Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 18,745 : : Positions : : 14,563 8,118 503 948 1,066 486 350 183 224 6,354 1,092 : : : : Changes from: July 21, 2020 : : -116 -311 -42 123 6 0 -180 0 0 129 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 43.3 2.7 5.1 5.7 2.6 1.9 1.0 1.2 33.9 5.8 : : : : 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 28, 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 14,625 : : Positions : : 8,719 7,588 662 798 2,291 527 0 1,211 87 1,617 991 : : : : Changes from: July 21, 2020 : : -326 -221 12 -7 -61 -2 0 -39 -27 -111 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 51.9 4.5 5.5 15.7 3.6 0.0 8.3 0.6 11.1 6.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 20 . . . . 0 . . 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 38,855 : : Positions : : 26,520 31,059 4,808 1,357 1,800 743 490 139 2,880 1,820 1,950 : : : : Changes from: July 21, 2020 : : 1,082 422 75 390 -53 0 75 0 -125 25 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 79.9 12.4 3.5 4.6 1.9 1.3 0.4 7.4 4.7 5.0 : : : : 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 28, 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 34,120 : : Positions : : 28,753 27,925 0 3,999 688 0 229 304 3,425 25 950 : : : : Changes from: July 21, 2020 : : 1,315 540 0 575 -218 0 0 0 -200 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 81.8 0.0 11.7 2.0 0.0 0.7 0.9 10.0 0.1 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 0 . . 0 . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 140,092 : : Positions : : 107,552 103,377 2,130 15,855 7,622 11,342 1,528 4,344 3,762 4,151 3,087 : : : : Changes from: July 21, 2020 : : 2,730 4,082 25 -366 -28 700 -50 -500 244 22 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 73.8 1.5 11.3 5.4 8.1 1.1 3.1 2.7 3.0 2.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 30 32 . . 5 7 6 4 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 70,419 : : Positions : : 59,823 50,004 2,940 11,578 4,232 801 965 951 671 1,627 1,001 : : : : Changes from: July 21, 2020 : : 809 1,245 0 -5 25 206 -25 -226 150 -50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 71.0 4.2 16.4 6.0 1.1 1.4 1.3 1.0 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 22 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 41,273 : : Positions : : 37,517 30,365 256 6,280 2,100 0 1,153 0 1,250 1,225 150 : : : : Changes from: July 21, 2020 : : -930 420 0 -1,125 275 0 -50 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 73.6 0.6 15.2 5.1 0.0 2.8 0.0 3.0 3.0 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 28, 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 57,180 : : Positions : : 32,959 23,367 918 24,562 2,933 14,690 200 50 1,329 1,942 4,026 : : : : Changes from: July 21, 2020 : : 73 1,607 -20 -2,170 330 -600 0 0 24 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 40.9 1.6 43.0 5.1 25.7 0.3 0.1 2.3 3.4 7.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 71,536 : : Positions : : 41,106 24,754 0 37,170 3,717 20,967 491 120 2,208 2,535 2,643 : : : : Changes from: July 21, 2020 : : -256 1,287 0 -3,379 -122 -1,860 41 70 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 34.6 0.0 52.0 5.2 29.3 0.7 0.2 3.1 3.5 3.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 0 4 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 70,904 : : Positions : : 51,752 45,868 11,811 19,754 3,157 0 0 0 2,315 748 1,377 : : : : Changes from: July 21, 2020 : : 476 1,168 -364 -1,010 0 0 0 0 41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 64.7 16.7 27.9 4.5 0.0 0.0 0.0 3.3 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 28, 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 88,884 : : Positions : : 62,949 50,739 20,153 34,113 1,097 91 50 70 2,036 819 1,996 : : : : Changes from: July 21, 2020 : : 381 1,448 -204 -1,120 -60 91 -60 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 57.1 22.7 38.4 1.2 0.1 0.1 0.1 2.3 0.9 2.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 23 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 43,625 : : Positions : : 28,828 39,035 9,809 0 4,084 0 0 0 280 0 200 : : : : Changes from: July 21, 2020 : : 395 465 70 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 89.5 22.5 0.0 9.4 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 28, 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 26,544 : : Positions : : 24,689 15,251 0 9,034 1,047 0 600 0 360 601 0 : : : : Changes from: July 21, 2020 : : -150 -55 0 -100 0 0 0 0 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 57.5 0.0 34.0 3.9 0.0 2.3 0.0 1.4 2.3 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 28, 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 21, 2020 : : 0 0 0 0 0 0 0 0 0 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 28, 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 86,291 : : Positions : : 63,314 61,924 295 8,669 9,132 6,345 1,255 252 3,812 1,942 2,651 : : : : Changes from: July 21, 2020 : : 553 977 0 -255 187 -3 82 127 189 -76 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 71.8 0.3 10.0 10.6 7.4 1.5 0.3 4.4 2.3 3.