Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 16,601 : : Positions : : 12,716 8,095 120 3,046 414 0 401 164 152 1,550 2,094 : : : : Changes from: November 3, 2020 : : 895 909 35 34 5 0 305 0 152 -285 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 48.8 0.7 18.3 2.5 0.0 2.4 1.0 0.9 9.3 12.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 5,089 : : Positions : : 2,568 3,317 686 519 895 431 80 5 60 231 0 : : : : Changes from: November 3, 2020 : : -1,672 -660 -22 -110 0 -217 -80 -91 -24 -1,065 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 65.2 13.5 10.2 17.6 8.5 1.6 0.1 1.2 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 12 . . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 34,061 : : Positions : : 20,682 28,672 3,986 1,657 1,890 1,488 25 390 4,750 752 670 : : : : Changes from: November 3, 2020 : : 1,038 -167 -390 -75 149 -50 25 0 -410 350 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 84.2 11.7 4.9 5.5 4.4 0.1 1.1 13.9 2.2 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 31,484 : : Positions : : 24,606 24,129 0 3,812 1,293 590 0 150 4,610 1,865 235 : : : : Changes from: November 3, 2020 : : 40 115 0 -100 145 0 0 0 25 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 76.6 0.0 12.1 4.1 1.9 0.0 0.5 14.6 5.9 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 133,211 : : Positions : : 92,435 100,790 1,130 11,580 12,378 17,727 591 1,722 5,678 4,193 1,621 : : : : Changes from: November 3, 2020 : : -3,218 -3,411 304 -766 -856 -860 198 -284 -842 -1,183 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 75.7 0.8 8.7 9.3 13.3 0.4 1.3 4.3 3.1 1.2 : : : : Number of Traders in Each Category Total Traders: 64 : : 31 32 . 4 6 8 4 6 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 59,445 : : Positions : : 45,567 42,871 1,970 10,311 4,113 4,416 0 75 2,015 745 1,289 : : : : Changes from: November 3, 2020 : : -2,910 -2,838 -250 -10 -160 -13 0 -82 -50 -375 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 72.1 3.3 17.3 6.9 7.4 0.0 0.1 3.4 1.3 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . . . 4 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 34,153 : : Positions : : 32,377 24,660 430 6,256 971 0 459 0 300 1,732 75 : : : : Changes from: November 3, 2020 : : -1,819 -2,000 -8 173 -48 0 0 0 150 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 72.2 1.3 18.3 2.8 0.0 1.3 0.0 0.9 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 52,378 : : Positions : : 32,059 17,856 1,272 25,109 2,635 13,830 0 50 697 4,974 1,673 : : : : Changes from: November 3, 2020 : : -926 -1,074 -400 -492 -320 -100 0 0 7 325 -331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 34.1 2.4 47.9 5.0 26.4 0.0 0.1 1.3 9.5 3.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 20 . 4 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 68,338 : : Positions : : 40,367 19,001 1,260 39,285 3,243 19,181 333 250 1,314 3,457 2,416 : : : : Changes from: November 3, 2020 : : -224 -1,274 25 -277 -312 -844 100 70 29 325 -326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 27.8 1.8 57.5 4.7 28.1 0.5 0.4 1.9 5.1 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 18 . 5 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 64,372 : : Positions : : 47,087 37,552 10,063 20,784 3,701 0 50 0 1,315 471 1,814 : : : : Changes from: November 3, 2020 : : -2,978 -2,365 -532 -903 -55 0 -75 0 -180 -32 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 58.3 15.6 32.3 5.7 0.0 0.1 0.0 2.0 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 80,328 : : Positions : : 58,366 39,353 16,967 36,776 1,227 108 75 0 975 580 2,281 : : : : Changes from: November 3, 2020 : : -3,340 -2,582 -773 -1,620 -70 0 -115 0 -256 8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 49.0 21.1 45.8 1.5 0.1 0.1 0.0 1.2 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 22 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 37,690 : : Positions : : 24,856 33,817 9,453 30 3,019 