Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 15,567 : : Positions : : 11,918 7,670 124 2,511 450 281 0 180 0 2,171 1,716 : : : : Changes from: October 13, 2020 : : 97 50 0 60 79 30 0 0 0 -90 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 49.3 0.8 16.1 2.9 1.8 0.0 1.2 0.0 13.9 11.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 6,643 : : Positions : : 3,692 3,711 708 609 895 728 171 0 110 1,131 62 : : : : Changes from: October 13, 2020 : : 0 44 0 0 0 0 -357 0 0 313 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 55.9 10.7 9.2 13.5 11.0 2.6 0.0 1.7 17.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 12 . . . . . 0 . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 35,095 : : Positions : : 20,689 30,822 4,487 1,380 1,751 1,510 0 423 5,530 269 450 : : : : Changes from: October 13, 2020 : : -233 942 490 -350 191 328 0 0 25 78 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 87.8 12.8 3.9 5.0 4.3 0.0 1.2 15.8 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 21 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 32,202 : : Positions : : 24,830 25,392 0 4,123 1,297 640 0 150 4,685 640 600 : : : : Changes from: October 13, 2020 : : 1,004 814 0 -25 25 0 0 0 50 265 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 78.9 0.0 12.8 4.0 2.0 0.0 0.5 14.5 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 136,047 : : Positions : : 95,464 103,886 950 13,189 9,703 18,165 438 1,816 7,593 5,055 1,808 : : : : Changes from: October 13, 2020 : : 676 2,339 399 -635 616 202 -120 120 195 -114 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 76.4 0.7 9.7 7.1 13.4 0.3 1.3 5.6 3.7 1.3 : : : : Number of Traders in Each Category Total Traders: 68 : : 34 35 . . 5 8 5 6 6 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 61,106 : : Positions : : 48,556 44,590 2,220 10,087 3,946 3,822 0 157 815 695 1,590 : : : : Changes from: October 13, 2020 : : -212 698 0 19 366 364 0 3 340 -225 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 73.0 3.6 16.5 6.5 6.3 0.0 0.3 1.3 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 22 . . . 5 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 35,076 : : Positions : : 33,596 26,085 438 6,458 817 0 456 0 150 1,185 75 : : : : Changes from: October 13, 2020 : : 130 530 28 -150 73 0 3 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 74.4 1.2 18.4 2.3 0.0 1.3 0.0 0.4 3.4 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 52,998 : : Positions : : 32,145 20,935 1,144 22,636 2,852 13,955 0 50 629 4,402 2,021 : : : : Changes from: October 13, 2020 : : -198 122 -45 -365 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 39.5 2.2 42.7 5.4 26.3 0.0 0.1 1.2 8.3 3.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 68,176 : : Positions : : 39,744 23,028 300 35,671 3,392 20,111 125 225 1,265 2,809 2,826 : : : : Changes from: October 13, 2020 : : -293 -16 0 -165 -20 205 -50 0 -135 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 33.8 0.4 52.3 5.0 29.5 0.2 0.3 1.9 4.1 4.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 22 . 4 . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 65,261 : : Positions : : 49,032 39,914 8,990 19,563 3,416 0 125 0 1,487 334 1,909 : : : : Changes from: October 13, 2020 : : 1,490 -20 -1,325 110 421 0 0 0 -75 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 61.2 13.8 30.0 5.2 0.0 0.2 0.0 2.3 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 82,077 : : Positions : : 60,127 45,284 17,102 32,872 933 0 165 0 1,280 602 2,221 : : : : Changes from: October 13, 2020 : : 1,440 110 -1,315 60 191 0 0 0 45 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 55.2 20.8 40.1 1.1 0.0 0.2 0.0 1.6 0.7 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 38,235 : : Positions : : 25,054 34,742 9,660 0 3,049 100 0 0 75 195 0 : : : : Changes from: October 13, 2020 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 90.9 25.3 0.0 8.0 0.3 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 26,722 : : Positions : : 25,308 13,919 0 11,525 673 0 600 0 360 0 0 : : : : Changes from: October 13, 2020 : : -139 -139 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 52.1 0.0 43.1 2.5 0.0 2.2 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 17 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 95,182 : : Positions : : 74,137 70,923 250 8,299 7,337 5,533 233 924 4,210 4,992 2,382 : : : : Changes from: October 13, 2020 : : 2,052 2,449 0 -774 326 70 -22 -100 -50 413 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 74.5 0.3 8.7 7.7 5.8 0.2 1.0 4.4 5.2 2.5 : : : : Number of Traders in Each Category Total Traders: 64 : : 32 31 . . . 