5.8 1.0: 4.9 1.7
Old : 100.0: 77.6 89.4 11.4 1.8 0.4 0.0 0.0 0.0 4.9 5.8 1.0: 4.9 1.7
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 : 22: 12 9 . . . 0 0 0 . . .:
Old : 22: 12 9 . . . 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 : 62.7 86.5 80.1 95.6 62.7 85.6 79.6 93.3
Old : 62.7 86.5 80.1 95.6 62.7 85.6 79.6 93.3
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,771: 38,616 23,662 6,454 18,021 760 2,545 5,156 180 1,661 2,242 1,419: 136 331
Old : 51,771: 38,616 23,662 6,454 18,021 760 2,545 5,156 180 1,661 2,242 1,419: 136 331
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 240: 327 241 -30 0 10 -45 128 25 -6 -190 5: -46 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 45.7 12.5 34.8 1.5 4.9 10.0 0.3 3.2 4.3 2.7: 0.3 0.6
Old : 100.0: 74.6 45.7 12.5 34.8 1.5 4.9 10.0 0.3 3.2 4.3 2.7: 0.3 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 : 42: 19 18 . . 4 . . . . 4 4:
Old : 42: 19 18 . . 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 : 54.2 71.1 72.8 82.9 47.7 54.7 63.2 64.8
Old : 54.2 71.1 72.8 82.9 47.7 54.7 63.2 64.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,859: 25,420 9,322 1,672 15,547 924 700 2,820 0 430 626 1,365: 348 255
Old : 30,859: 25,420 9,322 1,672 15,547 924 700 2,820 0 430 626 1,365: 348 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 177: 220 95 -125 60 22 0 0 0 -5 -60 60: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 30.2 5.4 50.4 3.0 2.3 9.1 0.0 1.4 2.0 4.4: 1.1 0.8
Old : 100.0: 82.4 30.2 5.4 50.4 3.0 2.3 9.1 0.0 1.4 2.0 4.4: 1.1 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 : 31: 15 15 . . . . . 0 . . .:
Old : 31: 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 : 67.2 74.0 79.7 85.5 62.4 72.7 73.4 81.6
Old : 67.2 74.0 79.7 85.5 62.4 72.7 73.4 81.6
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,636: 4,407 16,097 10,246 0 120 0 217 0 1,748 75 100: 15 27
Old : 16,636: 4,407 16,097 10,246 0 120 0 217 0 1,748 75 100: 15 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -175: 50 -325 -225 0 0 0 150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 96.8 61.6 0.0 0.7 0.0 1.3 0.0 10.5 0.5 0.6: 0.1 0.2
Old : 100.0: 26.5 96.8 61.6 0.0 0.7 0.0 1.3 0.0 10.5 0.5 0.6: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . 0 . 0 . 0 . . .:
Old : 26: 14 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 85.6 89.7 94.6 70.5 82.1 88.7 90.1
Old : 71.4 85.6 89.7 94.6 70.5 82.1 88.7 90.1
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,641: 5,757 21,566 13,034 0 0 0 0 0 2,700 0 75: 75 0
Old : 21,641: 5,757 21,566 13,034 0 0 0 0 0 2,700 0 75: 75 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 0: -15 25 0 0 0 0 0 0 40 0 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 99.7 60.2 0.0 0.0 0.0 0.0 0.0 12.5 0.0 0.3: 0.3 0.0
Old : 100.0: 26.6 99.7 60.2 0.0 0.0 0.0 0.0 0.0 12.5 0.0 0.3: 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 : 24: 12 11 . 0 0 0 0 0 5 0 .:
Old : 24: 12 11 . 0 0 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 : 69.8 93.6 89.9 98.5 69.6 92.1 89.6 95.8
Old : 69.8 93.6 89.9 98.5 69.6 92.1 89.6 95.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,111: 5,559 6,180 2,108 2,055 1,216 35 50 10 780 400 100: 303 100
Old : 10,111: 5,559 6,180 2,108 2,055 1,216 35 50 10 780 400 100: 303 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 25: 25 0 -25 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 61.1 20.8 20.3 12.0 0.3 0.5 0.1 7.7 4.0 1.0: 3.0 1.0
Old : 100.0: 55.0 61.1 20.8 20.3 12.0 0.3 0.5 0.1 7.7 4.0 1.0: 3.0 1.0
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: 10 8 . . 4 . . . . . .:
