Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 17,029 : : Positions : : 13,446 8,200 201 2,661 636 204 360 183 277 3,425 1,147 : : : : Changes from: September 8, 2020 : : -187 497 0 -104 45 0 -265 -5 0 27 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 48.2 1.2 15.6 3.7 1.2 2.1 1.1 1.6 20.1 6.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . 4 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 10,325 : : Positions : : 5,336 5,922 771 1,061 1,241 947 360 312 570 623 721 : : : : Changes from: September 8, 2020 : : 686 171 0 101 -30 44 199 6 -131 107 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 57.4 7.5 10.3 12.0 9.2 3.5 3.0 5.5 6.0 7.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 . . . . . . 4 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 35,564 : : Positions : : 23,211 30,949 4,387 1,194 1,796 816 155 499 4,165 416 555 : : : : Changes from: September 8, 2020 : : 721 153 -43 50 0 312 50 -78 -605 132 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 87.0 12.3 3.4 5.1 2.3 0.4 1.4 11.7 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 31,013 : : Positions : : 24,300 25,368 0 4,360 935 818 0 150 4,610 0 200 : : : : Changes from: September 8, 2020 : : 245 20 0 5 5 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 81.8 0.0 14.1 3.0 2.6 0.0 0.5 14.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 141,697 : : Positions : : 103,091 107,835 275 12,613 10,947 16,848 395 3,098 4,131 3,885 2,788 : : : : Changes from: September 8, 2020 : : 4,004 475 -1,778 1,598 990 404 7 208 -425 126 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 76.1 0.2 8.9 7.7 11.9 0.3 2.2 2.9 2.7 2.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 31 33 . 4 5 10 . 6 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 60,763 : : Positions : : 49,647 45,204 2,470 10,396 3,425 3,247 25 183 991 596 800 : : : : Changes from: September 8, 2020 : : 676 816 0 -455 67 -340 0 64 75 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 74.4 4.1 17.1 5.6 5.3 0.0 0.3 1.6 1.0 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 15, 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 34,485 : : Positions : : 32,884 24,565 92 7,647 659 0 804 0 525 485 325 : : : : Changes from: September 8, 2020 : : -220 410 30 0 0 0 0 0 0 -600 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 71.2 0.3 22.2 1.9 0.0 2.3 0.0 1.5 1.4 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 55,210 : : Positions : : 34,034 21,468 775 24,762 2,475 14,130 50 50 651 3,452 2,855 : : : : Changes from: September 8, 2020 : : 1,231 336 -195 80 -42 -100 0 0 -70 450 -372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 38.9 1.4 44.9 4.5 25.6 0.1 0.1 1.2 6.3 5.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 70,787 : : Positions : : 42,200 24,022 0 37,432 3,522 20,338 0 165 1,286 2,620 2,935 : : : : Changes from: September 8, 2020 : : 1,257 379 0 1,498 271 61 -65 115 -26 -770 830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 33.9 0.0 52.9 5.0 28.7 0.0 0.2 1.8 3.7 4.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 0 4 4 8 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 66,299 : : Positions : : 48,568 42,304 9,868 18,827 3,146 25 100 0 2,811 473 1,449 : : : : Changes from: September 8, 2020 : : 725 895 200 0 -50 0 0 0 35 65 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 63.8 14.9 28.4 4.7 0.0 0.2 0.0 4.2 0.7 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 15, 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 83,200 : : Positions : : 59,608 47,416 17,947 32,337 785 25 120 0 2,492 646 1,881 : : : : Changes from: September 8, 2020 : : 919 1,074 208 86 -58 0 0 0 38 5 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 57.0 21.6 38.9 0.9 0.0 0.1 0.0 3.0 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 39,047 : : Positions : : 25,595 35,522 9,819 0 3,099 100 0 0 100 100 50 : : : : Changes from: September 8, 2020 : : -1,949 -2,829 -850 0 0 100 0 0 -75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 91.0 25.1 0.0 7.9 0.3 0.0 0.0 0.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 28,523 : : Positions : : 26,787 14,338 0 12,559 980 0 600 0 360 46 0 : : : : Changes from: September 8, 2020 : : -2,341 -1,480 0 -597 -4 0 0 0 0 -280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 50.3 0.0 44.0 3.4 0.0 2.1 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 23,056 : : Positions : : 14,374 20,759 4,330 0 1,865 0 0 0 2,050 87 345 : : : : Changes from: September 8, 2020 : : -650 -1,056 -395 0 0 0 0 0 -25 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 90.0 18.8 0.0 8.1 0.0 0.0 0.0 8.9 0.4 1.5 : : : : 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 15, 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 87,616 : : Positions : : 65,400 62,197 125 7,585 8,907 6,196 711 504 3,820 5,569 2,094 : : : : Changes from: September 8, 2020 : : -3,086 -3,852 0 -579 -132 -173 28 14 -19 337 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 71.0 0.1 8.7 10.2 7.1 0.8 0.6 4.4 6.4 2.