Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 15,049 : : Positions : : 12,081 7,505 89 2,273 366 151 0 180 0 2,564 1,314 : : : : Changes from: September 22, 2020 : : -1,733 -1,071 -107 24 -336 -53 -170 -43 -268 -979 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 49.9 0.6 15.1 2.4 1.0 0.0 1.2 0.0 17.0 8.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 10,132 : : Positions : : 5,506 5,862 771 998 911 1,035 549 289 672 806 522 : : : : Changes from: September 22, 2020 : : -880 -680 0 -16 -456 0 -97 -27 147 -49 -501 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 57.9 7.6 9.9 9.0 10.2 5.4 2.9 6.6 8.0 5.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 18 . . . . . . 4 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 35,836 : : Positions : : 22,584 31,274 4,271 1,469 1,796 934 105 496 5,165 241 455 : : : : Changes from: September 22, 2020 : : 50 25 -28 200 0 28 -75 0 175 75 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 87.3 11.9 4.1 5.0 2.6 0.3 1.4 14.4 0.7 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 20 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 31,534 : : Positions : : 24,395 25,313 0 4,785 986 843 0 150 4,860 0 300 : : : : Changes from: September 22, 2020 : : 210 140 0 -175 49 -50 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.3 0.0 15.2 3.1 2.7 0.0 0.5 15.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 0 . . . 0 . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 138,999 : : Positions : : 99,965 105,367 566 14,374 9,647 17,616 393 2,108 5,892 4,273 2,654 : : : : Changes from: September 22, 2020 : : -1,745 387 152 -1,625 524 213 -2 -615 370 240 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 75.8 0.4 10.3 6.9 12.7 0.3 1.5 4.2 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 31 34 . . 5 10 . 7 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 62,539 : : Positions : : 51,614 46,083 2,470 10,486 3,367 3,049 0 273 500 930 1,266 : : : : Changes from: September 22, 2020 : : 1,695 1,149 0 55 -5 -291 -25 75 25 250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.7 3.9 16.8 5.4 4.9 0.0 0.4 0.8 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 24 . . . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 37,284 : : Positions : : 35,224 27,430 467 6,747 818 0 804 0 525 1,235 250 : : : : Changes from: September 22, 2020 : : 2,115 2,265 300 -450 234 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 73.6 1.3 18.1 2.2 0.0 2.2 0.0 1.4 3.3 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 54,388 : : Positions : : 33,227 21,986 765 23,096 2,705 14,155 0 50 668 4,077 2,401 : : : : Changes from: September 22, 2020 : : -138 157 0 -248 160 0 0 0 12 95 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 40.4 1.4 42.5 5.0 26.0 0.0 0.1 1.2 7.5 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . . 5 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 69,321 : : Positions : : 41,209 24,242 0 36,000 3,053 20,110 125 150 1,275 2,586 3,100 : : : : Changes from: September 22, 2020 : : -387 80 0 -510 -266 -23 0 25 -11 4 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 35.0 0.0 51.9 4.4 29.0 0.2 0.2 1.8 3.7 4.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 23 0 4 4 7 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 67,479 : : Positions : : 50,056 42,154 9,610 20,082 3,146 25 150 0 2,741 498 1,449 : : : : Changes from: September 22, 2020 : : 55 -130 -120 55 0 0 0 0 15 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 62.5 14.2 29.8 4.7 0.0 0.2 0.0 4.1 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 21 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 84,847 : : Positions : : 61,314 47,207 17,957 34,078 795 25 210 0 2,413 661 1,881 : : : : Changes from: September 22, 2020 : : 76 -314 140 526 0 0 0 0 1 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 55.6 21.2 40.2 0.9 0.0 0.2 0.0 2.8 0.8 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 23 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 39,715 : : Positions : : 26,214 36,182 9,980 0 3,049 100 0 0 100 220 0 : : : : Changes from: September 22, 2020 : : 510 360 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 91.1 25.1 0.0 7.7 0.3 0.0 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 27,872 : : Positions : : 26,257 14,588 0 11,779 859 0 600 0 360 46 0 : : : : Changes from: September 22, 2020 : : 36 136 0 -100 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 52.3 0.0 42.3 3.1 0.0 2.2 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 23,306 : : Positions : : 13,724 21,009 5,230 0 1,865 0 0 0 2,050 87 345 : : : : Changes from: September 22, 2020 : : -650 250 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 90.1 22.4 0.0 8.0 0.0 0.0 0.0 8.8 0.4 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 September 29, 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 92,973 : : Positions : : 69,329 67,796 125 9,031 8,118 6,515 174 1,131 5,542 4,772 1,790 : : : : Changes from: September 22, 2020 : : 6,139 4,711 0 1,839 -729 322 -537 623 298 559 -219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 72.9 0.1 9.7 8.7 7.0 0.2 1.2 6.0 5.1 1.