Old : 24: 10 8 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 59.6 79.3 87.3 42.9 56.6 65.3 77.7
Old : 54.4 59.6 79.3 87.3 42.9 56.6 65.3 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,444: 5,025 5,425 2,045 2,105 1,259 45 50 0 600 300 205: 265 100
Old : 9,444: 5,025 5,425 2,045 2,105 1,259 45 50 0 600 300 205: 265 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 25: 25 0 -25 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 57.4 21.7 22.3 13.3 0.5 0.5 0.0 6.4 3.2 2.2: 2.8 1.1
Old : 100.0: 53.2 57.4 21.7 22.3 13.3 0.5 0.5 0.0 6.4 3.2 2.2: 2.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 7 . . 4 . . 0 . . .:
Old : 23: 10 7 . . 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 66.8 78.5 88.9 43.0 62.7 62.0 74.7
Old : 54.7 66.8 78.5 88.9 43.0 62.7 62.0 74.7
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,944: 17,425 45,319 26,125 230 1,200 0 0 0 1,815 0 2,185: 194 10
Old : 48,944: 17,425 45,319 26,125 230 1,200 0 0 0 1,815 0 2,185: 194 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 0: 0 0 50 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 92.6 53.4 0.5 2.5 0.0 0.0 0.0 3.7 0.0 4.5: 0.4 0.0
Old : 100.0: 35.6 92.6 53.4 0.5 2.5 0.0 0.0 0.0 3.7 0.0 4.5: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 11 . . . 0 0 0 4 0 .:
Old : 29: 15 11 . . . 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 : 76.9 76.1 88.7 90.9 71.6 74.8 80.5 85.7
Old : 76.9 76.1 88.7 90.9 71.6 74.8 80.5 85.7
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,329: 18,110 45,707 25,810 230 1,200 25 0 0 1,820 0 2,160: 204 32
Old : 49,329: 18,110 45,707 25,810 230 1,200 25 0 0 1,820 0 2,160: 204 32
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 0: 0 0 50 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 92.7 52.3 0.5 2.4 0.1 0.0 0.0 3.7 0.0 4.4: 0.4 0.1
Old : 100.0: 36.7 92.7 52.3 0.5 2.4 0.1 0.0 0.0 3.7 0.0 4.4: 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 : 30: 14 10 . . . . 0 0 5 0 .:
Old : 30: 14 10 . . . . 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 : 75.0 75.2 87.0 91.1 70.3 74.0 79.8 85.5
Old : 75.0 75.2 87.0 91.1 70.3 74.0 79.8 85.5
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 111,129: 81,839 84,147 21,077 11,367 5,039 101 1,515 880 1,285 7,675 489: 419 17
Old : 111,129: 81,839 84,147 21,077 11,367 5,039 101 1,515 880 1,285 7,675 489: 419 17
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 550: 265 171 105 -75 275 0 0 0 -15 439 -80: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 75.7 19.0 10.2 4.5 0.1 1.4 0.8 1.2 6.9 0.4: 0.4 0.0
Old : 100.0: 73.6 75.7 19.0 10.2 4.5 0.1 1.4 0.8 1.2 6.9 0.4: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 30 27 5 . 5 . . . . 7 .:
Old : 57: 30 27 5 . 5 . . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 50.7 72.1 71.4 50.0 48.6 65.7 65.4
Old : 52.1 50.7 72.1 71.4 50.0 48.6 65.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,617: 84,596 91,275 21,311 8,359 6,968 585 1,633 1,322 1,698 6,987 991: 146 82
Old : 117,617: 84,596 91,275 21,311 8,359 6,968 585 1,633 1,322 1,698 6,987 991: 146 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 803: 141 601 465 -75 180 -31 -170 170 -225 -6 98: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 77.6 18.1 7.1 5.9 0.5 1.4 1.1 1.4 5.9 0.8: 0.1 0.1
Old : 100.0: 71.9 77.6 18.1 7.1 5.9 0.5 1.4 1.1 1.4 5.9 0.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 33 31 6 . 6 . . . 4 6 5:
Old : 63: 33 31 6 . 6 . . . 4 6 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 49.6 66.7 68.1 41.4 48.3 55.4 62.5
Old : 44.4 49.6 66.7 68.1 41.4 48.3 55.4 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 519,035: 324,335 358,516 24,016 11,422 79,724 19,989 11,050 25,331 20,451 7,616 24,860: 328 517