5 . . 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 20,822 : : Positions : : 15,962 19,132 3,260 50 865 75 100 600 0 75 0 : : : : Changes from: October 13, 2020 : : 325 0 -325 0 79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 91.9 15.7 0.2 4.2 0.4 0.5 2.9 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 20,111 : : Positions : : 15,188 18,458 3,360 50 828 75 100 600 0 75 0 : : : : Changes from: October 13, 2020 : : 200 -25 -225 0 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 91.8 16.7 0.2 4.1 0.4 0.5 3.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 62,410 : : Positions : : 56,296 48,908 0 6,791 2,738 300 0 600 1,070 1,875 1,110 : : : : Changes from: October 13, 2020 : : 1,614 3,249 0 215 -348 200 0 0 100 -1,550 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 78.4 0.0 10.9 4.4 0.5 0.0 1.0 1.7 3.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 0 . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 43,883 : : Positions : : 32,413 38,893 6,519 0 4,579 150 0 0 175 135 0 : : : : Changes from: October 13, 2020 : : -220 65 225 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 88.6 14.9 0.0 10.4 0.3 0.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 42,039 : : Positions : : 37,104 27,912 50 9,625 2,692 1,630 800 70 45 820 0 : : : : Changes from: October 13, 2020 : : -846 169 0 -935 99 180 0 0 45 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 66.4 0.1 22.9 6.4 3.9 1.9 0.2 0.1 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 59,444 : : Positions : : 46,201 56,094 7,390 100 2,925 0 0 0 2,120 0 85 : : : : Changes from: October 13, 2020 : : 2,138 1,193 -1,190 -100 600 0 0 0 145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 94.4 12.4 0.2 4.9 0.0 0.0 0.0 3.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 5 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 61,970 : : Positions : : 51,129 55,398 5,101 3,395 2,510 0 152 0 2,550 0 240 : : : : Changes from: October 13, 2020 : : 1,617 672 80 1,100 -375 0 67 0 189 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 89.4 8.2 5.5 4.1 0.0 0.2 0.0 4.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 15 4 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 87,472 : : Positions : : 69,722 77,774 10,546 4,686 1,121 0 509 0 3,234 982 2,325 : : : : Changes from: October 13, 2020 : : 4,727 3,808 -225 0 0 0 0 0 -430 264 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 88.9 12.1 5.4 1.3 0.0 0.6 0.0 3.7 1.1 2.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 104,259 : : Positions : : 83,591 91,329 11,596 5,007 2,400 558 422 438 1,740 1,126 3,447 : : : : Changes from: October 13, 2020 : : 3,629 3,889 -92 -3 25 153 49 -43 282 61 -163 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 87.6 11.1 4.8 2.3 0.5 0.4 0.4 1.7 1.1 3.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 23 5 . 4 . 5 4 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 55,910 : : Positions : : 36,046 50,568 18,499 844 722 0 3,533 13 480 35 150 : : : : Changes from: October 13, 2020 : : 385 335 150 66 0 0 59 0 -75 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 90.4 33.1 1.5 1.3 0.0 6.3 0.0 0.9 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 46,860 : : Positions : : 29,180 45,235 17,230 0 450 0 225 0 0 950 0 : : : : Changes from: October 13, 2020 : : 100 175 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 96.5 36.8 0.0 1.0 0.0 0.5 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 55,328 : : Positions : : 33,053 47,962 15,556 0 5,312 450 290 0 351 1,276 436 : : : : Changes from: October 13, 2020 : : -1,563 -198 1,510 0 -393 0 0 0 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 86.7 28.1 0.0 9.6 0.8 0.5 0.0 0.6 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 61,603 : : Positions : : 41,747 50,511 12,155 302 4,773 1,039 3,430 90 658 1,667 468 : : : : Changes from: October 13, 2020 : : -1,568 -338 964 -380 -220 67 0 0 -189 -1 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.0 19.7 0.5 7.7 1.7 5.6 0.1 1.1 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 25,422 : : Positions : : 10,773 20,775 13,228 0 867 0 2,585 0 70 943 157 : : : : Changes from: October 13, 2020 : : 348 391 465 0 30 0 600 0 0 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 81.7 52.0 0.0 3.4 0.0 10.2 0.0 0.3 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 4 0 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 23,892 : : Positions : : 10,240 21,973 12,331 0 839 0 525 0 0 555 0 : : : : Changes from: October 13, 2020 : : 0 -84 -60 0 122 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 92.0 51.6 0.0 