Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 18,792 : : Positions : : 14,679 8,429 545 825 1,060 486 530 183 224 6,225 966 : : : : Changes from: July 14, 2020 : : -253 -612 -67 135 -69 0 -45 0 0 87 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 44.9 2.9 4.4 5.6 2.6 2.8 1.0 1.2 33.1 5.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 15,067 : : Positions : : 9,046 7,809 650 804 2,353 529 0 1,250 115 1,728 994 : : : : Changes from: July 14, 2020 : : 129 -388 -20 30 -53 -134 -34 92 -24 348 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 51.8 4.3 5.3 15.6 3.5 0.0 8.3 0.8 11.5 6.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 20 . . . 4 0 4 . 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 37,751 : : Positions : : 25,438 30,637 4,733 967 1,853 743 415 139 3,005 1,795 1,825 : : : : Changes from: July 14, 2020 : : 491 16 0 175 -27 0 150 0 -50 100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 81.2 12.5 2.6 4.9 2.0 1.1 0.4 8.0 4.8 4.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 33,148 : : Positions : : 27,438 27,385 0 3,424 906 0 229 304 3,625 25 875 : : : : Changes from: July 14, 2020 : : 665 415 0 100 -97 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 82.6 0.0 10.3 2.7 0.0 0.7 0.9 10.9 0.1 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 . . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 136,944 : : Positions : : 104,822 99,295 2,105 16,221 7,650 10,642 1,578 4,844 3,518 4,129 3,115 : : : : Changes from: July 14, 2020 : : -280 -590 5 225 -787 510 135 -60 -75 396 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 72.5 1.5 11.8 5.6 7.8 1.2 3.5 2.6 3.0 2.3 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 32 . . 5 7 6 . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 69,479 : : Positions : : 59,014 48,759 2,940 11,583 4,207 594 990 1,176 521 1,677 1,026 : : : : Changes from: July 14, 2020 : : 2,611 832 0 1,526 44 87 190 -156 -275 -125 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 70.2 4.2 16.7 6.1 0.9 1.4 1.7 0.7 2.4 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 22 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 41,928 : : Positions : : 38,447 29,945 256 7,405 1,825 0 1,203 0 1,250 1,400 150 : : : : Changes from: July 14, 2020 : : 2,100 1,410 -240 450 492 0 0 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 71.4 0.6 17.7 4.4 0.0 2.9 0.0 3.0 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 57,413 : : Positions : : 32,886 21,760 938 26,732 2,603 15,290 200 50 1,305 1,902 4,066 : : : : Changes from: July 14, 2020 : : 404 31 0 300 420 0 0 0 -58 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 37.9 1.6 46.6 4.5 26.6 0.3 0.1 2.3 3.3 7.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 73,634 : : Positions : : 41,362 23,467 0 40,549 3,839 22,827 450 50 2,198 2,535 2,643 : : : : Changes from: July 14, 2020 : : 383 196 0 485 48 -75 -100 -95 -140 -133 133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 31.9 0.0 55.1 5.2 31.0 0.6 0.1 3.0 3.4 3.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 0 4 4 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 70,751 : : Positions : : 51,276 44,700 12,175 20,764 3,157 0 0 0 2,274 748 1,377 : : : : Changes from: July 14, 2020 : : 155 265 -10 0 0 0 0 0 125 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 63.2 17.2 29.3 4.5 0.0 0.0 0.0 3.2 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 88,606 : : Positions : : 62,568 49,291 20,357 35,233 1,157 0 110 0 2,036 819 1,996 : : : : Changes from: July 14, 2020 : : 426 311 -291 -50 -19 0 10 0 136 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 55.6 23.0 39.8 1.3 0.0 0.1 0.0 2.3 0.9 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 23 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 43,180 : : Positions : : 28,433 38,570 9,739 0 4,104 0 0 0 280 0 200 : : : : Changes from: July 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 89.3 22.6 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 26,693 : : Positions : : 24,839 15,306 0 9,134 1,047 0 600 0 360 595 0 : : : : Changes from: July 14, 2020 : : -950 -650 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 57.3 0.0 34.2 3.9 0.0 2.2 0.0 1.3 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 22,733 : : Positions : : 13,244 20,646 5,420 0 1,565 0 0 0 2,100 222 300 : : : : Changes from: July 14, 2020 : : 360 1,560 0 0 0 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 90.8 23.8 0.0 6.9 0.0 0.0 0.0 9.2 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 85,166 : : Positions : : 62,761 60,948 295 8,924 8,945 6,348 1,173 125 3,623 2,018 2,601 : : : : Changes from: July 14, 2020 : : 1,357 -867 0 599 -270 -108 -185 68 -812 937 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 71.6 0.3 10.5 10.5 7.5 1.4 0.1 4.3 2.4 3.