Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 17,839 : : Positions : : 13,730 7,668 232 2,610 911 345 840 183 316 3,644 1,428 : : : : Changes from: August 11, 2020 : : -7 -98 0 -84 -43 0 465 0 18 -214 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 43.0 1.3 14.6 5.1 1.9 4.7 1.0 1.8 20.4 8.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . 4 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 11,895 : : Positions : : 6,586 7,069 687 679 1,687 791 0 663 329 671 1,020 : : : : Changes from: August 11, 2020 : : 316 552 0 -58 65 52 0 -2 75 -46 288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 59.4 5.8 5.7 14.2 6.7 0.0 5.6 2.8 5.6 8.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . . . . 0 . 6 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 37,214 : : Positions : : 24,507 31,041 4,818 1,173 1,678 752 335 239 3,730 1,273 1,475 : : : : Changes from: August 11, 2020 : : 313 900 -25 100 0 75 -150 75 100 -147 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 83.4 12.9 3.2 4.5 2.0 0.9 0.6 10.0 3.4 4.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 31,947 : : Positions : : 26,643 26,665 0 3,957 490 0 56 454 4,035 0 325 : : : : Changes from: August 11, 2020 : : -326 9 0 -25 50 0 -150 150 160 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 83.5 0.0 12.4 1.5 0.0 0.2 1.4 12.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 0 . . 0 . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 143,594 : : Positions : : 106,583 109,019 2,101 14,348 8,720 13,890 262 4,160 4,327 3,685 3,237 : : : : Changes from: August 11, 2020 : : 960 2,728 0 764 447 2,191 -325 51 -140 -159 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 75.9 1.5 10.0 6.1 9.7 0.2 2.9 3.0 2.6 2.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 33 . . 5 10 . 7 8 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 66,621 : : Positions : : 54,119 49,391 2,705 10,594 4,268 3,648 310 284 475 590 1,122 : : : : Changes from: August 11, 2020 : : -1,599 3,558 15 -2,573 1,042 2,272 -535 -201 -196 7 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 74.1 4.1 15.9 6.4 5.5 0.5 0.4 0.7 0.9 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 26 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 38,635 : : Positions : : 35,574 27,730 0 6,342 2,186 0 802 0 600 1,300 275 : : : : Changes from: August 11, 2020 : : 40 -85 0 -225 175 0 -25 0 -225 150 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 71.8 0.0 16.4 5.7 0.0 2.1 0.0 1.6 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 55,364 : : Positions : : 31,823 21,811 901 24,425 2,891 14,455 125 50 1,357 2,347 3,622 : : : : Changes from: August 11, 2020 : : 188 63 1 160 -146 -10 -50 0 -6 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 39.4 1.6 44.1 5.2 26.1 0.2 0.1 2.5 4.2 6.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 69,762 : : Positions : : 40,299 24,456 0 36,029 3,445 20,760 385 70 2,036 2,791 2,505 : : : : Changes from: August 11, 2020 : : 325 250 0 321 -85 110 -50 0 96 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 35.1 0.0 51.6 4.9 29.8 0.6 0.1 2.9 4.0 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 20 0 4 4 6 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 67,676 : : Positions : : 49,829 42,500 10,483 19,593 3,418 0 100 0 2,150 731 1,334 : : : : Changes from: August 11, 2020 : : 1,005 -479 -800 600 316 0 100 0 16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 62.8 15.5 29.0 5.1 0.0 0.1 0.0 3.2 1.1 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 85,341 : : Positions : : 61,297 47,867 18,491 33,477 1,006 225 175 20 1,819 770 2,021 : : : : Changes from: August 11, 2020 : : 1,670 55 -1,000 525 53 0 100 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 56.1 21.7 39.2 1.2 0.3 0.2 0.0 2.1 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 41,396 : : Positions : : 27,169 37,756 10,359 0 3,174 0 0 0 230 0 175 : : : : Changes from: August 11, 2020 : : 300 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 91.2 25.0 0.0 7.7 0.0 0.0 0.0 0.6 0.0 0.4 : : : : 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 August 18, 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 25,302 : : Positions : : 23,557 14,292 0 9,107 973 0 600 0 360 326 0 : : : : Changes from: August 11, 2020 : : -341 -345 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 56.5 0.0 36.0 3.8 0.0 2.4 0.0 1.