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 34 . . . 5 4 4 9 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 17,584 : : Positions : : 12,600 16,788 3,828 0 396 700 0 0 0 400 0 : : : : Changes from: September 8, 2020 : : -162 -400 -113 0 0 -25 0 0 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 95.5 21.8 0.0 2.3 4.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 17,524 : : Positions : : 12,540 16,728 3,828 0 396 700 0 0 0 400 0 : : : : Changes from: September 8, 2020 : : -262 -500 -113 0 0 -25 0 0 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 95.5 21.8 0.0 2.3 4.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 50,555 : : Positions : : 44,532 37,549 0 4,291 3,612 0 600 0 870 2,875 1,235 : : : : Changes from: September 8, 2020 : : -308 -805 0 -585 0 0 0 0 75 1,050 -1,075 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 74.3 0.0 8.5 7.1 0.0 1.2 0.0 1.7 5.7 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 44,357 : : Positions : : 33,797 39,397 6,104 290 4,149 100 0 0 100 140 85 : : : : Changes from: September 8, 2020 : : -1,466 -2,145 -103 290 -415 100 0 0 -175 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 88.8 13.8 0.7 9.4 0.2 0.0 0.0 0.2 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 44,743 : : Positions : : 39,149 30,062 0 9,977 3,271 1,520 963 0 80 85 250 : : : : Changes from: September 8, 2020 : : -2,015 -1,520 0 -379 -446 600 -25 0 -100 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 67.2 0.0 22.3 7.3 3.4 2.2 0.0 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 60,679 : : Positions : : 47,775 57,589 8,071 260 2,375 0 25 0 1,640 100 85 : : : : Changes from: September 8, 2020 : : 147 200 0 0 0 0 0 0 -10 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 94.9 13.3 0.4 3.9 0.0 0.0 0.0 2.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 11 4 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 64,924 : : Positions : : 54,915 58,440 4,145 2,070 3,185 0 646 0 1,810 0 398 : : : : Changes from: September 8, 2020 : : -10 140 25 0 0 0 0 0 10 -100 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 90.0 6.4 3.2 4.9 0.0 1.0 0.0 2.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 . . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 82,552 : : Positions : : 66,520 74,762 8,822 3,809 1,273 0 523 10 3,448 0 2,105 : : : : Changes from: September 8, 2020 : : 714 761 74 0 0 0 10 -10 -17 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 90.6 10.7 4.6 1.5 0.0 0.6 0.0 4.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 101,553 : : Positions : : 82,892 89,427 9,965 4,121 2,191 220 698 260 2,156 1,076 3,530 : : : : Changes from: September 8, 2020 : : 1,580 1,537 28 65 -50 88 133 -106 288 169 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 88.1 9.8 4.1 2.2 0.2 0.7 0.3 2.1 1.1 3.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 22 5 . . . 6 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 62,432 : : Positions : : 44,190 56,506 17,209 832 833 0 3,941 0 130 200 70 : : : : Changes from: September 8, 2020 : : -1,324 -1,025 -205 -225 -28 0 -79 0 130 -25 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 90.5 27.6 1.3 1.3 0.0 6.3 0.0 0.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 53,185 : : Positions : : 35,590 52,225 17,160 0 435 0 225 0 0 300 0 : : : : Changes from: September 8, 2020 : : -1,170 -1,800 -30 0 0 0 0 0 -550 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 98.2 32.3 0.0 0.8 0.0 0.4 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 60,274 : : Positions : : 36,234 52,438 16,203 77 5,576 550 325 0 1,173 1,390 428 : : : : Changes from: September 8, 2020 : : 1,271 1,172 -116 0 1 0 0 0 14 -20 13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 87.0 26.9 0.1 9.3 0.9 0.5 0.0 1.9 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 67,841 : : Positions : : 44,956 56,619 13,446 435 5,068 1,748 3,357 165 1,365 1,336 557 : : : : Changes from: September 8, 2020 : : 102 332 63 0 72 120 35 0 7 -100 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 83.5 19.8 0.6 7.5 2.6 4.9 0.2 2.0 2.