Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 19,098 : : Positions : : 14,477 9,142 573 563 1,119 486 615 183 217 5,849 1,092 : : : : Changes from: June 30, 2020 : : -377 -277 -175 141 -45 0 -150 0 -111 -108 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 47.9 3.0 2.9 5.9 2.5 3.2 1.0 1.1 30.6 5.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 14,830 : : Positions : : 9,091 7,985 639 899 2,308 538 0 1,172 98 1,488 850 : : : : Changes from: June 30, 2020 : : -1,001 -405 -44 -550 37 -268 -256 -24 -54 -154 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 53.8 4.3 6.1 15.6 3.6 0.0 7.9 0.7 10.0 5.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 20 . . . 4 0 4 . 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 36,727 : : Positions : : 24,327 30,326 4,583 597 1,990 768 200 139 3,080 1,635 1,825 : : : : Changes from: June 30, 2020 : : -2,164 -2,055 151 287 -338 -121 0 0 125 325 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 82.6 12.5 1.6 5.4 2.1 0.5 0.4 8.4 4.5 5.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 30,906 : : Positions : : 25,049 26,566 0 1,929 1,078 0 229 304 3,700 25 775 : : : : Changes from: June 30, 2020 : : -2,200 -2,534 0 -187 0 -25 -127 0 -450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 86.0 0.0 6.2 3.5 0.0 0.7 1.0 12.0 0.1 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 . . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 134,715 : : Positions : : 102,659 98,172 2,406 14,932 8,241 9,920 1,665 4,743 3,482 3,853 3,018 : : : : Changes from: June 30, 2020 : : -3,272 -1,746 -551 422 -171 2,607 -125 -442 -259 -34 -204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 72.9 1.8 11.1 6.1 7.4 1.2 3.5 2.6 2.9 2.2 : : : : Number of Traders in Each Category Total Traders: 63 : : 30 32 . . 5 7 5 . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 65,397 : : Positions : : 55,118 47,017 2,940 9,786 4,031 371 810 1,365 696 1,452 876 : : : : Changes from: June 30, 2020 : : -2,929 -2,892 -500 584 -584 97 50 -98 125 -950 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 71.9 4.5 15.0 6.2 0.6 1.2 2.1 1.1 2.2 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 19 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 39,301 : : Positions : : 36,122 28,485 496 7,155 1,208 0 1,178 0 1,175 975 300 : : : : Changes from: June 30, 2020 : : -1,274 -975 -161 -310 25 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 72.5 1.3 18.2 3.1 0.0 3.0 0.0 3.0 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 58,522 : : Positions : : 34,317 21,797 938 28,092 2,328 15,290 200 50 1,296 1,892 4,083 : : : : Changes from: June 30, 2020 : : -466 -1,880 5 506 -616 -275 100 0 -152 382 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 37.2 1.6 48.0 4.0 26.1 0.3 0.1 2.2 3.2 7.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 74,653 : : Positions : : 42,553 22,910 0 41,337 4,431 22,373 625 120 2,332 2,718 2,459 : : : : Changes from: June 30, 2020 : : -505 -1,345 0 -425 -297 -579 100 0 -246 235 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 30.7 0.0 55.4 5.9 30.0 0.8 0.2 3.1 3.6 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 0 4 4 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 69,473 : : Positions : : 50,091 43,913 12,085 20,164 3,157 0 0 0 2,149 748 1,489 : : : : Changes from: June 30, 2020 : : -2,308 -1,222 283 -564 -285 0 0 0 201 -60 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 63.2 17.4 29.0 4.5 0.0 0.0 0.0 3.1 1.1 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 22 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 87,169 : : Positions : : 60,377 48,055 21,058 34,853 1,176 0 150 0 1,950 819 2,116 : : : : Changes from: June 30, 2020 : : -3,298 -2,098 71 -912 -220 0 -25 0 196 -26 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 55.1 24.2 40.0 1.3 0.0 0.2 0.0 2.2 0.9 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 : : 29,785 39,662 9,404 0 4,224 0 0 0 280 0 225 : : : : Changes from: June 30, 2020 : : -100 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 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 July 7, 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 28,300 : : Positions : : 26,219 16,503 0 9,230 1,251 0 600 0 360 695 0 : : : : Changes from: June 30, 2020 : : 205 -10 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 58.3 0.0 32.6 4.4 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 July 7, 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 20,434 : : Positions : : 12,145 18,772 6,415 0 1,140 0 0 0 325 222 300 : : : : Changes from: June 30, 2020 : : 165 97 0 0 0 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 91.9 31.4 0.0 5.6 0.0 0.0 0.0 1.6 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 88,301 : : Positions : : 64,782 64,806 370 9,552 9,148 6,582 1,383 52 5,172 1,142 1,806 : : : : Changes from: June 30, 2020 : : 2,545 1,935 0 -309 48 -39 -14 0 -772 -39 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 73.4 0.4 10.8 10.4 7.5 1.6 0.1 5.9 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 32 32 . . . 6 . . 11 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 14,076 : : Positions : : 9,465 13,782 3,717 0 144 750 0 0 0 150 0 : : : : Changes from: June 30, 2020 : : 972 972 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 97.9 26.4 0.0 1.0 5.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 14,016 : : Positions : : 9,405 13,572 3,717 0 144 750 0 0 0 150 0 : : : : Changes from: June 30, 2020 : : 972 822 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 96.8 26.5 0.0 1.0 5.4 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 48,431 : : Positions : : 39,179 36,314 0 5,801 3,348 0 700 0 5,220 1,475 335 : : : : Changes from: June 30, 2020 : : 2,245 1,020 0 0 0 0 0 0 -25 1,175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 75.0 0.0 12.0 6.9 0.0 1.4 0.0 10.8 3.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 49,142 : : Positions : : 36,287 43,192 6,364 0 5,369 0 0 0 690 100 200 : : : : Changes from: June 30, 2020 : : -65 105 40 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 87.9 13.0 0.0 10.9 0.0 0.0 0.0 1.4 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 42,594 : : Positions : : 36,473 30,169 55 5,988 4,850 115 900 50 275 365 260 : : : : Changes from: June 30, 2020 : : 162 527 0 -425 177 0 0 0 -65 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 70.8 0.1 14.1 11.4 0.3 2.1 0.1 0.6 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 63,723 : : Positions : : 49,108 61,453 10,589 230 1,550 0 0 0 1,450 200 50 : : : : Changes from: June 30, 2020 : : -4,028 -5,304 -1,228 0 0 0 0 0 -23 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 96.4 16.6 0.4 2.4 0.0 0.0 0.0 2.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 69,431 : : Positions : : 58,134 63,691 4,661 975 3,770 0 525 0 2,276 200 90 : : : : Changes from: June 30, 2020 : : -3,285 -4,241 -1,027 188 -318 0 0 0 254 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 91.7 6.7 1.4 5.4 0.0 0.8 0.0 3.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 11 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 80,435 : : Positions : : 65,382 71,052 8,944 4,822 1,317 0 518 30 1,718 0 2,626 : : : : Changes from: June 30, 2020 : : -3,796 -4,078 -381 177 -77 0 45 -45 343 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 88.3 11.1 6.0 1.6 0.0 0.6 0.0 2.1 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 98,473 : : Positions : : 78,993 85,610 10,065 4,321 2,987 645 1,478 175 1,554 129 3,758 : : : : Changes from: June 30, 2020 : : -4,534 -5,450 -738 -27 55 -32 -85 -25 -148 129 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 86.9 10.2 4.4 3.0 0.7 1.5 0.2 1.6 0.1 3.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 23 28 5 . 5 . 