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 23,683 : : Positions : : 14,575 21,341 4,725 0 1,865 0 0 0 2,075 132 345 : : : : Changes from: August 11, 2020 : : -45 0 0 0 0 0 0 0 0 -45 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 90.1 20.0 0.0 7.9 0.0 0.0 0.0 8.8 0.6 1.5 : : : : 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 August 18, 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 85,978 : : Positions : : 63,421 61,972 210 7,354 8,875 6,516 732 361 3,769 3,895 2,374 : : : : Changes from: August 11, 2020 : : 1,250 642 0 -480 46 361 -40 32 -212 1,349 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 72.1 0.2 8.6 10.3 7.6 0.9 0.4 4.4 4.5 2.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 34 34 . . . 5 . . 10 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 16,228 : : Positions : : 11,142 15,707 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 96.8 24.3 0.0 2.4 4.5 0.0 0.0 0.0 0.8 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 August 18, 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 16,268 : : Positions : : 11,182 15,747 3,941 0 396 725 0 0 0 125 0 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 96.8 24.2 0.0 2.4 4.5 0.0 0.0 0.0 0.8 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 August 18, 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 50,365 : : Positions : : 43,055 36,634 0 4,986 3,612 0 600 0 1,070 1,825 2,310 : : : : Changes from: August 11, 2020 : : 722 762 0 -40 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 72.7 0.0 9.9 7.2 0.0 1.2 0.0 2.1 3.6 4.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 0 . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 46,163 : : Positions : : 34,850 40,908 6,067 0 4,689 0 0 0 390 100 150 : : : : Changes from: August 11, 2020 : : 293 198 15 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.6 13.1 0.0 10.2 0.0 0.0 0.0 0.8 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 40,447 : : Positions : : 34,532 28,264 0 7,001 3,932 755 850 0 180 100 250 : : : : Changes from: August 11, 2020 : : -655 80 0 -425 5 320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 69.9 0.0 17.3 9.7 1.9 2.1 0.0 0.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 62,551 : : Positions : : 48,796 59,344 8,495 220 2,505 0 0 0 1,723 150 92 : : : : Changes from: August 11, 2020 : : 130 240 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 94.9 13.6 0.4 4.0 0.0 0.0 0.0 2.8 0.2 0.1 : : : : 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 August 18, 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 67,014 : : Positions : : 56,604 60,639 4,270 2,425 3,150 0 330 0 2,345 100 160 : : : : Changes from: August 11, 2020 : : 90 30 -160 -120 35 0 5 0 -115 -100 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 90.5 6.4 3.6 4.7 0.0 0.5 0.0 3.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 83,380 : : Positions : : 67,931 75,043 8,958 4,148 1,268 0 528 25 2,600 96 2,202 : : : : Changes from: August 11, 2020 : : 469 354 40 0 -35 0 0 0 -59 96 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 90.0 10.7 5.0 1.5 0.0 0.6 0.0 3.1 0.1 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 5 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 101,975 : : Positions : : 83,878 89,473 9,945 3,989 2,615 515 861 130 887 1,354 3,543 : : : : Changes from: August 11, 2020 : : 538 711 -168 235 33 5 -355 5 -115 -220 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 87.7 9.8 3.9 2.6 0.5 0.8 0.1 0.9 1.3 3.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 23 25 5 . 5 . 5 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 63,877 : : Positions : : 44,826 58,236 18,219 1,055 807 0 2,989 0 25 775 0 : : : : Changes from: August 11, 2020 : : 4,560 3,285 -1,525 -100 600 0 310 0 25 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 91.2 28.5 1.7 1.3 0.0 4.7 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 55,490 : : Positions : : 36,695 54,315 17,220 0 525 0 150 0 1,050 500 0 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 97.9 31.0 0.0 0.9 0.0 0.3 0.0 1.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 57,804 : : Positions : : 38,164 50,989 12,938 127 4,101 650 35 0 1,120 1,790 677 : : : : Changes from: August 11, 2020 : : 660 100 -567 0 600 0 0 0 1 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 88.2 22.4 0.2 7.1 1.1 0.1 0.0 1.9 3.1 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 65,280 : : Positions : : 48,779 54,831 10,096 1,227 2,946 1,237 3,030 245 1,301 2,180 469 : : : : Changes from: August 11, 2020 : : -845 -210 1,258 626 -18 5 -10 10 -2 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 84.0 15.5 1.9 4.5 1.9 4.6 0.4 2.0 3.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 . . . 