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 23,767 : : Positions : : 10,745 20,671 12,328 0 436 0 1,575 0 0 780 0 : : : : Changes from: September 8, 2020 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 87.0 51.9 0.0 1.8 0.0 6.6 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 15, 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 23,606 : : Positions : : 10,770 22,512 11,955 0 384 0 525 0 0 0 0 : : : : Changes from: September 8, 2020 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 95.4 50.6 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 15, 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 25,490 : : Positions : : 19,578 17,541 2,585 5,312 468 0 354 180 1,428 284 680 : : : : Changes from: September 8, 2020 : : -1,611 -661 0 -655 64 -30 150 -120 180 -300 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 68.8 10.1 20.8 1.8 0.0 1.4 0.7 5.6 1.1 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 14,988 : : Positions : : 11,876 12,032 1,373 875 178 0 680 0 261 557 202 : : : : Changes from: September 8, 2020 : : -492 468 0 -660 55 0 0 0 126 -174 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 80.3 9.2 5.8 1.2 0.0 4.5 0.0 1.7 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 55,583 : : Positions : : 41,347 27,131 7,790 20,739 195 2,580 4,857 220 2,216 1,366 1,021 : : : : Changes from: September 8, 2020 : : -97 298 547 22 3 45 79 0 -130 10 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 48.8 14.0 37.3 0.4 4.6 8.7 0.4 4.0 2.5 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 19 4 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 33,996 : : Positions : : 28,830 12,526 1,974 17,129 858 745 1,682 50 551 952 672 : : : : Changes from: September 8, 2020 : : -235 -290 305 60 -172 10 317 -10 0 -17 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 36.8 5.8 50.4 2.5 2.2 4.9 0.1 1.6 2.8 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 17,072 : : Positions : : 8,041 16,491 7,715 0 430 200 36 50 550 25 25 : : : : Changes from: September 8, 2020 : : 75 175 225 0 -70 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 96.6 45.2 0.0 2.5 1.2 0.2 0.3 3.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 22,187 : : Positions : : 9,871 21,472 10,749 0 640 0 0 0 825 25 50 : : : : Changes from: September 8, 2020 : : 125 325 200 0 0 0 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 96.8 48.4 0.0 2.9 0.0 0.0 0.0 3.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 9,713 : : Positions : : 5,260 6,240 2,052 1,700 1,043 90 0 0 120 100 495 : : : : Changes from: September 8, 2020 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 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 : : 12 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 39,803 : : Positions : : 18,410 29,423 16,635 0 200 125 50 0 1,460 7,450 2,670 : : : : Changes from: September 8, 2020 : : 0 780 1,200 0 0 0 0 0 180 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 73.9 41.8 0.0 0.5 0.3 0.1 0.0 3.7 18.7 6.7 : : : : 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 15, 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 40,153 : : Positions : : 19,150 29,888 16,265 0 260 125 50 0 1,555 7,450 2,495 : : : : Changes from: September 8, 2020 : : 0 780 1,200 0 0 0 0 0 180 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 74.4 40.5 0.0 0.6 0.3 0.1 0.0 3.9 18.6 6.2 : : : : 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 15, 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 111,437 : : Positions : : 80,141 87,312 20,873 6,409 7,054 0 2,521 820 1,365 6,202 1,102 : : : : Changes from: September 8, 2020 : : 5,387 4,355 216 890 10 0 0 0 69 447 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 78.4 18.7 5.8 6.3 0.0 2.3 0.7 1.2 5.6 1.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 28 4 . . 0 5 4 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 122,257 : : Positions : : 86,492 98,333 20,648 3,540 8,460 602 1,629 2,594 1,302 5,569 2,117 : : : : Changes from: September 8, 2020 : : 5,752 4,645 128 1,100 -228 -22 0 27 7 121 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 80.4 16.9 2.9 6.9 0.5 1.3 2.1 1.1 4.6 1.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 29 5 . 5 . . 5 4 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 557,196 : : Positions : : 324,884 373,789 28,565 4,080 97,610 21,134 11,285 39,214 19,947 5,365 25,317 : : : : Changes from: September 8, 2020 : : 3,800 -1,712 -2,019 69 779 -1,053 79 831 -1,966 446 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 67.1 5.1 0.7 17.5 3.8 2.0 7.0 3.6 1.0 4.