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 33 34 . . . 6 . . 10 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 15,516 : : Positions : : 10,594 15,222 4,004 0 144 750 0 0 0 150 0 : : : : Changes from: July 14, 2020 : : 650 1,000 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 98.1 25.8 0.0 0.9 4.8 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 15,456 : : Positions : : 10,534 15,162 4,004 0 144 750 0 0 0 150 0 : : : : Changes from: July 14, 2020 : : 650 1,000 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 98.1 25.9 0.0 0.9 4.9 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 48,721 : : Positions : : 40,402 36,472 0 5,261 3,600 0 600 0 4,120 2,100 285 : : : : Changes from: July 14, 2020 : : 1,182 412 0 770 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 74.9 0.0 10.8 7.4 0.0 1.2 0.0 8.5 4.3 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 47,369 : : Positions : : 34,484 41,524 6,744 0 5,249 0 0 0 540 100 175 : : : : Changes from: July 14, 2020 : : 36 56 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 87.7 14.2 0.0 11.1 0.0 0.0 0.0 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 40,950 : : Positions : : 35,677 28,626 0 7,156 3,832 45 875 0 275 200 250 : : : : Changes from: July 14, 2020 : : -530 -661 0 391 -91 -90 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 69.9 0.0 17.5 9.4 0.1 2.1 0.0 0.7 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 22 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 64,864 : : Positions : : 50,139 61,929 9,799 230 2,205 0 0 0 1,685 200 60 : : : : Changes from: July 14, 2020 : : 240 285 -90 0 55 0 0 0 135 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 95.5 15.1 0.4 3.4 0.0 0.0 0.0 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 4 . 4 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 70,656 : : Positions : : 58,754 64,096 5,036 1,695 3,800 0 575 0 2,466 200 100 : : : : Changes from: July 14, 2020 : : 0 70 100 100 50 0 -20 0 60 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 90.7 7.1 2.4 5.4 0.0 0.8 0.0 3.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 11 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 82,474 : : Positions : : 67,160 73,020 8,824 4,822 1,342 0 523 30 2,035 0 2,665 : : : : Changes from: July 14, 2020 : : 1,101 685 -55 0 0 0 5 0 -356 0 327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 88.5 10.7 5.8 1.6 0.0 0.6 0.0 2.5 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 19 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 101,513 : : Positions : : 81,784 87,375 10,009 4,391 2,935 657 1,444 180 1,372 894 4,256 : : : : Changes from: July 14, 2020 : : 2,028 642 0 61 -55 -2 28 0 -529 768 483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 86.1 9.9 4.3 2.9 0.6 1.4 0.2 1.4 0.9 4.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 28 5 . 4 . 7 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 61,563 : : Positions : : 41,386 55,276 19,654 1,775 123 0 2,814 0 225 1,400 175 : : : : Changes from: July 14, 2020 : : -900 525 1,200 -375 0 0 0 0 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 89.8 31.9 2.9 0.2 0.0 4.6 0.0 0.4 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 56,440 : : Positions : : 37,540 55,040 17,325 0 525 0 150 0 1,050 725 0 : : : : Changes from: July 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 97.5 30.7 0.0 0.9 0.0 0.3 0.0 1.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 58,937 : : Positions : : 36,575 53,974 17,426 127 2,213 700 35 0 950 1,735 742 : : : : Changes from: July 14, 2020 : : 851 1,652 845 0 -31 0 0 0 6 50 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 91.6 29.6 0.2 3.8 1.2 0.1 0.0 1.6 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 5 . . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 65,952 : : Positions : : 49,092 57,984 12,067 295 1,202 1,175 3,200 220 1,290 1,996 671 : : : : Changes from: July 14, 2020 : : 2,338 1,397 -978 0 762 5 0 -25 23 25 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 87.9 18.3 0.4 1.8 1.8 4.9 0.3 2.0 3.0 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 25,478 : : Positions : : 11,899 23,909 12,983 0 424 0 885 0 0 0 0 : : : : Changes from: July 14, 2020 : : 0 204 168 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 93.8 51.0 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 25,169 : : Positions : : 12,015 24,226 12,325 0 533 0 225 0 0 0 0 : : : : Changes from: July 14, 2020 : : 0 180 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 96.3 49.0 0.0 2.1 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 29,401 : : Positions : : 23,821 20,719 2,880 4,815 728 0 524 330 1,380 1,397 160 : : : : Changes from: July 14, 2020 : : 0 5 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.5 9.8 16.4 2.5 0.0 1.8 1.1 4.7 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 17,695 : : Positions : : 14,079 14,070 1,403 942 230 0 970 0 685 881 152 : : : : Changes from: July 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 79.5 7.9 5.3 1.3 0.0 5.5 0.0 3.9 5.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 59,540 : : Positions : : 44,779 29,031 7,378 22,180 510 2,691 5,538 284 2,443 619 1,357 : : : : Changes from: July 14, 2020 : : 700 930 370 0 0 5 -190 0 314 619 -294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 48.8 12.4 37.3 0.9 4.5 9.3 0.5 4.1 1.0 2.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 20 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 36,676 : : Positions : : 31,293 13,990 2,274 18,570 1,155 730 1,288 60 566 1,104 454 : : : : Changes from: July 14, 2020 : : 675 670 0 0 0 5 0 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 38.1 6.2 50.6 3.1 2.0 3.5 0.2 1.5 3.0 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 18,934 : : Positions : : 9,633 17,600 7,391 0 795 300 189 0 550 175 175 : : : : Changes from: July 14, 2020 : : 80 105 -25 0 50 0 -75 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 93.0 39.0 0.0 4.2 1.6 1.0 0.0 2.9 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 12,283 : : Positions : : 7,069 8,350 2,494 2,100 1,068 140 0 0 240 100 500 : : : : Changes from: July 14, 2020 : : 0 0 0 0 0 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 68.0 20.3 17.1 8.7 1.1 0.0 0.0 2.0 0.8 4.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 11,281 : : Positions : : 6,207 7,345 2,432 2,100 1,076 140 0 0 210 100 495 : : : : Changes from: July 14, 2020 : : 0 0 0 0 0 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 65.1 21.6 18.6 9.5 1.2 0.0 0.0 1.9 0.9 4.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 35,060 : : Positions : : 20,550 29,460 10,785 0 375 200 0 0 950 3,190 2,035 : : : : Changes from: July 14, 2020 : : 50 280 250 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 84.0 30.8 0.0 1.1 0.6 0.0 0.0 2.7 9.1 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 35,200 : : Positions : : 21,055 29,700 10,345 0 480 200 0 0 950 3,015 2,005 : : : : Changes from: July 14, 2020 : : 0 0 20 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 84.4 29.4 0.0 1.4 0.6 0.0 0.0 2.7 8.6 5.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 115,583 : : Positions : : 81,188 96,012 22,211 2,582 8,573 150 1,480 760 1,230 4,705 1,391 : : : : Changes from: July 14, 2020 : : -100 480 -120 -790 118 0 450 0 315 -40 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 83.1 19.2 2.2 7.4 0.1 1.3 0.7 1.1 4.1 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 28 4 . . . . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 128,124 : : Positions : : 88,685 109,091 24,311 0 9,014 26 1,148 2,267 1,343 4,137 2,387 : : : : Changes from: July 14, 2020 : : 614 2,242 193 -1,120 -199 -288 -22 567 419 -125 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 85.1 19.0 0.0 7.0 0.0 0.9 1.8 1.0 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 28 6 0 5 . . 4 5 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 531,915 : : Positions : : 294,952 364,359 52,558 4,282 92,591 17,193 10,956 31,247 20,414 5,623 22,543 : : : : Changes from: July 14, 2020 : : -543 362 813 362 -2,692 -23 -1,735 -172 -1,487 -366 897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.5 9.9 0.8 17.4 3.2 2.1 5.9 3.8 1.1 4.2 : : : : Number of Traders in Each Category Total Traders: 94 : : 44 35 . . 5 10 8 10 15 8 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 16,812 : : Positions : : 9,449 14,635 1,082 105 1,297 960 0 665 3,194 0 50 : : : : Changes from: July 14, 2020 : : 45 -60 -25 80 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 87.1 6.4 0.6 7.7 5.7 0.0 4.0 19.