Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,052 : : Positions : : 13,383 8,540 120 3,040 486 0 416 164 167 1,807 1,793 : : : : Changes from: November 10, 2020 : : 667 445 0 -6 72 0 15 0 15 257 -301 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 50.1 0.7 17.8 2.9 0.0 2.4 1.0 1.0 10.6 10.5 : : : : 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 17, 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 10, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17, 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 34,944 : : Positions : : 21,237 29,157 4,031 1,642 1,978 1,488 125 390 5,115 932 620 : : : : Changes from: November 10, 2020 : : 555 485 45 -15 88 0 100 0 365 180 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 83.4 11.5 4.7 5.7 4.3 0.4 1.1 14.6 2.7 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 32,544 : : Positions : : 25,251 24,624 0 3,912 1,493 515 0 150 5,035 2,265 100 : : : : Changes from: November 10, 2020 : : 645 495 0 100 200 -75 0 0 425 400 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.7 0.0 12.0 4.6 1.6 0.0 0.5 15.5 7.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 134,207 : : Positions : : 95,991 100,194 899 14,099 11,516 16,955 1,109 1,304 5,195 3,914 1,844 : : : : Changes from: November 10, 2020 : : 3,556 -596 -231 2,519 -862 -772 518 -418 -483 -279 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 74.7 0.7 10.5 8.6 12.6 0.8 1.0 3.9 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 32 34 . 4 6 8 5 5 9 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 59,813 : : Positions : : 46,047 43,321 1,970 9,836 4,371 4,276 5 100 1,670 745 1,379 : : : : Changes from: November 10, 2020 : : 480 450 0 -475 258 -140 5 25 -345 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 72.4 3.3 16.4 7.3 7.1 0.0 0.2 2.8 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 34,103 : : Positions : : 32,477 24,735 430 6,206 821 0 534 0 300 1,732 75 : : : : Changes from: November 10, 2020 : : 100 75 0 -50 -150 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 72.5 1.3 18.2 2.4 0.0 1.6 0.0 0.9 5.1 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 52,677 : : Positions : : 31,627 17,925 1,604 25,390 2,539 13,930 0 50 747 4,934 1,748 : : : : Changes from: November 10, 2020 : : -432 69 332 281 -96 100 0 0 50 -40 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 34.0 3.0 48.2 4.8 26.4 0.0 0.1 1.4 9.4 3.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 20 . 4 7 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 69,405 : : Positions : : 41,451 18,996 1,240 39,716 3,355 18,941 333 250 1,272 3,507 2,465 : : : : Changes from: November 10, 2020 : : 1,084 -5 -20 431 112 -240 0 0 -42 50 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 27.4 1.8 57.2 4.8 27.3 0.5 0.4 1.8 5.1 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 19 . 5 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 64,206 : : Positions : : 47,087 37,187 9,826 20,934 3,750 0 50 0 1,315 449 1,836 : : : : Changes from: November 10, 2020 : : 0 -365 -237 150 49 0 0 0 0 -22 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 57.9 15.3 32.6 5.8 0.0 0.1 0.0 2.0 0.7 2.9 : : : : 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 17, 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 80,461 : : Positions : : 58,429 39,356 16,917 36,896 1,227 108 75 0 1,095 590 2,281 : : : : Changes from: November 10, 2020 : : 63 3 -50 120 0 0 0 0 120 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 48.9 21.0 45.9 1.5 0.1 0.1 0.0 1.4 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 21 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 37,739 : : Positions : : 25,145 33,602 9,513 630 2,719 50 0 0 50 170 0 : : : : Changes from: November 10, 2020 : : 289 -215 60 600 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 89.0 25.2 1.7 7.2 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 17, 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 26,823 : : Positions : : 25,217 14,745 0 10,553 880 0 600 0 360 0 0 : : : : Changes from: November 10, 2020 : : -40 -105 0 25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 55.0 0.0 39.3 3.3 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 17, 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 92,361 : : Positions : : 71,625 69,781 364 7,716 7,703 6,216 281 314 4,046 4,723 1,728 : : : : Changes from: November 10, 2020 : : 1,072 1,136 139 34 415 685 2 -100 -549 -31 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 75.6 0.4 8.4 8.3 6.7 0.3 0.3 4.4 5.1 1.9 : : : : Number of Traders in Each Category Total Traders: 67 : : 36 32 . . . 4 . . 