Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 18,192 : : Positions : : 14,221 9,485 132 3,301 499 0 411 164 548 1,699 1,907 : : : : Changes from: November 17, 2020 : : 838 945 12 261 13 0 -5 0 381 -108 114 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 52.1 0.7 18.1 2.7 0.0 2.3 0.9 3.0 9.3 10.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 5,089 : : Positions : : 2,568 3,317 686 519 895 431 80 5 102 231 0 : : : : Changes from: November 17, 2020 : : 0 0 0 0 0 0 0 0 42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 65.2 13.5 10.2 17.6 8.5 1.6 0.1 2.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 12 . . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 35,054 : : Positions : : 21,767 29,257 3,908 1,507 2,013 1,416 175 390 4,875 1,052 660 : : : : Changes from: November 17, 2020 : : 530 100 -123 -135 35 -72 50 0 -240 120 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 83.5 11.1 4.3 5.7 4.0 0.5 1.1 13.9 3.0 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . . . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 32,479 : : Positions : : 25,376 24,549 0 3,937 1,443 515 0 150 4,885 2,290 110 : : : : Changes from: November 17, 2020 : : 125 -75 0 25 -50 0 0 0 -150 25 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 75.6 0.0 12.1 4.4 1.6 0.0 0.5 15.0 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 136,596 : : Positions : : 97,742 101,387 1,278 15,136 11,746 16,717 1,542 1,146 5,487 3,448 1,894 : : : : Changes from: November 17, 2020 : : 1,751 1,193 379 1,037 230 -238 433 -158 292 -466 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 74.2 0.9 11.1 8.6 12.2 1.1 0.8 4.0 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 30 31 . 5 6 7 6 5 8 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 60,216 : : Positions : : 45,909 43,751 1,970 9,281 4,839 4,239 165 100 1,755 620 1,404 : : : : Changes from: November 17, 2020 : : -138 430 0 -555 468 -37 160 0 85 -125 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 72.7 3.3 15.4 8.0 7.0 0.3 0.2 2.9 1.0 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 . . . . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 34,353 : : Positions : : 32,627 24,760 455 6,356 821 0 537 0 300 1,729 150 : : : : Changes from: November 17, 2020 : : 150 25 25 150 0 0 3 0 0 -3 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 72.1 1.3 18.5 2.4 0.0 1.6 0.0 0.9 5.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 51,851 : : Positions : : 30,657 17,711 1,764 24,180 3,054 13,900 0 50 506 5,027 1,748 : : : : Changes from: November 17, 2020 : : -970 -214 160 -1,210 515 -30 0 0 -241 93 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 34.2 3.4 46.6 5.9 26.8 0.0 0.1 1.0 9.7 3.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 20 . 4 7 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 69,007 : : Positions : : 40,816 21,747 1,955 36,714 3,473 18,867 653 50 1,016 3,607 2,428 : : : : Changes from: November 17, 2020 : : -635 2,751 715 -3,002 118 -74 320 -200 -256 100 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 31.5 2.8 53.2 5.0 27.3 0.9 0.1 1.5 5.2 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 . 5 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 64,934 : : Positions : : 47,675 37,100 9,881 21,954 3,750 0 50 0 1,470 314 1,766 : : : : Changes from: November 17, 2020 : : 588 -87 55 1,020 0 0 0 0 155 -135 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 57.1 15.2 33.8 5.8 0.0 0.1 0.0 2.3 0.5 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 83,394 : : Positions : : 60,992 38,916 17,187 40,474 1,227 108 75 0 1,350 540 2,126 : : : : Changes from: November 17, 2020 : : 2,563 -440 270 3,578 0 0 0 0 255 -50 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 46.7 20.6 48.5 1.5 0.1 0.1 0.0 1.6 0.6 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 21 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 37,514 : : Positions : : 25,328 33,307 9,060 630 2,719 50 0 0 100 220 0 : : : : Changes from: November 17, 2020 : : 183 -295 -453 0 0 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 88.8 24.2 1.7 7.2 0.1 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 26,969 : : Positions : : 24,963 14,871 0 10,433 680 0 600 0 960 150 0 : : : : Changes from: November 17, 2020 : : -254 126 0 -120 -200 0 0 0 600 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 55.1 0.0 38.7 2.5 0.0 2.2 0.0 3.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 93,041 : : Positions : : 72,638 71,776 300 7,087 7,541 6,453 462 314 3,473 3,817 1,955 : : : : Changes from: November 17, 2020 : : 1,013 1,995 -64 -629 -162 237 181 0 -573 -906 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 77.1 0.3 7.6 8.1 6.9 0.5 0.3 3.7 4.1 2.