Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 19,618 : : Positions : : 14,854 9,419 748 422 1,164 486 765 183 328 5,957 1,161 : : : : Changes from: June 23, 2020 : : -722 -1,049 -164 32 -64 37 -250 -54 -47 240 -288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 48.0 3.8 2.2 5.9 2.5 3.9 0.9 1.7 30.4 5.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . 5 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 16,211 : : Positions : : 10,092 8,390 684 1,449 2,271 806 256 1,195 152 1,642 857 : : : : Changes from: June 23, 2020 : : -1,229 -1,229 42 -151 -631 14 -60 -351 -54 211 -363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 51.8 4.2 8.9 14.0 5.0 1.6 7.4 0.9 10.1 5.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 20 . . . . . 4 . 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 39,569 : : Positions : : 26,491 32,381 4,432 310 2,328 889 200 139 2,955 1,310 2,250 : : : : Changes from: June 23, 2020 : : 1,356 350 265 0 -70 0 0 0 -25 560 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 81.8 11.2 0.8 5.9 2.2 0.5 0.4 7.5 3.3 5.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 33,754 : : Positions : : 27,249 29,100 0 2,116 1,078 25 356 304 4,150 25 775 : : : : Changes from: June 23, 2020 : : -168 -145 0 -220 125 0 65 -27 -305 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 86.2 0.0 6.3 3.2 0.1 1.1 0.9 12.3 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 137,014 : : Positions : : 105,931 99,918 2,957 14,510 8,412 7,313 1,790 5,185 3,741 3,887 3,222 : : : : Changes from: June 23, 2020 : : 1,252 3,880 105 -619 278 1,730 130 -515 34 -287 57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 72.9 2.2 10.6 6.1 5.3 1.3 3.8 2.7 2.8 2.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 31 . . 5 4 6 . 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 69,513 : : Positions : : 58,047 49,909 3,440 9,202 4,615 275 760 1,463 571 2,402 1,101 : : : : Changes from: June 23, 2020 : : 478 620 0 207 -230 100 -149 -146 125 25 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 71.8 4.9 13.2 6.6 0.4 1.1 2.1 0.8 3.5 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 40,711 : : Positions : : 37,396 29,460 657 7,465 1,183 0 1,178 0 1,175 1,125 300 : : : : Changes from: June 23, 2020 : : -15 360 60 -140 125 0 -50 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 72.4 1.6 18.3 2.9 0.0 2.9 0.0 2.9 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 60,456 : : Positions : : 34,783 23,677 933 27,586 2,944 15,565 100 50 1,448 1,510 4,503 : : : : Changes from: June 23, 2020 : : -331 -323 29 15 278 0 -50 0 -26 30 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 39.2 1.5 45.6 4.9 25.7 0.2 0.1 2.4 2.5 7.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 76,725 : : Positions : : 43,058 24,255 0 41,762 4,728 22,952 525 120 2,578 2,483 2,787 : : : : Changes from: June 23, 2020 : : -41 325 0 215 185 565 75 -75 451 93 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 31.6 0.0 54.4 6.2 29.9 0.7 0.2 3.4 3.2 3.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 19 0 4 4 6 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 71,617 : : Positions : : 52,399 45,135 11,802 20,728 3,442 0 0 0 1,948 808 1,504 : : : : Changes from: June 23, 2020 : : 1,713 1,779 90 65 0 0 0 0 41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.0 16.5 28.9 4.8 0.0 0.0 0.0 2.7 1.1 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 90,500 : : Positions : : 63,675 50,153 20,987 35,765 1,396 0 175 0 1,754 845 2,166 : : : : Changes from: June 23, 2020 : : 2,061 2,046 29 150 41 0 0 0 106 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 55.4 23.2 39.5 1.5 0.0 0.2 0.0 1.9 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 44,432 : : Positions : : 29,885 39,662 9,404 0 4,224 0 0 0 280 0 225 : : : : Changes from: June 23, 2020 : : -10 -100 -90 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 89.3 21.2 0.0 9.5 0.0 0.0 0.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 28,099 : : Positions : : 26,014 16,513 0 9,030 1,251 0 600 0 360 695 0 : : : : Changes from: June 23, 2020 : : -745 -745 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 58.8 0.0 32.1 4.5 0.0 2.1 0.0 1.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 20,337 : : Positions : : 11,980 18,675 6,415 0 1,140 0 0 0 395 222 300 : : : : Changes from: June 23, 2020 : : 875 1,818 1,375 0 0 0 0 0 -210 222 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 91.8 31.5 0.0 5.6 0.0 0.0 0.0 1.9 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 86,608 : : Positions : : 62,238 62,870 370 9,862 9,100 6,620 1,397 52 5,943 1,181 1,899 : : : : Changes from: June 23, 2020 : : 554 -265 0 534 537 48 -2 -22 -317 -115 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 72.6 0.4 11.4 10.5 7.6 1.6 0.1 6.9 1.4 2.2 : : : : Number of Traders in Each Category Total Traders: 66 : : 31 32 . . . 