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 23,376 : : Positions : : 17,737 20,182 3,150 50 2,379 50 715 0 0 50 0 : : : : Changes from: November 10, 2020 : : 1,344 1,089 300 0 448 0 555 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 86.3 13.5 0.2 10.2 0.2 3.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 22,825 : : Positions : : 16,865 20,003 3,843 50 2,007 50 715 0 0 50 0 : : : : Changes from: November 10, 2020 : : 1,309 1,059 305 0 243 0 555 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 87.6 16.8 0.2 8.8 0.2 3.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 59,579 : : Positions : : 53,630 45,561 0 8,052 3,218 915 0 0 830 1,660 700 : : : : Changes from: November 10, 2020 : : -738 -1,088 0 905 -480 555 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 76.5 0.0 13.5 5.4 1.5 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 17, 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 40,877 : : Positions : : 30,822 36,063 6,109 300 3,764 100 0 0 50 110 0 : : : : Changes from: November 10, 2020 : : -376 -760 -240 180 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 88.2 14.9 0.7 9.2 0.2 0.0 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 42,458 : : Positions : : 38,826 29,031 160 10,473 1,844 1,040 775 70 65 120 0 : : : : Changes from: November 10, 2020 : : -124 156 -10 370 -52 70 0 20 15 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 68.4 0.4 24.7 4.3 2.4 1.8 0.2 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 58,035 : : Positions : : 44,561 54,576 7,575 150 3,030 0 0 0 1,997 0 84 : : : : Changes from: November 10, 2020 : : 860 1,545 545 0 75 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 94.0 13.1 0.3 5.2 0.0 0.0 0.0 3.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 11 4 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 61,828 : : Positions : : 49,794 53,989 6,352 4,610 2,524 0 130 0 2,346 0 262 : : : : Changes from: November 10, 2020 : : 660 920 880 600 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 87.3 10.3 7.5 4.1 0.0 0.2 0.0 3.8 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 17, 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 89,582 : : Positions : : 71,124 80,166 11,874 3,875 1,489 0 569 0 2,513 990 2,414 : : : : Changes from: November 10, 2020 : : 1,540 1,826 925 -240 255 0 35 0 -615 192 -236 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 89.5 13.3 4.3 1.7 0.0 0.6 0.0 2.8 1.1 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 5 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 106,834 : : Positions : : 85,090 93,688 12,790 4,234 2,598 175 996 178 2,360 1,705 3,155 : : : : Changes from: November 10, 2020 : : 1,115 1,729 916 -70 -45 -155 50 0 -66 95 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 87.7 12.0 4.0 2.4 0.2 0.9 0.2 2.2 1.6 3.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 21 22 5 . 6 . 5 . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 54,197 : : Positions : : 34,550 48,582 17,812 440 980 0 3,875 0 565 25 250 : : : : Changes from: November 10, 2020 : : 499 424 -50 -100 75 0 300 0 160 25 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 89.6 32.9 0.8 1.8 0.0 7.1 0.0 1.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 45,995 : : Positions : : 29,496 43,510 15,880 116 319 0 225 0 150 1,675 150 : : : : Changes from: November 10, 2020 : : 300 425 -100 0 0 0 0 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 94.6 34.5 0.3 0.7 0.0 0.5 0.0 0.3 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 13 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 54,457 : : Positions : : 33,056 44,975 12,976 542 7,026 350 0 120 452 1,398 326 : : : : Changes from: November 10, 2020 : : -1,319 -908 212 0 -10 0 -240 120 -17 5 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 82.6 23.8 1.0 12.9 0.6 0.0 0.2 0.8 2.6 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 60,554 : : Positions : : 42,482 48,286 10,285 1,504 5,229 665 3,325 105 714 1,384 401 : : : : Changes from: November 10, 2020 : : -229 -158 54 16 -16 -292 -35 0 -17 -300 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 79.7 17.0 2.5 8.6 1.1 5.5 0.2 1.2 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 25,973 : : Positions : : 11,571 21,366 13,136 0 755 0 2,580 0 0 1,023 164 : : : : Changes from: November 10, 2020 : : 864 401 -401 0 120 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 82.3 50.6 0.0 2.9 0.0 9.9 0.0 0.0 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 4 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 23,465 : : Positions : : 10,190 21,678 12,143 90 667 0 525 0 0 505 0 : : : : Changes from: November 10, 2020 : : 420 420 78 90 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 92.4 51.7 0.4 2.8 0.0 2.2 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 28,065 : : Positions : : 22,288 19,962 2,255 5,948 299 596 70 100 1,189 293 686 : : : : Changes from: November 10, 2020 : : 328 735 0 300 0 596 -4 -80 98 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 71.1 8.0 21.2 1.1 2.1 0.2 0.4 4.2 1.