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 36 32 . . . 4 4 . 9 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 24,186 : : Positions : : 18,940 20,302 2,550 50 2,586 50 1,198 0 0 50 0 : : : : Changes from: November 17, 2020 : : 1,203 120 -600 0 207 0 483 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 83.9 10.5 0.2 10.7 0.2 5.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 23,941 : : Positions : : 18,368 20,273 3,093 50 2,370 50 1,198 0 0 50 0 : : : : Changes from: November 17, 2020 : : 1,503 270 -750 0 363 0 483 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 84.7 12.9 0.2 9.9 0.2 5.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 60,257 : : Positions : : 52,963 47,394 0 6,289 3,886 1,398 0 0 1,060 1,650 650 : : : : Changes from: November 17, 2020 : : -667 1,833 0 -1,763 668 483 0 0 230 -10 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 78.7 0.0 10.4 6.4 2.3 0.0 0.0 1.8 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 40,907 : : Positions : : 31,052 36,043 5,509 0 4,064 100 0 0 150 160 0 : : : : Changes from: November 17, 2020 : : 230 -20 -600 -300 300 0 0 0 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 88.1 13.5 0.0 9.9 0.2 0.0 0.0 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 42,029 : : Positions : : 39,071 28,987 40 9,722 2,020 260 865 0 65 290 0 : : : : Changes from: November 17, 2020 : : 245 -44 -120 -751 176 -780 90 -70 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 69.0 0.1 23.1 4.8 0.6 2.1 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 58,749 : : Positions : : 44,834 55,790 8,525 175 2,430 0 0 0 2,043 0 84 : : : : Changes from: November 17, 2020 : : 273 1,214 950 25 -600 0 0 0 46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 95.0 14.5 0.3 4.1 0.0 0.0 0.0 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 62,224 : : Positions : : 49,769 55,019 6,757 4,040 2,524 0 155 0 2,336 0 283 : : : : Changes from: November 17, 2020 : : -25 1,030 405 -570 0 0 25 0 -10 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.4 10.9 6.5 4.1 0.0 0.2 0.0 3.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 13 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 90,973 : : Positions : : 71,795 82,647 12,159 2,847 2,171 0 584 0 2,452 473 2,216 : : : : Changes from: November 17, 2020 : : 671 2,481 285 -1,028 682 0 15 0 -61 -517 -198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 90.8 13.4 3.1 2.4 0.0 0.6 0.0 2.7 0.5 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 109,937 : : Positions : : 86,696 98,462 13,193 2,624 2,912 331 1,199 78 3,116 1,389 3,136 : : : : Changes from: November 17, 2020 : : 1,606 4,774 403 -1,610 314 156 203 -100 756 -316 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 89.6 12.0 2.4 2.6 0.3 1.1 0.1 2.8 1.3 2.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 21 24 5 . 5 . 6 . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 54,529 : : Positions : : 34,920 48,807 17,812 490 917 0 3,975 0 615 0 250 : : : : Changes from: November 17, 2020 : : 370 225 0 50 -63 0 100 0 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 89.5 32.7 0.9 1.7 0.0 7.3 0.0 1.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 46,185 : : Positions : : 29,946 43,610 15,680 266 259 0 225 0 150 1,675 150 : : : : Changes from: November 17, 2020 : : 450 100 -200 150 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 94.4 34.0 0.6 0.6 0.0 0.5 0.0 0.3 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 54,232 : : Positions : : 32,678 44,791 13,239 542 6,966 300 0 120 400 1,398 329 : : : : Changes from: November 17, 2020 : : -378 -184 263 0 -60 -50 0 0 -52 0 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 82.6 24.4 1.0 12.8 0.6 0.0 0.2 0.7 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 60,371 : : Positions : : 42,526 48,255 10,278 971 5,547 150 3,430 0 645 1,324 471 : : : : Changes from: November 17, 2020 : : 44 -31 -7 -533 318 -515 105 -105 -69 -60 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 79.9 17.0 1.6 9.2 0.2 5.7 0.0 1.1 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 26,643 : : Positions : : 11,901 21,576 13,362 249 866 0 2,580 0 0 1,083 164 : : : : Changes from: November 17, 2020 : : 330 210 226 249 111 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 81.0 50.2 0.9 3.3 0.0 9.7 0.0 0.0 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 23,805 : : Positions : : 10,430 21,678 12,240 330 667 0 525 0 0 565 0 : : : : Changes from: November 17, 2020 : : 240 0 97 240 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 91.1 51.4 1.4 2.8 0.0 2.2 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 28,415 : : Positions : : 22,473 20,287 2,315 5,833 414 596 100 100 1,184 298 681 : : : : Changes from: November 17, 2020 : : 185 325 60 -115 115 0 30 0 -5 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 71.4 8.1 20.5 1.5 2.1 0.4 0.4 4.2 1.