Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 16,915 : : Positions : : 13,162 9,283 106 2,306 626 0 98 82 414 2,159 1,847 : : : : Changes from: December 8, 2020 : : 271 147 24 -332 154 0 0 0 -130 367 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 54.9 0.6 13.6 3.7 0.0 0.6 0.5 2.4 12.8 10.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 4,745 : : Positions : : 2,224 2,839 666 241 895 330 192 0 264 534 0 : : : : Changes from: December 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 59.8 14.0 5.1 18.9 7.0 4.0 0.0 5.6 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . . . 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 33,752 : : Positions : : 21,584 28,884 3,380 455 2,381 997 300 390 4,175 522 820 : : : : Changes from: December 8, 2020 : : 665 686 -264 -250 230 -375 75 0 330 -155 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 85.6 10.0 1.3 7.1 3.0 0.9 1.2 12.4 1.5 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 30,863 : : Positions : : 24,400 22,669 0 4,146 1,298 440 0 200 3,815 1,840 710 : : : : Changes from: December 8, 2020 : : 487 -218 0 235 0 -50 0 50 130 550 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 73.5 0.0 13.4 4.2 1.4 0.0 0.6 12.4 6.0 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 0 . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 134,779 : : Positions : : 94,536 99,647 1,707 15,405 12,264 17,280 1,680 663 6,074 2,972 1,869 : : : : Changes from: December 8, 2020 : : 1,045 3,215 190 -1,179 955 852 30 0 143 -98 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 73.9 1.3 11.4 9.1 12.8 1.2 0.5 4.5 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 28 32 . 5 6 6 5 5 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 59,514 : : Positions : : 45,889 42,656 1,720 10,529 3,793 4,204 350 173 1,939 167 1,796 : : : : Changes from: December 8, 2020 : : 1,662 1,898 0 -3 -282 6 16 48 259 11 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 71.7 2.9 17.7 6.4 7.1 0.6 0.3 3.3 0.3 3.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 23 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 32,982 : : Positions : : 31,344 25,060 699 5,274 489 0 555 0 300 1,454 150 : : : : Changes from: December 8, 2020 : : 315 1,800 273 -1,080 -9 0 18 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 76.0 2.1 16.0 1.5 0.0 1.7 0.0 0.9 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 50,105 : : Positions : : 28,573 16,765 1,997 22,653 3,374 13,896 0 50 444 5,338 1,448 : : : : Changes from: December 8, 2020 : : -945 -103 -10 -750 250 126 0 0 -16 10 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 33.5 4.0 45.2 6.7 27.7 0.0 0.1 0.9 10.7 2.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 19 . 4 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 65,263 : : Positions : : 37,664 20,888 1,442 33,303 3,726 18,832 855 50 1,054 3,871 2,205 : : : : Changes from: December 8, 2020 : : -891 -136 -10 -731 44 150 130 0 21 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 32.0 2.2 51.0 5.7 28.9 1.3 0.1 1.6 5.9 3.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 19 . 5 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 63,801 : : Positions : : 46,293 34,233 9,987 22,941 4,080 0 50 0 1,246 673 1,824 : : : : Changes from: December 8, 2020 : : 396 -544 -280 600 256 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 53.7 15.7 36.0 6.4 0.0 0.1 0.0 2.0 1.1 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 83,309 : : Positions : : 60,253 35,492 18,015 43,275 1,364 0 50 0 1,115 907 2,186 : : : : Changes from: December 8, 2020 : : 855 -35 -229 600 191 0 0 0 -61 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 42.6 21.6 51.9 1.6 0.0 0.1 0.0 1.3 1.1 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 21 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 36,399 : : Positions : : 25,008 32,227 8,635 705 2,669 0 0 0 75 195 0 : : : : Changes from: December 8, 2020 : : 590 565 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 88.5 23.7 1.9 7.3 0.0 0.0 0.0 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 28,639 : : Positions : : 25,013 15,865 0 10,257 1,715 0 600 0 1,560 150 0 : : : : Changes from: December 8, 2020 : : 1,120 1,280 0 80 1,170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 55.4 0.0 35.8 6.0 0.0 2.1 0.0 5.