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 32 . . . 7 . 5 7 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 20,151 : : Positions : : 14,509 17,497 3,928 0 954 100 100 600 0 1,000 0 : : : : Changes from: September 22, 2020 : : 1,000 700 700 0 -42 -600 100 600 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 86.8 19.5 0.0 4.7 0.5 0.5 3.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 19,502 : : Positions : : 13,860 16,848 3,928 0 954 100 100 600 0 1,000 0 : : : : Changes from: September 22, 2020 : : 620 320 700 0 -42 -600 100 600 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 86.4 20.1 0.0 4.9 0.5 0.5 3.1 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 54,218 : : Positions : : 47,025 42,142 0 4,391 3,032 100 0 600 1,770 2,275 1,385 : : : : Changes from: September 22, 2020 : : 2,738 3,838 0 700 -700 100 -600 600 600 -500 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 77.7 0.0 8.1 5.6 0.2 0.0 1.1 3.3 4.2 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 45,662 : : Positions : : 34,762 40,547 6,054 50 4,509 100 0 0 200 260 0 : : : : Changes from: September 22, 2020 : : 1,365 1,210 -105 50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 88.8 13.3 0.1 9.9 0.2 0.0 0.0 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 44,720 : : Positions : : 38,980 29,849 150 9,541 3,497 1,470 963 50 0 595 100 : : : : Changes from: September 22, 2020 : : -665 -454 150 -111 91 -20 0 20 0 30 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 66.7 0.3 21.3 7.8 3.3 2.2 0.1 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 61,867 : : Positions : : 47,473 58,807 9,016 310 2,325 0 25 0 2,235 100 60 : : : : Changes from: September 22, 2020 : : -790 725 945 0 0 0 0 0 570 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 95.1 14.6 0.5 3.8 0.0 0.0 0.0 3.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 12 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 65,600 : : Positions : : 54,221 59,091 5,160 2,235 3,075 0 726 0 2,405 0 273 : : : : Changes from: September 22, 2020 : : -1,115 325 940 0 0 0 50 0 570 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 90.1 7.9 3.4 4.7 0.0 1.1 0.0 3.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 14 4 . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 83,990 : : Positions : : 67,843 75,552 9,242 4,254 1,073 0 534 0 3,621 506 2,056 : : : : Changes from: September 22, 2020 : : 257 640 374 -125 100 0 6 0 144 254 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 90.0 11.0 5.1 1.3 0.0 0.6 0.0 4.3 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 102,990 : : Positions : : 84,037 90,003 10,312 4,530 2,321 285 584 335 1,814 1,661 3,486 : : : : Changes from: September 22, 2020 : : -97 278 290 -56 126 90 -107 0 -19 157 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 87.4 10.0 4.4 2.3 0.3 0.6 0.3 1.8 1.6 3.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 22 5 . . . 4 4 . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 58,949 : : Positions : : 40,178 53,018 17,549 1,072 709 0 3,977 13 405 0 95 : : : : Changes from: September 22, 2020 : : -1,855 -1,703 0 5 0 0 -122 13 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 89.9 29.8 1.8 1.2 0.0 6.7 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 48,545 : : Positions : : 31,135 47,570 16,960 0 450 0 225 0 0 300 0 : : : : Changes from: September 22, 2020 : : -2,205 -2,280 -75 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 98.0 34.9 0.0 0.9 0.0 0.5 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 57,267 : : Positions : : 35,090 49,362 14,723 0 5,711 550 325 0 592 1,311 491 : : : : Changes from: September 22, 2020 : : -995 -2,990 -1,485 0 135 0 0 0 -570 -60 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 86.2 25.7 0.0 10.0 1.0 0.6 0.0 1.0 2.3 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 5 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 65,301 : : Positions : : 44,096 53,432 11,859 330 5,479 1,568 3,352 225 892 