Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 16,812 : : Positions : : 13,633 7,703 201 2,765 591 204 625 188 277 3,398 1,094 : : : : Changes from: September 1, 2020 : : 53 302 0 116 -69 0 -295 5 -12 -73 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 45.8 1.2 16.4 3.5 1.2 3.7 1.1 1.6 20.2 6.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 11 . 4 . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 9,570 : : Positions : : 4,649 5,750 771 960 1,271 903 160 307 701 516 520 : : : : Changes from: September 1, 2020 : : -897 -434 84 25 -105 129 32 -184 122 -207 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 60.1 8.1 10.0 13.3 9.4 1.7 3.2 7.3 5.4 5.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . . . . . . 4 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 35,202 : : Positions : : 22,490 30,796 4,430 1,144 1,796 504 105 577 4,770 284 500 : : : : Changes from: September 1, 2020 : : 260 615 100 -335 47 -100 -25 126 25 150 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 87.5 12.6 3.2 5.1 1.4 0.3 1.6 13.6 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 30,983 : : Positions : : 24,055 25,348 0 4,355 930 818 0 150 4,560 0 200 : : : : Changes from: September 1, 2020 : : 746 651 0 395 -45 375 0 -60 -75 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 81.8 0.0 14.1 3.0 2.6 0.0 0.5 14.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 138,289 : : Positions : : 99,087 107,360 2,053 11,015 9,957 16,444 388 2,890 4,556 3,759 2,784 : : : : Changes from: September 1, 2020 : : -4,874 -5,141 91 1,269 -362 469 34 -274 437 9 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 77.6 1.5 8.0 7.2 11.9 0.3 2.1 3.3 2.7 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 33 . . 5 9 4 6 7 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 60,221 : : Positions : : 48,971 44,388 2,470 10,851 3,358 3,587 25 119 916 546 800 : : : : Changes from: September 1, 2020 : : -5,093 -5,821 -250 256 -428 57 -165 -32 -822 -370 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 73.7 4.1 18.0 5.6 6.0 0.0 0.2 1.5 0.9 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 34,525 : : Positions : : 33,104 24,155 62 7,647 659 0 804 0 525 1,085 175 : : : : Changes from: September 1, 2020 : : -2,523 -2,400 -212 -219 -411 0 -426 0 -225 85 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 70.0 0.2 22.1 1.9 0.0 2.3 0.0 1.5 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 54,763 : : Positions : : 32,803 21,132 970 24,682 2,517 14,230 50 50 721 3,002 3,227 : : : : Changes from: September 1, 2020 : : 605 -1,289 58 523 -409 -225 -50 0 -654 570 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 38.6 1.8 45.1 4.6 26.0 0.1 0.1 1.3 5.5 5.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 68,519 : : Positions : : 40,943 23,643 0 35,934 3,251 20,277 65 50 1,312 3,390 2,105 : : : : Changes from: September 1, 2020 : : -293 -1,943 0 -75 -154 -646 -355 0 -636 729 -485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 34.5 0.0 52.4 4.7 29.6 0.1 0.1 1.9 4.9 3.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 21 0 4 4 6 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 65,401 : : Positions : : 47,843 41,409 9,668 18,827 3,196 25 100 0 2,776 408 1,461 : : : : Changes from: September 1, 2020 : : -3,164 -1,947 150 -616 -135 0 0 0 445 -36 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.3 14.8 28.8 4.9 0.0 0.2 0.0 4.2 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 82,059 : : Positions : : 58,689 46,342 17,739 32,251 843 25 120 0 2,454 641 1,847 : : : : Changes from: September 1, 2020 : : -4,038 -2,715 -182 -1,226 -138 -265 -75 0 410 -64 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 56.5 21.6 39.3 1.0 0.0 0.1 0.0 3.0 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 41,916 : : Positions : : 27,544 38,351 10,669 0 3,099 0 0 0 175 125 50 : : : : Changes from: September 1, 2020 : : -90 0 180 0 -75 0 0 0 -55 125 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 91.5 25.5 0.0 7.4 0.0 0.0 0.0 0.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 30,898 : : Positions : : 29,128 15,818 0 13,156 984 0 600 0 360 326 0 : : : : Changes from: September 1, 2020 : : -634 -389 0 -240 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 51.2 0.0 42.6 3.2 0.0 1.9 0.0 1.