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 13,396 : : Positions : : 6,747 11,445 1,474 145 1,141 140 300 365 3,414 0 0 : : : : Changes from: July 14, 2020 : : 45 -60 -50 55 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 85.4 11.0 1.1 8.5 1.0 2.2 2.7 25.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 10,930 : : Positions : : 7,450 7,570 930 0 90 490 520 140 390 1,450 620 : : : : Changes from: July 14, 2020 : : 1,145 1,920 875 0 -285 -275 145 -215 105 -415 550 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 69.3 8.5 0.0 0.8 4.5 4.8 1.3 3.6 13.3 5.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 16 . 0 . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 15,364 : : Positions : : 12,130 13,848 868 0 184 350 0 0 1,570 1,087 225 : : : : Changes from: July 14, 2020 : : 303 260 -25 0 0 0 0 0 25 38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 90.1 5.6 0.0 1.2 2.3 0.0 0.0 10.2 7.1 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 21 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 88,558 : : Positions : : 62,862 64,262 16,811 11,356 1,440 0 4,055 0 0 0 0 : : : : Changes from: July 14, 2020 : : 1,000 880 -720 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 72.6 19.0 12.8 1.6 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 73,764 : : Positions : : 53,040 51,964 13,189 9,685 1,465 0 4,580 0 0 0 0 : : : : Changes from: July 14, 2020 : : 949 829 -695 -600 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 70.4 17.9 13.1 2.0 0.0 6.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 24,995 : : Positions : : 7,330 15,955 8,055 0 5,035 350 990 0 1,500 0 0 : : : : Changes from: July 14, 2020 : : 0 0 0 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 63.8 32.2 0.0 20.1 1.4 4.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,282 : : Positions : : 33,180 21,160 6,676 24,086 720 11,620 5,540 3,745 0 960 0 : : : : Changes from: July 14, 2020 : : 390 615 -250 -500 -60 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 35.7 11.3 40.6 1.2 19.6 9.3 6.3 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 39,834 : : Positions : : 21,647 16,953 9,651 13,190 660 2,365 3,430 3,015 0 360 300 : : : : Changes from: July 14, 2020 : : 900 0 -300 300 -120 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 42.6 24.2 33.1 1.7 5.9 8.6 7.6 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 22,380 : : Positions : : 13,140 12,178 5,170 2,972 315 0 3,340 1,800 0 0 0 : : : : Changes from: July 14, 2020 : : -75 75 0 -150 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 54.4 23.1 13.3 1.4 0.0 14.9 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 97,910 : : Positions : : 61,485 32,915 40 35,380 5,475 11,480 1,450 1,175 0 3,215 625 : : : : Changes from: July 14, 2020 : : 450 85 -300 0 175 -65 0 65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 33.6 0.0 36.1 5.6 11.7 1.5 1.2 0.0 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 93,935 : : Positions : : 59,055 32,430 0 31,855 5,420 12,435 1,450 1,055 0 5,685 70 : : : : Changes from: July 14, 2020 : : 1,140 760 0 300 0 -65 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 34.5 0.0 33.9 5.8 13.2 1.5 1.1 0.0 6.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,553 : : Positions : : 14,071 4,153 0 998 766 2,355 9,090 505 875 3,925 490 : : : : Changes from: July 14, 2020 : : 50 0 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 17.6 0.0 4.2 3.3 10.0 38.6 2.1 3.7 16.7 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,908 : : Positions : : 13,376 4,213 0 1,713 633 2,355 8,590 535 875 3,010 930 : : : : Changes from: July 14, 2020 : : 150 25 0 0 0 0 0 0 0 125 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 18.4 0.0 7.5 2.8 10.3 37.5 2.3 3.8 13.1 4.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 70,785 : : Positions : : 19,640 60,770 12,545 7,875 60 27,325 0 0 9,340 0 0 : : : : Changes from: July 14, 2020 : : 25 5,065 240 0 0 4,800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 85.9 17.7 11.1 0.1 38.6 0.0 0.0 13.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 61,375 : : Positions : : 20,905 55,060 9,345 1,730 1,875 5,650 55 50 20,645 0 140 : : : : Changes from: July 14, 2020 : : -50 450 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 89.7 15.2 2.8 3.1 9.2 0.1 0.1 33.