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 34 35 . . . 6 5 . 11 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 21, 2020 : : 0 0 0 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 28, 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 15,556 : : Positions : : 10,634 15,262 4,004 0 144 750 0 0 0 150 0 : : : : Changes from: July 21, 2020 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 98.1 25.7 0.0 0.9 4.8 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 50,331 : : Positions : : 41,996 37,932 0 5,411 3,600 0 600 0 4,120 2,100 285 : : : : Changes from: July 21, 2020 : : 1,594 1,460 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 75.4 0.0 10.8 7.2 0.0 1.2 0.0 8.2 4.2 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 48,198 : : Positions : : 36,168 41,853 5,414 0 5,749 0 0 0 540 100 175 : : : : Changes from: July 21, 2020 : : 1,684 329 -1,330 0 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 86.8 11.2 0.0 11.9 0.0 0.0 0.0 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 41,275 : : Positions : : 35,798 28,573 0 7,246 4,081 45 875 0 275 200 250 : : : : Changes from: July 21, 2020 : : 121 -53 0 90 249 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 69.2 0.0 17.6 9.9 0.1 2.1 0.0 0.7 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 65,475 : : Positions : : 50,640 62,440 9,879 230 2,205 0 0 0 1,665 250 110 : : : : Changes from: July 21, 2020 : : 501 511 80 0 0 0 0 0 -20 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 95.4 15.1 0.4 3.4 0.0 0.0 0.0 2.5 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 71,281 : : Positions : : 59,294 64,676 5,086 1,755 3,740 0 645 0 2,586 200 75 : : : : Changes from: July 21, 2020 : : 540 580 50 60 -60 0 70 0 120 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 90.7 7.1 2.5 5.2 0.0 0.9 0.0 3.6 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 28, 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 84,006 : : Positions : : 68,709 74,723 8,769 4,822 1,347 0 523 30 2,244 0 2,489 : : : : Changes from: July 21, 2020 : : 1,549 1,703 -55 0 5 0 0 0 209 0 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 88.9 10.4 5.7 1.6 0.0 0.6 0.0 2.7 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 102,938 : : Positions : : 83,748 88,503 10,064 4,386 2,985 677 1,468 180 693 1,135 4,261 : : : : Changes from: July 21, 2020 : : 1,964 1,128 55 -5 50 20 24 0 -679 242 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 86.0 9.8 4.3 2.9 0.7 1.4 0.2 0.7 1.1 4.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 23 28 5 . 4 . 7 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 61,602 : : Positions : : 41,261 55,351 19,954 1,700 162 0 2,814 0 200 1,550 25 : : : : Changes from: July 21, 2020 : : -125 75 300 -75 39 0 0 0 -25 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 89.9 32.4 2.8 0.3 0.0 4.6 0.0 0.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 56,390 : : Positions : : 37,190 54,990 17,625 0 525 0 150 0 1,050 725 0 : : : : Changes from: July 21, 2020 : : -350 -50 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 97.5 31.3 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 28, 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 58,181 : : Positions : : 37,091 52,525 15,372 127 2,906 700 35 0 999 1,685 792 : : : : Changes from: July 21, 2020 : : 516 -1,449 -2,054 0 693 0 0 0 49 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 90.3 26.4 0.2 5.0 1.2 0.1 0.0 1.7 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 18 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 66,210 : : Positions : : 49,975 56,891 10,050 295 2,553 1,245 3,200 220 1,281 2,016 651 : : : : Changes from: July 21, 2020 : : 883 -1,093 -2,017 0 1,351 70 0 0 -9 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 85.9 15.2 0.4 3.9 1.9 4.8 0.3 1.9 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 28, 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 25,505 : : Positions : : 11,914 23,924 12,971 0 436 0 885 0 0 0 0 : : : : Changes from: July 21, 2020 : : 15 15 -12 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 93.8 50.9 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 : : 13 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 