Old : 519,035: 324,335 358,516 24,016 11,422 79,724 19,989 11,050 25,331 20,451 7,616 24,860: 328 517
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 330: 256 -234 -1,801 -120 1,117 1,604 -1,121 -149 -274 1,225 -391: -32 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 69.1 4.6 2.2 15.4 3.9 2.1 4.9 3.9 1.5 4.8: 0.1 0.1
Old : 100.0: 62.5 69.1 4.6 2.2 15.4 3.9 2.1 4.9 3.9 1.5 4.8: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 103: 42 43 4 4 6 12 9 11 16 11 19:
Old : 103: 42 43 4 4 6 12 9 11 16 11 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 37.2 60.3 60.4 13.6 18.5 19.3 22.9
Old : 38.9 37.2 60.3 60.4 13.6 18.5 19.3 22.9
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,755: 9,355 11,585 475 870 1,525 800 550 135 1,850 0 0: 615 90
Old : 14,755: 9,355 11,585 475 870 1,525 800 550 135 1,850 0 0: 615 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 78.5 3.2 5.9 10.3 5.4 3.7 0.9 12.5 0.0 0.0: 4.2 0.6
Old : 100.0: 63.4 78.5 3.2 5.9 10.3 5.4 3.7 0.9 12.5 0.0 0.0: 4.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 10 . . 4 . . . . 0 0:
Old : 25: 11 10 . . 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 : 56.1 79.0 81.8 92.8 53.8 71.6 72.5 80.2
Old : 56.1 79.0 81.8 92.8 53.8 71.6 72.5 80.2
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,226: 7,331 8,525 445 1,316 1,525 200 550 160 1,850 0 0: 715 150
Old : 12,226: 7,331 8,525 445 1,316 1,525 200 550 160 1,850 0 0: 715 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 69.7 3.6 10.8 12.5 1.6 4.5 1.3 15.1 0.0 0.0: 5.8 1.2
Old : 100.0: 60.0 69.7 3.6 10.8 12.5 1.6 4.5 1.3 15.1 0.0 0.0: 5.8 1.2
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 : 23: 9 9 . . 4 . . . . 0 0:
Old : 23: 9 9 . . 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 : 55.7 75.8 83.6 91.3 54.2 66.3 71.7 76.6
Old : 55.7 75.8 83.6 91.3 54.2 66.3 71.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(1MW for about 352 Hours) :
: : Positions :
All : 8,704: 7,047 8,279 480 98 252 0 0 0 860 0 45: 20 30
Old : 8,704: 7,047 8,279 480 98 252 0 0 0 860 0 45: 20 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 95.1 5.5 1.1 2.9 0.0 0.0 0.0 9.9 0.0 0.5: 0.2 0.3
Old : 100.0: 81.0 95.1 5.5 1.1 2.9 0.0 0.0 0.0 9.9 0.0 0.5: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 17 . . . 0 0 0 5 0 .:
Old : 31: 17 17 . . . 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 : 56.7 69.2 79.5 81.8 41.1 48.7 54.5 59.8
Old : 56.7 69.2 79.5 81.8 41.1 48.7 54.5 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 89,485: 65,480 57,110 11,899 14,191 1,375 0 9,667 0 3,620 0 0: 7,111 7,142
Old : 89,485: 65,480 57,110 11,899 14,191 1,375 0 9,667 0 3,620 0 0: 7,111 7,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 220: 300 195 -50 0 0 0 25 0 -30 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 63.8 13.3 15.9 1.5 0.0 10.8 0.0 4.0 0.0 0.0: 7.9 8.0
Old : 100.0: 73.2 63.8 13.3 15.9 1.5 0.0 10.8 0.0 4.0 0.0 0.0: 7.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 16 . . . 0 . 0 . 0 0:
Old : 25: 16 16 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 56.8 84.8 83.0 71.6 55.3 82.0 77.8
Old : 72.4 56.8 84.8 83.0 71.6 55.3 82.0 77.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,638: 53,964 46,239 9,743 12,570 1,780 0 8,507 0 3,610 0 0: 7,541 7,542
Old : 76,638: 53,964 46,239 9,743 12,570 1,780 0 8,507 0 3,610 0 0: 7,541 7,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 195: 195 195 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 60.3 12.7 16.4 2.3 0.0 11.1 0.0 4.7 0.0 0.0: 9.8 9.8