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 16,617 : : Positions : : 12,927 14,401 1,661 280 133 0 390 0 593 500 297 : : : : Changes from: November 10, 2020 : : 152 -41 92 0 0 0 0 0 -180 -75 112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 86.7 10.0 1.7 0.8 0.0 2.3 0.0 3.6 3.0 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 53,172 : : Positions : : 39,841 23,874 6,453 19,232 953 2,602 5,353 165 1,553 2,035 1,327 : : : : Changes from: November 10, 2020 : : 809 649 198 -29 94 5 374 -5 -524 -589 -378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 44.9 12.1 36.2 1.8 4.9 10.1 0.3 2.9 3.8 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 20 4 . 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 32,598 : : Positions : : 26,779 10,541 1,914 16,631 919 740 2,527 5 515 298 1,183 : : : : Changes from: November 10, 2020 : : 795 923 8 0 32 5 0 0 0 -131 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 32.3 5.9 51.0 2.8 2.3 7.8 0.0 1.6 0.9 3.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 16,812 : : Positions : : 4,872 16,260 10,215 0 525 200 0 0 955 0 0 : : : : Changes from: November 10, 2020 : : -20 125 150 0 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 96.7 60.8 0.0 3.1 1.2 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 21,648 : : Positions : : 7,119 21,573 12,928 0 0 0 0 0 1,500 0 75 : : : : Changes from: November 10, 2020 : : 125 125 25 0 -40 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 99.7 59.7 0.0 0.0 0.0 0.0 0.0 6.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 0 0 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 10,460 : : Positions : : 5,797 7,195 1,706 1,440 1,395 30 0 10 595 0 310 : : : : Changes from: November 10, 2020 : : 230 350 210 35 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 68.8 16.3 13.8 13.3 0.3 0.0 0.1 5.7 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 9,826 : : Positions : : 5,233 6,345 1,782 1,540 1,396 40 0 0 415 0 415 : : : : Changes from: November 10, 2020 : : 290 410 210 35 -76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 64.6 18.1 15.7 14.2 0.4 0.0 0.0 4.2 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 50,496 : : Positions : : 18,245 47,126 27,370 180 550 100 0 0 1,410 0 2,615 : : : : Changes from: November 10, 2020 : : 455 1,315 820 20 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.1 93.3 54.2 0.4 1.1 0.2 0.0 0.0 2.8 0.0 5.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 50,881 : : Positions : : 19,055 47,636 27,055 180 550 100 0 0 1,415 0 2,490 : : : : Changes from: November 10, 2020 : : 610 1,470 820 20 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 93.6 53.2 0.4 1.1 0.2 0.0 0.0 2.8 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 12 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 114,401 : : Positions : : 84,191 84,953 19,262 10,741 7,364 0 2,307 735 1,320 6,855 1,397 : : : : Changes from: November 10, 2020 : : 1,479 676 90 850 137 0 -222 0 -34 284 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 74.3 16.8 9.4 6.4 0.0 2.0 0.6 1.2 6.0 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 28 5 . 5 0 5 . . 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 123,310 : : Positions : : 90,254 94,528 18,599 7,352 9,104 351 1,815 1,674 1,425 6,983 1,827 : : : : Changes from: November 10, 2020 : : 1,652 775 250 886 189 176 -27 -176 50 483 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 76.7 15.1 6.0 7.4 0.3 1.5 1.4 1.2 5.7 1.5 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 30 5 . 6 . . 4 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 259,545 : : Positions : : 161,335 186,972 16,531 13,551 20,598 30,083 9,673 7,449 16,244 14,014 7,132 : : : : Changes from: November 10, 2020 : : 6,359 8,914 226 -1,993 -1,105 1,668 599 -863 614 1,551 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 72.0 6.4 5.2 7.9 11.6 3.7 2.9 6.3 5.4 2.7 : : : : Number of Traders in Each Category Total Traders: 101 : : 42 42 . 