Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 17,161 : : Positions : : 13,814 8,576 196 2,249 702 204 170 223 268 3,543 1,221 : : : : Changes from: September 15, 2020 : : 368 376 -5 -412 66 0 -190 40 -9 118 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 50.0 1.1 13.1 4.1 1.2 1.0 1.3 1.6 20.6 7.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 11 . 4 5 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 6,421 : : Positions : : 2,744 4,130 771 1,164 895 892 63 0 693 84 0 : : : : Changes from: September 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 64.3 12.0 18.1 13.9 13.9 1.0 0.0 10.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 9 12 . . . . . 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 35,606 : : Positions : : 22,534 31,249 4,299 1,269 1,796 906 180 496 4,990 166 450 : : : : Changes from: September 15, 2020 : : -677 300 -88 75 0 90 25 -3 825 -250 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 87.8 12.1 3.6 5.0 2.5 0.5 1.4 14.0 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 21 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 31,520 : : Positions : : 24,185 25,173 0 4,960 937 893 0 150 4,785 0 300 : : : : Changes from: September 15, 2020 : : -115 -195 0 600 2 75 0 0 175 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 79.9 0.0 15.7 3.0 2.8 0.0 0.5 15.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 140,165 : : Positions : : 101,710 104,980 414 15,999 9,123 17,403 395 2,723 5,522 4,033 2,719 : : : : Changes from: September 15, 2020 : : -1,381 -2,855 139 3,386 -1,824 555 0 -375 1,391 148 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 74.9 0.3 11.4 6.5 12.4 0.3 1.9 3.9 2.9 1.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 32 34 . . 5 10 . 7 9 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 60,915 : : Positions : : 49,844 44,859 2,470 10,431 3,372 3,340 25 198 475 680 1,216 : : : : Changes from: September 15, 2020 : : 272 -270 0 35 -53 93 0 15 -516 84 416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 73.6 4.1 17.1 5.5 5.5 0.0 0.3 0.8 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 22 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 34,635 : : Positions : : 33,109 25,165 167 7,197 584 0 804 0 525 635 250 : : : : Changes from: September 15, 2020 : : 225 600 75 -450 -75 0 0 0 0 150 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 72.7 0.5 20.8 1.7 0.0 2.3 0.0 1.5 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 54,323 : : Positions : : 33,365 21,829 765 23,344 2,545 14,155 0 50 656 3,982 2,500 : : : : Changes from: September 15, 2020 : : -669 361 -10 -1,418 70 25 -50 0 5 530 -355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 40.2 1.4 43.0 4.7 26.1 0.0 0.1 1.2 7.3 4.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 69,982 : : Positions : : 41,596 24,162 0 36,510 3,319 20,133 125 125 1,286 2,582 3,104 : : : : Changes from: September 15, 2020 : : -604 140 0 -922 -203 -205 125 -40 0 -38 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 34.5 0.0 52.2 4.7 28.8 0.2 0.2 1.8 3.7 4.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 0 4 4 7 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 67,529 : : Positions : : 50,001 42,284 9,730 20,027 3,146 25 150 0 2,726 473 1,449 : : : : Changes from: September 15, 2020 : : 1,433 -20 -138 1,200 0 0 50 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 62.6 14.4 29.7 4.7 0.0 0.2 0.0 4.0 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 84,620 : : Positions : : 61,238 47,521 17,817 33,552 795 25 210 0 2,412 646 1,881 : : : : Changes from: September 15, 2020 : : 1,630 105 -130 1,215 10 0 90 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 56.2 21.1 39.7 0.9 0.0 0.2 0.0 2.9 0.8 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 39,367 : : Positions : : 25,704 35,822 10,130 0 3,049 100 0 0 100 220 0 : : : : Changes from: September 15, 2020 : : 109 300 311 0 -50 0 0 0 0 120 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 91.0 25.7 0.0 7.7 0.3 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 27,857 : : Positions : : 26,221 14,452 0 11,879 880 0 600 0 360 46 0 : : : : Changes from: September 15, 2020 : : -566 114 0 -680 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 51.9 0.0 42.6 3.2 0.0 2.2 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-All Futures Combined Positions as of September 22, 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 15, 2020 : : 0 0 0 0 0 0 0 0 0 0 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-All Futures Combined Positions as of September 22, 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 84,199 : : Positions : : 61,483 61,245 125 7,304 8,139 6,171 711 418 5,244 4,213 2,009 : : : : Changes from: September 15, 2020 : : -2,200 916 0 -408 -48 0 0 2 1,424 -1,356 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 72.7 0.1 8.7 9.7 7.3 0.8 0.5 6.2 5.0 2.