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 42 4 . 5 10 10 13 18 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 16,915 : : Positions : : 10,509 14,135 1,385 810 1,215 760 399 266 2,615 25 25 : : : : Changes from: September 8, 2020 : : 180 480 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 83.6 8.2 4.8 7.2 4.5 2.4 1.6 15.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 14,096 : : Positions : : 8,047 10,895 1,425 1,032 1,394 235 600 65 2,765 25 25 : : : : Changes from: September 8, 2020 : : 180 480 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 77.3 10.1 7.3 9.9 1.7 4.3 0.5 19.6 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 15, 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 2,835 : : Positions : : 2,530 2,445 0 0 0 0 0 0 125 330 0 : : : : Changes from: September 8, 2020 : : -3,315 -2,550 0 -410 0 -5 -200 -50 35 -10 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 86.2 0.0 0.0 0.0 0.0 0.0 0.0 4.4 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 8,087 : : Positions : : 6,633 7,069 394 0 100 330 0 0 100 435 480 : : : : Changes from: September 8, 2020 : : -2,444 -2,515 -447 -12 -19 0 0 0 40 -75 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 87.4 4.9 0.0 1.2 4.1 0.0 0.0 1.2 5.4 5.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 85,453 : : Positions : : 60,645 62,002 14,768 11,626 1,750 0 2,805 0 1,020 0 0 : : : : Changes from: September 8, 2020 : : 790 790 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 72.6 17.3 13.6 2.0 0.0 3.3 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 73,878 : : Positions : : 52,664 52,868 11,702 9,435 2,365 0 3,095 0 840 0 0 : : : : Changes from: September 8, 2020 : : 1,210 1,210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 71.6 15.8 12.8 3.2 0.0 4.2 0.0 1.1 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 15, 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 24,975 : : Positions : : 7,495 13,925 6,540 0 5,755 250 960 0 870 0 0 : : : : Changes from: September 8, 2020 : : -25 -50 -25 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 55.8 26.2 0.0 23.0 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 15, 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 61,934 : : Positions : : 37,941 22,975 5,490 21,996 274 11,620 9,430 3,135 0 910 50 : : : : Changes from: September 8, 2020 : : 955 1,135 -420 0 208 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 37.1 8.9 35.5 0.4 18.8 15.2 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 15, 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 43,268 : : Positions : : 26,525 19,300 9,310 12,180 30 2,065 6,320 2,990 0 360 300 : : : : Changes from: September 8, 2020 : : 2,160 2,460 -300 0 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 44.6 21.5 28.2 0.1 4.8 14.6 6.9 0.0 0.8 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 15, 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 8, 2020 : : 0 0 0 0 0 0 0 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 15, 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 90,333 : : Positions : : 54,973 31,075 0 33,980 3,370 12,505 1,460 1,230 0 958 1,430 : : : : Changes from: September 8, 2020 : : 80 -240 0 320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 34.4 0.0 37.6 3.7 13.8 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 15, 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 87,184 : : Positions : : 53,674 30,774 0 31,575 3,090 13,305 1,385 1,280 0 3,215 525 : : : : Changes from: September 8, 2020 : : 660 120 0 540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 35.3 0.0 36.2 3.5 15.3 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 15, 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 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 69,220 : : Positions : : 19,035 60,505 15,570 6,315 35 23,795 0 0 8,965 0 0 : : : : Changes from: September 8, 2020 : : 0 900 900 0 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 87.4 22.5 9.1 0.1 34.4 0.0 0.0 13.