6 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 57,029 : : Positions : : 39,255 51,126 17,254 1,484 120 0 2,799 0 300 1,400 100 : : : : Changes from: June 30, 2020 : : -2,964 -2,540 -580 -309 0 0 -635 0 -25 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 89.6 30.3 2.6 0.2 0.0 4.9 0.0 0.5 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 52,240 : : Positions : : 34,240 51,140 16,425 0 225 0 150 0 1,350 725 0 : : : : Changes from: June 30, 2020 : : -1,945 -2,250 -405 0 0 0 -25 0 100 25 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.9 31.4 0.0 0.4 0.0 0.3 0.0 2.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 56,981 : : Positions : : 34,989 52,089 16,931 127 2,244 700 35 0 1,043 1,632 743 : : : : Changes from: June 30, 2020 : : -1,105 -1,398 -239 0 -23 -25 0 -75 1 70 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 91.4 29.7 0.2 3.9 1.2 0.1 0.0 1.8 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 64,299 : : Positions : : 46,493 57,051 13,819 295 445 1,070 3,200 275 1,363 1,966 688 : : : : Changes from: June 30, 2020 : : -711 -1,295 -300 -80 27 0 -25 0 -285 113 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 88.7 21.5 0.5 0.7 1.7 5.0 0.4 2.1 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 25,164 : : Positions : : 11,849 23,655 12,755 0 424 0 885 0 0 0 0 : : : : Changes from: June 30, 2020 : : -706 -1,020 -418 0 -12 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 94.0 50.7 0.0 1.7 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 25,003 : : Positions : : 11,905 24,261 12,310 0 372 0 225 0 0 0 0 : : : : Changes from: June 30, 2020 : : -464 -1,022 -585 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 97.0 49.2 0.0 1.5 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 5 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 29,432 : : Positions : : 23,832 20,755 2,905 4,790 728 0 514 330 1,370 1,397 160 : : : : Changes from: June 30, 2020 : : -1,715 -1,647 -145 -68 -55 0 -120 0 20 -110 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.5 9.9 16.3 2.5 0.0 1.7 1.1 4.7 4.7 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 17,695 : : Positions : : 14,079 14,070 1,403 942 230 0 970 0 685 881 152 : : : : Changes from: June 30, 2020 : : -1,193 -923 -45 -70 0 0 -110 0 10 -172 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 79.5 7.9 5.3 1.3 0.0 5.5 0.0 3.9 5.0 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 July 7, 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 57,551 : : Positions : : 43,315 27,312 6,803 22,150 665 2,681 5,463 284 2,029 0 1,656 : : : : Changes from: June 30, 2020 : : -1,603 -1,657 4 366 -221 25 -421 0 -118 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 47.5 11.8 38.5 1.2 4.7 9.5 0.5 3.5 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 20 4 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 35,631 : : Positions : : 30,353 12,830 1,929 18,570 1,270 725 1,288 60 566 974 584 : : : : Changes from: June 30, 2020 : : -1,649 -1,187 -38 -606 -69 0 -25 -10 -25 109 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 36.0 5.4 52.1 3.6 2.0 3.6 0.2 1.6 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 19,314 : : Positions : : 10,038 17,730 7,166 0 970 300 264 0 575 175 175 : : : : Changes from: June 30, 2020 : : -400 -501 -130 0 0 -1 0 0 125 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 91.8 37.1 0.0 5.0 1.6 1.4 0.0 3.0 0.9 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 11,673 : : Positions : : 6,469 8,350 3,109 2,100 468 125 0 0 250 100 490 : : : : Changes from: June 30, 2020 : : -854 -505 -93 -200 -7 -25 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 71.5 26.6 18.0 4.0 1.1 0.0 0.0 2.1 0.9 4.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 10,671 : : Positions : : 5,607 7,345 3,047 2,100 476 125 0 0 220 100 485 : : : : Changes from: June 30, 2020 : : -804 -505 -107 -200 0 -25 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 68.8 28.6 19.7 4.5 1.2 0.0 0.0 2.1 0.9 4.