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 33 . . . 5 . . 8 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 18,493 : : Positions : : 13,509 16,797 3,228 0 996 700 0 0 0 700 0 : : : : Changes from: September 15, 2020 : : 909 9 -600 0 600 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 90.8 17.5 0.0 5.4 3.8 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 18,224 : : Positions : : 13,240 16,528 3,228 0 996 700 0 0 0 700 0 : : : : Changes from: September 15, 2020 : : 700 -200 -600 0 600 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.7 17.7 0.0 5.5 3.8 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 50,730 : : Positions : : 44,287 38,304 0 3,691 3,732 0 600 0 1,170 2,775 1,235 : : : : Changes from: September 15, 2020 : : -245 755 0 -600 120 0 0 0 300 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 75.5 0.0 7.3 7.4 0.0 1.2 0.0 2.3 5.5 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 44,352 : : Positions : : 33,397 39,337 6,159 0 4,459 100 0 0 200 260 0 : : : : Changes from: September 15, 2020 : : -400 -60 55 -290 310 0 0 0 100 120 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 88.7 13.9 0.0 10.1 0.2 0.0 0.0 0.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 45,164 : : Positions : : 39,645 30,303 0 9,652 3,406 1,490 963 30 0 565 120 : : : : Changes from: September 15, 2020 : : 496 241 0 -325 135 -30 0 30 -80 480 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 67.1 0.0 21.4 7.5 3.3 2.1 0.1 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 61,167 : : Positions : : 48,263 58,082 8,071 310 2,325 0 25 0 1,665 100 85 : : : : Changes from: September 15, 2020 : : 488 493 0 50 -50 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 95.0 13.2 0.5 3.8 0.0 0.0 0.0 2.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 65,330 : : Positions : : 55,336 58,766 4,220 2,235 3,075 0 676 0 1,835 0 398 : : : : Changes from: September 15, 2020 : : 421 326 75 165 -110 0 30 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 90.0 6.5 3.4 4.7 0.0 1.0 0.0 2.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 4 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 83,328 : : Positions : : 67,586 74,912 8,868 4,379 973 0 528 0 3,477 252 2,269 : : : : Changes from: September 15, 2020 : : 1,066 150 46 570 -300 0 5 -10 29 252 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 89.9 10.6 5.3 1.2 0.0 0.6 0.0 4.2 0.3 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 102,622 : : Positions : : 84,118 89,709 10,022 4,586 2,195 195 691 335 1,833 1,504 3,567 : : : : Changes from: September 15, 2020 : : 1,244 300 57 465 4 -25 -7 75 -323 428 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 87.4 9.8 4.5 2.1 0.2 0.7 0.3 1.8 1.5 3.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 23 5 . 4 . 5 4 . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 60,741 : : Positions : : 42,033 54,721 17,549 1,067 709 0 4,099 0 355 0 95 : : : : Changes from: September 15, 2020 : : -2,157 -1,785 340 235 -124 0 158 0 225 -200 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 90.1 28.9 1.8 1.2 0.0 6.7 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 50,810 : : Positions : : 33,340 49,850 17,035 0 435 0 225 0 0 300 0 : : : : Changes from: September 15, 2020 : : -2,250 -2,375 -125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 98.1 33.5 0.0 0.9 0.0 0.4 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 60,154 : : Positions : : 36,085 52,352 16,208 0 5,576 550 325 0 1,162 1,371 463 : : : : Changes from: September 15, 2020 : : -149 -86 5 -77 0 0 0 0 -11 -19 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 87.0 26.9 0.0 9.3 0.9 0.5 0.0 1.9 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 67,412 : : Positions : : 44,421 55,861 13,452 330 5,217 1,598 3,322 195 1,365 1,550 628 : : : : Changes from: September 15, 2020 : : -535 -758 6 -105 149 -150 -35 30 0 214 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 82.9 20.0 0.5 7.7 2.4 4.9 0.3 2.0 2.3 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 23,693 : : Positions : : 10,721 20,347 12,278 0 436 0 1,575 0 0 1,250 0 : : : : Changes from: September 