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 26,463 : : Positions : : 17,651 23,441 4,570 600 1,990 0 0 0 1,875 132 300 : : : : Changes from: December 8, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 88.6 17.3 2.3 7.5 0.0 0.0 0.0 7.1 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 96,657 : : Positions : : 76,264 75,268 285 7,899 7,674 6,241 730 316 3,678 2,923 1,659 : : : : Changes from: December 8, 2020 : : 4,459 2,552 0 1,949 -272 104 110 0 43 41 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 77.9 0.3 8.2 7.9 6.5 0.8 0.3 3.8 3.0 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 30 . . . 4 4 . 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439S Open Interest is 17,475 : : Positions : : 12,825 15,240 2,548 650 1,020 0 0 0 50 25 0 : : : : Changes from: December 8, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.2 14.6 3.7 5.8 0.0 0.0 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 14,932 : : Positions : : 10,931 12,841 2,223 650 816 0 0 0 50 25 0 : : : : Changes from: December 8, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 86.0 14.9 4.4 5.5 0.0 0.0 0.0 0.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439V Open Interest is 26,397 : : Positions : : 19,892 21,437 2,943 50 3,357 25 1,528 0 0 25 0 : : : : Changes from: December 8, 2020 : : -870 265 1,075 0 -340 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 81.2 11.1 0.2 12.7 0.1 5.8 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439W Open Interest is 26,118 : : Positions : : 19,359 21,347 3,386 50 3,168 25 1,528 0 0 25 0 : : : : Changes from: December 8, 2020 : : -956 179 1,075 0 -306 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 81.7 13.0 0.2 12.1 0.1 5.9 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 63,270 : : Positions : : 55,275 48,717 0 7,730 4,265 1,828 0 0 1,460 1,725 150 : : : : Changes from: December 8, 2020 : : 3,238 823 0 2,275 -92 160 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 77.0 0.0 12.2 6.7 2.9 0.0 0.0 2.3 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,559 : : Positions : : 30,039 34,755 5,589 540 3,509 0 0 0 125 135 0 : : : : Changes from: December 8, 2020 : : 1,097 1,017 100 180 -170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 87.9 14.1 1.4 8.9 0.0 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,235 : : Positions : : 37,741 27,097 0 9,357 2,764 282 1,540 0 10 290 20 : : : : Changes from: December 8, 2020 : : -659 -343 -30 -586 1,008 32 240 0 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 65.7 0.0 22.7 6.7 0.7 3.7 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 0 . . . 4 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 56,152 : : Positions : : 43,236 53,067 7,645 310 2,420 0 0 0 1,943 0 85 : : : : Changes from: December 8, 2020 : : 750 500 -100 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 94.5 13.6 0.6 4.3 0.0 0.0 0.0 3.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 59,800 : : Positions : : 48,154 52,665 6,125 4,110 2,454 0 125 0 2,266 0 261 : : : : Changes from: December 8, 2020 : : 515 565 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 88.1 10.2 6.9 4.1 0.0 0.2 0.0 3.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 13 4 . 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 88,884 : : Positions : : 70,138 79,431 11,719 3,874 2,281 0 584 0 2,507 533 2,071 : : : : Changes from: December 8, 2020 : : 752 282 -385 180 -30 0 0 0 85 -10 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 89.4 13.2 4.4 2.6 0.0 0.7 0.0 2.8 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 105,747 : : Positions : : 82,093 93,472 12,917 3,075 3,315 432 1,160 50 2,886 937 3,670 : : : : Changes from: December 8, 2020 : : 294 58 -465 298 -14 108 -109 0 65 -331 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 88.4 12.2 2.9 3.1 0.4 1.1 0.0 2.7 0.9 3.