5 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 24,365 : : Positions : : 11,241 21,549 12,381 0 436 0 1,265 0 0 780 0 : : : : Changes from: August 11, 2020 : : -5 -5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 88.4 50.8 0.0 1.8 0.0 5.2 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 23,991 : : Positions : : 11,375 23,036 11,729 0 545 0 225 0 0 0 0 : : : : Changes from: August 11, 2020 : : 0 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 96.0 48.9 0.0 2.3 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 August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 28,546 : : Positions : : 22,828 19,395 2,810 5,891 603 0 364 330 1,599 987 280 : : : : Changes from: August 11, 2020 : : -30 -665 0 960 -230 0 0 0 300 -30 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 67.9 9.8 20.6 2.1 0.0 1.3 1.2 5.6 3.5 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 16,839 : : Positions : : 13,511 12,507 1,418 1,809 180 0 835 0 410 901 162 : : : : Changes from: August 11, 2020 : : 204 -726 0 960 -245 0 0 0 0 -30 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 74.3 8.4 10.7 1.1 0.0 5.0 0.0 2.4 5.4 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 58,016 : : Positions : : 43,923 28,932 7,321 21,411 313 2,566 5,021 284 2,538 1,045 949 : : : : Changes from: August 11, 2020 : : 1,200 939 149 0 -5 0 15 0 -95 300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 49.9 12.6 36.9 0.5 4.4 8.7 0.5 4.4 1.8 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 35,677 : : Positions : : 30,483 13,726 2,196 17,752 1,038 755 1,329 60 571 1,273 492 : : : : Changes from: August 11, 2020 : : 390 416 0 0 0 0 0 0 0 -80 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 38.5 6.2 49.8 2.9 2.1 3.7 0.2 1.6 3.6 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,776 : : Positions : : 8,705 16,896 7,391 0 605 425 135 0 500 50 75 : : : : Changes from: August 11, 2020 : : -455 30 425 0 -45 75 -25 0 -25 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 95.0 41.6 0.0 3.4 2.4 0.8 0.0 2.8 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 22,380 : : Positions : : 10,116 21,345 10,389 0 985 0 0 0 825 50 0 : : : : Changes from: August 11, 2020 : : -275 100 75 0 -125 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 95.4 46.4 0.0 4.4 0.0 0.0 0.0 3.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 . 0 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 11,343 : : Positions : : 6,461 7,705 2,314 1,900 1,008 115 0 0 245 100 470 : : : : Changes from: August 11, 2020 : : 0 0 0 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 67.9 20.4 16.8 8.9 1.0 0.0 0.0 2.2 0.9 4.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 10,323 : : Positions : : 5,598 6,645 2,241 1,900 1,023 115 0 0 165 100 495 : : : : Changes from: August 11, 2020 : : 0 0 0 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 64.4 21.7 18.4 9.9 1.1 0.0 0.0 1.6 1.0 4.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 34,744 : : Positions : : 18,650 28,869 12,635 0 200 150 0 0 855 3,635 2,030 : : : : Changes from: August 11, 2020 : : 0 0 550 0 -70 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 83.1 36.4 0.0 0.6 0.4 0.0 0.0 2.5 10.5 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 34,925 : : Positions : : 19,376 29,155 12,035 0 260 150 0 0 880 3,500 2,000 : : : : Changes from: August 11, 2020 : : 0 0 550 0 -105 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 83.5 34.5 0.0 0.7 0.4 0.0 0.0 2.5 10.0 5.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 111,147 : : Positions : : 77,803 91,388 21,830 3,514 8,200 105 1,373 811 981 4,440 1,341 : : : : Changes from: August 11, 2020 : : 632 157 -122 300 519 -60 -175 66 6 186 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 82.2 19.6 3.2 7.4 0.1 1.2 0.7 0.9 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 29 5 . . . . 4 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 122,861 : : Positions : : 83,714 103,399 22,809 0 9,692 669 951 2,557 1,037 3,859 2,306 : : : : Changes from: August 11, 2020 : : 1,085 1,181 -436 0 859 574 -220 280 -60 210 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 84.2 18.6 0.0 7.9 0.5 0.8 2.1 0.8 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 29 6 0 4 . . 4 4 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 547,196 : : Positions : : 308,787 376,239 42,700 3,329 90,454 21,027 10,677 37,291 23,324 5,609 23,089 : : : : Changes from: August 11, 2020 : : 3,877 3,728 -3,032 -437 67 3,171 1,083 2,625 997 471 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 68.8 7.8 0.6 16.5 3.8 2.0 6.8 4.3 1.0 4.2 : : : : Number of Traders in Each Category Total Traders: 98 : : 42 42 4 . 5 11 8 10 16 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 16,058 : : Positions : : 9,354 14,175 1,364 141 977 810 149 516 2,887 0 50 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 88.3 8.5 0.9 6.1 5.0 0.9 3.2 18.