6 . . 11 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 13,104 : : Positions : : 8,493 12,810 3,717 0 144 750 0 0 0 150 0 : : : : Changes from: June 23, 2020 : : 0 0 0 0 144 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 97.8 28.4 0.0 1.1 5.7 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 13,044 : : Positions : : 8,433 12,750 3,717 0 144 750 0 0 0 150 0 : : : : Changes from: June 23, 2020 : : 0 0 0 0 144 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 97.7 28.5 0.0 1.1 5.7 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 46,161 : : Positions : : 36,934 35,294 0 5,801 3,348 0 700 0 5,245 300 310 : : : : Changes from: June 23, 2020 : : 2,010 2,610 0 -600 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 76.5 0.0 12.6 7.3 0.0 1.5 0.0 11.4 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 0 . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 13,088 : : Positions : : 7,996 12,535 3,259 0 84 45 100 25 1,464 0 0 : : : : Changes from: June 23, 2020 : : 1,800 2,415 475 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 95.8 24.9 0.0 0.6 0.3 0.8 0.2 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 49,102 : : Positions : : 36,352 43,087 6,324 0 5,379 0 0 0 690 100 200 : : : : Changes from: June 23, 2020 : : 53 -7 -60 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 87.7 12.9 0.0 11.0 0.0 0.0 0.0 1.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 42,065 : : Positions : : 36,311 29,642 55 6,413 4,673 115 900 50 340 365 10 : : : : Changes from: June 23, 2020 : : -446 59 0 -495 394 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 70.5 0.1 15.2 11.1 0.3 2.1 0.1 0.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 69,050 : : Positions : : 53,136 66,757 11,817 230 1,550 0 0 0 1,473 200 73 : : : : Changes from: June 23, 2020 : : -10 300 304 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 96.7 17.1 0.3 2.2 0.0 0.0 0.0 2.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 5 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 73,821 : : Positions : : 61,419 67,932 5,688 787 4,088 0 525 0 2,022 200 104 : : : : Changes from: June 23, 2020 : : -54 151 455 100 -20 0 175 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 92.0 7.7 1.1 5.5 0.0 0.7 0.0 2.7 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 12 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 84,425 : : Positions : : 69,178 75,130 9,325 4,645 1,394 0 473 75 1,375 0 2,638 : : : : Changes from: June 23, 2020 : : 644 763 -56 300 15 0 15 0 162 -328 343 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 89.0 11.0 5.5 1.7 0.0 0.6 0.1 1.6 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 6 . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 103,673 : : Positions : : 83,528 91,060 10,803 4,348 2,932 677 1,563 200 1,701 0 3,505 : : : : Changes from: June 23, 2020 : : -317 727 -218 257 -4 0 -9 -100 422 -1,118 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 87.8 10.4 4.2 2.8 0.7 1.5 0.2 1.6 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 25 29 6 . 4 . 6 4 7 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 60,613 : : Positions : : 42,219 53,666 17,834 1,793 120 0 3,434 0 325 1,500 100 : : : : Changes from: June 23, 2020 : : -289 -203 0 0 0 0 89 0 225 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 88.5 29.4 3.0 0.2 0.0 5.7 0.0 0.5 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 54,715 : : Positions : : 36,185 53,390 16,830 0 225 0 175 0 1,250 700 225 : : : : Changes from: June 23, 2020 : : 25 50 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 97.6 30.8 0.0 0.4 0.0 0.3 0.0 2.3 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 58,567 : : Positions : : 36,094 53,487 17,170 127 2,267 725 35 75 1,042 1,562 863 : : : : Changes from: June 23, 2020 : : 583 616 -178 0 19 0 0 0 217 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 91.3 29.3 0.2 3.9 1.2 0.1 0.1 1.8 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 65,754 : : Positions : : 47,204 58,346 14,119 375 418 1,070 3,225 275 1,648 1,853 864 : : : : Changes from: June 23, 2020 : : 1,328 1,021 -870 -50 50 175 60 -60 347 -54 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 88.7 21.5 0.6 0.6 1.6 4.9 0.4 2.5 2.8 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 26,256 : : Positions : : 12,555 24,675 13,173 0 436 0 925 0 