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 25 28 5 . 4 . 5 . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 53,709 : : Positions : : 34,233 48,638 17,400 377 895 0 3,534 0 1,036 50 125 : : : : Changes from: December 8, 2020 : : 543 950 375 35 -50 0 54 0 121 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 90.6 32.4 0.7 1.7 0.0 6.6 0.0 1.9 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,595 : : Positions : : 30,271 43,810 14,815 76 209 0 225 0 300 1,275 0 : : : : Changes from: December 8, 2020 : : 1,155 1,725 0 -270 30 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 96.1 32.5 0.2 0.5 0.0 0.5 0.0 0.7 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 55,518 : : Positions : : 34,298 44,166 11,303 421 8,640 250 406 70 658 1,516 189 : : : : Changes from: December 8, 2020 : : 1,758 650 -768 0 1,560 0 406 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 79.6 20.4 0.8 15.6 0.5 0.7 0.1 1.2 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 62,697 : : Positions : : 43,795 48,226 11,199 3,163 5,177 320 4,037 0 1,185 1,475 289 : : : : Changes from: December 8, 2020 : : 1,717 683 702 1,524 90 170 450 0 78 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 76.9 17.9 5.0 8.3 0.5 6.4 0.0 1.9 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 18 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,344 : : Positions : : 11,647 20,608 12,310 309 866 0 2,512 0 50 773 164 : : : : Changes from: December 8, 2020 : : 125 55 -150 0 0 0 2 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 81.3 48.6 1.2 3.4 0.0 9.9 0.0 0.2 3.1 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 22,740 : : Positions : : 10,150 20,285 11,406 390 727 0 495 0 50 805 0 : : : : Changes from: December 8, 2020 : : 125 55 -150 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 89.2 50.2 1.7 3.2 0.0 2.2 0.0 0.2 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 27,886 : : Positions : : 22,372 19,255 2,230 5,990 257 496 215 100 993 603 812 : : : : Changes from: December 8, 2020 : : 400 -265 0 20 -20 -60 80 0 -250 260 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 69.0 8.0 21.5 0.9 1.8 0.8 0.4 3.6 2.2 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,312 : : Positions : : 13,638 15,049 1,756 290 123 0 75 120 441 1,004 337 : : : : Changes from: December 8, 2020 : : 896 386 0 0 0 0 0 0 -50 530 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 86.9 10.1 1.7 0.7 0.0 0.4 0.7 2.5 5.8 1.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 53,160 : : Positions : : 39,826 25,491 6,887 18,150 758 2,635 5,226 155 1,489 2,095 1,269 : : : : Changes from: December 8, 2020 : : 1,183 1,186 -102 -40 20 0 140 -5 95 -100 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 48.0 13.0 34.1 1.4 5.0 9.8 0.3 2.8 3.9 2.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 23 4 . 4 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 31,849 : : Positions : : 26,134 10,386 1,884 15,656 1,014 700 2,970 0 695 489 1,062 : : : : Changes from: December 8, 2020 : : 305 145 -30 -50 39 0 300 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 32.6 5.9 49.2 3.2 2.2 9.3 0.0 2.2 1.5 3.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,425 : : Positions : : 4,472 16,014 10,173 0 295 61 0 39 1,305 0 50 : : : : Changes from: December 8, 2020 : : 80 37 -22 0 0 -21 0 21 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 97.5 61.9 0.0 1.8 0.4 0.0 0.2 7.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 22,060 : : Positions : : 5,997 21,960 13,250 0 0 0 0 0 2,685 0 100 : : : : Changes from: December 8, 2020 : : -205 730 240 0 0 0 0 0 560 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 99.5 60.1 0.0 0.0 0.0 0.0 0.0 12.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,162 : : Positions : : 5,663 6,625 1,905 1,945 1,272 75 0 10 700 0 205 : : : : Changes from: December 8, 2020 : : 300 0 40 340 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 65.2 18.7 19.1 12.5 0.7 0.0 0.1 6.