50 0 0 50 170 0 : : : : Changes from: November 3, 2020 : : -78 -545 -277 30 -30 -50 0 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 89.7 25.1 0.1 8.0 0.1 0.0 0.0 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 26,838 : : Positions : : 25,257 14,850 0 10,528 855 0 600 0 360 0 0 : : : : Changes from: November 3, 2020 : : -1,010 -588 0 -437 -188 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 55.3 0.0 39.2 3.2 0.0 2.2 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 17 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 90,669 : : Positions : : 70,553 68,645 225 7,682 7,288 5,531 279 414 4,595 4,754 1,500 : : : : Changes from: November 3, 2020 : : -2,948 -2,198 -76 -751 174 -208 79 -20 -23 -177 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 75.7 0.2 8.5 8.0 6.1 0.3 0.5 5.1 5.2 1.7 : : : : Number of Traders in Each Category Total Traders: 66 : : 35 30 . . . 4 . . 9 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 21,284 : : Positions : : 16,393 19,093 2,850 50 1,931 50 160 0 0 50 0 : : : : Changes from: November 3, 2020 : : 1,150 560 -530 0 826 -25 60 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 89.7 13.4 0.2 9.1 0.2 0.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 20,968 : : Positions : : 15,556 18,944 3,538 50 1,764 50 160 0 0 50 0 : : : : Changes from: November 3, 2020 : : 1,141 539 -542 0 720 -25 60 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 90.3 16.9 0.2 8.4 0.2 0.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 60,242 : : Positions : : 54,368 46,649 0 7,147 3,698 360 0 0 830 1,660 700 : : : : Changes from: November 3, 2020 : : -1,473 -1,434 0 -364 720 60 0 0 -290 85 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 77.4 0.0 11.9 6.1 0.6 0.0 0.0 1.4 2.8 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 0 . . . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 41,533 : : Positions : : 31,198 36,823 6,349 120 3,804 100 0 0 50 110 0 : : : : Changes from: November 3, 2020 : : -1,170 -1,685 -120 120 -655 -50 0 0 -125 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 88.7 15.3 0.3 9.2 0.2 0.0 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 42,549 : : Positions : : 38,950 28,875 170 10,103 1,896 970 775 50 50 720 0 : : : : Changes from: November 3, 2020 : : -595 -1,214 0 239 -559 -710 -25 0 5 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 67.9 0.4 23.7 4.5 2.3 1.8 0.1 0.1 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 56,460 : : Positions : : 43,701 53,031 7,030 150 2,955 0 0 0 1,977 0 84 : : : : Changes from: November 3, 2020 : : -3,245 -4,213 -910 -225 0 0 0 0 -55 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 93.9 12.5 0.3 5.2 0.0 0.0 0.0 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 4 . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 60,278 : : Positions : : 49,134 53,069 5,472 4,010 2,609 0 130 0 2,346 0 262 : : : : Changes from: November 3, 2020 : : -3,016 -2,702 266 -285 -70 0 -93 0 -167 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 88.0 9.1 6.7 4.3 0.0 0.2 0.0 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 13 4 . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 87,701 : : Positions : : 69,584 78,340 10,949 4,115 1,234 0 534 0 3,128 798 2,650 : : : : Changes from: November 3, 2020 : : -2,586 -2,848 -327 -331 58 0 0 0 -226 31 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 89.3 12.5 4.7 1.4 0.0 0.6 0.0 3.6 0.9 3.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 21 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 104,994 : : Positions : : 83,975 91,959 11,874 4,304 2,643 330 946 178 2,426 1,610 3,079 : : : : Changes from: November 3, 2020 : : -4,086 -4,574 -362 -487 216 -230 401 -185 419 370 -484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 87.6 11.3 4.1 2.5 0.3 0.9 0.2 2.3 1.5 2.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 22 5 . 5 . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 53,573 : : Positions : : 34,051 48,158 17,862 540 905 0 3,575 0 405 0 350 : : : : Changes from: November 3, 2020 : : -2,349 -2,785 -612 -279 164 0 -12 -13 -150 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 89.9 33.3 1.0 1.7 0.0 6.7 0.0 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,795 : : Positions : : 29,196 43,085 15,980 116 319 0 225 0 150 1,900 150 : : : : Changes from: November 3, 2020 : : -1,834 -2,775 -600 116 -116 0 0 0 -150 75 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 94.1 34.9 0.3 0.7 0.0 0.5 0.0 0.3 4.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 55,454 : : Positions : : 34,375 45,883 12,764 542 7,036 350 240 0 469 1,393 318 : : : : Changes from: November 3, 2020 : : 793 -1,296 -1,884 -21 1,065 -100 -50 0 -6 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 82.7 23.0 1.0 12.7 0.6 0.4 0.0 0.8 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 61,099 : : Positions : : 42,711 48,444 10,231 1,488 5,245 957 3,360 105 731 1,684 393 : : : : Changes from: November 3, 2020 : : 1,216 -1,198 -1,253 914 286 -368 -45 15 48 91 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 79.3 16.7 2.4 8.6 1.6 5.5 0.2 1.2 2.8 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 25,377 : : Positions : : 10,707 20,965 13,537 0 635 0 2,580 0 0 948 164 : : : : Changes from: November 3, 2020 : : -166 -325 -127 0 -247 0 -5 0 -70 -15 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 82.6 53.3 0.0 2.5 0.0 10.2 0.0 0.0 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 4 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643BX Open Interest is 22,975 : : Positions : : 9,770 21,258 12,065 0 687 0 525 0 0 505 0 : : : : Changes from: November 3, 2020 : : -410 -640 -261 0 -152 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 92.5 52.5 0.0 3.0 0.0 2.3 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 27,126 : : Positions : : 21,960 19,227 2,255 5,648 299 0 74 180 1,091 293 689 : : : : Changes from: November 3, 2020 : : -958 -1,266 -75 -133 -11 0 -40 0 -205 -26 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.9 8.3 20.8 1.1 0.0 0.3 0.7 4.0 1.1 2.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 16,461 : : Positions : : 12,775 14,442 1,569 280 133 0 390 0 773 575 185 : : : : Changes from: November 3, 2020 : : -1,263 -862 121 -257 -131 0 -135 0 -100 -31 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 87.7 9.5 1.7 0.8 0.0 2.4 0.0 4.7 3.5 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 52,933 : : Positions : : 39,032 23,225 6,255 19,261 859 2,597 4,979 170 2,077 2,624 1,705 : : : : Changes from: November 3, 2020 : : -3,122 -3,257 -430 -472 -47 -13 -365 5 183 440 -272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 43.9 11.8 36.4 1.6 4.9 9.4 0.3 3.9 5.0 3.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 19 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 31,721 : : Positions : : 25,984 9,618 1,906 16,631 887 735 2,527 5 515 429 1,181 : : : : Changes from: November 3, 2020 : : -1,967 -2,485 141 572 -441 5 -15 -20 0 -70 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 30.3 6.0 52.4 2.8 2.3 8.0 0.0 1.6 1.4 3.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,687 : : Positions : : 4,892 16,135 10,065 0 525 200 0 0 960 0 0 : : : : Changes from: November 3, 2020 : : 50 475 200 0 0 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 96.7 60.3 0.0 3.1 1.2 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 21,538 : : Positions : : 6,994 21,448 12,903 0 40 0 0 0 1,525 0 50 : : : : Changes from: November 3, 2020 : : 125 325 200 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 99.6 59.9 0.0 0.2 0.0 0.0 0.0 7.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . 0 . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 10,140 : : Positions : : 5,567 6,845 1,496 1,405 1,460 30 0 10 595 0 310 : : : : Changes from: November 3, 2020 : : -240 -15 -203 -315 165 -25 0 0 30 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 67.5 14.8 13.9 14.4 0.3 0.0 0.1 5.9 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 9,457 : : Positions : : 4,943 5,935 1,572 1,505 1,472 40 0 0 415 0 415 : : : : Changes from: November 3, 2020 : : -235 -45 -208 -315 169 -25 0 0 30 0 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 62.8 16.6 15.9 15.6 0.4 0.0 0.0 4.4 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 49,161 : : Positions : : 17,790 45,811 26,550 160 550 100 0 0 1,350 0 2,615 : : : : Changes from: November 3, 2020 : : -620 -1,316 -455 150 -150 -25 0 0 -40 -50 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 93.2 54.0 0.3 1.1 0.2 0.0 0.0 2.7 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 49,391 : : Positions : : 18,445 46,166 26,235 160 550 100 0 0 1,355 0 2,490 : : : : Changes from: November 3, 2020 : : -595 -1,401 -70 150 -150 -25 0 0 -90 -50 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 93.5 53.1 0.3 1.1 0.2 0.0 0.0 2.7 0.0 5.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 112,622 : : Positions : : 82,712 84,277 19,172 9,891 7,227 0 2,529 735 1,354 6,571 1,363 : : : : Changes from: November 3, 2020 : : -4,229 -2,943 -149 387 -841 0 -75 -25 -418 458 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 74.8 17.0 8.8 6.4 0.0 2.2 0.7 1.2 5.8 1.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 28 5 . 5 0 5 . 4 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 121,106 : : Positions : : 88,602 93,753 18,349 6,466 8,915 175 1,842 1,850 1,375 6,500 1,753 : : : : Changes from: November 3, 2020 : : -5,897 -5,174 -145 617 -900 -184 375 -330 -115 417 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 77.4 15.2 5.3 7.4 0.1 1.5 1.5 1.1 5.4 1.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 29 5 . 6 . 4 4 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 252,199 : : Positions : : 154,976 178,058 16,305 15,544 21,703 28,415 9,074 8,312 15,630 12,463 6,604 : : : : Changes from: November 3, 2020 : : -713 -3,690 -382 2,180 -1,513 1,915 1,525 -969 -2,256 86 -1,414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 70.6 6.5 6.2 8.6 11.3 3.6 3.3 6.2 4.9 2.6 : : : : Number of Traders in Each Category Total Traders: 100 : : 42 41 . 5 6 10 9 9 14 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 15,935 : : Positions : : 10,262 12,920 820 567 1,703 730 600 65 2,255 0 0 : : : : Changes from: November 3, 2020 : : -162 -150 -150 48 -8 10 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 81.1 5.1 3.6 10.7 4.6 3.8 0.4 14.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 13,131 : : Positions : : 7,700 9,805 835 935 1,646 430 600 65 2,255 0 0 : : : : Changes from: November 3, 2020 : : -75 -210 -185 123 -83 35 0 0 -205 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 74.7 6.4 7.1 12.5 3.3 4.6 0.5 17.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 6,413 : : Positions : : 5,591 6,268 425 100 25 0 0 0 340 0 0 : : : : Changes from: November 3, 2020 : : -215 -670 -50 0 25 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 97.7 6.6 1.6 0.4 0.0 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 82,985 : : Positions : : 58,679 60,689 13,201 11,886 1,835 0 1,685 0 2,380 0 0 : : : : Changes from: November 3, 2020 : : -2,740 -1,956 -486 -250 60 0 -620 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 73.1 15.9 14.3 2.2 0.0 2.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 70,674 : : Positions : : 49,017 50,449 11,095 9,875 2,395 0 1,920 0 1,940 0 0 : : : : Changes from: November 3, 2020 : : -2,800 -1,921 -361 -195 30 0 -725 0 320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 71.4 15.7 14.0 3.4 0.0 2.7 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 24,200 : : Positions : : 7,815 13,935 5,880 0 5,275 900 930 0 640 0 0 : : : : Changes from: November 3, 2020 : : -480 -385 355 0 -110 -50 -15 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 57.6 24.3 0.0 21.8 3.7 3.8 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 