1,548 631 : : : : Changes from: September 22, 2020 : : -325 -2,429 -1,593 0 262 -30 30 30 -473 -2 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 81.8 18.2 0.5 8.4 2.4 5.1 0.3 1.4 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 23,709 : : Positions : : 10,321 20,537 12,758 0 242 0 1,575 0 70 1,250 0 : : : : Changes from: September 22, 2020 : : -400 190 480 0 -194 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 86.6 53.8 0.0 1.0 0.0 6.6 0.0 0.3 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 23,349 : : Positions : : 10,255 22,212 12,405 0 132 0 525 0 0 480 0 : : : : Changes from: September 22, 2020 : : -505 55 500 0 -252 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 95.1 53.1 0.0 0.6 0.0 2.2 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 28,418 : : Positions : : 22,489 20,459 2,585 5,317 463 0 294 180 1,450 344 680 : : : : Changes from: September 22, 2020 : : 2,761 2,761 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 72.0 9.1 18.7 1.6 0.0 1.0 0.6 5.1 1.2 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,136 : : Positions : : 13,688 14,234 1,373 760 214 0 680 0 536 557 227 : : : : Changes from: September 22, 2020 : : 375 675 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 83.1 8.0 4.4 1.2 0.0 4.0 0.0 3.1 3.3 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 56,116 : : Positions : : 41,708 26,287 7,589 20,984 501 2,595 5,344 205 1,899 1,306 1,449 : : : : Changes from: September 22, 2020 : : 140 -433 -207 10 298 10 208 -10 -150 -40 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 46.8 13.5 37.4 0.9 4.6 9.5 0.4 3.4 2.3 2.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 20 5 . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 34,316 : : Positions : : 29,246 11,707 1,439 17,627 993 750 2,100 40 551 687 985 : : : : Changes from: September 22, 2020 : : 128 -573 -478 0 118 0 168 0 0 -5 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 34.1 4.2 51.4 2.9 2.2 6.1 0.1 1.6 2.0 2.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 17,182 : : Positions : : 8,031 16,581 7,860 0 375 200 36 50 580 100 25 : : : : Changes from: September 22, 2020 : : -30 45 70 0 -95 0 0 0 30 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 96.5 45.7 0.0 2.2 1.2 0.2 0.3 3.4 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 22,293 : : Positions : : 9,503 21,943 11,338 0 275 0 0 0 1,075 25 50 : : : : Changes from: September 22, 2020 : : -193 71 314 0 -240 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 98.4 50.9 0.0 1.2 0.0 0.0 0.0 4.8 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . 0 . 0 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 10,723 : : Positions : : 6,083 7,240 2,063 1,800 1,028 90 0 0 350 100 420 : : : : Changes from: September 22, 2020 : : 25 0 -25 100 0 0 0 0 100 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 67.5 19.2 16.8 9.6 0.8 0.0 0.0 3.3 0.9 3.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 9,943 : : Positions : : 5,435 6,390 2,027 1,800 1,043 90 0 0 220 100 475 : : : : Changes from: September 22, 2020 : : 175 150 -25 100 0 0 0 0 100 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 64.3 20.4 18.1 10.5 0.9 0.0 0.0 2.2 1.0 4.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 46,403 : : Positions : : 18,410 43,373 22,935 0 200 125 50 0 1,760 100 2,670 : : : : Changes from: September 22, 2020 : : 0 1,800 1,500 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 93.5 49.4 0.0 0.4 0.3 0.1 0.0 3.8 0.2 5.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 46,693 : : Positions : : 19,150 43,838 22,565 0 200 125 50 0 1,855 100 2,495 : : : : Changes from: September 22, 2020 : : 0 1,800 1,500 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 93.9 48.3 0.0 0.4 0.3 0.1 0.0 4.0 0.2 5.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,231 : : Positions : : 84,244 90,830 21,233 7,614 7,259 0 2,424 820 1,515 6,147 1,108 : : : : Changes from: September 22, 2020 : : 4,011 3,425 82 1,195 50 0 -27 0 50 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 78.1 18.3 6.6 6.2 0.0 2.1 0.7 1.3 5.3 1.0 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 29 4 . . 0 5 4 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 127,175 : : Positions : : 90,471 102,589 20,867 4,135 8,560 1,007 1,426 2,698 1,330 5,580 2,148 : : : : Changes from: September 22, 2020 : : 3,987 3,917 -87 845 61 400 -113 74 -110 -419 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 80.7 16.4 3.3 6.7 0.8 1.1 2.1 1.0 4.4 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 38 31 5 . 5 . . 5 . 