5 6 9 10 8 15 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 15,975 : : Positions : : 10,252 12,955 820 572 1,703 745 600 65 2,255 0 0 : : : : Changes from: November 10, 2020 : : -10 35 0 5 0 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 81.1 5.1 3.6 10.7 4.7 3.8 0.4 14.1 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 17, 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 13,156 : : Positions : : 7,690 9,840 835 925 1,646 430 600 65 2,255 0 0 : : : : Changes from: November 10, 2020 : : -10 35 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 74.8 6.3 7.0 12.5 3.3 4.6 0.5 17.1 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 17, 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 7,419 : : Positions : : 6,591 7,224 375 94 81 0 0 0 340 0 0 : : : : Changes from: November 10, 2020 : : 1,000 956 -50 -6 56 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 97.4 5.1 1.3 1.1 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 86,855 : : Positions : : 61,059 63,254 13,561 11,886 1,810 0 3,060 0 3,580 0 0 : : : : Changes from: November 10, 2020 : : 2,380 2,565 360 0 -25 0 1,375 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 72.8 15.6 13.7 2.1 0.0 3.5 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 72,731 : : Positions : : 49,574 50,766 11,455 10,475 2,395 0 3,120 0 3,140 0 0 : : : : Changes from: November 10, 2020 : : 557 317 360 600 0 0 1,200 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 69.8 15.7 14.4 3.3 0.0 4.3 0.0 4.3 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 17, 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 24,745 : : Positions : : 7,765 14,035 6,030 0 5,785 900 930 0 640 0 0 : : : : Changes from: November 10, 2020 : : -50 100 150 0 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 56.7 24.4 0.0 23.4 3.6 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 17, 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 54,497 : : Positions : : 32,083 19,362 5,284 20,131 6 10,905 8,365 2,725 0 874 50 : : : : Changes from: November 10, 2020 : : -81 515 120 120 -20 -300 -620 0 0 -36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 35.5 9.7 36.9 0.0 20.0 15.3 5.0 0.0 1.6 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 17, 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 36,390 : : Positions : : 22,200 14,060 7,004 11,250 60 1,885 5,835 2,995 0 324 336 : : : : Changes from: November 10, 2020 : : -541 250 35 120 0 0 -600 0 0 -36 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 38.6 19.2 30.9 0.2 5.2 16.0 8.2 0.0 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 21,739 : : Positions : : 12,397 14,432 5,263 0 1,820 0 3,840 0 0 0 0 : : : : Changes from: November 10, 2020 : : -370 -970 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 66.4 24.2 0.0 8.4 0.0 17.7 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 17, 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 90,524 : : Positions : : 51,959 30,549 2,380 36,430 4,265 14,620 1,000 340 65 990 1,150 : : : : Changes from: November 10, 2020 : : 200 240 -100 30 -100 125 0 -125 65 30 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 33.7 2.6 40.2 4.7 16.2 1.1 0.4 0.1 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 87,239 : : Positions : : 48,619 30,579 3,125 32,640 4,625 15,605 1,000 580 0 3,130 385 : : : : Changes from: November 10, 2020 : : 150 55 -150 40 0 125 0 -125 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 35.1 3.6 37.4 5.3 17.9 1.1 0.7 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 17, 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 31,289 : : Positions : : 21,271 5,807 2,101 275 614 0 12,285 1,610 750 6,060 330 : : : : Changes from: November 10, 2020 : : -17 63 50 0 0 0 -10 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 18.6 6.7 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 17, 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 30,949 : : Positions : : 21,332 5,738 1,466 275 1,082 0 12,285 1,610 750 5,510 420 : : : : Changes from: November 10, 2020 : : -16 64 50 0 0 0 -10 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 18.5 4.7 0.9 3.5 0.0 39.7 5.2 2.4 17.8 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 17, 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 68,950 : : Positions : : 18,773 60,048 19,645 6,365 35 20,365 100 240 7,975 0 0 : : : : Changes from: November 10, 2020 : : 0 0 400 0 0 -400 0 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 87.1 28.5 9.2 0.1 29.5 0.1 0.3 11.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 66,690 : : Positions : : 19,070 58,045 18,060 5,970 165 20,515 500 240 7,100 0 0 : : : : Changes from: November 10, 2020 : : 0 0 400 0 0 -400 0 240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 87.0 27.1 9.0 0.2 30.8 0.7 0.4 10.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 56,455 : : Positions : : 21,225 50,180 7,030 1,510 1,945 5,185 0 75 17,940 0 295 : : : : Changes from: November 10, 2020 : : 1,625 2,800 1,400 400 -210 40 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 88.9 12.5 2.7 3.4 9.2 0.0 0.1 31.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 48,075 : : Positions : : 19,465 41,955 7,530 1,870 1,340 5,185 0 75 11,465 0 645 : : : : Changes from: November 10, 2020 : : 1,200 2,425 1,350 400 -150 40 0 0 235 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 87.3 15.7 3.9 2.8 10.8 0.0 0.2 23.