54,492 : : Positions : : 32,164 18,847 5,164 20,011 26 11,205 8,985 2,725 0 910 50 : : : : Changes from: November 3, 2020 : : -1,882 -1,655 -858 -1,215 0 5 70 -215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 34.6 9.5 36.7 0.0 20.6 16.5 5.0 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 36,613 : : Positions : : 22,741 13,810 6,969 11,130 60 1,885 6,435 2,995 0 360 300 : : : : Changes from: November 3, 2020 : : -2,471 -2,674 -743 -735 60 -150 -20 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 37.7 19.0 30.4 0.2 5.1 17.6 8.2 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 22,109 : : Positions : : 12,767 15,402 5,263 0 1,820 0 3,240 0 0 0 0 : : : : Changes from: November 3, 2020 : : 1,089 1,427 18 0 -133 0 -185 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 69.7 23.8 0.0 8.2 0.0 14.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 90,279 : : Positions : : 51,759 30,309 2,480 36,400 4,365 14,495 1,000 465 0 960 1,210 : : : : Changes from: November 3, 2020 : : -1,695 -1,435 415 -180 -340 -580 -125 -170 0 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 33.6 2.7 40.3 4.8 16.1 1.1 0.5 0.0 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 87,089 : : Positions : : 48,469 30,524 3,275 32,600 4,625 15,480 1,000 705 0 3,100 385 : : : : Changes from: November 3, 2020 : : -2,385 -1,535 295 -725 -395 -560 -125 -215 0 -235 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 35.0 3.8 37.4 5.3 17.8 1.1 0.8 0.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 31,274 : : Positions : : 21,288 5,744 2,051 275 614 0 12,295 1,610 750 6,080 330 : : : : Changes from: November 3, 2020 : : 135 -259 191 50 -241 0 425 -400 -25 75 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 18.4 6.6 0.9 2.0 0.0 39.3 5.1 2.4 19.4 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 30,934 : : Positions : : 21,348 5,674 1,416 275 1,082 0 12,295 1,610 750 5,530 420 : : : : Changes from: November 3, 2020 : : 120 -269 216 50 -266 0 425 -400 -25 100 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 18.3 4.6 0.9 3.5 0.0 39.7 5.2 2.4 17.9 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 68,710 : : Positions : : 18,773 60,048 19,245 6,365 35 20,765 100 0 7,975 0 0 : : : : Changes from: November 3, 2020 : : -530 -3,645 -960 -160 0 -1,840 0 0 -490 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 87.4 28.0 9.3 0.1 30.2 0.1 0.0 11.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 66,450 : : Positions : : 19,070 58,045 17,660 5,970 165 20,915 500 0 7,100 0 0 : : : : Changes from: November 3, 2020 : : -690 -3,605 -1,015 -495 0 -1,940 0 0 -490 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 87.4 26.6 9.0 0.2 31.5 0.8 0.0 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 53,490 : : Positions : : 19,600 47,380 5,630 1,110 2,155 5,145 0 75 17,805 0 295 : : : : Changes from: November 3, 2020 : : -1,320 -3,055 -510 -140 -220 -125 0 0 -1,235 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 88.6 10.5 2.1 4.0 9.6 0.0 0.1 33.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 45,650 : : Positions : : 18,265 39,530 6,180 1,470 1,490 5,145 0 75 11,230 0 645 : : : : Changes from: November 3, 2020 : : -1,285 -2,675 -510 -140 -220 -125 0 0 -910 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 86.6 13.5 3.2 3.3 11.3 0.0 0.2 24.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,555 : : Positions : : 9,135 6,830 245 0 1,835 25 4,335 0 2,185 615 280 : : : : Changes from: November 3, 2020 : : -745 -760 -300 0 0 -25 -350 0 -75 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 41.3 1.5 0.0 11.1 0.2 26.2 0.0 13.2 3.7 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 16,190 : : Positions : : 8,540 6,825 495 0 1,980 25 4,335 0 2,735 605 120 : : : : Changes from: November 3, 2020 : : -730 -760 -330 0 0 -25 -350 0 -85 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 42.2 3.1 0.0 12.2 0.2 26.8 0.0 16.9 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 