0 0 0 : : : : Changes from: June 23, 2020 : : 200 425 245 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 94.0 50.2 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 26,020 : : Positions : : 12,369 25,283 12,895 0 372 0 225 0 0 0 0 : : : : Changes from: June 23, 2020 : : 230 480 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 97.2 49.6 0.0 1.4 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 6 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 31,304 : : Positions : : 25,547 22,402 3,050 4,858 783 0 634 330 1,350 1,507 185 : : : : Changes from: June 23, 2020 : : 41 50 0 15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 71.6 9.7 15.5 2.5 0.0 2.0 1.1 4.3 4.8 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 18,985 : : Positions : : 15,272 14,993 1,448 1,012 230 0 1,080 0 675 1,053 162 : : : : Changes from: June 23, 2020 : : 105 50 0 5 0 0 0 0 0 50 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.0 7.6 5.3 1.2 0.0 5.7 0.0 3.6 5.5 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 59,502 : : Positions : : 44,918 28,969 6,799 21,784 886 2,656 5,884 284 2,147 0 1,656 : : : : Changes from: June 23, 2020 : : 73 420 81 -305 -125 0 410 0 264 -121 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 48.7 11.4 36.6 1.5 4.5 9.9 0.5 3.6 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 20 5 . 6 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 37,540 : : Positions : : 32,002 14,017 1,967 19,176 1,339 725 1,313 70 591 865 693 : : : : Changes from: June 23, 2020 : : 73 23 190 52 -149 0 218 -90 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 37.3 5.2 51.1 3.6 1.9 3.5 0.2 1.6 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 19,865 : : Positions : : 10,438 18,231 7,296 0 970 301 264 0 450 200 200 : : : : Changes from: June 23, 2020 : : 140 195 50 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 91.8 36.7 0.0 4.9 1.5 1.3 0.0 2.3 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 19,526 : : Positions : : 8,785 17,456 8,115 0 1,920 0 50 0 575 100 0 : : : : Changes from: June 23, 2020 : : -115 0 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 89.4 41.6 0.0 9.8 0.0 0.3 0.0 2.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 12,390 : : Positions : : 7,323 8,855 3,202 2,300 475 150 0 0 295 100 490 : : : : Changes from: June 23, 2020 : : 540 200 395 600 310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 71.5 25.8 18.6 3.8 1.2 0.0 0.0 2.4 0.8 4.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 11,381 : : Positions : : 6,411 7,850 3,154 2,300 476 150 0 0 265 100 485 : : : : Changes from: June 23, 2020 : : 540 200 395 600 310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 69.0 27.7 20.2 4.2 1.3 0.0 0.0 2.3 0.9 4.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 35,736 : : Positions : : 21,590 29,736 10,445 0 360 200 0 0 1,050 3,715 1,925 : : : : Changes from: June 23, 2020 : : 50 50 -135 0 30 -50 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 83.2 29.2 0.0 1.0 0.6 0.0 0.0 2.9 10.4 5.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 36,131 : : Positions : : 22,180 30,311 10,215 0 465 200 0 0 1,050 3,500 1,855 : : : : Changes from: June 23, 2020 : : 50 50 -135 0 20 -50 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 83.9 28.3 0.0 1.3 0.6 0.0 0.0 2.9 9.7 5.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,629 : : Positions : : 82,583 95,295 23,648 5,427 7,277 125 1,125 755 365 4,871 1,799 : : : : Changes from: June 23, 2020 : : 24 2,778 -194 -2,879 2,099 0 150 0 -230 -445 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 81.7 20.3 4.7 6.2 0.1 1.0 0.6 0.3 4.2 1.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 28 5 . 4 . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 130,309 : : Positions : : 91,545 108,747 23,718 1,640 9,670 36 1,610 1,690 559 3,841 3,031 : : : : Changes from: June 23, 2020 : : 583 3,330 358 -2,650 1,334 36 544 -19 -200 -439 261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 83.5 18.2 1.3 7.4 0.0 1.2 1.3 0.4 2.9 2.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 28 6 . 6 . . 4 . 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 545,705 : : Positions : : 300,196 367,412 57,538 4,349 98,928 14,295 13,680 31,717 19,896 6,654 22,801 : : : : Changes from: June 23, 2020 : : 4,621 9,448 4,486 125 -2,444 -2,516 -2,734 1,253 720 506 -284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 67.3 10.5 0.8 18.1 2.6 2.5 5.8 3.6 1.2 4.2 : : : : Number of Traders in Each Category Total Traders: 92 : : 43 36 4 . 