Old : 100.0: 70.4 60.3 12.7 16.4 2.3 0.0 11.1 0.0 4.7 0.0 0.0: 9.8 9.8
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: 16 16 . . . 0 . 0 . 0 0:
Old : 23: 16 16 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 59.6 82.9 82.5 70.7 57.2 78.5 76.8
Old : 71.6 59.6 82.9 82.5 70.7 57.2 78.5 76.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,969: 30,667 17,765 2,748 18,491 0 10,725 8,820 2,495 1,590 924 0: 3,744 3,474
Old : 51,969: 30,667 17,765 2,748 18,491 0 10,725 8,820 2,495 1,590 924 0: 3,744 3,474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 0: -15 0 0 0 0 0 0 0 15 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 34.2 5.3 35.6 0.0 20.6 17.0 4.8 3.1 1.8 0.0: 7.2 6.7
Old : 100.0: 59.0 34.2 5.3 35.6 0.0 20.6 17.0 4.8 3.1 1.8 0.0: 7.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 15 . . 0 . . . . . 0:
Old : 27: 17 15 . . 0 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 70.6 70.4 82.9 39.8 63.6 56.4 70.5
Old : 49.9 70.6 70.4 82.9 39.8 63.6 56.4 70.5
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,867: 22,684 12,116 4,671 10,090 145 1,625 6,615 2,725 75 324 336: 2,606 2,516
Old : 34,867: 22,684 12,116 4,671 10,090 145 1,625 6,615 2,725 75 324 336: 2,606 2,516
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 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: 65.1 34.7 13.4 28.9 0.4 4.7 19.0 7.8 0.2 0.9 1.0: 7.5 7.2
Old : 100.0: 65.1 34.7 13.4 28.9 0.4 4.7 19.0 7.8 0.2 0.9 1.0: 7.5 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 : 23: 15 13 . . . . . . . . .:
Old : 23: 15 13 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 65.0 77.4 82.2 40.1 59.6 57.3 65.6
Old : 52.5 65.0 77.4 82.2 40.1 59.6 57.3 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,850: 18,040 10,045 7,185 0 250 500 15,560 350 75 0 0: 1,450 1,645
Old : 27,850: 18,040 10,045 7,185 0 250 500 15,560 350 75 0 0: 1,450 1,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 0: -300 0 300 0 -300 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 36.1 25.8 0.0 0.9 1.8 55.9 1.3 0.3 0.0 0.0: 5.2 5.9
Old : 100.0: 64.8 36.1 25.8 0.0 0.9 1.8 55.9 1.3 0.3 0.0 0.0: 5.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 12 . 0 . . . . . 0 0:
Old : 20: 12 12 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 78.9 87.1 89.9 54.8 74.8 75.3 79.3
Old : 63.9 78.9 87.1 89.9 54.8 74.8 75.3 79.3
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 86,644: 48,884 29,719 6,755 36,785 2,925 12,980 1,235 5 75 885 1,070: 13,950 14,020
Old : 86,644: 48,884 29,719 6,755 36,785 2,925 12,980 1,235 5 75 885 1,070: 13,950 14,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 455: -1,720 890 2,670 35 0 0 25 0 0 0 0: -495 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 34.3 7.8 42.5 3.4 15.0 1.4 0.0 0.1 1.0 1.2: 16.1 16.2
Old : 100.0: 56.4 34.3 7.8 42.5 3.4 15.0 1.4 0.0 0.1 1.0 1.2: 16.1 16.2
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: 15 18 . . . . . . . . .:
Old : 30: 15 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 55.4 72.9 71.5 47.6 54.7 61.5 62.2
Old : 52.3 55.4 72.9 71.5 47.6 54.7 61.5 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 83,454: 45,379 29,784 6,695 32,190 3,335 13,680 1,085 40 0 2,695 315: 14,010 14,010
Old : 83,454: 45,379 29,784 6,695 32,190 3,335 13,680 1,085 40 0 2,695 315: 14,010 14,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,175: -1,205 1,440 2,670 0 -70 0 25 0 0 0 0: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 35.7 8.0 38.6 4.0 16.4 1.3 0.0 0.0 3.2 0.4: 16.8 16.8
Old : 100.0: 54.4 35.7 8.0 38.6 4.0 16.4 1.3 0.0 0.0 3.2 0.4: 16.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 17 . . . . . . 0 . .:
Old : 29: 14 17 . . . . . . 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 : 50.5 51.8 72.1 69.9 46.5 51.8 58.7 61.8
Old : 50.5 51.8 72.1 69.9 46.5 51.8 58.7 61.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,942: 20,205 5,133 1,608 325 712 0 11,460 975 725 5,880 330: 4,387 4,127
Old : 28,942: 20,205 5,133 1,608 325 712 0 11,460 975 725 5,880 330: 4,387 4,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 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: 69.8 17.7 5.6 1.1 2.5 0.0 39.6 3.4 2.5 20.3 1.1: 15.2 14.3
Old : 100.0: 69.8 17.7 5.6 1.1 2.5 0.0 39.6 3.4 2.5 20.3 1.1: 15.2 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . 0 . . . . .:
Old : 24: 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 : 49.9 60.3 67.0 76.3 48.0 55.8 61.4 67.1
Old : 49.9 60.3 67.0 76.3 48.0 55.8 61.4 67.1
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,737: 20,310 5,193 1,048 325 1,124 0 11,460 975 725 5,380 405: 4,150 3,875
Old : 28,737: 20,310 5,193 1,048 325 1,124 0 11,460 975 725 5,380 405: 4,150 3,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 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: 70.7 18.1 3.6 1.1 3.9 0.0 39.9 3.4 2.5 18.7 1.4: 14.4 13.5
Old : 100.0: 70.7 18.1 3.6 1.1 3.9 0.0 39.9 3.4 2.5 18.7 1.4: 14.4 13.5
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 : 24: 13 9 . . . 0 . . . . .:
Old : 24: 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 : 49.7 59.2 66.8 75.5 48.2 54.4 60.2 65.8
Old : 49.7 59.2 66.8 75.5 48.2 54.4 60.2 65.8
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,090: 21,270 55,335 18,550 8,955 130 17,660 0 240 6,995 0 0: 2,245 2,430
Old : 67,090: 21,270 55,335 18,550 8,955 130 17,660 0 240 6,995 0 0: 2,245 2,430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,500: 1,200 300 0 1,200 0 300 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 82.5 27.6 13.3 0.2 26.3 0.0 0.4 10.4 0.0 0.0: 3.3 3.6
Old : 100.0: 31.7 82.5 27.6 13.3 0.2 26.3 0.0 0.4 10.4 0.0 0.0: 3.3 3.6
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 : 22: 11 11 . . . . 0 . . 0 0:
Old : 22: 11 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 : 74.9 85.1 94.2 92.2 72.8 84.6 90.8 89.2
Old : 74.9 85.1 94.2 92.2 72.8 84.6 90.8 89.2
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,030: 21,310 57,825 20,635 7,740 165 17,660 0 240 6,120 0 0: 1,900 2,060
Old : 68,030: 21,310 57,825 20,635 7,740 165 17,660 0 240 6,120 0 0: 1,900 2,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 85.0 30.3 11.4 0.2 26.0 0.0 0.4 9.0 0.0 0.0: 2.8 3.0
Old : 100.0: 31.3 85.0 30.3 11.4 0.2 26.0 0.0 0.4 9.0 0.0 0.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . . 0 . . 0 0:
Old : 20: 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 : 75.7 89.0 94.9 94.9 73.3 88.5 91.9 91.7
Old : 75.7 89.0 94.9 94.9 73.3 88.5 91.9 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,583: 20,550 44,668 4,338 1,615 1,985 5,110 0 0 16,085 100 165: 3,350 3,050
Old : 51,583: 20,550 44,668 4,338 1,615 1,985 5,110 0 0 16,085 100 165: 3,350 3,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 650: 630 30 -600 0 40 0 0 0 0 0 0: 580 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 86.6 8.4 3.1 3.8 9.9 0.0 0.0 31.2 0.2 0.3: 6.5 5.9
Old : 100.0: 39.8 86.6 8.4 3.1 3.8 9.9 0.0 0.0 31.2 0.2 0.3: 6.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . 0 0 . . .:
Old : 26: 15 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 : 52.5 82.8 70.9 92.4 49.0 82.5 67.2 87.8
Old : 52.5 82.8 70.9 92.4 49.0 82.5 67.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,403: 19,140 37,523 4,808 1,975 1,340 5,110 0 0 10,360 100 515: 3,130 2,950