68,180 : : Positions : : 34,480 38,350 1,195 2,520 4,075 4,655 15,290 195 16,270 1,000 1,225 : : : : Changes from: November 3, 2020 : : -2,175 -1,830 105 -260 -105 -65 -190 0 -220 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 56.2 1.8 3.7 6.0 6.8 22.4 0.3 23.9 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 62,550 : : Positions : : 32,715 34,125 1,195 1,550 4,445 4,405 15,270 195 13,310 1,000 1,225 : : : : Changes from: November 3, 2020 : : -2,250 -1,590 105 -305 -105 -90 -190 0 70 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 54.6 1.9 2.5 7.1 7.0 24.4 0.3 21.3 1.6 2.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 60,659 : : Positions : : 34,035 22,621 0 17,844 65 18,285 150 3,940 0 11,710 1,355 : : : : Changes from: November 3, 2020 : : -1,856 -675 0 -966 0 -520 25 -115 0 -785 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 37.3 0.0 29.4 0.1 30.1 0.2 6.5 0.0 19.3 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 51,789 : : Positions : : 29,953 19,851 0 15,687 50 13,235 225 3,865 0 7,570 1,600 : : : : Changes from: November 3, 2020 : : -1,980 -570 0 -970 0 -120 125 -230 0 -720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 38.3 0.0 30.3 0.1 25.6 0.4 7.5 0.0 14.6 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 187,366 : : Positions : : 100,397 79,556 21,199 685 5,745 300 29,726 7,895 1,000 12,960 2,330 : : : : Changes from: November 3, 2020 : : -3,501 -1,876 -688 35 -570 -200 -1,888 50 -100 -745 -245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 42.5 11.3 0.4 3.1 0.2 15.9 4.2 0.5 6.9 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 157,339 : : Positions : : 77,955 68,232 21,057 70 4,148 305 23,426 7,595 1,000 8,620 3,470 : : : : Changes from: November 3, 2020 : : -3,107 -2,129 -950 40 15 -100 -1,713 0 -455 -795 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 43.4 13.4 0.0 2.6 0.2 14.9 4.8 0.6 5.5 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 66,226 : : Positions : : 24,785 36,350 17,496 6,396 9,465 2,605 0 7,170 0 2,210 0 : : : : Changes from: November 3, 2020 : : -1,460 -1,180 605 335 -510 -325 0 -480 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 54.9 26.4 9.7 14.3 3.9 0.0 10.8 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 56,565 : : Positions : : 23,520 30,285 10,841 5,031 6,449 2,645 0 7,620 0 1,760 0 : : : : Changes from: November 3, 2020 : : -1,260 -1,135 455 385 -560 -240 0 -455 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 53.5 19.2 8.9 11.4 4.7 0.0 13.5 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 43,565 : : Positions : : 23,375 20,385 250 6,930 4,470 5,125 3,135 5,145 1,400 0 280 : : : : Changes from: November 3, 2020 : : -580 -265 50 -250 -50 25 135 -360 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 46.8 0.6 15.9 10.3 11.8 7.2 11.8 3.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 52,645 : : Positions : : 18,640 31,035 0 6,070 5,105 19,770 3,005 4,250 1,400 0 280 : : : : Changes from: November 3, 2020 : : -480 -385 0 -65 0 -325 -125 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 59.0 0.0 11.5 9.7 37.6 5.7 8.1 2.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 177,418 : : Positions : : 110,177 114,511 2,285 16,091 13,158 17,560 100 7,055 710 72 628 : : : : Changes from: November 3, 2020 : : -4,206 -2,303 395 -1,185 -320 690 100 -465 -243 72 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 64.5 1.3 9.1 7.4 9.9 0.1 4.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 10, 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 139,700 : : Positions : : 77,391 88,276 952 6,135 17,107 16,515 85 7,860 0 272 720 : : : : Changes from: November 3, 2020 : : -1,140 -1,255 450 430 -540 190 -195 0 -375 160 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 63.2 0.7 4.4 12.2 11.8 0.1 5.6 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 26 . . 4 . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 16, 2020