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 16,787 : : Positions : : 13,137 14,661 1,721 280 133 0 390 0 493 510 297 : : : : Changes from: November 17, 2020 : : 210 260 60 0 0 0 0 0 -100 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 87.3 10.3 1.7 0.8 0.0 2.3 0.0 2.9 3.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 53,648 : : Positions : : 40,543 24,166 6,313 19,111 993 2,540 5,431 165 1,474 2,187 1,437 : : : : Changes from: November 17, 2020 : : 702 292 -140 -121 40 -62 78 0 -79 152 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 45.0 11.8 35.6 1.9 4.7 10.1 0.3 2.7 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 21 4 . 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 32,981 : : Positions : : 27,153 10,790 1,939 16,437 1,046 700 2,527 5 689 688 1,183 : : : : Changes from: November 17, 2020 : : 374 249 25 -194 127 -40 0 0 174 390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 32.7 5.9 49.8 3.2 2.1 7.7 0.0 2.1 2.1 3.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,737 : : Positions : : 4,872 16,185 10,140 0 525 200 0 0 955 0 0 : : : : Changes from: November 17, 2020 : : 0 -75 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 96.7 60.6 0.0 3.1 1.2 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 21,753 : : Positions : : 7,224 21,678 12,928 0 0 0 0 0 1,500 0 75 : : : : Changes from: November 17, 2020 : : 105 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 99.7 59.4 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 10,435 : : Positions : : 5,797 7,170 1,661 1,420 1,415 30 0 10 595 0 310 : : : : Changes from: November 17, 2020 : : 0 -25 -45 -20 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 68.7 15.9 13.6 13.6 0.3 0.0 0.1 5.7 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 9,808 : : Positions : : 5,233 6,320 1,737 1,520 1,423 40 0 0 415 0 415 : : : : Changes from: November 17, 2020 : : 0 -25 -45 -20 27 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 64.4 17.7 15.5 14.5 0.4 0.0 0.0 4.2 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 51,096 : : Positions : : 18,845 48,026 27,490 0 430 100 0 0 1,410 0 2,615 : : : : Changes from: November 17, 2020 : : 600 900 120 -180 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 94.0 53.8 0.0 0.8 0.2 0.0 0.0 2.8 0.0 5.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 4 0 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 51,481 : : Positions : : 19,655 48,536 27,175 0 430 100 0 0 1,415 0 2,490 : : : : Changes from: November 17, 2020 : : 600 900 120 -180 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 94.3 52.8 0.0 0.8 0.2 0.0 0.0 2.7 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 4 0 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 116,191 : : Positions : : 85,688 86,429 18,887 10,823 7,679 0 2,149 785 1,676 6,939 1,338 : : : : Changes from: November 17, 2020 : : 1,497 1,476 -375 82 315 0 -158 50 356 84 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 74.4 16.3 9.3 6.6 0.0 1.8 0.7 1.4 6.0 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 28 5 . 5 0 5 . 4 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 125,091 : : Positions : : 91,852 96,221 18,294 7,904 9,053 685 1,430 1,730 1,510 6,846 1,880 : : : : Changes from: November 17, 2020 : : 1,598 1,693 -305 552 -51 334 -385 56 85 -137 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 76.9 14.6 6.3 7.2 0.5 1.1 1.4 1.2 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 30 5 . 7 . . . 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 265,261 : : Positions : : 162,640 194,426 20,670 12,976 19,543 30,373 10,410 7,619 14,772 10,740 9,205 : : : : Changes from: November 17, 2020 : : 1,305 7,454 4,139 -575 -1,055 290 737 170 -1,472 -3,274 2,073 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 73.3 7.8 4.9 7.4 11.5 3.9 2.9 5.6 4.0 3.5 : : : : Number of Traders in Each Category Total Traders: 103 : : 41 41 . 4 6 10 11 9 16 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 16,035 : : Positions : : 10,352 12,965 820 662 1,663 745 600 65 2,255 0 0 : : : : Changes from: November 17, 2020 : : 100 10 0 90 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 80.9 5.1 4.1 10.4 4.6 3.7 0.4 14.