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 561,662 : : Positions : : 331,237 373,566 24,999 4,262 100,269 22,341 14,386 37,679 19,414 6,493 24,000 : : : : Changes from: September 22, 2020 : : 665 1,610 785 559 -515 307 -739 -1,302 -124 979 -1,153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 66.5 4.5 0.8 17.9 4.0 2.6 6.7 3.5 1.2 4.3 : : : : Number of Traders in Each Category Total Traders: 101 : : 44 42 4 . 5 9 11 11 18 9 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 17,075 : : Positions : : 10,509 14,310 1,445 645 1,265 760 399 266 2,645 25 25 : : : : Changes from: September 22, 2020 : : 40 60 0 -20 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 83.8 8.5 3.8 7.4 4.5 2.3 1.6 15.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 14,311 : : Positions : : 8,137 11,160 1,485 887 1,429 235 600 65 2,795 25 25 : : : : Changes from: September 22, 2020 : : 40 40 0 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 78.0 10.4 6.2 10.0 1.6 4.2 0.5 19.5 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 8,887 : : Positions : : 7,283 7,869 394 0 100 330 0 0 100 285 630 : : : : Changes from: September 22, 2020 : : -20 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 88.5 4.4 0.0 1.1 3.7 0.0 0.0 1.1 3.2 7.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 87,011 : : Positions : : 62,333 62,925 14,578 12,201 1,750 0 2,805 0 1,020 0 0 : : : : Changes from: September 22, 2020 : : 488 403 -60 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 72.3 16.8 14.0 2.0 0.0 3.2 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 74,940 : : Positions : : 53,601 53,275 11,722 9,985 2,395 0 3,095 0 840 0 0 : : : : Changes from: September 22, 2020 : : 207 177 -30 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 71.1 15.6 13.3 3.2 0.0 4.1 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 24,900 : : Positions : : 8,155 14,060 5,315 0 5,705 950 960 0 870 0 0 : : : : Changes from: September 22, 2020 : : 300 120 -180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 56.5 21.3 0.0 22.9 3.8 3.9 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 62,669 : : Positions : : 38,616 23,410 5,480 22,056 405 11,560 9,480 3,135 0 910 50 : : : : Changes from: September 22, 2020 : : 350 455 165 0 0 -60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 37.4 8.7 35.2 0.6 18.4 15.1 5.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 42,899 : : Positions : : 27,113 18,883 8,425 12,240 30 2,065 6,320 2,990 0 360 300 : : : : Changes from: September 22, 2020 : : 45 -390 -435 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 44.0 19.6 28.5 0.1 4.8 14.7 7.0 0.0 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 20,821 : : Positions : : 12,095 12,837 4,390 1,131 505 0 2,920 1,800 0 0 0 : : : : Changes from: September 22, 2020 : : -300 300 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 61.7 21.1 5.4 2.4 0.0 14.0 8.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 91,628 : : Positions : : 55,053 32,270 0 34,060 3,370 13,705 1,460 1,230 0 958 1,430 : : : : Changes from: September 22, 2020 : : 740 695 0 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 35.2 0.0 37.2 3.7 15.0 1.6 1.3 0.0 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 88,644 : : Positions : : 53,874 31,709 0 32,040 3,110 14,505 1,385 1,280 0 3,215 525 : : : : Changes from: September 22, 2020 : : 890 405 0 485 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 35.8 0.0 36.1 3.5 16.4 1.6 1.4 0.0 3.6 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 September 29, 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 23,301 : : Positions : : 12,960 3,799 1,219 200 934 0 6,940 2,345 825 4,485 420 : : : : Changes from: September 22, 2020 : : -1 24 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 16.3 5.2 0.9 4.0 0.0 29.8 10.1 3.5 19.2 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 23,061 : : Positions : : 13,035 3,889 634 200 1,484 0 6,940 2,345 825 3,885 545 : : : : Changes from: September 22, 2020 : : -1 24 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 16.9 2.7 0.9 6.4 0.0 30.1 10.2 3.6 16.8 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 70,410 : : Positions : : 18,885 61,950 16,480 6,315 35 24,195 0 0 8,965 0 0 : : : : Changes from: September 22, 2020 : : -100 545 360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.8 88.0 23.4 9.0 0.0 34.4 0.0 0.0 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 69,975 : : Positions : : 19,010 61,105 16,755 6,660 315 24,195 0 0 8,090 0 0 : : : : Changes from: September 22, 2020 : : 50 410 360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 87.3 23.9 9.5 0.5 34.6 0.0 0.0 11.