3.5 0.0 2.2 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 5 0 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 27,772 : : Positions : : 22,422 20,307 2,430 5,167 428 56 110 124 1,161 319 624 : : : : Changes from: October 13, 2020 : : 800 1,120 0 -60 60 56 -124 -56 0 -80 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 73.1 8.7 18.6 1.5 0.2 0.4 0.4 4.2 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 16,632 : : Positions : : 12,798 14,129 1,388 537 264 0 525 0 923 531 185 : : : : Changes from: October 13, 2020 : : 100 240 60 -60 60 0 0 0 20 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 85.0 8.3 3.2 1.6 0.0 3.2 0.0 5.5 3.2 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 55,779 : : Positions : : 41,271 26,280 7,189 19,793 760 2,595 4,746 175 1,985 2,359 1,624 : : : : Changes from: October 13, 2020 : : 1,370 811 -612 0 238 0 0 0 -16 -25 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 47.1 12.9 35.5 1.4 4.7 8.5 0.3 3.6 4.2 2.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 21 5 . . . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 33,522 : : Positions : : 27,984 11,967 1,556 16,159 1,337 740 2,232 20 515 589 1,069 : : : : Changes from: October 13, 2020 : : 161 310 120 0 32 0 2 0 -36 -67 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 35.7 4.6 48.2 4.0 2.2 6.7 0.1 1.5 1.8 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 17,082 : : Positions : : 6,852 16,580 8,760 0 400 250 0 0 760 75 0 : : : : Changes from: October 13, 2020 : : -8 105 113 0 25 0 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 97.1 51.3 0.0 2.3 1.5 0.0 0.0 4.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 21,760 : : Positions : : 9,108 21,520 11,348 0 190 0 0 0 1,025 0 50 : : : : Changes from: October 13, 2020 : : 75 50 0 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 98.9 52.2 0.0 0.9 0.0 0.0 0.0 4.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . 0 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 10,425 : : Positions : : 5,900 7,050 1,699 1,640 1,355 65 0 0 460 75 290 : : : : Changes from: October 13, 2020 : : 25 245 -100 -200 307 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 67.6 16.3 15.7 13.0 0.6 0.0 0.0 4.4 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 9,738 : : Positions : : 5,232 6,150 1,780 1,740 1,363 65 0 0 280 75 395 : : : : Changes from: October 13, 2020 : : 25 245 -100 -200 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 63.2 18.3 17.9 14.0 0.7 0.0 0.0 2.9 0.8 4.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 48,772 : : Positions : : 17,115 45,762 26,975 0 250 125 0 0 1,415 50 2,700 : : : : Changes from: October 13, 2020 : : 220 600 580 0 -35 0 0 0 -110 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 93.8 55.3 0.0 0.5 0.3 0.0 0.0 2.9 0.1 5.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 49,007 : : Positions : : 17,820 46,172 26,625 0 250 125 0 0 1,470 50 2,525 : : : : Changes from: October 13, 2020 : : 220 600 580 0 -25 0 0 0 -110 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 94.2 54.3 0.0 0.5 0.3 0.0 0.0 3.0 0.1 5.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 13 4 0 . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 116,517 : : Positions : : 85,390 89,513 19,376 8,819 7,900 0 2,474 760 1,975 5,925 1,067 : : : : Changes from: October 13, 2020 : : 4,323 3,927 -1,057 -1,020 1,378 0 200 0 75 195 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 76.8 16.6 7.6 6.8 0.0 2.1 0.7 1.7 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 36 29 4 . 4 0 5 . 6 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 126,233 : : Positions : : 92,415 100,122 19,318 5,628 9,057 290 2,311 1,729 1,540 5,509 1,822 : : : : Changes from: October 13, 2020 : : 5,023 4,842 -130 -234 376 0 177 0 50 118 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 79.3 15.3 4.5 7.2 0.2 1.8 1.4 1.2 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 41 32 5 . 5 . . 4 6 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 248,596 : : Positions : : 153,956 180,787 12,806 8,175 23,770 22,638 5,834 9,077 17,996 12,129 8,099 : : : : Changes from: October 13, 2020 : : 1,820 1,970 -628 561 1,005 -430 -306 -52 965 -591 499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 72.7 5.2 3.3 9.6 9.1 2.3 3.7 7.2 4.9 3.3 : : : : Number of Traders in Each Category Total Traders: 101 : : 44 43 . . 5 11 8 9 15 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 16,285 : : Positions : : 10,364 13,415 875 539 1,666 720 600 65 2,410 0 0 : : : : Changes from: October 13, 2020 : : -100 50 0 -150 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 82.4 5.4 3.3 10.2 4.4 3.7 0.4 14.