Old : 44,403: 19,140 37,523 4,808 1,975 1,340 5,110 0 0 10,360 100 515: 3,130 2,950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 650: 630 30 -600 0 0 0 0 0 0 0 0: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 84.5 10.8 4.4 3.0 11.5 0.0 0.0 23.3 0.2 1.2: 7.0 6.6
Old : 100.0: 43.1 84.5 10.8 4.4 3.0 11.5 0.0 0.0 23.3 0.2 1.2: 7.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . . 0 0 . . .:
Old : 26: 15 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 : 48.6 81.4 69.3 91.0 45.1 80.5 65.4 86.4
Old : 48.6 81.4 69.3 91.0 45.1 80.5 65.4 86.4
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,175: 31,365 40,335 4,655 0 4,055 4,655 15,125 175 14,955 700 1,225: 6,090 5,560
Old : 67,175: 31,365 40,335 4,655 0 4,055 4,655 15,125 175 14,955 700 1,225: 6,090 5,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 3,345: 410 4,210 3,350 -550 -825 0 50 0 -50 0 0: 460 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 60.0 6.9 0.0 6.0 6.9 22.5 0.3 22.3 1.0 1.8: 9.1 8.3
Old : 100.0: 46.7 60.0 6.9 0.0 6.0 6.9 22.5 0.3 22.3 1.0 1.8: 9.1 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 : 30: 16 11 . 0 . . . . 4 . .:
Old : 30: 16 11 . 0 . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 62.7 75.2 80.3 51.8 62.3 67.5 77.5
Old : 54.8 62.7 75.2 80.3 51.8 62.3 67.5 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,815: 29,655 36,790 5,685 0 4,255 4,320 15,125 175 12,675 700 1,225: 4,825 4,545
Old : 62,815: 29,655 36,790 5,685 0 4,255 4,320 15,125 175 12,675 700 1,225: 4,825 4,545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 3,750: 460 4,260 3,900 0 -1,255 0 50 0 -50 0 0: 695 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 58.6 9.1 0.0 6.8 6.9 24.1 0.3 20.2 1.1 2.0: 7.7 7.2
Old : 100.0: 47.2 58.6 9.1 0.0 6.8 6.9 24.1 0.3 20.2 1.1 2.0: 7.7 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 : 30: 16 12 . 0 . . . . 4 . .:
Old : 30: 16 12 . 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 : 55.2 64.3 76.3 80.1 49.0 63.4 67.1 76.1
Old : 55.2 64.3 76.3 80.1 49.0 63.4 67.1 76.1
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,898: 29,760 21,855 0 16,645 20 18,395 365 3,540 0 9,310 1,355: 2,828 2,808
Old : 55,898: 29,760 21,855 0 16,645 20 18,395 365 3,540 0 9,310 1,355: 2,828 2,808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 60: 25 0 0 0 0 50 0 -25 0 75 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 39.1 0.0 29.8 0.0 32.9 0.7 6.3 0.0 16.7 2.4: 5.1 5.0
Old : 100.0: 53.2 39.1 0.0 29.8 0.0 32.9 0.7 6.3 0.0 16.7 2.4: 5.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 10 0 . . . . . 0 . .:
Old : 31: 20 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 : 59.3 68.3 79.9 86.1 55.3 61.0 69.3 73.3
Old : 59.3 68.3 79.9 86.1 55.3 61.0 69.3 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,661: 25,882 19,265 0 14,222 70 13,825 365 3,565 0 5,975 1,490: 2,829 2,709
Old : 47,661: 25,882 19,265 0 14,222 70 13,825 365 3,565 0 5,975 1,490: 2,829 2,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 25: 25 0 0 0 0 0 0 0 0 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 40.4 0.0 29.8 0.1 29.0 0.8 7.5 0.0 12.5 3.1: 5.9 5.7
Old : 100.0: 54.3 40.4 0.0 29.8 0.1 29.0 0.8 7.5 0.0 12.5 3.1: 5.9 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 : 30: 20 9 0 . . . . . 0 . .:
Old : 30: 20 9 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 63.5 77.9 84.8 51.7 54.5 66.3 69.3
Old : 59.1 63.5 77.9 84.8 51.7 54.5 66.3 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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 182,738: 98,482 79,382 19,484 1,975 7,434 0 27,545 7,485 900 9,990 3,100: 45,853 45,827