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 12,746 : : Positions : : 6,717 10,945 1,566 145 991 100 450 215 3,057 0 0 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 85.9 12.3 1.1 7.8 0.8 3.5 1.7 24.0 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 August 18, 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 12,840 : : Positions : : 11,590 8,810 335 50 295 50 950 135 150 2,035 80 : : : : Changes from: August 11, 2020 : : -375 -1,035 335 -75 30 -60 730 135 150 360 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 68.6 2.6 0.4 2.3 0.4 7.4 1.1 1.2 15.8 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 28 . . . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 10,678 : : Positions : : 8,573 9,579 916 107 24 350 0 0 460 572 355 : : : : Changes from: August 11, 2020 : : 125 -175 100 0 0 0 0 0 -400 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 89.7 8.6 1.0 0.2 3.3 0.0 0.0 4.3 5.4 3.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 20 . . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 86,312 : : Positions : : 61,230 63,181 15,892 10,691 1,740 0 3,430 0 0 0 0 : : : : Changes from: August 11, 2020 : : 260 500 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 73.2 18.4 12.4 2.0 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 73,203 : : Positions : : 52,240 52,458 12,608 8,540 2,365 0 3,850 0 0 0 0 : : : : Changes from: August 11, 2020 : : 270 450 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 71.7 17.2 11.7 3.2 0.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 24,680 : : Positions : : 6,525 15,725 9,145 0 4,425 300 975 0 1,010 0 0 : : : : Changes from: August 11, 2020 : : 300 0 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.4 63.7 37.1 0.0 17.9 1.2 4.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 11 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 60,832 : : Positions : : 34,898 22,065 7,418 23,641 0 11,620 7,535 3,480 0 960 0 : : : : Changes from: August 11, 2020 : : 860 210 1,540 600 -480 0 1,590 -270 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 36.3 12.2 38.9 0.0 19.1 12.4 5.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 40,736 : : Positions : : 22,512 16,975 10,493 13,285 0 2,215 4,875 3,015 0 360 300 : : : : Changes from: August 11, 2020 : : 65 -225 1,540 600 -360 0 1,240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 41.7 25.8 32.6 0.0 5.4 12.0 7.4 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 21,806 : : Positions : : 13,010 12,816 4,780 1,999 555 0 3,155 1,800 0 0 0 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 58.8 21.9 9.2 2.5 0.0 14.5 8.3 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 August 18, 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 93,419 : : Positions : : 57,574 33,134 0 34,055 4,245 12,075 1,350 1,315 0 1,095 1,325 : : : : Changes from: August 11, 2020 : : -1,015 1,505 0 -1,200 505 1,200 0 0 0 -120 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 35.5 0.0 36.5 4.5 12.9 1.4 1.4 0.0 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 89,754 : : Positions : : 55,484 32,534 0 31,150 4,025 13,200 1,350 1,205 0 3,610 525 : : : : Changes from: August 11, 2020 : : -710 1,395 0 -900 265 1,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 36.2 0.0 34.7 4.5 14.7 1.5 1.3 0.0 4.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 21,837 : : Positions : : 13,371 3,899 0 1,042 727 2,105 7,895 505 850 3,920 455 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 17.9 0.0 4.8 3.3 9.6 36.2 2.3 3.9 18.0 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 21,457 : : Positions : : 13,171 3,999 0 1,712 608 2,105 7,645 520 850 3,200 700 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 18.6 0.0 8.0 2.8 9.8 35.6 2.4 4.0 14.9 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 29,198 : : Positions : : 13,888 10,925 472 9,785 1,091 10,940 150 0 0 5,175 995 : : : : Changes from: August 11, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 37.4 1.6 33.5 3.7 37.5 0.5 0.0 0.0 17.7 3.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 72,512 : : Positions : : 19,918 61,285 15,307 8,705 140 26,410 0 0 8,765 0 0 : : : : Changes from: August 11, 2020 : : 735 1,205 -200 -1,000 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 84.5 21.1 12.0 0.2 36.4 0.0 0.0 12.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 71,915 : : Positions : : 20,015 60,370 15,805 9,205 340 26,010 0 0 8,065 0 0 : : : : Changes from: August 11, 2020 : : 240 390 300 200 270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 83.9 22.0 12.8 0.5 36.2 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 58,185 : : Positions : : 20,075 51,975 8,570 1,630 1,875 5,450 295 35 19,500 0 140 : : : : Changes from: August 11, 2020 : : 275 45 -80 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 89.3 14.7 2.8 3.2 9.4 0.5 0.1 33.