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 57,540 : : Positions : : 21,195 50,545 5,890 1,410 2,790 5,250 210 45 19,520 0 170 : : : : Changes from: September 22, 2020 : : 1,225 -100 -900 0 600 0 0 0 -425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 87.8 10.2 2.5 4.8 9.1 0.4 0.1 33.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 48,920 : : Positions : : 19,865 41,915 6,340 1,770 2,025 5,250 135 45 12,195 0 570 : : : : Changes from: September 22, 2020 : : 1,250 -50 -900 0 600 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 85.7 13.0 3.6 4.1 10.7 0.3 0.1 24.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 68,300 : : Positions : : 35,055 39,660 1,500 2,160 3,575 3,865 14,000 670 16,275 1,200 1,275 : : : : Changes from: September 22, 2020 : : 925 0 0 900 0 0 -100 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 58.1 2.2 3.2 5.2 5.7 20.5 1.0 23.8 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 62,165 : : Positions : : 33,655 35,000 1,500 1,300 3,940 3,665 14,000 670 12,605 1,200 1,275 : : : : Changes from: September 22, 2020 : : 925 0 0 900 0 0 -100 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 56.3 2.4 2.1 6.3 5.9 22.5 1.1 20.3 1.9 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 13 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 64,737 : : Positions : : 37,346 23,456 0 19,705 90 19,115 160 4,105 0 13,180 1,355 : : : : Changes from: September 22, 2020 : : 140 -310 0 625 0 400 100 0 0 125 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 36.2 0.0 30.4 0.1 29.5 0.2 6.3 0.0 20.4 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 54,876 : : Positions : : 34,041 20,341 0 17,220 90 12,515 210 4,080 0 8,985 1,600 : : : : Changes from: September 22, 2020 : : 565 90 0 400 0 300 100 5 0 275 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 37.1 0.0 31.4 0.2 22.8 0.4 7.4 0.0 16.4 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 190,094 : : Positions : : 103,760 78,477 23,818 535 7,079 550 34,317 6,990 1,200 15,940 1,800 : : : : Changes from: September 22, 2020 : : -571 2,374 2,270 50 165 150 450 0 0 -1,025 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 41.3 12.5 0.3 3.7 0.3 18.1 3.7 0.6 8.4 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 153,386 : : Positions : : 79,113 66,562 22,835 0 3,751 450 26,782 6,740 1,200 10,230 2,740 : : : : Changes from: September 22, 2020 : : -550 2,095 1,920 0 -157 150 400 0 0 -950 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 43.4 14.9 0.0 2.4 0.3 17.5 4.4 0.8 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 68,794 : : Positions : : 27,355 38,073 15,451 5,261 9,670 3,255 0 8,055 83 2,900 0 : : : : Changes from: September 22, 2020 : : 720 860 0 -140 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 55.3 22.5 7.6 14.1 4.7 0.0 11.7 0.1 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 59,340 : : Positions : : 25,125 31,550 8,661 3,041 7,759 3,100 0 8,455 0 2,400 0 : : : : Changes from: September 22, 2020 : : 555 890 95 -240 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 53.2 14.6 5.1 13.1 5.2 0.0 14.2 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 42,770 : : Positions : : 21,045 20,445 560 4,790 5,040 5,175 2,965 5,765 1,120 0 560 : : : : Changes from: September 22, 2020 : : 395 110 -240 0 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 47.8 1.3 11.2 11.8 12.1 6.9 13.5 2.6 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 50,600 : : Positions : : 16,640 30,045 0 4,880 4,460 20,420 3,255 4,250 1,120 0 560 : : : : Changes from: September 22, 2020 : : 265 75 0 190 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 59.4 0.0 9.6 8.8 40.4 6.4 8.4 2.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 16 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 193,487 : : Positions : : 111,506 118,966 2,597 4,119 29,316 9,500 3,445 7,395 2,320 10 640 : : : : Changes from: September 22, 2020 : : 2,522 -359 -3,841 -722 1,899 205 -45 45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 61.5 1.3 2.1 15.2 4.9 1.8 3.8 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 29, 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 131,485 : : Positions : : 76,705 74,850 1,950 10,660 15,200 5,310 325 10,060 1,870 0 0 : : : : Changes from: September 22, 2020 : : -815 -340 25 -450 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 56.9 1.5 8.1 11.6 4.0 0.2 7.7 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 02, 2020