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 52,035 : : Positions : : 20,165 46,000 9,725 2,090 1,110 5,650 55 50 12,455 0 490 : : : : Changes from: July 14, 2020 : : 0 500 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 88.4 18.7 4.0 2.1 10.9 0.1 0.1 23.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 18,600 : : Positions : : 10,215 10,190 1,320 0 780 95 3,225 0 2,185 860 530 : : : : Changes from: July 14, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 54.8 7.1 0.0 4.2 0.5 17.3 0.0 11.7 4.6 2.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 69,360 : : Positions : : 37,275 38,025 4,610 0 2,470 1,820 19,900 840 15,115 1,250 1,270 : : : : Changes from: July 14, 2020 : : -335 -685 -350 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 54.8 6.6 0.0 3.6 2.6 28.7 1.2 21.8 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 64,030 : : Positions : : 37,225 33,310 4,015 0 2,840 1,670 19,900 840 11,455 1,250 1,270 : : : : Changes from: July 14, 2020 : : 15 -335 -350 0 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 52.0 6.3 0.0 4.4 2.6 31.1 1.3 17.9 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 64,162 : : Positions : : 37,503 22,931 0 17,932 390 17,060 210 3,590 50 13,610 2,005 : : : : Changes from: July 14, 2020 : : 350 925 0 -775 0 10 210 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 35.7 0.0 27.9 0.6 26.6 0.3 5.6 0.1 21.2 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 53,570 : : Positions : : 35,578 19,640 0 15,288 390 8,810 210 3,640 50 9,550 2,250 : : : : Changes from: July 14, 2020 : : 300 900 0 -850 0 -40 210 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 36.7 0.0 28.5 0.7 16.4 0.4 6.8 0.1 17.8 4.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 192,452 : : Positions : : 106,229 85,821 14,880 260 8,670 170 20,843 10,110 1,250 15,460 2,280 : : : : Changes from: July 14, 2020 : : 7,291 1,321 -1,165 0 296 -3,812 813 3,557 -125 55 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 44.6 7.7 0.1 4.5 0.1 10.8 5.3 0.6 8.0 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 152,486 : : Positions : : 79,100 76,876 18,014 0 3,215 0 12,238 9,370 1,625 9,480 2,215 : : : : Changes from: July 14, 2020 : : 6,205 285 -1,240 0 760 -2,587 1,988 2,467 -180 -75 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 50.4 11.8 0.0 2.1 0.0 8.0 6.1 1.1 6.2 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 22,975 : : Positions : : 9,020 18,425 9,425 980 2,220 1,500 300 0 0 0 0 : : : : Changes from: July 14, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 80.2 41.0 4.3 9.7 6.5 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 69,556 : : Positions : : 28,690 37,245 15,451 5,296 10,200 1,880 0 8,815 0 3,590 0 : : : : Changes from: July 14, 2020 : : 330 145 -140 50 -65 125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 53.5 22.2 7.6 14.7 2.7 0.0 12.7 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 59,575 : : Positions : : 25,610 29,165 9,026 4,341 7,519 1,655 0 9,065 0 3,040 0 : : : : Changes from: July 14, 2020 : : -225 -85 100 50 255 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 49.0 15.2 7.3 12.6 2.8 0.0 15.2 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 45,390 : : Positions : : 20,680 22,270 1,375 6,060 5,600 6,525 1,585 5,565 840 0 840 : : : : Changes from: July 14, 2020 : : 1,875 -2,915 410 400 -45 -4,800 0 3,575 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 49.1 3.0 13.4 12.3 14.4 3.5 12.3 1.9 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 51,805 : : Positions : : 15,250 33,015 0 3,820 5,495 22,420 1,855 3,475 840 0 840 : : : : Changes from: July 14, 2020 : : 1,425 -3,365 0 -10 115 -4,800 0 2,275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 63.7 0.0 7.4 10.6 43.3 3.6 6.7 1.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 178,474 : : Positions : : 91,487 103,280 6,304 3,178 30,430 6,750 2,270 7,900 3,150 0 0 : : : : Changes from: July 14, 2020 : : 1,376 5,552 -629 38 -91 25 -4,800 1,900 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 57.9 3.5 1.8 17.1 3.8 1.3 4.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 123,090 : : Positions : : 68,930 66,175 3,320 12,805 17,645 5,165 865 8,220 2,460 0 0 : : : : Changes from: July 14, 2020 : : -120 4,770 -230 -20 120 3,050 -2,050 -635 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 53.8 2.7 10.4 14.3 4.2 0.7 6.7 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 24, 2020