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 34,295 : : Positions : : 20,350 28,730 10,235 0 360 200 0 0 950 3,170 2,035 : : : : Changes from: June 30, 2020 : : -1,240 -1,006 -210 0 0 0 0 0 -100 -545 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 83.8 29.8 0.0 1.0 0.6 0.0 0.0 2.8 9.2 5.9 : : : : 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 July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 34,715 : : Positions : : 20,905 29,250 10,025 0 465 200 0 0 950 2,995 2,005 : : : : Changes from: June 30, 2020 : : -1,275 -1,061 -190 0 0 0 0 0 -100 -505 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 84.3 28.9 0.0 1.3 0.6 0.0 0.0 2.7 8.6 5.8 : : : : 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 July 7, 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 109,760 : : Positions : : 77,154 90,122 22,496 4,882 6,815 150 1,030 730 915 4,675 1,426 : : : : Changes from: June 30, 2020 : : -5,429 -5,173 -1,152 -545 -462 25 -95 -25 550 -196 -373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 82.1 20.5 4.4 6.2 0.1 0.9 0.7 0.8 4.3 1.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 29 4 . . . . . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 121,733 : : Positions : : 84,781 101,996 22,453 860 9,397 26 1,280 1,685 909 4,004 2,431 : : : : Changes from: June 30, 2020 : : -6,764 -6,751 -1,265 -780 -273 -10 -330 -5 350 163 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 83.8 18.4 0.7 7.7 0.0 1.1 1.4 0.7 3.3 2.0 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 28 5 . 5 . . 4 . 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 536,407 : : Positions : : 296,382 361,703 51,909 4,142 96,922 15,922 13,154 31,862 20,505 5,872 22,590 : : : : Changes from: June 30, 2020 : : -3,814 -5,709 -5,629 -207 -2,007 1,627 -526 145 609 -782 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 67.4 9.7 0.8 18.1 3.0 2.5 5.9 3.8 1.1 4.2 : : : : Number of Traders in Each Category Total Traders: 95 : : 44 35 4 . 5 9 9 8 20 6 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,420 : : Positions : : 9,334 14,235 937 25 1,435 820 100 565 3,214 0 0 : : : : Changes from: June 30, 2020 : : -515 -720 -1 -70 -39 -50 0 0 -219 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 86.7 5.7 0.2 8.7 5.0 0.6 3.4 19.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 13,301 : : Positions : : 6,632 11,245 1,324 90 1,311 150 300 355 3,414 0 0 : : : : Changes from: June 30, 2020 : : -395 -765 -91 -30 0 -25 0 0 -269 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 84.5 10.0 0.7 9.9 1.1 2.3 2.7 25.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 6,080 : : Positions : : 3,010 3,430 510 0 185 85 330 840 615 625 100 : : : : Changes from: June 30, 2020 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 56.4 8.4 0.0 3.0 1.4 5.4 13.8 10.1 10.3 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 16,945 : : Positions : : 13,208 15,231 934 0 209 350 0 0 1,995 1,250 225 : : : : Changes from: June 30, 2020 : : -20 5 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 89.9 5.5 0.0 1.2 2.1 0.0 0.0 11.8 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 July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 87,573 : : Positions : : 61,137 62,582 17,406 11,906 1,440 0 4,055 0 0 0 0 : : : : Changes from: June 30, 2020 : : -1,510 -1,381 -316 -260 0 0 -185 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 71.5 19.9 13.6 1.6 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 73,257 : : Positions : : 51,848 50,892 13,884 10,285 1,465 0 4,555 0 0 0 0 : : : : Changes from: June 30, 2020 : : -999 -885 -261 -230 0 0 -145 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 69.5 19.0 14.0 2.0 0.0 6.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 : : 7,330 15,955 7,855 0 4,885 550 990 0 1,500 0 0 : : : : Changes from: June 30, 2020 : : -455 -795 -175 0 -175 -50 -15 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 64.5 31.7 0.0 19.7 2.2 4.