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 49,260 : : Positions : : 19,235 43,370 8,960 1,990 1,110 5,450 245 35 11,800 0 490 : : : : Changes from: August 11, 2020 : : 275 45 -80 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 88.0 18.2 4.0 2.3 11.1 0.5 0.1 24.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,130 : : Positions : : 9,380 9,280 900 0 780 85 2,875 0 2,085 765 530 : : : : Changes from: August 11, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 54.2 5.3 0.0 4.6 0.5 16.8 0.0 12.2 4.5 3.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 66,860 : : Positions : : 34,900 39,390 4,290 0 2,540 2,370 16,250 900 14,965 1,225 1,270 : : : : Changes from: August 11, 2020 : : -160 4,430 725 0 -370 0 -3,600 300 265 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 58.9 6.4 0.0 3.8 3.5 24.3 1.3 22.4 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 61,275 : : Positions : : 34,620 34,550 3,925 0 2,660 2,145 16,250 900 11,250 1,225 1,270 : : : : Changes from: August 11, 2020 : : -210 4,280 725 0 -400 0 -3,600 300 165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 56.4 6.4 0.0 4.3 3.5 26.5 1.5 18.4 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 65,112 : : Positions : : 37,744 23,771 0 18,768 90 18,605 110 3,755 25 13,780 1,655 : : : : Changes from: August 11, 2020 : : 300 350 0 950 -25 1,550 -50 0 0 600 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 36.5 0.0 28.8 0.1 28.6 0.2 5.8 0.0 21.2 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 54,206 : : Positions : : 34,903 20,316 0 15,792 90 10,730 185 3,790 25 9,590 1,900 : : : : Changes from: August 11, 2020 : : 0 0 0 950 -250 1,500 -50 0 0 600 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 37.5 0.0 29.1 0.2 19.8 0.3 7.0 0.0 17.7 3.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 189,052 : : Positions : : 104,013 79,491 17,818 460 8,797 400 29,080 9,745 1,270 14,340 2,575 : : : : Changes from: August 11, 2020 : : 1,562 -3,568 1,125 0 35 200 6,700 0 45 -255 395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 42.0 9.4 0.2 4.7 0.2 15.4 5.2 0.7 7.6 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 151,170 : : Positions : : 77,528 69,089 18,861 0 4,165 230 20,385 9,265 1,780 8,800 2,525 : : : : Changes from: August 11, 2020 : : 1,710 -3,565 825 0 -170 200 6,650 -25 505 105 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 45.7 12.5 0.0 2.8 0.2 13.5 6.1 1.2 5.8 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 22,850 : : Positions : : 8,080 18,255 9,445 880 2,200 2,100 250 0 0 0 0 : : : : Changes from: August 11, 2020 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 79.9 41.3 3.9 9.6 9.2 1.1 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 August 18, 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 68,216 : : Positions : : 26,975 37,230 17,821 5,251 9,425 1,115 235 8,150 0 3,295 0 : : : : Changes from: August 11, 2020 : : -115 -800 50 -15 0 -515 235 -235 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 54.6 26.1 7.7 13.8 1.6 0.3 11.9 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 58,787 : : Positions : : 24,932 29,725 10,821 4,278 6,654 1,150 435 8,325 0 2,720 0 : : : : Changes from: August 11, 2020 : : 820 60 0 60 -160 -265 435 -435 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 50.6 18.4 7.3 11.3 2.0 0.7 14.2 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 44,447 : : Positions : : 21,282 19,815 160 6,482 5,330 5,625 2,220 6,255 980 0 700 : : : : Changes from: August 11, 2020 : : -1,200 -900 0 -300 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 44.6 0.4 14.6 12.0 12.7 5.0 14.1 2.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 50,425 : : Positions : : 15,335 29,555 0 5,640 4,485 21,345 2,480 4,425 980 0 700 : : : : Changes from: August 11, 2020 : : -285 -470 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 58.6 0.0 11.2 8.9 42.3 4.9 8.8 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 183,940 : : Positions : : 96,291 115,306 13,950 4,443 22,958 7,725 1,510 7,725 2,760 10 640 : : : : Changes from: August 11, 2020 : : 3,847 3,999 430 1,063 -948 640 -200 -40 0 -40 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 62.7 7.6 2.4 12.5 4.2 0.8 4.2 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 125,150 : : Positions : : 72,305 71,637 2,180 11,018 14,120 6,790 770 7,935 2,165 0 0 : : : : Changes from: August 11, 2020 : : 4,620 4,760 -1,750 -850 -2,590 1,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 57.2 1.7 8.8 11.3 5.4 0.6 6.3 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 25 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 21, 2020