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 24,157 : : Positions : : 15,024 21,815 4,725 0 1,865 0 0 0 2,075 132 345 : : : : Changes from: September 1, 2020 : : 449 474 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 90.3 19.6 0.0 7.7 0.0 0.0 0.0 8.6 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 92,556 : : Positions : : 68,485 66,050 125 8,164 9,039 6,368 683 489 3,839 5,232 2,366 : : : : Changes from: September 1, 2020 : : -393 654 -85 86 -9 10 1 6 102 2 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 71.4 0.1 8.8 9.8 6.9 0.7 0.5 4.1 5.7 2.6 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 33 . . . 5 . 4 10 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 17,884 : : Positions : : 12,762 17,188 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: September 1, 2020 : : 396 281 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 96.1 22.0 0.0 2.2 4.1 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 17,924 : : Positions : : 12,802 17,228 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: September 1, 2020 : : 396 281 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 96.1 22.0 0.0 2.2 4.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 52,025 : : Positions : : 44,840 38,354 0 4,876 3,612 0 600 0 795 1,825 2,310 : : : : Changes from: September 1, 2020 : : 810 910 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.7 0.0 9.4 6.9 0.0 1.2 0.0 1.5 3.5 4.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 46,677 : : Positions : : 35,263 41,542 6,207 0 4,564 0 0 0 275 165 85 : : : : Changes from: September 1, 2020 : : -226 40 180 0 -75 0 0 0 -115 65 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 89.0 13.3 0.0 9.8 0.0 0.0 0.0 0.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 47,250 : : Positions : : 41,164 31,582 0 10,356 3,717 920 988 0 180 185 250 : : : : Changes from: September 1, 2020 : : -139 395 0 -350 20 120 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 66.8 0.0 21.9 7.9 1.9 2.1 0.0 0.4 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 60,554 : : Positions : : 47,628 57,389 8,071 260 2,375 0 25 0 1,650 200 60 : : : : Changes from: September 1, 2020 : : -2,390 -3,186 -505 -10 -90 0 0 0 -216 50 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 94.8 13.3 0.4 3.9 0.0 0.0 0.0 2.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 11 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 64,824 : : Positions : : 54,925 58,300 4,120 2,070 3,185 0 646 0 1,800 100 338 : : : : Changes from: September 1, 2020 : : -3,058 -3,518 -716 -330 60 0 -270 0 -345 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 89.9 6.4 3.2 4.9 0.0 1.0 0.0 2.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 81,794 : : Positions : : 65,806 74,001 8,748 3,809 1,273 0 513 20 3,465 0 2,108 : : : : Changes from: September 1, 2020 : : -3,391 -2,750 -300 -339 -10 0 -15 -5 609 0 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 90.5 10.7 4.7 1.6 0.0 0.6 0.0 4.2 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 18 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 99,683 : : Positions : : 81,312 87,890 9,937 4,056 2,241 132 565 366 1,868 907 3,488 : : : : Changes from: September 1, 2020 : : -4,035 -3,521 -90 -3 -251 -482 -95 110 771 -402 -239 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 88.2 10.0 4.1 2.2 0.1 0.6 0.4 1.9 0.9 3.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 22 5 . . . 5 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 63,789 : : Positions : : 45,514 57,531 17,414 1,057 861 0 4,020 0 0 225 0 : : : : Changes from: September 1, 2020 : : -2,027 -2,400 -980 -155 0 0 148 0 0 -635 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 90.2 27.3 1.7 1.3 0.0 6.3 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 54,985 : : Positions : : 36,760 54,025 17,190 0 435 0 225 0 550 250 50 : : : : Changes from: September 1, 2020 : : -1,670 -1,825 -405 0 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 98.3 31.3 0.0 0.8 0.0 0.4 0.0 1.0 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 59,135 : : Positions : : 34,963 51,266 16,319 77 5,575 550 325 0 1,159 1,410 415 : : : : Changes from: September 1, 2020 : : -581 111 580 0 -16 -100 290 0 57 -426 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 86.7 27.6 0.1 9.4 0.9 0.5 0.0 2.0 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 67,363 : : Positions : : 44,854 56,287 13,383 435 4,996 1,628 3,322 165 1,358 1,436 397 : : : : Changes from: September 1, 2020 : : 452 1,543 1,157 70 -201 -390 -80 -20 71 45 -131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 83.6 19.9 0.6 7.4 2.4 4.9 0.2 2.