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 58,480 : : Positions : : 32,055 20,185 7,161 24,586 780 11,620 5,375 3,825 0 960 0 : : : : Changes from: June 30, 2020 : : 25 -978 -1,283 -940 420 0 655 -195 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 34.5 12.2 42.0 1.3 19.9 9.2 6.5 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 39,347 : : Positions : : 20,595 16,996 10,056 12,890 780 2,365 3,040 3,045 0 360 300 : : : : Changes from: June 30, 2020 : : 288 -925 -928 -535 420 -200 615 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 43.2 25.6 32.8 2.0 6.0 7.7 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 July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 22,145 : : Positions : : 13,015 11,878 5,170 3,072 300 0 3,415 1,800 0 0 0 : : : : Changes from: June 30, 2020 : : -633 -505 -390 -333 0 0 -185 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 53.6 23.3 13.9 1.4 0.0 15.4 8.1 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 July 7, 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 18,675 : : Positions : : 10,782 12,430 4,680 3,127 300 0 325 1,800 0 0 0 : : : : Changes from: June 30, 2020 : : -363 -687 -310 -6 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 66.6 25.1 16.7 1.6 0.0 1.7 9.6 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 July 7, 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 97,930 : : Positions : : 60,880 32,475 890 36,680 5,225 12,095 1,450 880 0 3,215 625 : : : : Changes from: June 30, 2020 : : -220 -440 -200 -895 -90 -1,030 -100 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 33.2 0.9 37.5 5.3 12.4 1.5 0.9 0.0 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 93,000 : : Positions : : 57,565 31,020 125 32,130 5,745 12,650 1,450 980 0 5,685 70 : : : : Changes from: June 30, 2020 : : -460 -545 -310 -985 75 -935 -100 -40 0 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 33.4 0.1 34.5 6.2 13.6 1.6 1.1 0.0 6.1 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 July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,518 : : Positions : : 14,036 4,143 0 1,023 741 2,355 9,090 505 875 3,875 490 : : : : Changes from: June 30, 2020 : : -885 -224 0 39 -130 -250 -1,175 0 -25 150 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 17.6 0.0 4.3 3.2 10.0 38.7 2.1 3.7 16.5 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 22,848 : : Positions : : 13,241 4,178 0 1,738 633 2,355 8,590 535 875 2,885 1,005 : : : : Changes from: June 30, 2020 : : -716 -200 -55 -16 -100 -250 -1,025 0 -25 145 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 18.3 0.0 7.6 2.8 10.3 37.6 2.3 3.8 12.6 4.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 60,170 : : Positions : : 19,615 49,985 12,555 7,775 60 17,275 0 0 8,740 0 0 : : : : Changes from: June 30, 2020 : : -245 -3,175 -1,095 -490 0 -2,040 0 -25 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 83.1 20.9 12.9 0.1 28.7 0.0 0.0 14.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 61,050 : : Positions : : 21,055 54,710 8,870 1,755 1,875 5,650 55 50 20,645 0 140 : : : : Changes from: June 30, 2020 : : -1,475 -3,065 -670 -75 0 -100 -60 0 -955 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 89.6 14.5 2.9 3.1 9.3 0.1 0.1 33.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 51,660 : : Positions : : 20,265 45,600 9,250 2,115 1,110 5,650 55 50 12,455 0 490 : : : : Changes from: June 30, 2020 : : -1,270 -2,515 -725 -75 0 -100 -60 0 -555 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 88.3 17.9 4.1 2.1 10.9 0.1 0.1 24.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 69,825 : : Positions : : 37,610 38,710 4,960 0 2,220 1,820 19,900 840 15,115 1,250 1,270 : : : : Changes from: June 30, 2020 : : -2,015 -3,060 -255 0 -55 -275 -50 -200 -680 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 55.4 7.1 0.0 3.2 2.6 28.5 1.2 21.6 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 64,065 : : Positions : : 37,210 33,645 4,365 0 2,490 1,670 19,900 840 11,455 1,250 1,270 : : : : Changes from: June 30, 2020 : : -1,975 -2,950 -245 0 -55 -300 -50 -200 -635 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 52.5 6.8 0.0 3.9 2.6 31.1 1.3 17.9 2.