15, 2020 : : -24 -324 -50 0 0 0 0 0 0 470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 85.9 51.8 0.0 1.8 0.0 6.6 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 23,546 : : Positions : : 10,760 22,157 11,905 0 384 0 525 0 0 480 0 : : : : Changes from: September 15, 2020 : : -10 -355 -50 0 0 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 94.1 50.6 0.0 1.6 0.0 2.2 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 25,657 : : Positions : : 19,728 17,698 2,585 5,317 463 0 294 180 1,450 344 680 : : : : Changes from: September 15, 2020 : : 150 157 0 5 -5 0 -60 0 22 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 69.0 10.1 20.7 1.8 0.0 1.1 0.7 5.7 1.3 2.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 16,461 : : Positions : : 13,313 13,559 1,373 760 214 0 680 0 236 557 227 : : : : Changes from: September 15, 2020 : : 1,437 1,527 0 -115 36 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 82.4 8.3 4.6 1.3 0.0 4.1 0.0 1.4 3.4 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 55,972 : : Positions : : 41,568 26,720 7,796 20,974 203 2,585 5,136 215 2,049 1,346 1,374 : : : : Changes from: September 15, 2020 : : 221 -411 6 235 8 5 279 -5 -167 -20 353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 47.7 13.9 37.5 0.4 4.6 9.2 0.4 3.7 2.4 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 20 4 . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 34,555 : : Positions : : 29,118 12,280 1,917 17,627 875 750 1,932 40 551 692 980 : : : : Changes from: September 15, 2020 : : 288 -246 -57 498 17 5 250 -10 0 -260 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 35.5 5.5 51.0 2.5 2.2 5.6 0.1 1.6 2.0 2.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 17,207 : : Positions : : 8,061 16,536 7,790 0 470 200 36 50 550 75 25 : : : : Changes from: September 15, 2020 : : 20 45 75 0 40 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 96.1 45.3 0.0 2.7 1.2 0.2 0.3 3.2 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 22,462 : : Positions : : 9,696 21,872 11,024 0 515 0 0 0 1,125 25 50 : : : : Changes from: September 15, 2020 : : -175 400 275 0 -125 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 97.4 49.1 0.0 2.3 0.0 0.0 0.0 5.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 15, 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-All Futures Combined Positions as of September 22, 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 15, 2020 : : 0 0 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-All Futures Combined Positions as of September 22, 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 44,603 : : Positions : : 18,410 41,573 21,435 0 200 125 50 0 1,460 100 2,670 : : : : Changes from: September 15, 2020 : : 0 12,150 4,800 0 0 0 0 0 0 -7,350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 93.2 48.1 0.0 0.4 0.3 0.1 0.0 3.3 0.2 6.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 44,893 : : Positions : : 19,150 42,038 21,065 0 200 125 50 0 1,555 100 2,495 : : : : Changes from: September 15, 2020 : : 0 12,150 4,800 0 -60 0 0 0 0 -7,350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 93.6 46.9 0.0 0.4 0.3 0.1 0.0 3.5 0.2 5.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 112,038 : : Positions : : 80,233 87,405 21,151 6,419 7,209 0 2,451 820 1,465 6,597 1,108 : : : : Changes from: September 15, 2020 : : 92 93 278 10 155 0 -70 0 100 395 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 78.0 18.9 5.7 6.4 0.0 2.2 0.7 1.3 5.9 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 28 4 . . 0 5 4 5 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 122,679 : : Positions : : 86,484 98,672 20,954 3,290 8,499 607 1,539 2,624 1,440 5,999 2,029 : : : : Changes from: September 15, 2020 : : -8 339 306 -250 39 5 -90 30 138 430 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 80.4 17.1 2.7 6.9 0.5 1.3 2.1 1.2 4.9 1.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 29 5 . 5 . . 5 4 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 257,165 : : Positions : : 155,476 189,046 17,088 5,031 25,562 22,853 7,629 10,099 16,503 10,225 9,109 : : : : Changes from: September 15, 2020 : : 3,802 -836 -1,183 927 150 1,596 4,642 -827 737 240 -743 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 73.5 6.6 2.0 9.9 8.9 3.0 3.9 6.4 4.0 3.5 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 41 . . 4 10 10 12 16 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 17,030 : : Positions : : 10,469 14,250 1,445 665 1,260 760 399 266 2,645 25 25 : : : : Changes from: September 15, 2020 : : -40 115 60 -145 45 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 83.7 8.5 3.9 7.4 4.5 2.3 1.6 15.