5 9 8 8 19 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,259 : : Positions : : 9,849 14,955 938 95 1,474 870 100 565 3,433 0 0 : : : : Changes from: June 23, 2020 : : 925 150 -750 0 570 50 -500 500 -385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 86.7 5.4 0.6 8.5 5.0 0.6 3.3 19.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 14,096 : : Positions : : 7,027 12,010 1,415 120 1,311 175 300 355 3,683 0 0 : : : : Changes from: June 23, 2020 : : 895 135 -550 0 300 50 -300 300 -385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 85.2 10.0 0.9 9.3 1.2 2.1 2.5 26.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 16,940 : : Positions : : 13,228 15,226 934 0 209 350 0 0 1,970 1,250 225 : : : : Changes from: June 23, 2020 : : 925 425 -200 0 84 0 0 0 -100 200 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 89.9 5.5 0.0 1.2 2.1 0.0 0.0 11.6 7.4 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 24 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 89,691 : : Positions : : 62,647 63,963 17,722 12,166 1,440 0 4,240 0 0 0 0 : : : : Changes from: June 23, 2020 : : 460 100 120 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 71.3 19.8 13.6 1.6 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 74,612 : : Positions : : 52,847 51,777 14,145 10,515 1,465 0 4,700 0 0 0 0 : : : : Changes from: June 23, 2020 : : -120 -500 120 480 0 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 69.4 19.0 14.1 2.0 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 25,835 : : Positions : : 7,785 16,750 8,030 0 5,060 600 1,005 0 1,640 0 0 : : : : Changes from: June 23, 2020 : : -135 50 185 0 -170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 64.8 31.1 0.0 19.6 2.3 3.9 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 59,661 : : Positions : : 32,030 21,163 8,444 25,526 360 11,620 4,720 4,020 0 960 0 : : : : Changes from: June 23, 2020 : : 1,043 283 -510 0 0 0 250 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 35.5 14.2 42.8 0.6 19.5 7.9 6.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 39,872 : : Positions : : 20,307 17,921 10,984 13,425 360 2,565 2,425 3,060 0 360 300 : : : : Changes from: June 23, 2020 : : -172 38 460 0 0 0 250 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 44.9 27.5 33.7 0.9 6.4 6.1 7.7 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 23,233 : : Positions : : 13,648 12,383 5,560 3,405 300 0 3,600 1,800 0 0 0 : : : : Changes from: June 23, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 53.3 23.9 14.7 1.3 0.0 15.5 7.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 19,447 : : Positions : : 11,145 13,117 4,990 3,133 300 0 325 1,800 0 0 0 : : : : Changes from: June 23, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 67.4 25.7 16.1 1.5 0.0 1.7 9.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 33,840 : : Positions : : 25,245 13,640 5,320 1,135 980 885 16,420 90 0 0 0 : : : : Changes from: June 23, 2020 : : 60 -70 0 70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 40.3 15.7 3.4 2.9 2.6 48.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 100,915 : : Positions : : 61,100 32,915 1,090 37,575 5,315 13,125 1,550 880 0 3,205 635 : : : : Changes from: June 23, 2020 : : 100 250 200 350 -150 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 32.6 1.1 37.2 5.3 13.0 1.5 0.9 0.0 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 95,990 : : Positions : : 58,025 31,565 435 33,115 5,670 13,585 1,550 1,020 0 5,750 70 : : : : Changes from: June 23, 2020 : : 145 345 125 325 -60 435 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 32.9 0.5 34.5 5.9 14.2 1.6 1.1 0.0 6.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 25,174 : : Positions : : 14,921 4,367 0 984 871 2,605 10,265 505 900 3,725 685 : : : : Changes from: June 23, 2020 : : 150 10 0 105 -105 0 -50 0 0 90 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 17.3 0.0 3.9 3.5 10.3 40.8 2.0 3.6 14.8 2.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 24,354 : : Positions : : 13,957 4,378 55 1,754 733 2,605 9,615 535 900 2,740 1,195 : : : : Changes from: June 23, 2020 : : 150 10 0 160 0 0 -50 30 0 90 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 18.0 0.2 7.2 3.0 10.7 39.5 2.2 3.7 11.3 4.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 64,040 : : Positions : : 19,860 53,160 13,650 8,265 60 19,315 0 25 9,240 0 0 : : : : Changes from: June 23, 2020 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 83.0 21.3 12.9 0.1 30.2 0.0 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 64,330 : : Positions : : 22,530 57,775 9,540 1,830 1,875 5,750 115 50 21,600 0 140 : : : : Changes from: June 23, 2020 : : 150 590 290 0 0 0 50 -50 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 89.8 14.8 2.8 2.9 8.9 0.2 0.1 33.