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,512 : : Positions : : 5,104 5,775 1,923 1,995 1,317 60 0 0 520 0 310 : : : : Changes from: December 8, 2020 : : 300 0 40 340 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 60.7 20.2 21.0 13.8 0.6 0.0 0.0 5.5 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 50,935 : : Positions : : 18,615 47,210 26,935 30 1,235 50 0 0 1,450 0 2,450 : : : : Changes from: December 8, 2020 : : 1,180 600 -580 0 800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 92.7 52.9 0.1 2.4 0.1 0.0 0.0 2.8 0.0 4.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,325 : : Positions : : 19,385 47,675 26,650 30 1,235 75 0 0 1,405 0 2,375 : : : : Changes from: December 8, 2020 : : 1,180 610 -570 0 800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 92.9 51.9 0.1 2.4 0.1 0.0 0.0 2.7 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 115,461 : : Positions : : 85,211 86,755 20,534 11,479 6,179 0 1,804 885 1,365 7,418 904 : : : : Changes from: December 8, 2020 : : 1,670 2,190 955 420 -165 0 20 0 75 250 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 75.1 17.8 9.9 5.4 0.0 1.6 0.8 1.2 6.4 0.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 26 5 . 5 0 4 . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 123,728 : : Positions : : 91,366 95,708 19,523 8,451 7,920 425 1,695 1,605 1,290 6,849 1,460 : : : : Changes from: December 8, 2020 : : 3,017 3,124 1,103 433 -208 0 135 -90 -195 243 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 77.4 15.8 6.8 6.4 0.3 1.4 1.3 1.0 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 34 28 5 . 7 . 4 . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 259,959 : : Positions : : 154,943 193,300 20,797 10,646 17,600 30,935 8,659 8,124 17,900 11,993 9,429 : : : : Changes from: December 8, 2020 : : -1,634 3,967 889 -2,025 1,088 -530 -838 271 2,035 -376 341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 74.4 8.0 4.1 6.8 11.9 3.3 3.1 6.9 4.6 3.6 : : : : Number of Traders in Each Category Total Traders: 105 : : 44 44 4 5 7 7 14 8 14 15 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,305 : : Positions : : 9,945 12,270 835 765 1,495 725 600 95 2,080 0 0 : : : : Changes from: December 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 80.2 5.5 5.0 9.8 4.7 3.9 0.6 13.6 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 December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 12,891 : : Positions : : 7,910 9,155 620 1,380 1,521 435 600 95 2,080 0 0 : : : : Changes from: December 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 71.0 4.8 10.7 11.8 3.4 4.7 0.7 16.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 8,731 : : Positions : : 7,473 8,201 200 342 158 0 0 0 900 0 0 : : : : Changes from: December 8, 2020 : : 125 70 -175 225 75 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 93.9 2.3 3.9 1.8 0.0 0.0 0.0 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . . 0 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 91,068 : : Positions : : 66,350 59,499 12,455 13,696 1,805 0 9,327 0 3,690 0 0 : : : : Changes from: December 8, 2020 : : 927 -248 -100 300 5 0 670 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 65.3 13.7 15.0 2.0 0.0 10.2 0.0 4.1 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 December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 77,289 : : Positions : : 54,488 47,837 10,349 11,820 2,305 0 8,757 0 3,550 0 0 : : : : Changes from: December 8, 2020 : : 595 -255 -25 300 0 0 420 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 61.9 13.4 15.3 3.0 0.0 11.3 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,536 : : Positions : : 8,317 14,521 6,308 0 5,280 550 915 0 525 0 0 : : : : Changes from: December 8, 2020 : : -175 401 780 0 -540 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 56.9 24.7 0.0 20.7 2.2 3.6 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 53,486 : : Positions : : 31,531 18,624 3,948 19,816 0 10,695 8,690 2,510 1,575 874 50 : : : : Changes from: December 8, 2020 : : -186 629 695 -70 -224 150 100 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 34.8 7.4 37.0 0.0 20.0 16.2 4.7 2.9 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 35,430 : : Positions : : 22,798 12,892 5,666 11,070 44 1,625 6,250 2,800 75 324 336 : : : : Changes from: December 8, 2020 : : 700 1,615 695 -220 0 100 100 -70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 36.4 16.0 31.2 0.1 4.6 17.6 7.9 0.2 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 28,275 : : Positions : : 18,695 10,265 6,795 0 845 475 15,495 375 75 0 0 : : : : Changes from: December 8, 2020 : : 0 -150 -90 0 0 -60 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 36.3 24.0 0.0 3.0 1.7 54.8 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 December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 86,909 : : Positions : : 50,349 29,549 2,635 35,380 3,530 14,010 1,055 50 75 1,030 1,070 : : : : Changes from: December 8, 2020 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 34.0 3.0 40.7 4.1 16.1 1.2 0.1 0.1 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 83,184 : : Positions : : 46,289 28,484 2,620 31,310 3,985 14,740 975 65 0 2,965 315 : : : : Changes from: December 8, 2020 : : 5 85 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 34.2 3.1 37.6 4.8 17.7 1.2 0.1 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 30,013 : : Positions : : 20,685 5,357 1,952 300 637 0 12,020 1,225 725 5,935 330 : : : : Changes from: December 8, 2020 : : -40 -120 -80 0 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 17.8 6.5 1.0 2.1 0.0 40.0 4.1 2.4 19.8 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 29,803 : : Positions : : 20,786 5,423 1,392 300 1,049 0 12,020 1,225 725 5,410 420 : : : : Changes from: December 8, 2020 : : 0 -80 -80 0 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 18.2 4.7 1.0 3.5 0.0 40.3 4.1 2.4 18.2 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 67,580 : : Positions : : 19,345 57,925 19,945 7,005 60 18,375 0 240 7,485 0 0 : : : : Changes from: December 8, 2020 : : -180 1,510 1,660 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 85.7 29.5 10.4 0.1 27.2 0.0 0.4 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 65,730 : : Positions : : 19,755 57,330 18,940 6,075 70 18,375 0 240 6,610 0 0 : : : : Changes from: December 8, 2020 : : -180 1,420 1,600 0 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 87.2 28.8 9.2 0.1 28.0 0.0 0.4 10.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 54,163 : : Positions : : 20,915 47,818 6,108 1,900 1,945 5,195 0 0 17,180 0 190 : : : : Changes from: December 8, 2020 : : 835 243 -27 600 0 10 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 88.3 11.3 3.5 3.6 9.6 0.0 0.0 31.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 46,443 : : Positions : : 19,415 40,083 6,458 2,260 1,340 5,195 0 0 11,080 0 540 : : : : Changes from: December 8, 2020 : : 835 243 -27 600 0 10 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 86.3 13.9 4.9 2.9 11.2 0.0 0.0 23.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,150 : : Positions : : 8,645 6,345 805 30 1,725 0 4,055 0 1,960 1,120 280 : : : : Changes from: December 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 39.3 5.0 0.2 10.7 0.0 25.1 0.0 12.1 6.9 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,790 : : Positions : : 8,065 6,340 1,050 30 1,875 0 4,055 0 2,500 1,110 120 : : : : Changes from: December 8, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 40.2 6.6 0.2 11.9 0.0 25.7 0.0 15.8 7.