25,156 : : Positions : : 11,990 24,201 12,313 0 545 0 225 0 0 0 0 : : : : Changes from: July 21, 2020 : : -25 -25 -12 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 96.2 48.9 0.0 2.2 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 28, 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 30,117 : : Positions : : 24,157 21,165 3,050 5,125 778 0 524 330 1,445 1,217 255 : : : : Changes from: July 21, 2020 : : 336 446 170 310 50 0 0 0 65 -180 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 70.3 10.1 17.0 2.6 0.0 1.7 1.1 4.8 4.0 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 18,315 : : Positions : : 14,489 14,240 1,463 1,182 320 0 970 0 685 1,001 152 : : : : Changes from: July 21, 2020 : : 410 170 60 240 90 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 77.8 8.0 6.5 1.7 0.0 5.3 0.0 3.7 5.5 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 59,720 : : Positions : : 44,901 29,218 7,380 22,180 595 2,711 5,656 284 2,634 619 1,117 : : : : Changes from: July 21, 2020 : : 122 187 2 0 85 20 118 0 191 0 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 48.9 12.4 37.1 1.0 4.5 9.5 0.5 4.4 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 19 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 37,248 : : Positions : : 31,763 14,187 2,314 18,570 1,165 755 1,413 60 591 1,342 456 : : : : Changes from: July 21, 2020 : : 470 197 40 0 10 25 125 0 25 238 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 38.1 6.2 49.9 3.1 2.0 3.8 0.2 1.6 3.6 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 28, 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 18,959 : : Positions : : 9,658 17,725 7,391 0 795 300 189 0 550 75 175 : : : : Changes from: July 21, 2020 : : 25 125 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 93.5 39.0 0.0 4.2 1.6 1.0 0.0 2.9 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 12,243 : : Positions : : 7,069 8,310 2,454 2,100 1,068 140 0 0 240 100 500 : : : : Changes from: July 21, 2020 : : 0 -40 -40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 67.9 20.0 17.2 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 28, 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 11,248 : : Positions : : 6,207 7,305 2,392 2,100 1,083 140 0 0 210 100 495 : : : : Changes from: July 21, 2020 : : 0 -40 -40 0 7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 64.9 21.3 18.7 9.6 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 28, 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 35,405 : : Positions : : 20,515 29,825 11,185 0 355 200 0 0 950 3,190 2,035 : : : : Changes from: July 21, 2020 : : -35 365 400 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 84.2 31.6 0.0 1.0 0.6 0.0 0.0 2.7 9.0 5.7 : : : : 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 28, 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 35,580 : : Positions : : 21,200 30,085 10,585 0 475 200 0 0 950 3,015 2,005 : : : : Changes from: July 21, 2020 : : 145 385 240 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 84.6 29.7 0.0 1.3 0.6 0.0 0.0 2.7 8.5 5.6 : : : : 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 28, 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 117,398 : : Positions : : 83,015 97,391 22,151 2,917 8,478 150 1,679 760 1,330 4,662 1,431 : : : : Changes from: July 21, 2020 : : 1,827 1,379 -60 335 -95 0 199 0 100 -43 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 83.0 18.9 2.5 7.2 0.1 1.4 0.6 1.1 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 29 4 . . . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 129,823 : : Positions : : 90,100 110,410 24,413 17 8,880 74 1,346 2,455 1,248 4,054 2,581 : : : : Changes from: July 21, 2020 : : 1,415 1,319 102 17 -134 48 198 188 -95 -83 194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 85.0 18.8 0.0 6.8 0.1 1.0 1.9 1.0 3.1 2.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 28 5 . 5 . . 4 5 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 533,629 : : Positions : : 295,743 370,931 53,974 4,362 88,801 17,808 8,605 32,128 21,597 5,621 22,570 : : : : Changes from: July 21, 2020 : : 792 6,572 1,416 80 -3,791 615 -2,350 881 1,183 -2 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 69.5 10.1 0.8 16.6 3.3 1.6 6.0 4.0 1.1 4.2 : : : : Number of Traders in Each Category Total Traders: 94 : : 44 39 . . 5 10 8 11 16 8 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,068 : : Positions : : 9,704 14,890 1,082 106 1,297 961 0 665 3,194 0 50 : : : : Changes from: July 21, 2020 : : 255 255 0 1 0 1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 87.2 6.3 0.6 7.6 5.6 0.0 3.9 18.