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 13,166 : : Positions : : 7,690 9,845 835 920 1,656 430 600 65 2,255 0 0 : : : : Changes from: November 17, 2020 : : 0 5 0 -5 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 74.8 6.3 7.0 12.6 3.3 4.6 0.5 17.1 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 November 24, 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 7,911 : : Positions : : 6,946 7,681 375 117 83 0 0 0 500 0 0 : : : : Changes from: November 17, 2020 : : 355 457 0 23 2 0 0 0 160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 97.1 4.7 1.5 1.0 0.0 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 91,177 : : Positions : : 65,359 62,809 13,461 12,166 1,860 0 7,497 0 3,640 0 0 : : : : Changes from: November 17, 2020 : : 4,300 -445 -100 280 50 0 4,437 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 68.9 14.8 13.3 2.0 0.0 8.2 0.0 4.0 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 November 24, 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 76,370 : : Positions : : 53,333 50,063 11,455 10,555 2,395 0 7,382 0 3,200 0 0 : : : : Changes from: November 17, 2020 : : 3,759 -703 0 80 0 0 4,262 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 65.6 15.0 13.8 3.1 0.0 9.7 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,895 : : Positions : : 8,620 14,830 5,970 0 5,785 900 930 0 640 0 0 : : : : Changes from: November 17, 2020 : : 855 795 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 57.3 23.1 0.0 22.3 3.5 3.6 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 54,304 : : Positions : : 32,710 18,494 4,864 20,611 106 10,545 8,540 2,725 0 874 50 : : : : Changes from: November 17, 2020 : : 627 -868 -420 480 100 -360 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 34.1 9.0 38.0 0.2 19.4 15.7 5.0 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 35,772 : : Positions : : 22,384 12,749 6,584 11,730 0 1,525 6,010 2,995 0 324 336 : : : : Changes from: November 17, 2020 : : 184 -1,311 -420 480 -60 -360 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 35.6 18.4 32.8 0.0 4.3 16.8 8.4 0.0 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 21,859 : : Positions : : 12,517 14,372 5,143 0 1,905 0 3,840 0 0 0 0 : : : : Changes from: November 17, 2020 : : 120 -60 -120 0 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 65.7 23.5 0.0 8.7 0.0 17.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,620 : : Positions : : 19,265 10,530 6,340 0 1,140 535 15,390 365 75 0 0 : : : : Changes from: November 17, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 36.8 22.2 0.0 4.0 1.9 53.8 1.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 90,574 : : Positions : : 51,974 30,564 2,380 36,430 4,265 14,620 1,000 340 65 990 1,150 : : : : Changes from: November 17, 2020 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 33.7 2.6 40.2 4.7 16.1 1.1 0.4 0.1 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 87,299 : : Positions : : 48,634 30,594 3,125 32,640 4,625 15,605 1,000 580 0 3,130 385 : : : : Changes from: November 17, 2020 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 35.0 3.6 37.4 5.3 17.9 1.1 0.7 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 31,289 : : Positions : : 21,271 5,807 2,101 275 614 0 12,285 1,610 750 6,060 330 : : : : Changes from: November 17, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 18.6 6.7 0.9 2.0 0.0 39.3 5.1 2.4 19.4 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 30,949 : : Positions : : 21,332 5,738 1,466 275 1,082 0 12,285 1,610 750 5,510 420 : : : : Changes from: November 17, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 18.5 4.7 0.9 3.5 0.0 39.7 5.2 2.4 17.8 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 69,010 : : Positions : : 18,838 60,143 19,695 6,340 60 20,365 100 240 7,975 0 0 : : : : Changes from: November 17, 2020 : : 65 95 50 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 87.2 28.5 9.2 0.1 29.5 0.1 0.3 11.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 67,580 : : Positions : : 19,990 58,935 18,135 5,970 165 20,515 500 240 7,100 0 0 : : : : Changes from: November 17, 2020 : : 920 890 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 87.2 26.8 8.8 0.2 30.4 0.7 0.4 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 56,540 : : Positions : : 21,285 50,265 7,030 1,510 1,945 5,210 0 75 17,940 0 295 : : : : Changes from: November 17, 2020 : : 60 85 0 0 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 88.9 12.4 2.7 3.4 9.2 0.0 0.1 31.7 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 November 24, 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 48,160 : : Positions : : 19,525 42,040 7,530 1,870 1,340 5,210 0 75 11,465 0 645 : : : : Changes from: November 17, 2020 : : 60 85 0 0 0 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 87.3 15.6 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 17,255 : : Positions : : 9,270 6,830 845 0 1,835 0 4,380 25 2,185 1,215 280 : : : : Changes from: November 17, 2020 : : 135 0 0 0 0 -25 45 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 39.6 4.9 0.0 10.6 0.0 25.4 0.1 12.7 7.0 1.