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 23,647 : : Positions : : 10,625 20,551 12,328 0 436 0 1,575 0 0 780 0 : : : : Changes from: September 1, 2020 : : -946 -1,463 -603 0 0 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 86.9 52.1 0.0 1.8 0.0 6.7 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 23,486 : : Positions : : 10,650 22,392 11,955 0 384 0 525 0 0 0 0 : : : : Changes from: September 1, 2020 : : -860 -1,105 -374 0 -161 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 95.3 50.9 0.0 1.6 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 26,757 : : Positions : : 21,189 18,202 2,585 5,967 404 30 204 300 1,248 584 430 : : : : Changes from: September 1, 2020 : : -1,989 -1,613 -220 -128 -103 30 -160 -30 -351 -160 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 68.0 9.7 22.3 1.5 0.1 0.8 1.1 4.7 2.2 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 15,279 : : Positions : : 12,368 11,564 1,373 1,535 123 0 680 0 135 731 182 : : : : Changes from: September 1, 2020 : : -1,483 -1,358 -45 -274 -57 0 -155 0 -275 -35 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 75.7 9.0 10.0 0.8 0.0 4.5 0.0 0.9 4.8 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 55,010 : : Positions : : 41,444 26,833 7,243 20,717 192 2,535 4,778 220 2,346 1,356 865 : : : : Changes from: September 1, 2020 : : -2,710 -1,903 -309 -744 -50 -26 -456 -69 -152 -69 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 48.8 13.2 37.7 0.3 4.6 8.7 0.4 4.3 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 34,089 : : Positions : : 29,065 12,816 1,669 17,069 1,030 735 1,365 60 551 969 653 : : : : Changes from: September 1, 2020 : : -1,798 -1,115 -472 -863 -53 -20 -84 0 -20 -124 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 37.6 4.9 50.1 3.0 2.2 4.0 0.2 1.6 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,967 : : Positions : : 7,966 16,316 7,490 0 500 325 36 50 550 25 25 : : : : Changes from: September 1, 2020 : : 0 150 0 0 0 0 0 0 125 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 96.2 44.1 0.0 2.9 1.9 0.2 0.3 3.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 21,812 : : Positions : : 9,746 21,147 10,549 0 640 0 0 0 825 25 0 : : : : Changes from: September 1, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 97.0 48.4 0.0 2.9 0.0 0.0 0.0 3.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . 0 . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,643 : : Positions : : 6,058 7,240 2,088 1,700 1,028 90 0 0 250 100 440 : : : : Changes from: September 1, 2020 : : -488 -490 -141 -200 0 -25 0 0 5 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 68.0 19.6 16.0 9.7 0.8 0.0 0.0 2.3 0.9 4.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,703 : : Positions : : 5,250 6,230 2,052 1,700 1,043 90 0 0 120 100 495 : : : : Changes from: September 1, 2020 : : -458 -490 -129 -200 0 -25 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 64.2 21.1 17.5 10.7 0.9 0.0 0.0 1.2 1.0 5.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 38,423 : : Positions : : 18,410 28,643 15,435 0 200 125 50 0 1,280 6,850 2,670 : : : : Changes from: September 1, 2020 : : -1,910 -2,316 -670 0 0 -25 0 0 185 -25 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 74.5 40.2 0.0 0.5 0.3 0.1 0.0 3.3 17.8 6.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 38,773 : : Positions : : 19,150 29,108 15,065 0 260 125 50 0 1,375 6,850 2,495 : : : : Changes from: September 1, 2020 : : -1,896 -2,137 -440 0 0 -25 0 0 120 -25 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 75.1 38.9 0.0 0.7 0.3 0.1 0.0 3.5 17.7 6.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 105,736 : : Positions : : 74,754 82,957 20,657 5,519 7,044 0 2,521 820 1,296 5,755 1,103 : : : : Changes from: September 1, 2020 : : -7,544 -7,198 -791 -610 -170 0 -315 -125 -96 -325 -137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 78.5 19.5 5.2 6.7 0.0 2.4 0.8 1.2 5.4 1.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 28 4 . . 0 5 4 5 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 116,511 : : Positions : : 80,740 93,688 20,520 2,440 8,688 624 1,629 2,567 1,295 5,448 2,035 : : : : Changes from: September 1, 2020 : : -8,677 -10,659 -1,189 796 -699 -720 -598 -25 -77 -207 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 80.4 17.6 2.1 7.5 0.5 1.4 2.2 1.1 4.7 1.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 29 5 . 5 . . 5 5 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 556,900 : : Positions : : 321,084 375,501 30,584 4,011 96,831 22,187 11,206 38,383 21,913 4,920 25,328 : : : : Changes from: September 1, 2020 : : -5,847 -11,729 -6,295 245 710 -952 38 -92 890 -772 -771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 67.4 5.5 0.7 17.4 4.0 2.0 6.9 3.9 0.9 4.5 : : : : Number of Traders in Each Category Total Traders: 96 : : 43 42 4 . 