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 13,636 : : Positions : : 6,987 11,685 1,474 145 1,141 140 300 365 3,414 0 0 : : : : Changes from: July 21, 2020 : : 240 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 85.7 10.8 1.1 8.4 1.0 2.2 2.7 25.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 10,815 : : Positions : : 7,005 8,965 1,170 0 0 520 290 455 895 520 160 : : : : Changes from: July 21, 2020 : : -445 1,395 240 0 -90 30 -230 315 505 -930 -460 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 82.9 10.8 0.0 0.0 4.8 2.7 4.2 8.3 4.8 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . 0 0 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 15,524 : : Positions : : 12,318 14,028 857 51 164 350 0 0 1,570 997 255 : : : : Changes from: July 21, 2020 : : 188 180 -11 51 -20 0 0 0 0 -90 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 90.4 5.5 0.3 1.1 2.3 0.0 0.0 10.1 6.4 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 89,523 : : Positions : : 64,102 65,142 16,451 11,356 1,440 0 4,055 0 0 0 0 : : : : Changes from: July 21, 2020 : : 1,240 880 -360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 72.8 18.4 12.7 1.6 0.0 4.5 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 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 74,499 : : Positions : : 54,040 52,604 12,829 9,685 1,465 0 4,580 0 0 0 0 : : : : Changes from: July 21, 2020 : : 1,000 640 -360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 70.6 17.2 13.0 2.0 0.0 6.1 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 28, 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 25,930 : : Positions : : 6,780 16,640 9,640 0 4,425 350 990 0 1,150 0 0 : : : : Changes from: July 21, 2020 : : -550 685 1,585 0 -610 0 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 64.2 37.2 0.0 17.1 1.3 3.8 0.0 4.4 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 28, 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 59,825 : : Positions : : 33,495 21,460 6,661 24,086 780 11,620 5,540 3,745 0 960 0 : : : : Changes from: July 21, 2020 : : 315 300 -15 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 35.9 11.1 40.3 1.3 19.4 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 28, 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 16,773 9,471 13,190 660 2,365 3,430 3,015 0 360 300 : : : : Changes from: July 21, 2020 : : 0 -180 -180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 42.1 23.8 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 28, 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 22,526 : : Positions : : 13,260 12,798 5,170 2,472 555 0 3,340 1,800 0 0 0 : : : : Changes from: July 21, 2020 : : 120 620 0 -500 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 56.8 23.0 11.0 2.5 0.0 14.8 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 28, 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 97,330 : : Positions : : 61,035 33,065 0 35,520 4,885 11,480 1,450 1,175 0 2,435 625 : : : : Changes from: July 21, 2020 : : -450 150 -40 140 -590 0 0 0 0 -780 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 34.0 0.0 36.5 5.0 11.8 1.5 1.2 0.0 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 93,705 : : Positions : : 58,605 32,580 0 32,035 4,640 12,435 1,450 1,055 0 4,905 420 : : : : Changes from: July 21, 2020 : : -450 150 0 180 -780 0 0 0 0 -780 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 34.8 0.0 34.2 5.0 13.3 1.5 1.1 0.0 5.2 0.4 : : : : 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 28, 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 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 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 28, 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 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 71,902 : : Positions : : 19,528 61,240 13,412 8,625 35 27,625 0 0 9,340 0 0 : : : : Changes from: July 21, 2020 : : -112 470 867 750 -25 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 85.2 18.7 12.0 0.0 38.4 0.0 0.0 13.