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 63,447 : : Positions : : 36,783 21,706 0 18,562 300 17,075 0 3,605 50 13,710 2,005 : : : : Changes from: June 30, 2020 : : -1,453 -635 0 -568 0 -640 0 90 0 -900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 34.2 0.0 29.3 0.5 26.9 0.0 5.7 0.1 21.6 3.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 52,610 : : Positions : : 34,543 18,450 0 15,818 300 8,975 0 3,655 50 9,550 2,250 : : : : Changes from: June 30, 2020 : : -1,679 -570 0 -559 0 -90 0 90 0 -660 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 35.1 0.0 30.1 0.6 17.1 0.0 6.9 0.1 18.2 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 183,739 : : Positions : : 95,863 87,940 17,465 260 6,584 8,782 19,980 4,963 1,250 15,035 2,230 : : : : Changes from: June 30, 2020 : : -5,770 -3,075 537 150 -687 373 -1,020 -498 -100 -995 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 47.9 9.5 0.1 3.6 4.8 10.9 2.7 0.7 8.2 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 28 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 146,536 : : Positions : : 70,916 80,637 20,489 0 2,385 7,387 10,305 5,073 1,550 9,255 2,310 : : : : Changes from: June 30, 2020 : : -4,753 -2,686 309 0 -684 588 -520 -473 15 -615 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 55.0 14.0 0.0 1.6 5.0 7.0 3.5 1.1 6.3 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 27 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 22,975 : : Positions : : 9,020 18,425 9,425 980 2,220 1,500 300 0 0 0 0 : : : : Changes from: June 30, 2020 : : -485 -370 30 -35 -30 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 80.2 41.0 4.3 9.7 6.5 1.3 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 July 7, 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 69,756 : : Positions : : 29,260 38,300 15,211 4,566 10,500 1,755 0 8,815 0 3,590 0 : : : : Changes from: June 30, 2020 : : -1,907 -2,800 -638 50 -230 -550 0 -130 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 54.9 21.8 6.5 15.1 2.5 0.0 12.6 0.0 5.1 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 July 7, 2020 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 59,365 : : Positions : : 25,835 29,650 8,506 3,471 7,799 1,580 0 9,065 0 3,040 0 : : : : Changes from: June 30, 2020 : : -1,785 -1,735 125 300 -545 -240 0 -305 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 49.9 14.3 5.8 13.1 2.7 0.0 15.3 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 45,880 : : Positions : : 16,405 26,985 245 5,540 5,725 16,125 1,585 1,990 840 0 840 : : : : Changes from: June 30, 2020 : : 305 845 125 -410 -145 -75 35 -260 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 58.8 0.5 12.1 12.5 35.1 3.5 4.3 1.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 54,455 : : Positions : : 11,865 38,420 0 4,630 5,360 32,020 1,855 1,050 840 0 840 : : : : Changes from: June 30, 2020 : : -495 -340 0 -295 0 -325 -75 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 70.6 0.0 8.5 9.8 58.8 3.4 1.9 1.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 7, 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 173,136 : : Positions : : 94,637 94,754 4,785 3,687 29,474 6,585 11,870 6,000 3,150 0 0 : : : : Changes from: June 30, 2020 : : -5,015 -2,664 2,426 -60 -1,754 -140 -285 -500 -215 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 54.7 2.8 2.1 17.0 3.8 6.9 3.5 1.8 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 July 7, 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 119,860 : : Positions : : 72,330 59,750 3,260 12,580 16,790 2,025 7,715 8,270 2,460 0 0 : : : : Changes from: June 30, 2020 : : -2,915 -2,465 215 -725 -240 50 260 -800 -295 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 49.8 2.7 10.5 14.0 1.7 6.4 6.9 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 10, 2020