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 16,890 : : Positions : : 8,675 6,825 1,095 0 1,980 0 4,380 25 2,735 1,205 120 : : : : Changes from: November 17, 2020 : : 135 0 0 0 0 -25 45 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 40.4 6.5 0.0 11.7 0.0 25.9 0.1 16.2 7.1 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 4 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 68,775 : : Positions : : 34,945 38,910 1,195 2,280 4,385 4,655 15,390 195 16,225 1,000 1,225 : : : : Changes from: November 17, 2020 : : 90 -60 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 56.6 1.7 3.3 6.4 6.8 22.4 0.3 23.6 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 63,165 : : Positions : : 33,200 34,705 1,195 1,310 4,795 4,405 15,370 195 13,265 1,000 1,225 : : : : Changes from: November 17, 2020 : : 110 -40 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 54.9 1.9 2.1 7.6 7.0 24.3 0.3 21.0 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 60,969 : : Positions : : 34,070 23,046 0 18,164 95 18,505 215 3,925 0 11,185 1,355 : : : : Changes from: November 17, 2020 : : -50 100 0 145 30 295 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 37.8 0.0 29.8 0.2 30.4 0.4 6.4 0.0 18.3 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 51,879 : : Positions : : 30,013 20,301 0 15,257 80 13,205 265 3,875 0 7,570 1,600 : : : : Changes from: November 17, 2020 : : 50 150 0 -80 30 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 39.1 0.0 29.4 0.2 25.5 0.5 7.5 0.0 14.6 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 191,569 : : Positions : : 103,034 81,223 20,239 760 6,262 360 29,921 7,995 1,000 12,845 2,385 : : : : Changes from: November 17, 2020 : : -52 443 255 25 -195 95 145 100 0 -200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 42.4 10.6 0.4 3.3 0.2 15.6 4.2 0.5 6.7 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 159,880 : : Positions : : 79,892 69,229 19,402 70 4,229 340 23,371 7,695 1,220 8,300 3,395 : : : : Changes from: November 17, 2020 : : -590 -55 -5 0 50 95 -130 100 -50 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 43.3 12.1 0.0 2.6 0.2 14.6 4.8 0.8 5.2 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 65,851 : : Positions : : 24,570 36,790 18,076 6,196 8,815 2,480 0 7,170 0 2,210 0 : : : : Changes from: November 17, 2020 : : 0 600 600 0 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 55.9 27.4 9.4 13.4 3.8 0.0 10.9 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 56,770 : : Positions : : 23,525 30,805 11,081 4,631 6,479 2,520 0 7,620 0 1,760 0 : : : : Changes from: November 17, 2020 : : -30 570 600 0 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 54.3 19.5 8.2 11.4 4.4 0.0 13.4 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 45,775 : : Positions : : 23,805 21,305 250 6,640 4,645 5,925 3,735 5,045 1,400 0 280 : : : : Changes from: November 17, 2020 : : 420 670 0 250 0 800 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 46.5 0.5 14.5 10.1 12.9 8.2 11.0 3.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 54,770 : : Positions : : 19,290 32,175 0 5,880 5,070 20,570 3,505 3,900 1,400 0 280 : : : : Changes from: November 17, 2020 : : 590 840 0 250 0 800 300 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 58.7 0.0 10.7 9.3 37.6 6.4 7.1 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 176,980 : : Positions : : 108,031 109,213 1,485 20,343 13,496 20,060 100 6,460 210 172 1,258 : : : : Changes from: November 17, 2020 : : -3,163 -1,698 -30 255 275 1,700 0 -150 -250 -300 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 61.7 0.8 11.5 7.6 11.3 0.1 3.7 0.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 24, 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 143,210 : : Positions : : 76,021 87,976 842 6,515 19,287 18,480 0 7,245 10 772 740 : : : : Changes from: November 17, 2020 : : -1,825 -1,170 90 720 -210 1,525 0 -300 10 250 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 61.4 0.6 4.5 13.5 12.9 0.0 5.1 0.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 26 . . 4 . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 30, 2020