5 13 7 11 18 5 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,435 : : Positions : : 10,329 13,655 1,385 1,110 915 760 399 266 2,615 25 25 : : : : Changes from: September 1, 2020 : : -560 -765 285 -8 -285 -50 251 -251 -297 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 83.1 8.4 6.8 5.6 4.6 2.4 1.6 15.9 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,616 : : Positions : : 7,867 10,415 1,425 1,332 1,094 235 600 65 2,765 25 25 : : : : Changes from: September 1, 2020 : : -465 -775 150 218 -203 135 150 -150 -317 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 76.5 10.5 9.8 8.0 1.7 4.4 0.5 20.3 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 6,900 : : Positions : : 5,845 4,995 0 410 0 5 200 50 90 340 95 : : : : Changes from: September 1, 2020 : : -470 -45 -105 95 -95 0 0 0 -180 -795 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.4 0.0 5.9 0.0 0.1 2.9 0.7 1.3 4.9 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 11,328 : : Positions : : 9,077 9,584 841 12 119 330 0 0 60 510 755 : : : : Changes from: September 1, 2020 : : 234 265 0 0 0 0 0 0 0 -202 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 84.6 7.4 0.1 1.1 2.9 0.0 0.0 0.5 4.5 6.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 19 . . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 84,773 : : Positions : : 59,855 61,212 14,768 11,626 1,750 0 2,805 0 1,020 0 0 : : : : Changes from: September 1, 2020 : : -3,190 -3,014 -644 -195 0 0 -625 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 72.2 17.4 13.7 2.1 0.0 3.3 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,848 : : Positions : : 51,454 51,658 11,702 9,435 2,365 0 3,095 0 840 0 0 : : : : Changes from: September 1, 2020 : : -2,461 -1,815 -426 -125 0 0 -755 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 70.9 16.1 13.0 3.2 0.0 4.2 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,125 : : Positions : : 7,520 13,975 6,565 0 5,855 250 960 0 870 0 0 : : : : Changes from: September 1, 2020 : : -170 -1,115 -780 0 600 -50 -15 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 55.6 26.1 0.0 23.3 1.0 3.8 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 61,222 : : Positions : : 36,986 21,840 5,910 21,996 66 11,620 10,030 3,135 0 910 50 : : : : Changes from: September 1, 2020 : : -67 -615 -1,183 -1,045 66 0 455 -175 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 35.7 9.7 35.9 0.1 19.0 16.4 5.1 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 41,408 : : Positions : : 24,365 16,840 9,610 12,180 30 2,065 6,920 2,990 0 360 300 : : : : Changes from: September 1, 2020 : : 15 -608 -658 -505 0 -150 305 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 40.7 23.2 29.4 0.1 5.0 16.7 7.2 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 20,671 : : Positions : : 12,175 12,359 4,390 1,646 555 0 2,920 1,800 0 0 0 : : : : Changes from: September 1, 2020 : : -775 -337 -390 -413 0 0 -235 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 59.8 21.2 8.0 2.7 0.0 14.1 8.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 89,998 : : Positions : : 54,893 31,315 0 33,660 3,370 12,505 1,460 1,230 0 958 1,430 : : : : Changes from: September 1, 2020 : : -2,680 -1,660 0 -1,740 0 -890 -120 -110 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 34.8 0.0 37.4 3.7 13.9 1.6 1.4 0.0 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 86,354 : : Positions : : 53,014 30,654 0 31,035 3,090 13,305 1,385 1,280 0 3,215 525 : : : : Changes from: September 1, 2020 : : -2,160 -1,640 0 -1,315 0 -1,115 -95 -5 0 -215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 35.5 0.0 35.9 3.6 15.4 1.6 1.5 0.0 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,651 : : Positions : : 12,595 3,765 894 225 934 535 6,875 1,810 825 4,485 420 : : : : Changes from: September 1, 2020 : : -1,006 -84 894 -322 -78 -1,570 -1,195 1,320 -25 -35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 16.6 3.9 1.0 4.1 2.4 30.4 8.0 3.6 19.8 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,436 : : Positions : : 12,715 3,865 334 225 1,459 535 6,875 1,810 825 3,885 545 : : : : Changes from: September 1, 2020 : : -626 -84 334 -932 516 -1,570 -945 1,305 -25 85 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 17.2 1.5 1.0 6.5 2.4 30.6 8.1 3.7 17.3 2.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 68,320 : : Positions : : 19,035 59,605 14,670 6,315 140 23,795 0 0 8,965 0 0 : : : : Changes from: September 1, 2020 : : -708 -4,455 -962 -590 0 -2,615 0 0 -575 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 87.2 21.5 9.2 0.2 34.8 0.0 0.0 13.