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,155 : : Positions : : 9,135 6,830 845 0 1,835 25 4,335 0 2,185 1,215 280 : : : : Changes from: November 10, 2020 : : 0 0 600 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 39.8 4.9 0.0 10.7 0.1 25.3 0.0 12.7 7.1 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 16,790 : : Positions : : 8,540 6,825 1,095 0 1,980 25 4,335 0 2,735 1,205 120 : : : : Changes from: November 10, 2020 : : 0 0 600 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 40.6 6.5 0.0 11.8 0.1 25.8 0.0 16.3 7.2 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 17, 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 68,685 : : Positions : : 34,855 38,970 1,195 2,280 4,385 4,655 15,240 195 16,225 1,000 1,225 : : : : Changes from: November 10, 2020 : : 375 620 0 -240 310 0 -50 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 56.7 1.7 3.3 6.4 6.8 22.2 0.3 23.6 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 17, 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 63,055 : : Positions : : 33,090 34,745 1,195 1,310 4,795 4,405 15,220 195 13,265 1,000 1,225 : : : : Changes from: November 10, 2020 : : 375 620 0 -240 350 0 -50 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 55.1 1.9 2.1 7.6 7.0 24.1 0.3 21.0 1.6 1.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 60,694 : : Positions : : 34,120 22,946 0 18,019 65 18,210 215 3,925 0 11,185 1,355 : : : : Changes from: November 10, 2020 : : 85 325 0 175 0 -75 65 -15 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 37.8 0.0 29.7 0.1 30.0 0.4 6.5 0.0 18.4 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 17, 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 51,779 : : Positions : : 29,963 20,151 0 15,337 50 13,185 265 3,875 0 7,570 1,600 : : : : Changes from: November 10, 2020 : : 10 300 0 -350 0 -50 40 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 38.9 0.0 29.6 0.1 25.5 0.5 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 17, 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 191,246 : : Positions : : 103,086 80,780 19,984 735 6,457 265 29,776 7,895 1,000 13,045 2,435 : : : : Changes from: November 10, 2020 : : 2,689 1,224 -1,215 50 712 -35 50 0 0 85 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 42.2 10.4 0.4 3.4 0.1 15.6 4.1 0.5 6.8 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 160,250 : : Positions : : 80,482 69,284 19,407 70 4,179 245 23,501 7,595 1,270 8,550 3,395 : : : : Changes from: November 10, 2020 : : 2,527 1,052 -1,650 0 31 -60 75 0 270 -70 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 43.2 12.1 0.0 2.6 0.2 14.7 4.7 0.8 5.3 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 65,791 : : Positions : : 24,570 36,190 17,476 6,196 9,415 2,480 0 7,170 0 2,210 0 : : : : Changes from: November 10, 2020 : : -215 -160 -20 -200 -50 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 55.0 26.6 9.4 14.3 3.8 0.0 10.9 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 56,745 : : Positions : : 23,555 30,235 10,481 4,631 7,079 2,520 0 7,620 0 1,760 0 : : : : Changes from: November 10, 2020 : : 35 -50 -360 -400 630 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 53.3 18.5 8.2 12.5 4.4 0.0 13.4 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 17, 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 43,875 : : Positions : : 23,385 20,635 250 6,390 4,645 5,125 3,435 5,045 1,400 0 280 : : : : Changes from: November 10, 2020 : : 10 250 0 -540 175 0 300 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 47.0 0.6 14.6 10.6 11.7 7.8 11.5 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 17, 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 52,870 : : Positions : : 18,700 31,335 0 5,630 5,070 19,770 3,205 4,050 1,400 0 280 : : : : Changes from: November 10, 2020 : : 60 300 0 -440 -35 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 59.3 0.0 10.6 9.6 37.4 6.1 7.7 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 177,513 : : Positions : : 111,194 110,911 1,515 20,088 13,221 18,360 100 6,610 460 472 808 : : : : Changes from: November 10, 2020 : : 1,017 -3,600 -770 3,997 63 800 0 -445 -250 400 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 62.5 0.9 11.3 7.4 10.3 0.1 3.7 0.3 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 17, 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 142,245 : : Positions : : 77,846 89,146 752 5,795 19,497 16,955 0 7,545 0 522 720 : : : : Changes from: November 10, 2020 : : 455 870 -200 -340 2,390 440 -85 -315 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 62.7 0.5 4.1 13.7 11.9 0.0 5.3 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 26 . . 4 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 20, 2020