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,671 : : Positions : : 8,112 10,475 930 812 1,719 220 600 65 2,460 0 0 : : : : Changes from: October 13, 2020 : : -100 50 50 -90 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 76.6 6.8 5.9 12.6 1.6 4.4 0.5 18.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 6,063 : : Positions : : 4,851 5,943 450 100 0 0 0 0 730 0 0 : : : : Changes from: October 13, 2020 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 98.0 7.4 1.6 0.0 0.0 0.0 0.0 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . 0 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 83,971 : : Positions : : 59,989 61,030 13,562 11,836 1,750 0 2,185 0 1,500 0 0 : : : : Changes from: October 13, 2020 : : -10 270 -200 0 0 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 72.7 16.2 14.1 2.1 0.0 2.6 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 72,570 : : Positions : : 51,277 51,700 11,206 9,770 2,365 0 2,525 0 1,320 0 0 : : : : Changes from: October 13, 2020 : : -175 225 -80 0 0 0 0 0 480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 71.2 15.4 13.5 3.3 0.0 3.5 0.0 1.8 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 October 20, 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 24,370 : : Positions : : 8,080 13,925 5,345 0 5,235 950 945 0 755 0 0 : : : : Changes from: October 13, 2020 : : 260 510 250 0 -525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 57.1 21.9 0.0 21.5 3.9 3.9 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 59,269 : : Positions : : 36,521 22,267 5,187 21,226 36 11,080 8,670 2,965 0 910 50 : : : : Changes from: October 13, 2020 : : -1,265 -180 630 0 -68 -480 -815 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 37.6 8.8 35.8 0.1 18.7 14.6 5.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 40,847 : : Positions : : 26,317 17,299 7,422 11,865 0 1,915 6,335 2,975 0 360 300 : : : : Changes from: October 13, 2020 : : 405 675 270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 42.4 18.2 29.0 0.0 4.7 15.5 7.3 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 20,740 : : Positions : : 11,678 13,515 5,020 98 1,870 0 3,550 0 0 0 0 : : : : Changes from: October 13, 2020 : : -85 -930 8 98 132 0 815 -1,800 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 65.2 24.2 0.5 9.0 0.0 17.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 91,854 : : Positions : : 53,434 31,959 490 34,480 4,860 14,675 1,225 635 0 885 1,420 : : : : Changes from: October 13, 2020 : : 330 590 490 230 610 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 34.8 0.5 37.5 5.3 16.0 1.3 0.7 0.0 1.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 89,139 : : Positions : : 51,569 32,109 305 31,025 5,615 15,640 1,225 920 0 3,125 525 : : : : Changes from: October 13, 2020 : : 10 650 305 -135 1,085 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 36.0 0.3 34.8 6.3 17.5 1.4 1.0 0.0 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 26,390 : : Positions : : 15,918 6,003 2,110 225 786 0 7,620 2,010 800 5,420 495 : : : : Changes from: October 13, 2020 : : 2,799 2,299 -180 0 48 0 -100 50 0 420 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 22.7 8.0 0.9 3.0 0.0 28.9 7.6 3.0 20.5 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 26,075 : : Positions : : 15,968 5,993 1,500 225 1,318 0 7,620 2,010 800 4,845 595 : : : : Changes from: October 13, 2020 : : 2,799 2,299 -180 0 5 0 -100 50 0 420 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 23.0 5.8 0.9 5.1 0.0 29.2 7.7 3.1 18.6 2.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 71,460 : : Positions : : 19,403 62,733 18,995 6,375 35 22,605 100 0 8,465 0 0 : : : : Changes from: October 13, 2020 : : 603 1,963 1,975 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 87.8 26.6 8.9 0.0 31.6 0.1 0.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 70,155 : : Positions : : 19,560 61,190 18,415 6,465 165 22,855 500 0 7,590 0 0 : : : : Changes from: October 13, 2020 : : 600 1,430 1,645 600 -150 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 87.2 26.2 9.2 0.2 32.6 0.7 0.0 10.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 56,410 : : Positions : : 20,130 50,020 6,555 1,200 2,135 5,180 0 165 19,040 0 270 : : : : Changes from: October 13, 2020 : : 50 700 800 0 -340 0 0 0 -150 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 88.7 11.6 2.1 3.8 9.2 0.0 0.3 33.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 48,365 : : Positions : : 18,760 41,805 7,105 1,560 1,470 5,180 0 165 12,140 0 620 : : : : Changes from: October 13, 2020 : : 0 700 800 0 -240 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 86.4 14.7 3.2 3.0 10.7 0.0 0.3 25.