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 54,380 : : Positions : : 21,535 48,115 9,975 2,190 1,110 5,750 115 50 13,010 0 490 : : : : Changes from: June 23, 2020 : : 150 590 290 0 0 0 50 -50 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 88.5 18.3 4.0 2.0 10.6 0.2 0.1 23.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 19,810 : : Positions : : 10,930 10,835 1,890 0 750 95 3,575 0 2,235 1,185 530 : : : : Changes from: June 23, 2020 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 54.7 9.5 0.0 3.8 0.5 18.0 0.0 11.3 6.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 73,605 : : Positions : : 39,625 41,770 5,215 0 2,275 2,095 19,950 1,040 15,795 1,350 1,270 : : : : Changes from: June 23, 2020 : : -165 -415 -150 0 135 -100 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 56.7 7.1 0.0 3.1 2.8 27.1 1.4 21.5 1.8 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 67,625 : : Positions : : 39,185 36,595 4,610 0 2,545 1,970 19,950 1,040 12,090 1,350 1,270 : : : : Changes from: June 23, 2020 : : -65 -315 -150 0 195 -100 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 54.1 6.8 0.0 3.8 2.9 29.5 1.5 17.9 2.0 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 65,997 : : Positions : : 38,236 22,341 0 19,130 300 17,715 0 3,515 50 14,610 2,005 : : : : Changes from: June 23, 2020 : : 1,270 2,445 0 -825 0 400 0 500 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 33.9 0.0 29.0 0.5 26.8 0.0 5.3 0.1 22.1 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 54,750 : : Positions : : 36,222 19,020 0 16,377 300 9,065 0 3,565 50 10,210 2,250 : : : : Changes from: June 23, 2020 : : 1,335 2,435 0 -750 0 400 0 500 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 34.7 0.0 29.9 0.5 16.6 0.0 6.5 0.1 18.6 4.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 192,314 : : Positions : : 101,633 91,015 16,928 110 7,271 8,409 21,000 5,461 1,350 16,030 2,130 : : : : Changes from: June 23, 2020 : : 2,491 471 -2,030 -100 1,300 725 685 90 0 130 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 47.3 8.8 0.1 3.8 4.4 10.9 2.8 0.7 8.3 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 153,426 : : Positions : : 75,669 83,323 20,180 0 3,069 6,799 10,825 5,546 1,535 9,870 2,305 : : : : Changes from: June 23, 2020 : : 2,674 679 -1,650 0 40 575 785 -160 40 170 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 54.3 13.2 0.0 2.0 4.4 7.1 3.6 1.0 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 23,585 : : Positions : : 9,505 18,795 9,395 1,015 2,250 1,500 350 0 0 0 0 : : : : Changes from: June 23, 2020 : : 290 315 -600 35 600 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 79.7 39.8 4.3 9.5 6.4 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 73,401 : : Positions : : 31,167 41,100 15,849 4,516 10,730 2,305 0 8,945 0 3,935 0 : : : : Changes from: June 23, 2020 : : -150 840 80 -860 300 50 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 56.0 21.6 6.2 14.6 3.1 0.0 12.2 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 62,150 : : Positions : : 27,620 31,385 8,381 3,171 8,344 1,820 0 9,370 0 3,385 0 : : : : Changes from: June 23, 2020 : : -555 375 -120 -800 46 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 50.5 13.5 5.1 13.4 2.9 0.0 15.1 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 46,150 : : Positions : : 16,100 26,140 120 5,950 5,870 16,200 1,550 2,250 700 0 980 : : : : Changes from: June 23, 2020 : : 960 3,240 -400 -2,980 3,010 300 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 56.6 0.3 12.9 12.7 35.1 3.4 4.9 1.5 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 55,315 : : Positions : : 12,360 38,760 0 4,925 5,360 32,345 1,930 1,050 700 0 980 : : : : Changes from: June 23, 2020 : : 860 2,940 0 -2,680 3,000 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 70.1 0.0 8.9 9.7 58.5 3.5 1.9 1.3 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 179,166 : : Positions : : 99,653 97,418 2,359 3,747 31,228 6,725 12,155 6,500 3,365 0 0 : : : : Changes from: June 23, 2020 : : 592 -2,659 -2,985 361 941 250 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 54.4 1.3 2.1 17.4 3.8 6.8 3.6 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 124,915 : : Positions : : 75,245 62,215 3,045 13,305 17,030 1,975 7,455 9,070 2,755 0 0 : : : : Changes from: June 23, 2020 : : 3,505 3,105 -1,540 -890 2,100 250 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 49.8 2.4 10.7 13.6 1.6 6.0 7.3 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 06, 2020