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 14,281 : : Positions : : 8,097 11,120 1,485 887 1,439 235 600 65 2,795 25 25 : : : : Changes from: September 15, 2020 : : 50 225 60 -145 45 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 77.9 10.4 6.2 10.1 1.6 4.2 0.5 19.6 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 8,907 : : Positions : : 7,303 7,889 394 0 100 330 0 0 100 285 630 : : : : Changes from: September 15, 2020 : : 670 820 0 0 0 0 0 0 0 -150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 88.6 4.4 0.0 1.1 3.7 0.0 0.0 1.1 3.2 7.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 86,583 : : Positions : : 61,845 62,522 14,638 12,176 1,750 0 2,805 0 1,020 0 0 : : : : Changes from: September 15, 2020 : : 1,200 520 -130 550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 72.2 16.9 14.1 2.0 0.0 3.2 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 74,733 : : Positions : : 53,394 53,098 11,752 9,985 2,365 0 3,095 0 840 0 0 : : : : Changes from: September 15, 2020 : : 730 230 50 550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 71.1 15.7 13.4 3.2 0.0 4.1 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-All Futures Combined Positions as of September 22, 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 24,990 : : Positions : : 7,855 13,940 5,495 0 5,705 950 960 0 870 0 0 : : : : Changes from: September 15, 2020 : : 360 15 -1,045 0 -50 700 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 55.8 22.0 0.0 22.8 3.8 3.8 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 62,224 : : Positions : : 38,266 22,955 5,315 22,056 405 11,620 9,480 3,135 0 910 50 : : : : Changes from: September 15, 2020 : : 325 -20 -175 60 131 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 36.9 8.5 35.4 0.7 18.7 15.2 5.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 43,291 : : Positions : : 27,068 19,273 8,860 12,240 30 2,065 6,320 2,990 0 360 300 : : : : Changes from: September 15, 2020 : : 543 -27 -450 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 44.5 20.5 28.3 0.1 4.8 14.6 6.9 0.0 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 20,941 : : Positions : : 12,395 12,537 4,390 1,731 505 0 2,920 1,800 0 0 0 : : : : Changes from: September 15, 2020 : : 220 178 0 85 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 59.9 21.0 8.3 2.4 0.0 13.9 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 90,873 : : Positions : : 54,313 31,575 0 34,020 3,370 13,705 1,460 1,230 0 958 1,430 : : : : Changes from: September 15, 2020 : : -660 500 0 40 0 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 34.7 0.0 37.4 3.7 15.1 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-All Futures Combined Positions as of September 22, 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 87,734 : : Positions : : 52,984 31,304 0 31,555 3,110 14,505 1,385 1,280 0 3,215 525 : : : : Changes from: September 15, 2020 : : -690 530 0 -20 20 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 35.7 0.0 36.0 3.5 16.5 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-All Futures Combined Positions as of September 22, 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 23,276 : : Positions : : 12,961 3,775 1,219 225 909 0 6,940 2,345 825 4,485 420 : : : : Changes from: September 15, 2020 : : 366 10 325 0 -25 -535 65 535 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 16.2 5.2 1.0 3.9 0.0 29.8 10.1 3.5 19.3 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 23,036 : : Positions : : 13,036 3,865 634 225 1,459 0 6,940 2,345 825 3,885 545 : : : : Changes from: September 15, 2020 : : 321 0 300 0 0 -535 65 535 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 16.8 2.8 1.0 6.3 0.0 30.1 10.2 3.6 16.9 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 70,045 : : Positions : : 18,985 61,405 16,120 6,315 35 24,195 0 0 8,965 0 0 : : : : Changes from: September 15, 2020 : : -50 900 550 0 0 400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.1 87.7 23.0 9.0 0.0 34.5 0.0 0.0 12.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 69,565 : : Positions : : 18,960 60,695 16,395 6,660 315 24,195 0 0 8,090 0 0 : : : : Changes from: September 15, 2020 : : 0 1,050 550 0 0 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 87.2 23.6 9.6 0.5 34.8 0.0 0.0 11.