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,795 : : Positions : : 9,880 7,590 545 0 1,835 50 4,685 0 2,260 650 280 : : : : Changes from: October 13, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 42.7 3.1 0.0 10.3 0.3 26.3 0.0 12.7 3.7 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 17,440 : : Positions : : 9,270 7,585 825 0 1,980 50 4,685 0 2,820 650 120 : : : : Changes from: October 13, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 43.5 4.7 0.0 11.4 0.3 26.9 0.0 16.2 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 67,660 : : Positions : : 34,380 37,740 1,730 2,040 4,205 4,720 15,480 175 15,065 1,100 1,455 : : : : Changes from: October 13, 2020 : : 1,235 1,085 -200 -50 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 55.8 2.6 3.0 6.2 7.0 22.9 0.3 22.3 1.6 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 61,745 : : Positions : : 32,720 33,285 1,730 1,115 4,185 4,495 15,480 175 11,815 1,100 1,455 : : : : Changes from: October 13, 2020 : : 1,185 1,085 -200 -50 250 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 53.9 2.8 1.8 6.8 7.3 25.1 0.3 19.1 1.8 2.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 12 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 62,957 : : Positions : : 36,551 22,631 0 19,485 40 18,255 225 4,015 0 12,495 1,355 : : : : Changes from: October 13, 2020 : : -325 50 0 0 -50 350 -50 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 35.9 0.0 30.9 0.1 29.0 0.4 6.4 0.0 19.8 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 53,966 : : Positions : : 32,708 19,921 0 17,282 40 12,805 200 4,095 0 8,290 1,600 : : : : Changes from: October 13, 2020 : : -325 50 0 0 -50 350 -50 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 36.9 0.0 32.0 0.1 23.7 0.4 7.6 0.0 15.4 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 188,311 : : Positions : : 102,313 75,732 19,952 655 6,699 645 33,294 8,575 1,570 14,795 1,970 : : : : Changes from: October 13, 2020 : : 624 -501 -2,145 0 -302 0 -860 1,785 470 325 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 40.2 10.6 0.3 3.6 0.3 17.7 4.6 0.8 7.9 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 156,564 : : Positions : : 80,104 64,953 19,672 0 3,823 570 26,819 8,325 2,045 10,615 2,290 : : : : Changes from: October 13, 2020 : : 1,618 683 -1,830 0 -269 0 -860 1,785 695 650 -480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 41.5 12.6 0.0 2.4 0.4 17.1 5.3 1.3 6.8 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 67,586 : : Positions : : 26,280 38,330 15,471 3,876 10,565 2,930 0 7,650 0 2,555 0 : : : : Changes from: October 13, 2020 : : -155 555 840 130 -530 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 56.7 22.9 5.7 15.6 4.3 0.0 11.3 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 58,100 : : Positions : : 24,815 31,545 8,766 2,936 7,954 2,885 0 8,075 0 2,080 0 : : : : Changes from: October 13, 2020 : : 200 220 480 460 -675 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 54.3 15.1 5.1 13.7 5.0 0.0 13.9 0.0 3.6 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 October 20, 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 43,490 : : Positions : : 23,165 20,700 200 6,310 4,095 5,100 3,000 5,505 1,260 0 420 : : : : Changes from: October 13, 2020 : : 1,675 315 0 1,360 -1,005 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 47.6 0.5 14.5 9.4 11.7 6.9 12.7 2.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 52,110 : : Positions : : 18,460 30,880 0 6,015 4,505 20,095 3,130 4,250 1,260 0 420 : : : : Changes from: October 13, 2020 : : 1,630 750 0 880 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 59.3 0.0 11.5 8.6 38.6 6.0 8.2 2.4 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 172,021 : : Positions : : 103,923 107,649 1,100 13,943 14,839 14,350 0 9,755 2,165 0 600 : : : : Changes from: October 13, 2020 : : 1,710 3,825 -350 3,605 -355 5,100 -950 800 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 62.6 0.6 8.1 8.6 8.3 0.0 5.7 1.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 27 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 20, 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 136,000 : : Positions : : 75,435 82,170 0 8,160 15,720 13,805 280 9,660 1,575 100 0 : : : : Changes from: October 13, 2020 : : -1,425 3,520 -15 940 770 6,000 0 -100 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 60.4 0.0 6.0 11.6 10.2 0.2 7.1 1.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 26 0 . . . . . . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2020