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 55,955 : : Positions : : 19,485 49,345 6,550 1,410 2,315 5,250 235 35 19,395 0 170 : : : : Changes from: September 1, 2020 : : -1,065 -2,930 -1,050 -100 -50 -200 -60 0 -780 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 88.2 11.7 2.5 4.1 9.4 0.4 0.1 34.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 47,485 : : Positions : : 18,340 40,965 6,940 1,770 1,550 5,250 160 35 12,195 0 570 : : : : Changes from: September 1, 2020 : : -1,270 -2,555 -1,000 -100 -50 -200 -60 0 -255 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 86.3 14.6 3.7 3.3 11.1 0.3 0.1 25.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 67,035 : : Positions : : 33,710 39,315 1,620 960 3,455 3,290 14,400 645 16,930 1,200 1,200 : : : : Changes from: September 1, 2020 : : -2,360 -3,045 -750 960 205 1,070 -50 -200 -105 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 58.6 2.4 1.4 5.2 4.9 21.5 1.0 25.3 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 60,935 : : Positions : : 32,310 34,655 1,620 100 3,820 3,090 14,400 645 13,260 1,200 1,200 : : : : Changes from: September 1, 2020 : : -2,290 -2,875 -1,585 100 860 1,095 -50 -200 -60 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 56.9 2.7 0.2 6.3 5.1 23.6 1.1 21.8 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 63,272 : : Positions : : 36,201 23,581 0 18,535 90 18,940 85 3,730 0 12,980 1,655 : : : : Changes from: September 1, 2020 : : -1,903 -960 0 -1,393 0 -765 75 -115 -25 -430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 37.3 0.0 29.3 0.1 29.9 0.1 5.9 0.0 20.5 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 52,851 : : Positions : : 33,116 20,586 0 15,425 90 11,490 135 3,700 0 8,660 1,900 : : : : Changes from: September 1, 2020 : : -2,402 -605 0 -1,527 0 -140 50 -90 -25 -510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 39.0 0.0 29.2 0.2 21.7 0.3 7.0 0.0 16.4 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 183,904 : : Positions : : 100,991 76,438 23,113 460 6,374 425 31,792 7,615 1,200 17,020 1,430 : : : : Changes from: September 1, 2020 : : -6,407 -3,358 1,006 100 -493 -45 -1,798 -205 -25 -390 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 41.6 12.6 0.3 3.5 0.2 17.3 4.1 0.7 9.3 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 146,526 : : Positions : : 76,403 64,652 21,505 0 3,551 325 23,257 7,340 1,200 11,510 2,175 : : : : Changes from: September 1, 2020 : : -5,360 -4,382 -435 0 63 50 -1,438 -50 -25 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 44.1 14.7 0.0 2.4 0.2 15.9 5.0 0.8 7.9 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 67,149 : : Positions : : 26,915 36,378 18,151 6,416 8,665 985 530 7,525 83 2,900 0 : : : : Changes from: September 1, 2020 : : -685 -1,650 -545 385 -315 -130 295 -625 0 -395 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 54.2 27.0 9.6 12.9 1.5 0.8 11.2 0.1 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 57,775 : : Positions : : 24,525 29,670 11,186 4,146 6,629 1,030 630 7,825 0 2,400 0 : : : : Changes from: September 1, 2020 : : -987 -930 -560 -762 275 -120 195 -500 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 51.4 19.4 7.2 11.5 1.8 1.1 13.5 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 42,860 : : Positions : : 19,680 19,935 1,075 5,405 5,255 5,675 2,555 5,890 1,120 0 560 : : : : Changes from: September 1, 2020 : : -1,077 -230 427 -390 -427 50 35 -260 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 46.5 2.5 12.6 12.3 13.2 6.0 13.7 2.6 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 49,925 : : Positions : : 15,005 29,850 0 4,290 4,935 20,920 2,905 4,300 1,120 0 560 : : : : Changes from: September 1, 2020 : : 195 -80 0 -150 -85 -425 125 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 59.8 0.0 8.6 9.9 41.9 5.8 8.6 2.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 186,080 : : Positions : : 102,825 120,497 13,486 5,872 20,796 8,945 1,600 7,050 2,320 10 640 : : : : Changes from: September 1, 2020 : : -1,258 -149 2,213 303 -2,633 60 390 -925 -440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 64.8 7.2 3.2 11.2 4.8 0.9 3.8 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 126,030 : : Positions : : 73,560 73,870 1,450 9,545 14,565 6,910 375 7,860 1,870 0 0 : : : : Changes from: September 1, 2020 : : -2,605 -1,472 590 -1,168 -295 -440 -95 -325 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 58.6 1.2 7.6 11.6 5.5 0.3 6.2 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 11, 2020