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 56,965 : : Positions : : 19,970 50,645 6,790 1,410 2,190 5,250 210 45 19,945 0 170 : : : : Changes from: September 15, 2020 : : -25 625 300 0 -125 0 -25 10 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 88.9 11.9 2.5 3.8 9.2 0.4 0.1 35.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 48,195 : : Positions : : 18,615 41,965 7,240 1,770 1,425 5,250 135 45 12,595 0 570 : : : : Changes from: September 15, 2020 : : -25 625 300 0 -125 0 -25 10 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 87.1 15.0 3.7 3.0 10.9 0.3 0.1 26.1 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 67,500 : : Positions : : 34,130 39,660 1,500 1,260 3,575 3,865 14,100 670 16,400 1,200 1,275 : : : : Changes from: September 15, 2020 : : 420 0 -120 300 120 575 0 25 -575 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 58.8 2.2 1.9 5.3 5.7 20.9 1.0 24.3 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 61,365 : : Positions : : 32,730 35,000 1,500 400 3,940 3,665 14,100 670 12,730 1,200 1,275 : : : : Changes from: September 15, 2020 : : 420 0 -120 300 120 575 0 25 -575 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 57.0 2.4 0.7 6.4 6.0 23.0 1.1 20.7 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 64,502 : : Positions : : 37,206 23,766 0 19,080 90 18,715 60 4,105 0 13,055 1,655 : : : : Changes from: September 15, 2020 : : 410 -60 0 245 0 -300 -25 325 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 36.8 0.0 29.6 0.1 29.0 0.1 6.4 0.0 20.2 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 54,311 : : Positions : : 33,476 20,251 0 16,820 90 12,215 110 4,075 0 8,710 1,900 : : : : Changes from: September 15, 2020 : : 410 -60 0 395 0 0 -25 325 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 37.3 0.0 31.0 0.2 22.5 0.2 7.5 0.0 16.0 3.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 187,324 : : Positions : : 104,331 76,103 21,548 485 6,914 400 33,867 6,990 1,200 16,965 1,540 : : : : Changes from: September 15, 2020 : : 2,075 950 515 0 -175 -25 1,700 -625 0 -100 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 40.6 11.5 0.3 3.7 0.2 18.1 3.7 0.6 9.1 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 151,211 : : Positions : : 79,663 64,467 20,915 0 3,908 300 26,382 6,740 1,200 11,180 2,380 : : : : Changes from: September 15, 2020 : : 1,615 395 515 0 -168 -25 2,100 -600 0 -400 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 42.6 13.8 0.0 2.6 0.2 17.4 4.5 0.8 7.4 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 67,894 : : Positions : : 26,635 37,213 15,451 5,401 9,530 3,255 0 8,055 83 2,900 0 : : : : Changes from: September 15, 2020 : : -325 615 -2,400 -640 615 2,270 -430 430 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 54.8 22.8 8.0 14.0 4.8 0.0 11.9 0.1 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 58,420 : : Positions : : 24,570 30,660 8,566 3,281 7,519 3,100 0 8,455 0 2,400 0 : : : : Changes from: September 15, 2020 : : 55 955 -2,400 -600 660 2,070 -630 630 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 52.5 14.7 5.6 12.9 5.3 0.0 14.5 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 42,480 : : Positions : : 20,650 20,335 800 4,790 4,800 5,175 2,965 5,765 1,120 0 560 : : : : Changes from: September 15, 2020 : : 1,270 -50 -100 720 -620 -500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 47.9 1.9 11.3 11.3 12.2 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-All Futures Combined Positions as of September 22, 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 : : 16,375 29,970 0 4,690 4,410 20,420 3,255 4,250 1,120 0 560 : : : : Changes from: September 15, 2020 : : 1,220 120 0 720 -720 -500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 59.6 0.0 9.3 8.8 40.6 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-All Futures Combined Positions as of September 22, 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 165,705 : : Positions : : 100,144 101,707 1,580 8,156 16,637 9,295 3,490 7,350 2,320 10 640 : : : : Changes from: September 15, 2020 : : 5,820 500 -350 2,815 505 50 2,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 61.4 1.0 4.9 10.0 5.6 2.1 4.4 1.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 22, 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 132,150 : : Positions : : 77,520 75,190 1,925 11,110 15,265 5,310 325 10,060 1,870 0 0 : : : : Changes from: September 15, 2020 : : 3,560 595 65 830 645 -2,200 0 2,200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 56.9 1.5 8.4 11.6 4.0 0.2 7.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 25, 2020