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 68,590 : : Positions : : 18,960 59,645 15,845 6,660 315 23,695 0 0 8,090 0 0 : : : : Changes from: September 8, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 87.0 23.1 9.7 0.5 34.5 0.0 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 56,630 : : Positions : : 19,995 50,020 6,490 1,410 2,315 5,250 235 35 19,620 0 170 : : : : Changes from: September 8, 2020 : : 510 675 -60 0 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 88.3 11.5 2.5 4.1 9.3 0.4 0.1 34.6 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 15, 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 47,860 : : Positions : : 18,640 41,340 6,940 1,770 1,550 5,250 160 35 12,270 0 570 : : : : Changes from: September 8, 2020 : : 300 375 0 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 86.4 14.5 3.7 3.2 11.0 0.3 0.1 25.6 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 15, 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 67,080 : : Positions : : 33,710 39,660 1,620 960 3,455 3,290 14,100 645 16,975 1,200 1,200 : : : : Changes from: September 8, 2020 : : 0 345 0 0 0 0 -300 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 59.1 2.4 1.4 5.2 4.9 21.0 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 15, 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 60,980 : : Positions : : 32,310 35,000 1,620 100 3,820 3,090 14,100 645 13,305 1,200 1,200 : : : : Changes from: September 8, 2020 : : 0 345 0 0 0 0 -300 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 57.4 2.7 0.2 6.3 5.1 23.1 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 15, 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 64,042 : : Positions : : 36,796 23,826 0 18,835 90 19,015 85 3,780 0 13,105 1,655 : : : : Changes from: September 8, 2020 : : 595 245 0 300 0 75 0 50 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 37.2 0.0 29.4 0.1 29.7 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 15, 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 53,576 : : Positions : : 33,066 20,311 0 16,425 90 12,215 135 3,750 0 8,610 1,900 : : : : Changes from: September 8, 2020 : : -50 -275 0 1,000 0 725 0 50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 37.9 0.0 30.7 0.2 22.8 0.3 7.0 0.0 16.1 3.5 : : : : 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 15, 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 184,749 : : Positions : : 102,256 75,153 21,033 485 7,089 425 32,167 7,615 1,200 17,065 1,510 : : : : Changes from: September 8, 2020 : : 1,265 -1,285 -2,080 25 715 0 375 0 0 45 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 40.7 11.4 0.3 3.8 0.2 17.4 4.1 0.6 9.2 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 148,686 : : Positions : : 78,048 64,072 20,400 0 4,076 325 24,282 7,340 1,200 11,580 2,255 : : : : Changes from: September 8, 2020 : : 1,645 -580 -1,105 0 525 0 1,025 0 0 70 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 43.1 13.7 0.0 2.7 0.2 16.3 4.9 0.8 7.8 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 67,289 : : Positions : : 26,960 36,598 17,851 6,041 8,915 985 430 7,625 83 2,900 0 : : : : Changes from: September 8, 2020 : : 45 220 -300 -375 250 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 54.4 26.5 9.0 13.2 1.5 0.6 11.3 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 15, 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 57,645 : : Positions : : 24,515 29,705 10,966 3,881 6,859 1,030 630 7,825 0 2,400 0 : : : : Changes from: September 8, 2020 : : -10 35 -220 -265 230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 51.5 19.0 6.7 11.9 1.8 1.1 13.6 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 15, 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 42,380 : : Positions : : 19,380 20,385 900 4,070 5,420 5,675 2,965 5,765 1,120 0 560 : : : : Changes from: September 8, 2020 : : -300 450 -175 -1,335 165 0 410 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 48.1 2.1 9.6 12.8 13.4 7.0 13.6 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 15, 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 50,320 : : Positions : : 15,155 29,850 0 3,970 5,130 20,920 3,255 4,250 1,120 0 560 : : : : Changes from: September 8, 2020 : : 150 0 0 -320 195 0 350 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 59.3 0.0 7.9 10.2 41.6 6.5 8.4 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 15, 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 187,354 : : Positions : : 102,686 120,052 11,086 4,341 23,630 9,245 1,290 7,350 2,320 10 640 : : : : Changes from: September 8, 2020 : : -139 -445 -2,400 -1,531 2,834 300 -310 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 64.1 5.9 2.3 12.6 4.9 0.7 3.9 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 15, 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 127,735 : : Positions : : 73,960 74,595 1,860 10,280 14,620 7,510 325 7,860 1,870 0 0 : : : : Changes from: September 8, 2020 : : 400 725 410 735 55 600 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 58.4 1.5 8.0 11.4 5.9 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 18, 2020