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 72,130 : : Positions : : 20,365 61,885 14,190 8,130 70 27,225 0 0 8,640 0 0 : : : : Changes from: July 21, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 85.8 19.7 11.3 0.1 37.7 0.0 0.0 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 61,400 : : Positions : : 20,905 55,060 9,370 1,730 1,875 5,650 80 50 20,645 0 140 : : : : Changes from: July 21, 2020 : : 0 0 25 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 89.7 15.3 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 28, 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 52,110 : : Positions : : 20,215 46,050 9,750 2,090 1,110 5,650 80 50 12,455 0 490 : : : : Changes from: July 21, 2020 : : 50 50 25 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 88.4 18.7 4.0 2.1 10.8 0.2 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 28, 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 21, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 69,720 : : Positions : : 37,085 38,265 4,365 0 2,590 2,495 19,900 840 15,115 1,250 1,270 : : : : Changes from: July 21, 2020 : : -190 240 -245 0 120 675 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 54.9 6.3 0.0 3.7 3.6 28.5 1.2 21.7 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 64,180 : : Positions : : 36,800 33,485 3,990 0 2,740 2,295 19,900 840 11,455 1,250 1,270 : : : : Changes from: July 21, 2020 : : -425 175 -25 0 -100 625 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 52.2 6.2 0.0 4.3 3.6 31.0 1.3 17.8 1.9 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 64,667 : : Positions : : 37,878 22,981 0 18,782 90 17,660 185 3,615 50 13,710 2,005 : : : : Changes from: July 21, 2020 : : 375 50 0 850 -300 600 -25 25 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 35.5 0.0 29.0 0.1 27.3 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 28, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,245 : : Positions : : 36,228 19,940 0 16,138 90 9,410 210 3,640 50 9,650 2,250 : : : : Changes from: July 21, 2020 : : 650 300 0 850 -300 600 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 36.8 0.0 29.8 0.2 17.3 0.4 6.7 0.1 17.8 4.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 12 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 194,013 : : Positions : : 107,220 86,462 16,185 260 8,385 145 22,393 9,810 1,250 15,540 2,305 : : : : Changes from: July 21, 2020 : : 991 641 1,305 0 -285 -25 1,550 -300 0 80 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 44.6 8.3 0.1 4.3 0.1 11.5 5.1 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 28, 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 154,076 : : Positions : : 80,105 77,386 19,099 0 3,240 0 13,738 9,070 1,545 9,480 2,320 : : : : Changes from: July 21, 2020 : : 1,005 510 1,085 0 25 0 1,500 -300 -80 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 50.2 12.4 0.0 2.1 0.0 8.9 5.9 1.0 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 28, 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 23,575 : : Positions : : 9,020 19,025 9,425 980 2,220 2,100 300 0 0 0 0 : : : : Changes from: July 21, 2020 : : 0 600 0 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 80.7 40.0 4.2 9.4 8.9 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 28, 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 70,251 : : Positions : : 28,190 38,645 17,301 5,246 9,500 1,880 0 8,815 0 3,590 0 : : : : Changes from: July 21, 2020 : : -500 1,400 1,850 -50 -700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 55.0 24.6 7.5 13.5 2.7 0.0 12.5 0.0 5.1 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 28, 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 60,337 : : Positions : : 25,202 30,345 10,826 4,553 6,869 1,655 0 9,065 0 3,040 0 : : : : Changes from: July 21, 2020 : : -408 1,180 1,800 212 -650 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 50.3 17.9 7.5 11.4 2.7 0.0 15.0 0.0 5.0 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 28, 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 45,737 : : Positions : : 21,642 21,845 1,238 6,710 5,077 6,525 2,185 5,565 840 0 840 : : : : Changes from: July 21, 2020 : : 962 -425 -137 650 -523 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 47.8 2.7 14.7 11.1 14.3 4.8 12.2 1.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 51,490 : : Positions : : 15,545 32,040 0 4,490 4,755 22,420 2,455 3,475 840 0 840 : : : : Changes from: July 21, 2020 : : 295 -975 0 670 -740 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 62.2 0.0 8.7 9.2 43.5 4.8 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 28, 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 179,431 : : Positions : : 92,062 104,474 7,526 3,632 29,699 6,775 2,270 7,900 3,150 0 0 : : : : Changes from: July 21, 2020 : : 575 1,193 1,222 454 -731 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 58.2 4.2 2.0 16.6 3.8 1.3 4.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 27 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 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 122,820 : : Positions : : 69,015 65,697 3,120 13,193 17,320 5,190 865 8,195 2,460 0 0 : : : : Changes from: July 21, 2020 : : 85 -478 -200 388 -325 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 53.5 2.5 10.7 14.1 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 31, 2020