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 4 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 66,780 : : Positions : : 33,120 38,245 1,325 655 4,880 4,590 15,220 190 15,430 900 1,225 : : : : Changes from: December 8, 2020 : : 130 1,635 0 -1,475 625 0 -25 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 57.3 2.0 1.0 7.3 6.9 22.8 0.3 23.1 1.3 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 61,815 : : Positions : : 31,495 34,505 1,660 0 5,655 4,315 15,225 175 12,860 900 1,225 : : : : Changes from: December 8, 2020 : : 250 1,750 335 -1,165 990 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 55.8 2.7 0.0 9.1 7.0 24.6 0.3 20.8 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 14 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 58,549 : : Positions : : 32,462 22,291 0 17,526 70 18,065 255 3,745 0 10,500 1,355 : : : : Changes from: December 8, 2020 : : 0 170 0 50 0 220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 38.1 0.0 29.9 0.1 30.9 0.4 6.4 0.0 17.9 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 49,824 : : Positions : : 28,366 19,546 0 14,865 70 13,170 280 3,720 0 7,000 1,600 : : : : Changes from: December 8, 2020 : : 0 100 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 39.2 0.0 29.8 0.1 26.4 0.6 7.5 0.0 14.0 3.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 186,424 : : Positions : : 100,285 80,235 18,747 1,275 7,254 250 28,443 7,740 900 10,325 2,860 : : : : Changes from: December 8, 2020 : : 2,053 245 -958 360 1,502 -35 420 -90 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 43.0 10.1 0.7 3.9 0.1 15.3 4.2 0.5 5.5 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 28 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 156,019 : : Positions : : 78,459 66,746 17,029 60 6,034 130 22,473 7,590 900 7,380 3,715 : : : : Changes from: December 8, 2020 : : 1,793 -15 -1,493 0 1,805 -10 300 -90 0 25 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 42.8 10.9 0.0 3.9 0.1 14.4 4.9 0.6 4.7 2.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 63,111 : : Positions : : 23,485 34,560 17,606 6,046 8,720 1,320 0 7,450 0 1,865 0 : : : : Changes from: December 8, 2020 : : 260 -450 0 0 0 -710 0 410 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 54.8 27.9 9.6 13.8 2.1 0.0 11.8 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 54,450 : : Positions : : 22,650 29,310 10,681 4,216 6,594 1,505 0 7,625 0 1,490 0 : : : : Changes from: December 8, 2020 : : 390 -220 0 0 0 -610 0 210 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 53.8 19.6 7.7 12.1 2.8 0.0 14.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 45,580 : : Positions : : 23,740 21,030 250 6,650 4,715 5,650 3,770 4,985 1,540 0 140 : : : : Changes from: December 8, 2020 : : 1,180 -300 0 1,250 -155 -200 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 46.1 0.5 14.6 10.3 12.4 8.3 10.9 3.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 54,845 : : Positions : : 19,965 31,995 0 6,895 5,070 20,495 3,380 3,675 1,540 0 140 : : : : Changes from: December 8, 2020 : : 1,200 -50 0 1,250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 58.3 0.0 12.6 9.2 37.4 6.2 6.7 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 171,787 : : Positions : : 102,310 108,080 1,335 15,068 14,651 21,425 200 5,755 275 2,067 913 : : : : Changes from: December 8, 2020 : : -150 4,490 0 -2,950 840 1,510 100 -240 175 -75 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 62.9 0.8 8.8 8.5 12.5 0.1 3.4 0.2 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 143,315 : : Positions : : 76,045 91,975 1,742 2,220 20,682 18,390 100 6,870 0 1,767 500 : : : : Changes from: December 8, 2020 : : 2,135 6,520 520 -3,080 1,460 910 100 -250 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 64.2 1.2 1.5 14.4 12.8 0.1 4.8 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 26 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,225 : : Positions : : 20,510 15,450 1,155 9,150 2,070 2,550 300 160 670 0 255 : : : : Changes from: December 8, 2020 : : 1,375 1,375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 52.9 4.0 31.3 7.1 8.7 1.0 0.5 2.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 15, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,815 : : Positions : : 20,810 14,850 445 8,685 2,475 2,600 300 100 0 35 550 : : : : Changes from: December 8, 2020 : : 1,375 1,375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 51.5 1.5 30.1 8.6 9.0 1.0 0.3 0.0 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 18, 2020