Old : 182,738: 98,482 79,382 19,484 1,975 7,434 0 27,545 7,485 900 9,990 3,100: 45,853 45,827
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 2,707: 2,677 197 -1,510 565 1,381 0 -50 100 200 655 100: -241 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 43.4 10.7 1.1 4.1 0.0 15.1 4.1 0.5 5.5 1.7: 25.1 25.1
Old : 100.0: 53.9 43.4 10.7 1.1 4.1 0.0 15.1 4.1 0.5 5.5 1.7: 25.1 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 25 . . . 0 4 . . 4 4:
Old : 45: 24 25 . . . 0 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 : 44.3 32.9 59.4 50.9 39.1 28.4 48.5 41.9
Old : 44.3 32.9 59.4 50.9 39.1 28.4 48.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,629: 79,233 67,177 16,496 365 7,018 0 22,005 7,205 900 7,133 4,025: 39,752 39,701
Old : 154,629: 79,233 67,177 16,496 365 7,018 0 22,005 7,205 900 7,133 4,025: 39,752 39,701
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 4,297: 4,422 1,907 -2,545 315 1,775 0 -100 100 200 -45 270: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 43.4 10.7 0.2 4.5 0.0 14.2 4.7 0.6 4.6 2.6: 25.7 25.7
Old : 100.0: 51.2 43.4 10.7 0.2 4.5 0.0 14.2 4.7 0.6 4.6 2.6: 25.7 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 23 26 . . . 0 4 . . 4 4:
Old : 44: 23 26 . . . 0 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 : 39.4 34.5 55.6 52.9 33.1 29.9 43.7 39.4
Old : 39.4 34.5 55.6 52.9 33.1 29.9 43.7 39.4
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,531: 22,210 33,085 18,176 6,821 7,645 965 0 7,200 0 1,495 0: 4,335 4,285
Old : 60,531: 22,210 33,085 18,176 6,821 7,645 965 0 7,200 0 1,495 0: 4,335 4,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -40: -35 -75 0 40 15 0 0 0 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 54.7 30.0 11.3 12.6 1.6 0.0 11.9 0.0 2.5 0.0: 7.2 7.1
Old : 100.0: 36.7 54.7 30.0 11.3 12.6 1.6 0.0 11.9 0.0 2.5 0.0: 7.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 12 . . . . 0 . 0 . 0:
Old : 26: 13 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 : 61.5 47.8 79.2 77.0 45.0 38.4 52.5 53.3
Old : 61.5 47.8 79.2 77.0 45.0 38.4 52.5 53.3
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,375: 20,365 27,455 11,561 4,716 5,329 1,295 0 7,300 0 1,220 0: 5,525 5,355
Old : 51,375: 20,365 27,455 11,561 4,716 5,329 1,295 0 7,300 0 1,220 0: 5,525 5,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -840: -675 -850 0 125 -125 -50 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 53.4 22.5 9.2 10.4 2.5 0.0 14.2 0.0 2.4 0.0: 10.8 10.4
Old : 100.0: 39.6 53.4 22.5 9.2 10.4 2.5 0.0 14.2 0.0 2.4 0.0: 10.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . . . 0 . 0 . 0:
Old : 25: 16 13 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 46.9 71.2 74.7 39.3 36.8 47.5 50.0
Old : 54.6 46.9 71.2 74.7 39.3 36.8 47.5 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,835: 22,695 21,955 250 3,660 5,585 4,375 3,655 4,725 1,680 0 0: 4,525 4,255
Old : 43,835: 22,695 21,955 250 3,660 5,585 4,375 3,655 4,725 1,680 0 0: 4,525 4,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -830: -1,200 -100 0 -1,100 200 0 0 0 0 0 0: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 50.1 0.6 8.3 12.7 10.0 8.3 10.8 3.8 0.0 0.0: 10.3 9.7
Old : 100.0: 51.8 50.1 0.6 8.3 12.7 10.0 8.3 10.8 3.8 0.0 0.0: 10.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 15 . . . . . . . 0 0:
Old : 26: 13 15 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 48.3 76.5 71.2 38.6 34.2 48.5 49.0
Old : 56.4 48.3 76.5 71.2 38.6 34.2 48.5 49.0
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,835: 17,940 31,750 0 4,180 5,945 19,400 3,155 3,450 1,680 0 0: 4,420 4,355
Old : 52,835: 17,940 31,750 0 4,180 5,945 19,400 3,155 3,450 1,680 0 0: 4,420 4,355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: -900: -1,200 0 0 -1,200 175 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 60.1 0.0 7.9 11.3 36.7 6.0 6.5 3.2 0.0 0.0: 8.4 8.2
Old : 100.0: 34.0 60.1 0.0 7.9 11.3 36.7 6.0 6.5 3.2 0.0 0.0: 8.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 16 0 . . . . . . 0 0:
Old : 23: 12 16 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 49.5 84.4 73.1 50.8 32.5 54.1 48.2
Old : 70.1 49.5 84.4 73.1 50.8 32.5 54.1 48.2
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, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 200,750: 107,733 133,655 6,849 7,938 23,128 30,105 150 4,515 100 3,277 378: 27,941 27,708
Old : 200,750: 107,733 133,655 6,849 7,938 23,128 30,105 150 4,515 100 3,277 378: 27,941 27,708
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 866: 411 -318 -825 -445 425 0 0 0 0 350 0: 855 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 66.6 3.4 4.0 11.5 15.0 0.1 2.2 0.0 1.6 0.2: 13.9 13.8
Old : 100.0: 53.7 66.6 3.4 4.0 11.5 15.0 0.1 2.2 0.0 1.6 0.2: 13.9 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 26 . . 4 . . . . 5 .:
Old : 42: 24 26 . . 4 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 47.1 64.3 67.6 37.0 37.0 50.8 49.0
Old : 45.9 47.1 64.3 67.6 37.0 37.0 50.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,185: 81,440 104,255 1,587 2,770 21,872 26,245 0 6,025 0 2,534 180: 18,836 18,549
Old : 156,185: 81,440 104,255 1,587 2,770 21,872 26,245 0 6,025 0 2,534 180: 18,836 18,549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 735: 75 310 315 -160 -15 0 -50 0 0 290 -15: 375 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 66.8 1.0 1.8 14.0 16.8 0.0 3.9 0.0 1.6 0.1: 12.1 11.9
Old : 100.0: 52.1 66.8 1.0 1.8 14.0 16.8 0.0 3.9 0.0 1.6 0.1: 12.1 11.9
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 : 38: 24 23 . . 4 . 0 . 0 5 .:
Old : 38: 24 23 . . 4 . 0 . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 43.8 66.4 61.6 37.8 34.9 48.1 44.2
Old : 46.9 43.8 66.4 61.6 37.8 34.9 48.1 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,465: 22,400 17,380 960 8,695 1,940 2,420 300 100 595 0 255: 1,795 1,795
Old : 30,465: 22,400 17,380 960 8,695 1,940 2,420 300 100 595 0 255: 1,795 1,795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,955: 1,975 1,925 -50 0 25 0 0 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 57.0 3.2 28.5 6.4 7.9 1.0 0.3 2.0 0.0 0.8: 5.9 5.9
Old : 100.0: 73.5 57.0 3.2 28.5 6.4 7.9 1.0 0.3 2.0 0.0 0.8: 5.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 5 . . . . . . . 0 .:
Old : 20: 10 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 : 65.7 88.5 85.9 93.4 64.1 84.0 78.8 86.2
Old : 65.7 88.5 85.9 93.4 64.1 84.0 78.8 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 2021
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,090: 22,765 16,610 290 8,455 2,330 2,420 300 100 0 110 475: 1,710 1,710
Old : 30,090: 22,765 16,610 290 8,455 2,330 2,420 300 100 0 110 475: 1,710 1,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2021 :
: 1,940: 1,975 1,925 -50 0 50 0 0 0 0 0 0: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 55.2 1.0 28.1 7.7 8.0 1.0 0.3 0.0 0.4 1.6: 5.7 5.7
Old : 100.0: 75.7 55.2 1.0 28.1 7.7 8.0 1.0 0.3 0.0 0.4 1.6: 5.7 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 : 20: 10 5 . . . . . . 0 . .:
Old : 20: 10 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 : 68.7 87.9 88.3 93.6 68.0 81.7 80.4 84.2
Old : 68.7 87.9 88.3 93.6 68.0 81.7 80.4 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2021